# EDGAR Filing Document

**Accession Number:** 0001557794
**File Stem:** 0001410368-26-052994
**Filing Date:** 2026-5
**Character Count:** 3874212
**Document Hash:** b0b5995b26f267fcfbba53a1966a5d66
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-052994.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0001410368-26-052994

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Blackstone Alternative Investment Funds
- **CENTRAL INDEX KEY:** 0001557794

**ORGANIZATION NAME:**
- **EIN:** 300748288
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22743
- **FILM NUMBER:** 261024381

**BUSINESS ADDRESS:**
- **STREET 1:** 345 PARK AVENUE
- **STREET 2:** 28TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10154
- **BUSINESS PHONE:** 212-583-5000

**MAIL ADDRESS:**
- **STREET 1:** 345 PARK AVENUE
- **STREET 2:** 28TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10154

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Blackstone Investor Solutions Funds
- **DATE OF NAME CHANGE:** 20120907

## Series and Classes Contracts Data

### Blackstone Alternative Multi-Strategy Fund (Series ID: S000045538)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000141764 | Class I        |  |
| C000145025 | Class D Shares |  |
| C000145027 | Class Y Shares |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Blackstone Alternative Investment Funds

- **b. Investment Company Act file number:** 811-22743

- **c. CIK number of Registrant:** 0001557794

- **d. LEI of Registrant:** 549300C1ND700M70DR68

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

  - **Street Address 1:** 345 PARK AVENUE

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10154-0004

  - **Telephone number:** 212-583-5000

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

- **a. Name of Series:** Blackstone Alternative Multi-Strategy Fund

- **b. EDGAR series identifier (if any):** S000045538

- **c. LEI of Series:** 549300L5W5CEUPTA7918

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $10778304725.43

**Total Liabilities:** $7167349439.55

**Net Assets:** $3610955285.88

**Amount of Assets Invested in Other Investment Companies:** $864987782.33

**Delayed Delivery Securities:** $2037239720.40

**Cash Not Reported:** $1651526875.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -215.43000000 | **1-Year:** -12570.02000000 | **5-Year:** -23916.03000000 | **10-Year:** -64963.53000000 | **30-Year:** -24890.17000000

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

- **3-Month:** -2202.70000000 | **1-Year:** -70125.20000000 | **5-Year:** -235617.58000000 | **10-Year:** -253954.72000000 | **30-Year:** -227220.46000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000141764 | 0.27%                | 0.73%                | -0.90%               |
| Class ID C000145025 | 0.27%                | 0.64%                | -0.91%               |
| Class ID C000145027 | 0.28%                | 0.73%                | -0.91%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $78839279.86             | $16514996.72                               |
| Month 2  | $74976886.71             | $-16606769.19                              |
| Month 3  | $158282096.06            | $-51130063.68                              |

### Schedule of Portfolio Investments

| Name                                                   | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| SKF AB                                                 | SKF AB-B SHARES                                                                  | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Short            | EC               | CORP              | SE        |        -553 | NS      | $-13330.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Whitehawk Therapeutics Inc                             | Whitehawk Therapeutics Inc                                                       | CUSIP: 00032Q104<br>LEI: 549300G3U7TKW1M58L09 | Long             | EC               | CORP              | US        |         200 | NS      | $690.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AAON Inc                                               | AAON Inc                                                                         | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $8275.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AAR Corp                                               | AAR Corp                                                                         | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Short            | EC               | CORP              | US        |        -300 | NS      | $-32838.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bayerische Motoren Werke AG                            | BAYERISCHE MOTOREN WERKE AG                                                      | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |         798 | NS      | $73820.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE TELEKOM AG- ORDS                              | DEUTSCHE TELEKOM AG- ORDS                                                        | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Short            | EC               | CORP              | DE        |       -9241 | NS      | $-344904.25    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MERCK KGAA                                             | MERCK KGAA                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Short            | EC               | CORP              | DE        |        -339 | NS      | $-43071.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ACCO Brands Corp                                       | ACCO Brands Corp                                                                 | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |        6400 | NS      | $19200.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ADMA Biologics Inc                                     | ADMA Biologics Inc                                                               | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2198 | NS      | $19803.98      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ADT Inc                                                | ADT Inc                                                                          | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $2628.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Absci Corp                                             | Absci Corp                                                                       | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8000 | NS      | $24000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ABVC BioPharma Inc                                     | ABVC BioPharma Inc                                                               | CUSIP: 00091F304<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-97.01        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ACV Auctions Inc                                       | ACV Auctions Inc                                                                 | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1400 | NS      | $5936.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ACM Research Inc                                       | ACM Research Inc                                                                 | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Short            | EC               | CORP              | US        |        -100 | NS      | $-3935.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Flower Capital Inc                            | Advanced Flower Capital Inc                                                      | CUSIP: 00109K105<br>LEI: 5493005G0MGS3E0E7218 | Short            | EC               |  | US        |       -1700 | NS      | $-4794.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ZURICH FINANCIAL SERVICES                              | ZURICH FINANCIAL SERVICES                                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | CH        |         -47 | NS      | $-33220.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AGNC Investment Corp                                   | AGNC Investment Corp                                                             | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Short            | EC               |  | US        |      -64600 | NS      | $-647938.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| AMC Networks Inc                                       | AMC Networks Inc                                                                 | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |        4800 | NS      | $32592.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Learfield Communications, LLC                          | Learfield Communications LLC 2024 Term Loan B                                    | CUSIP: 00165HAL7<br>LEI: 549300177GK4LMS8T214 | Long             | LON              | CORP              | US        |     1809736 | PA      | $1810496.44    | 0.05%             | 2028-06-30      | Floating      | 8.17%                 | No            | 2                  | On Loan: No      |
| ALX Oncology Holdings Inc                              | ALX Oncology Holdings Inc                                                        | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10900 | NS      | $21854.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AMN Healthcare Services Inc                            | AMN Healthcare Services Inc                                                      | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |        8500 | NS      | $155890.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Outdoor Holding Co                                     | Outdoor Holding Co                                                               | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |        3100 | NS      | $6231.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AMTD Digital Inc                                       | AMTD Digital Inc                                                                 | CUSIP: 00180N101<br>LEI: 391200IVEYNH15HJO909 | Short            | EC               | CORP              | KY        |      -21055 | NS      | $-32845.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gold.com Inc                                           | Gold.com Inc                                                                     | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |        3300 | NS      | $132264.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Angi Inc                                               | Angi Inc                                                                         | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Short            | EC               | CORP              | US        |       -3010 | NS      | $-20618.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| API Group Corp                                         | API Group Corp                                                                   | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Short            | EC               | CORP              | US        |       -7700 | NS      | $-312004.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| AT&T Inc                                               | AT&T Inc                                                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |        8887 | NS      | $257634.13     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| aTyr Pharma Inc                                        | aTyr Pharma Inc                                                                  | CUSIP: 002120202<br>LEI: 529900ENQUXMC5EBKO36 | Long             | EC               | CORP              | US        |       10800 | NS      | $8424.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| A10 Networks Inc                                       | A10 Networks Inc                                                                 | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |        4800 | NS      | $110976.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ASE Technology Holding Co Ltd                          | ASE Technology Holding Co Ltd                                                    | CUSIP: 00215W100<br>LEI: 300300GO8QHPMV87NZ73 | Short            | EC               | CORP              | TW        |        -800 | NS      | $-17344.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AST SpaceMobile Inc                                    | AST SpaceMobile Inc                                                              | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Short            | EC               | CORP              | US        |      -13500 | NS      | $-1118745.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| ATS Corp                                               | ATS Corp                                                                         | CUSIP: 00217Y104<br>LEI: 5493005KP4RP3IU7HQ41 | Short            | EC               | CORP              | CA        |       -2800 | NS      | $-78960.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ASP Isotopes Inc                                       | ASP Isotopes Inc                                                                 | CUSIP: 00218A105<br>LEI: 6488WHV94BZ496OZ3219 | Short            | EC               | CORP              | US        |      -25797 | NS      | $-114022.74    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| A2Z Cust2Mate Solutions Corp                           | A2Z Cust2Mate Solutions Corp                                                     | CUSIP: 002205102<br>LEI: 875500SPYFJB375QFG54 | Short            | EC               | CORP              | CA        |       -6400 | NS      | $-42688.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AXT Inc                                                | AXT Inc                                                                          | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Short            | EC               | CORP              | US        |        -400 | NS      | $-22792.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AZZ Inc                                                | AZZ Inc                                                                          | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |         400 | NS      | $50052.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Abacus Global Management Inc                           | Abacus Global Management Inc                                                     | CUSIP: 00258Y104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1100 | NS      | $-8668.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Abbott Laboratories                                    | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       40742 | NS      | $4182981.14    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| AbbVie Inc                                             | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Short            | EC               | CORP              | US        |       -1142 | NS      | $-248373.58    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| AbCellera Biologics Inc                                | AbCellera Biologics Inc                                                          | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | CA        |       66600 | NS      | $232434.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Abercrombie & Fitch Co                                 | Abercrombie & Fitch Co                                                           | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Short            | EC               | CORP              | US        |       -1800 | NS      | $-164466.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Abeona Therapeutics Inc                                | Abeona Therapeutics Inc                                                          | CUSIP: 00289Y206<br>LEI: 54930002Z8PIJRCB4576 | Short            | EC               | CORP              | US        |       -3528 | NS      | $-15805.44     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aardvark Therapeutics Inc                              | Aardvark Therapeutics Inc                                                        | CUSIP: 002942100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $754.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Above Food Ingredients Inc                             | Above Food Ingredients Inc                                                       | CUSIP: 00373V100<br>LEI: 984500P80991D973B871 | Short            | EC               | CORP              | CA        |      -12800 | NS      | $-12928.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Abry Liquid Credit CLO Ltd                             | Abry Liquid Credit CLO 2025-1 Ltd                                                | CUSIP: 00383LAJ9<br>LEI: 254900B1K4HLAH4DXD74 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1498911.00    | 0.04%             | 2038-10-20      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| Abry Liquid Credit CLO Ltd                             | Abry Liquid Credit CLO 2025-1 Ltd                                                | CUSIP: 00383TAA1<br>LEI: 254900B1K4HLAH4DXD74 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1920688.00    | 0.05%             | 2038-10-20      | Floating      | 9.82%                 | No            | 2                  | On Loan: No      |
| Acacia Research Corp                                   | Acacia Research Corp                                                             | CUSIP: 003881307<br>LEI: 529900BCN7BE6ESPDZ72 | Short            | EC               | CORP              | US        |        -800 | NS      | $-3848.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Abry Liquid Credit CLO Ltd                             | Abry Liquid Credit CLO 2025-2 Ltd                                                | CUSIP: 003943AJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1494738.00    | 0.04%             | 2039-01-15      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| Academy Sports & Outdoors Inc                          | Academy Sports & Outdoors Inc                                                    | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Short            | EC               | CORP              | US        |       -3800 | NS      | $-214510.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Acadia Healthcare Co Inc                               | Acadia Healthcare Co Inc                                                         | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Short            | EC               | CORP              | US        |       -2200 | NS      | $-51458.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ACADIA Pharmaceuticals Inc                             | ACADIA Pharmaceuticals Inc                                                       | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Short            | EC               | CORP              | US        |        -100 | NS      | $-2226.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Acadia Realty Trust                                    | Acadia Realty Trust                                                              | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               |  | US        |         100 | NS      | $1912.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Accuray Inc                                            | Accuray Inc                                                                      | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Short            | EC               | CORP              | US        |        -800 | NS      | $-310.48       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ace Securities Corp.                                   | ACE Securities Corp Home Equity Loan Trust Series 2006-ASAP6                     | CUSIP: 00443KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2213898 | PA      | $679044.54     | 0.02%             | 2036-12-25      | Floating      | 4.11%                 | No            | 2                  | On Loan: No      |
| Aceragen Inc                                           | Aceragen Inc                                                                     | CUSIP: 00445F109<br>LEI: 549300JLJLICQGQFXF87 | Short            | EC               | CORP              | US        |        -735 | NS      | $-282.89       | -0.00%            |  |  |  | No            | 3                  | On Loan: No      |
| Achieve Life Sciences Inc                              | Achieve Life Sciences Inc                                                        | CUSIP: 004468500<br>LEI: 549300V82ZKZDTAU0A46 | Long             | EC               | CORP              | US        |        2800 | NS      | $8232.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ACI Worldwide Inc                                      | ACI Worldwide Inc                                                                | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      152783 | NS      | $6265630.83    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Achilles Therapeutics PLC                              | Achilles Therapeutics PLC                                                        | CUSIP: 00449L102<br>LEI: 984500FDESEB1BE52A76 | Long             | EC               | CORP              | GB        |        1700 | NS      | $2516.00       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Aclaris Therapeutics Inc                               | Aclaris Therapeutics Inc                                                         | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |        1400 | NS      | $5250.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ADTRAN Holdings Inc                                    | ADTRAN Holdings Inc                                                              | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |        3200 | NS      | $40256.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Acrivon Therapeutics Inc                               | Acrivon Therapeutics Inc                                                         | CUSIP: 004890109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2400 | NS      | $3336.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Actinium Pharmaceuticals Inc                           | Actinium Pharmaceuticals Inc                                                     | CUSIP: 00507W206<br>LEI: 549300LCY1NZSXCQDT45 | Long             | EC               | CORP              | US        |        3114 | NS      | $3099.40       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Acuity Inc                                             | Acuity Inc                                                                       | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         120 | NS      | $33626.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Acushnet Holdings Corp                                 | Acushnet Holdings Corp                                                           | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |         300 | NS      | $28044.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Acumen Pharmaceuticals Inc                             | Acumen Pharmaceuticals Inc                                                       | CUSIP: 00509G209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5700 | NS      | $13452.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TIC Solutions Inc                                      | TIC Solutions Inc                                                                | CUSIP: 00510N102<br>LEI: 213800ZDFRNC8QXEZ481 | Short            | EC               | CORP              | US        |      -48400 | NS      | $-318472.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Invivyd Inc                                            | Invivyd Inc                                                                      | CUSIP: 00534A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12100 | NS      | $15730.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Adaptive Biotechnologies Corp                          | Adaptive Biotechnologies Corp                                                    | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |         300 | NS      | $4164.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AdaptHealth Corp                                       | AdaptHealth Corp                                                                 | CUSIP: 00653Q102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-4760.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Adeia Inc                                              | Adeia Inc                                                                        | CUSIP: 00676P107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-2403.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Adial Pharmaceuticals Inc                              | Adial Pharmaceuticals Inc                                                        | CUSIP: 00688A304<br>LEI: N/A                  | Short            | EC               | CORP              | US        |          -1 | NS      | $-1.79         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Adicet Bio Inc                                         | Adicet Bio Inc                                                                   | CUSIP: 007002207<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               | CORP              | US        |        1489 | NS      | $10140.09      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Adobe Inc                                              | Adobe Inc                                                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       45160 | NS      | $10977492.80   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Adobe Inc                                              | Adobe Inc                                                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Short            | EC               | CORP              | US        |       -2296 | NS      | $-558111.68    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Covista Inc                                            | Covista Inc                                                                      | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |        1400 | NS      | $161350.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aduro Clean Technologies Inc                           | Aduro Clean Technologies Inc                                                     | CUSIP: 007408206<br>LEI: 984500CDD5XBB88E4636 | Short            | EC               | CORP              | CA        |        -200 | NS      | $-2098.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Advance Auto Parts Inc                                 | Advance Auto Parts Inc                                                           | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Short            | EC               | CORP              | US        |        -800 | NS      | $-42200.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aehr Test Systems                                      | Aehr Test Systems                                                                | CUSIP: 00760J108<br>LEI: 529900A4GWWZFRU2RE97 | Long             | EC               | CORP              | US        |         400 | NS      | $14832.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aegon Ltd                                              | Aegon Ltd                                                                        | CUSIP: 0076CA104<br>LEI: O4QK7KMMK83ITNTHUG69 | Short            | EC               | CORP              | BM        |      -20700 | NS      | $-150282.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arq Inc                                                | Arq Inc                                                                          | CUSIP: 00770C101<br>LEI: 52990086HRJSW2EZQH40 | Short            | EC               | CORP              | US        |        -700 | NS      | $-1792.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aemetis Inc                                            | Aemetis Inc                                                                      | CUSIP: 00770K202<br>LEI: 254900DQF4U5U9W7AR72 | Short            | EC               | CORP              | US        |       -2400 | NS      | $-7656.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Spyre Therapeutics Inc                                 | Spyre Therapeutics Inc                                                           | CUSIP: 00773J202<br>LEI: 52990017AIJPRH3HQH40 | Long             | EC               | CORP              | US        |        8850 | NS      | $446394.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Spyre Therapeutics Inc                                 | Spyre Therapeutics Inc                                                           | CUSIP: 00773J202<br>LEI: 52990017AIJPRH3HQH40 | Short            | EC               | CORP              | US        |       -3548 | NS      | $-178961.12    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AdvanSix Inc                                           | AdvanSix Inc                                                                     | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |        3200 | NS      | $78080.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aeluma Inc                                             | Aeluma Inc                                                                       | CUSIP: 00776X109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1500 | NS      | $-19635.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Micro Devices Inc                             | Advanced Micro Devices Inc                                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       15235 | NS      | $3099256.05    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Drainage Systems Inc                          | Advanced Drainage Systems Inc                                                    | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-164556.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Energy Industries Inc                         | Advanced Energy Industries Inc                                                   | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Short            | EC               | CORP              | US        |        -100 | NS      | $-32271.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA ADURO BIOTECH I                                 | CONTRA ADURO BIOTECH I                                                           | CUSIP: 007CVR012<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |        1040 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Spyre Therapeutics, Inc.                               | Spyre Therapeutics, Inc.                                                         | CUSIP: 007CVR020<br>LEI: 52990017AIJPRH3HQH40 | Long             | EC               | CORP              | US        |        4700 | NS      | $237068.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Jade Biosciences Inc                                   | Jade Biosciences Inc                                                             | CUSIP: 008064206<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -295 | NS      | $-4144.75      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AeroVironment Inc                                      | AeroVironment Inc                                                                | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Short            | EC               | CORP              | US        |       -5080 | NS      | $-929894.00    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| AerSale Corp                                           | AerSale Corp                                                                     | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         800 | NS      | $4976.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AEye Inc                                               | AEye Inc                                                                         | CUSIP: 008183204<br>LEI: 529900T8RQP9BRBDZA71 | Short            | EC               | CORP              | US        |      -10370 | NS      | $-18769.70     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Affiliated Managers Group Inc                          | Affiliated Managers Group Inc                                                    | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Short            | EC               | CORP              | US        |        -200 | NS      | $-55340.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Affirm Holdings Inc                                    | Affirm Holdings Inc                                                              | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-32074.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aeva Technologies Inc                                  | Aeva Technologies Inc                                                            | CUSIP: 00835Q202<br>LEI: 529900EOW3TB2FR95A21 | Short            | EC               | CORP              | US        |       -7960 | NS      | $-104753.60    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Agilent Technologies Inc                               | Agilent Technologies Inc                                                         | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |         100 | NS      | $11398.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Agilent Technologies Inc                               | Agilent Technologies Inc                                                         | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Short            | EC               | CORP              | US        |        -131 | NS      | $-14931.38     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Agenus Inc                                             | Agenus Inc                                                                       | CUSIP: 00847G804<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |          25 | NS      | $83.50         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Agios Pharmaceuticals Inc                              | Agios Pharmaceuticals Inc                                                        | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |         200 | NS      | $6766.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AgEagle Aerial Systems Inc                             | AgEagle Aerial Systems Inc                                                       | CUSIP: 00848K309<br>LEI: 5493007TRVZ53BHRWE03 | Short            | EC               | CORP              | US        |      -13900 | NS      | $-12565.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Agree Realty Corp                                      | Agree Realty Corp                                                                | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |       26400 | NS      | $1990032.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| RYTHM Inc                                              | RYTHM Inc                                                                        | CUSIP: 00853E404<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-3450.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| agilon health Inc                                      | agilon health Inc                                                                | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         620 | NS      | $4904.20       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Airship AI Holdings Inc                                | Airship AI Holdings Inc                                                          | CUSIP: 008940108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -860 | NS      | $-1943.60      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Airbnb Inc                                             | Airbnb Inc                                                                       | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       58800 | NS      | $7425264.00    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| AIRO Group Holdings Inc                                | AIRO Group Holdings Inc                                                          | CUSIP: 009422106<br>LEI: 529900EUD8XWJZVS2615 | Short            | EC               | CORP              | US        |        -600 | NS      | $-4563.01      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AirSculpt Technologies Inc                             | AirSculpt Technologies Inc                                                       | CUSIP: 009496100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4700 | NS      | $-13301.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Akamai Technologies Inc                                | Akamai Technologies Inc                                                          | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       18600 | NS      | $2136210.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Akamai Technologies Inc                                | Akamai Technologies Inc                                                          | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Short            | EC               | CORP              | US        |         -47 | NS      | $-5397.95      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Akebia Therapeutics Inc                                | Akebia Therapeutics Inc                                                          | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |        3999 | NS      | $5558.61       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2021-E                                                  | CUSIP: 009740AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      972000 | PA      | $672652.19     | 0.02%             | 2060-12-25      | Variable      | 3.73%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2021-E                                                  | CUSIP: 009740AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      762000 | PA      | $486997.25     | 0.01%             | 2060-12-25      | Variable      | 3.82%                 | No            | 2                  | On Loan: No      |
| Prothena Corp. PLC                                     | PROTHENA CORP PLC                                                                | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |        7000 | NS      | $68040.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AKUMIN INC                                             | Akumin Inc                                                                       | CUSIP: 01021XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8865473 | PA      | $8111907.80    | 0.22%             | 2031-08-31      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Alarm.com Holdings Inc                                 | Alarm.com Holdings Inc                                                           | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |        1500 | NS      | $64785.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alaska Air Group Inc                                   | Alaska Air Group Inc                                                             | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Short            | EC               | CORP              | US        |       -2799 | NS      | $-102947.22    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Albany International Corp                              | Albany International Corp                                                        | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |        1000 | NS      | $52210.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Albemarle Corp                                         | Albemarle Corp                                                                   | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       16400 | NS      | $2944292.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Albemarle Corp                                         | Albemarle Corp                                                                   | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Short            | EC               | CORP              | US        |        -539 | NS      | $-96766.67     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Albertsons Cos Inc                                     | Albertsons Cos Inc                                                               | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Short            | EC               | CORP              | US        |       -8101 | NS      | $-138041.04    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alcoa Corp                                             | Alcoa Corp                                                                       | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Short            | EC               | CORP              | US        |      -10200 | NS      | $-676566.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Aldeyra Therapeutics Inc                               | Aldeyra Therapeutics Inc                                                         | CUSIP: 01438T106<br>LEI: 529900HGKY864E4Y9014 | Short            | EC               | CORP              | US        |        -100 | NS      | $-169.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alector Inc                                            | Alector Inc                                                                      | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |       13100 | NS      | $28165.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Algoma Steel Group Inc                                 | Algoma Steel Group Inc                                                           | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |        1000 | NS      | $4130.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Algonquin Power & Utilities Corp                       | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Short            | EC               | CORP              | CA        |        -300 | NS      | $-1842.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alibaba Group Holding Ltd                              | Alibaba Group Holding Ltd                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Short            | EC               | CORP              | KY        |     -114374 | NS      | $-14349362.04  | -0.40%            |  |  |  | No            | 1                  | On Loan: No      |
| ALIBABA GROUP HOLDING                                  | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $1387000.00    | 0.04%             | 2031-06-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Align Technology Inc                                   | Align Technology Inc                                                             | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Short            | EC               | CORP              | US        |        -100 | NS      | $-17143.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alignment Healthcare Inc                               | Alignment Healthcare Inc                                                         | CUSIP: 01625V104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1200 | NS      | $-21144.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aligos Therapeutics Inc                                | Aligos Therapeutics Inc                                                          | CUSIP: 01626L204<br>LEI: 549300UU2UJIKJYX0S67 | Short            | EC               | CORP              | US        |        -900 | NS      | $-6687.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alight Inc                                             | Alight Inc                                                                       | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |      115300 | NS      | $67185.32      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alkami Technology Inc                                  | Alkami Technology Inc                                                            | CUSIP: 01644J108<br>LEI: 254900FCNYU4HNEV9L47 | Long             | EC               | CORP              | US        |      512115 | NS      | $8024842.05    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Alkami Technology Inc                                  | Alkami Technology Inc                                                            | CUSIP: 01644J108<br>LEI: 254900FCNYU4HNEV9L47 | Short            | EC               | CORP              | US        |       -3000 | NS      | $-47010.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Allbirds Inc                                           | Allbirds Inc                                                                     | CUSIP: 01675A208<br>LEI: 5299005VZ0KFXF1GL494 | Long             | EC               | CORP              | US        |          95 | NS      | $285.95        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alliance Laundry Holdings Inc                          | Alliance Laundry Holdings Inc                                                    | CUSIP: 01862Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       42428 | NS      | $879956.72     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Alliance Laundry Holdings Inc                          | Alliance Laundry Holdings Inc                                                    | CUSIP: 01862Q107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-8296.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Allied Gaming & Entertainment Inc                      | Allied Gaming & Entertainment Inc                                                | CUSIP: 019170109<br>LEI: 549300LQ2W8Q2EETCL11 | Short            | EC               | CORP              | US        |       -2900 | NS      | $-792.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Allient Inc                                            | Allient Inc                                                                      | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |         300 | NS      | $17727.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Allison Transmission Holdings Inc                      | Allison Transmission Holdings Inc                                                | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Short            | EC               | CORP              | US        |        -600 | NS      | $-70236.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Allogene Therapeutics Inc                              | Allogene Therapeutics Inc                                                        | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       47400 | NS      | $115656.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022659<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -130000000 | PA      | $-109382780.00 | -3.03%            | 2056-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042665<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -220000000 | PA      | $-211878920.00 | -5.87%            | 2056-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050643<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -176000000 | PA      | $-173525088.00 | -4.81%            | 2056-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   220000000 | PA      | $216648520.00  | 6.00%             | 2056-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050650<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -167000000 | PA      | $-164455922.00 | -4.55%            | 2056-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   506000000 | PA      | $508253218.00  | 14.08%            | 2056-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052649<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -33000000 | PA      | $-33146949.00  | -0.92%            | 2056-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   200000000 | PA      | $200617200.00  | 5.56%             | 2056-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    50000000 | PA      | $50896500.00   | 1.41%             | 2056-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F060667<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -50000000 | PA      | $-50853500.00  | -1.41%            | 2056-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F062648<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    73000000 | PA      | $75492293.00   | 2.09%             | 2056-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   363000000 | PA      | $375137994.00  | 10.39%            | 2056-05-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F062663<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -25000000 | PA      | $-25824225.00  | -0.72%            | 2056-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Ally Financial Inc                                     | Ally Financial Inc                                                               | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Short            | EC               | CORP              | US        |       -1328 | NS      | $-52097.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                     | Ally Bank Auto Credit-Linked Notes Series 2025-B                                 | CUSIP: 02007G6T5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      601941 | PA      | $600967.12     | 0.02%             | 2033-09-15      | Fixed         | 6.94%                 | No            | 2                  | On Loan: No      |
| Alnylam Pharmaceuticals Inc                            | Alnylam Pharmaceuticals Inc                                                      | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       29080 | NS      | $9621699.60    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                           | Alphabet Inc                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        3833 | NS      | $1099534.38    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                           | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       51605 | NS      | $14839533.80   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphatec Holdings Inc                                  | Alphatec Holdings Inc                                                            | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |       17600 | NS      | $191488.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpine Income Property Trust Inc                       | Alpine Income Property Trust Inc                                                 | CUSIP: 02083X103<br>LEI: 254900VQGUBS1J4C4N33 | Long             | EC               |  | US        |        3300 | NS      | $59400.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpha Modus Holdings Inc                               | Alpha Modus Holdings Inc                                                         | CUSIP: 020952107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-36.77        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-OA9                                                  | CUSIP: 02146YAC0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      494397 | PA      | $422553.10     | 0.01%             | 2046-07-20      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-OA8                                                  | CUSIP: 02147CAF0<br>LEI: 549300EBNJLBIQBKE071 | Long             | ABS-MBS          | CORP              | US        |       62750 | PA      | $73047.06      | 0.00%             | 2046-07-25      | Floating      | 4.17%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-OA8                                                  | CUSIP: 02147CAG8<br>LEI: 549300EBNJLBIQBKE071 | Long             | ABS-MBS          | CORP              | US        |      340422 | PA      | $295708.72     | 0.01%             | 2046-07-25      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-21CB                                                 | CUSIP: 02147GAE4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      486163 | PA      | $186913.63     | 0.01%             | 2036-07-25      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-20CB                                                 | CUSIP: 02147MAA9<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      698059 | PA      | $196084.76     | 0.01%             | 2036-07-25      | Floating      | 4.13%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-20CB                                                 | CUSIP: 02147MAF8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      678499 | PA      | $192719.52     | 0.01%             | 2036-07-25      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-29T1                                                 | CUSIP: 02147PBE3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      567907 | PA      | $144574.45     | 0.00%             | 2036-10-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-19CB                                                 | CUSIP: 02147QAU6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      535657 | PA      | $231011.58     | 0.01%             | 2036-08-25      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-23CB                                                 | CUSIP: 02147RAQ3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      709502 | PA      | $199959.63     | 0.01%             | 2036-08-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-28CB                                                 | CUSIP: 02147TAK2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      662368 | PA      | $227025.82     | 0.01%             | 2036-10-25      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-28CB                                                 | CUSIP: 02147TAU0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      700120 | PA      | $223601.37     | 0.01%             | 2036-10-25      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-31CB                                                 | CUSIP: 02148HAC5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      416593 | PA      | $241566.07     | 0.01%             | 2036-11-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-31CB                                                 | CUSIP: 02148HAE1<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      470963 | PA      | $196213.92     | 0.01%             | 2036-11-25      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-39CB                                                 | CUSIP: 02148JAF4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      259076 | PA      | $176952.03     | 0.00%             | 2037-01-25      | Floating      | 4.39%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-41CB                                                 | CUSIP: 02149CAX9<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     1091591 | PA      | $418225.72     | 0.01%             | 2037-01-25      | Floating      | 4.39%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-41CB                                                 | CUSIP: 02149CAY7<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     1128515 | PA      | $436560.26     | 0.01%             | 2037-01-25      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-2CB                                                  | CUSIP: 02149HAG5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      540730 | PA      | $209296.50     | 0.01%             | 2037-03-25      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-OA2                                                  | CUSIP: 02149LAA9<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      168170 | PA      | $146563.97     | 0.00%             | 2047-03-25      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-J1                                                   | CUSIP: 02149MCH0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      312429 | PA      | $242695.22     | 0.01%             | 2036-11-25      | Variable      | 4.20%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-5CB                                                  | CUSIP: 02150EAV5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      695161 | PA      | $72469.16      | 0.00%             | 2037-04-25      | Floating      | 1.67%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-5CB                                                  | CUSIP: 02150EAW3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      695161 | PA      | $255108.83     | 0.01%             | 2037-04-25      | Floating      | 4.33%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-8CB                                                  | CUSIP: 02150FAE0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      863710 | PA      | $344915.49     | 0.01%             | 2037-05-25      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| Alto Ingredients Inc                                   | Alto Ingredients Inc                                                             | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |       10200 | NS      | $49368.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-23CB                                                 | CUSIP: 02151EAC6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     1753746 | PA      | $561377.74     | 0.02%             | 2037-09-25      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-23CB                                                 | CUSIP: 02151EAR3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      613904 | PA      | $202038.97     | 0.01%             | 2037-09-25      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-17CB                                                 | CUSIP: 02151HAF2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      792594 | PA      | $329300.69     | 0.01%             | 2037-08-25      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-HY6                                                  | CUSIP: 02151JAA9<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      353281 | PA      | $306297.25     | 0.01%             | 2047-08-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-20                                                   | CUSIP: 02151LAA4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      835766 | PA      | $279481.98     | 0.01%             | 2047-08-25      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-18CB                                                 | CUSIP: 02151NAB8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      691433 | PA      | $183498.63     | 0.01%             | 2037-08-25      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-OH2                                                  | CUSIP: 02151RAQ6<br>LEI: 549300QKXMAFE33VN106 | Long             | ABS-MBS          | CORP              | US        |      116740 | PA      | $114426.52     | 0.00%             | 2047-08-25      | Floating      | 4.15%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-OA11                                                 | CUSIP: 02151WAA0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      282476 | PA      | $254572.80     | 0.01%             | 2047-11-25      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-16CB                                                 | CUSIP: 02152AAB5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      351077 | PA      | $230937.03     | 0.01%             | 2037-08-25      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2007-16CB                                                 | CUSIP: 02152AAL3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     2107097 | PA      | $645092.01     | 0.02%             | 2037-08-25      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| Altimmune Inc                                          | Altimmune Inc                                                                    | CUSIP: 02155H200<br>LEI: 549300EOYCQ8SW3NVE64 | Long             | EC               | CORP              | US        |        8200 | NS      | $25256.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alterity Therapeutics ltd                              | Alterity Therapeutics ltd                                                        | CUSIP: 02155X205<br>LEI: 52990045JUZVZ9QL3159 | Short            | EC               | CORP              | AU        |         -10 | NS      | $-35.60        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Optimum Communications Inc                             | Optimum Communications Inc                                                       | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Short            | EC               | CORP              | US        |      -21800 | NS      | $-28340.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Oklo Inc                                               | Oklo Inc                                                                         | CUSIP: 02156V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -34500 | NS      | $-1710855.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| AlTi Global Inc                                        | AlTi Global Inc                                                                  | CUSIP: 02157E106<br>LEI: 25490060ASU5X85RAX65 | Short            | EC               | CORP              | US        |       -4000 | NS      | $-14480.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alto Neuroscience Inc                                  | Alto Neuroscience Inc                                                            | CUSIP: 02157Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1300 | NS      | $29224.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Altria Group Inc                                       | Altria Group Inc                                                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |        1788 | NS      | $117990.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kinetik Holdings Inc                                   | Kinetik Holdings Inc                                                             | CUSIP: 02215L209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5420 | NS      | $-262382.20    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Alumis Inc                                             | Alumis Inc                                                                       | CUSIP: 022307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2312 | NS      | $50933.36      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alzamend Neuro Inc                                     | Alzamend Neuro Inc                                                               | CUSIP: 02262M605<br>LEI: 549300W6G6EUO4ZRIB82 | Short            | EC               | CORP              | US        |        -100 | NS      | $-106.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Amarin Corp PLC                                        | Amarin Corp PLC                                                                  | CUSIP: 023111404<br>LEI: 5493009JFIGUFEVPK217 | Long             | EC               | CORP              | GB        |         685 | NS      | $9905.10       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com Inc                                         | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       76951 | NS      | $16026584.77   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Ambev SA                                               | Ambev SA                                                                         | CUSIP: 02319V103<br>LEI: 549300TH5Q6VRP8OT012 | Short            | EC               | CORP              | BR        |     -294000 | NS      | $-858480.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Amerant Bancorp Inc                                    | Amerant Bancorp Inc                                                              | CUSIP: 023576101<br>LEI: 54930071V6LIG79MTL10 | Long             | EC               | CORP              | US        |       57194 | NS      | $1260555.76    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| U-Haul Holding Co                                      | U-Haul Holding Co                                                                | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |         700 | NS      | $33446.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameren Corp                                            | Ameren Corp                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-120912.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ameresco Inc                                           | Ameresco Inc                                                                     | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Short            | EC               | CORP              | US        |        -200 | NS      | $-5100.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| American Airlines Group Inc                            | American Airlines Group Inc                                                      | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |       49500 | NS      | $531630.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Amentum Holdings Inc                                   | Amentum Holdings Inc                                                             | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Short            | EC               | CORP              | US        |          -9 | NS      | $-234.72       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| American Assets Trust Inc                              | American Assets Trust Inc                                                        | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |         600 | NS      | $11046.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dauch Corporation                                      | Dauch Corporation                                                                | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |        1034 | NS      | $6131.62       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Battery Technology Co                         | American Battery Technology Co                                                   | CUSIP: 02451V309<br>LEI: 529900JBJ8D85CDPHQ69 | Short            | EC               | CORP              | US        |       -8000 | NS      | $-22320.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| American Bitcoin Corp                                  | American Bitcoin Corp                                                            | CUSIP: 02462A104<br>LEI: 2549005LS4NEZEAJEI89 | Short            | EC               | CORP              | US        |      -11360 | NS      | $-10501.18     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| American Express Co                                    | American Express Co                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        3062 | NS      | $926193.76     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| American Express Co                                    | American Express Co                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Short            | EC               | CORP              | US        |        -346 | NS      | $-104658.08    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| American Integrity Insurance Group Inc                 | American Integrity Insurance Group Inc                                           | CUSIP: 026948109<br>LEI: 529900Y2VOV2LYV4OK68 | Long             | EC               | CORP              | US        |         100 | NS      | $1928.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Rock Salt Company LLC                         | American Rock Salt Company LLC 2021 Term Loan                                    | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |       48878 | PA      | $44014.38      | 0.00%             | 2028-06-09      | Floating      | 7.78%                 | No            | 2                  | On Loan: No      |
| American Vanguard Corp                                 | American Vanguard Corp                                                           | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |        5900 | NS      | $14691.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Well Corp                                     | American Well Corp                                                               | CUSIP: 03044L204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         635 | NS      | $3340.10       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Woodmark Corp                                 | American Woodmark Corp                                                           | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Short            | EC               | CORP              | US        |        -200 | NS      | $-7966.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Americas Gold & Silver Corp                            | Americas Gold & Silver Corp                                                      | CUSIP: 03062D803<br>LEI: 5493005AKGOT669Z4P51 | Long             | EC               | CORP              | CA        |        5600 | NS      | $29232.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| America's Car-Mart Inc/TX                              | America's Car-Mart Inc/TX                                                        | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17450 | NS      | $222138.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Americold Realty Trust Inc                             | Americold Realty Trust Inc                                                       | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Short            | EC               |  | US        |       -2200 | NS      | $-25212.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AMERISAFE Inc                                          | AMERISAFE Inc                                                                    | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |        2100 | NS      | $69993.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cencora Inc                                            | Cencora Inc                                                                      | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Short            | EC               | CORP              | US        |        -601 | NS      | $-188798.14    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ameris Bancorp                                         | Ameris Bancorp                                                                   | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      210858 | NS      | $16444815.42   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameris Bancorp                                         | Ameris Bancorp                                                                   | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Short            | EC               | CORP              | US        |        -300 | NS      | $-23397.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Amesite Inc                                            | Amesite Inc                                                                      | CUSIP: 031094204<br>LEI: 549300KJTPTB48X4PR54 | Long             | EC               | CORP              | US        |          33 | NS      | $60.72         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AMETEK Inc                                             | AMETEK Inc                                                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       90600 | NS      | $19421016.00   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Amkor Technology Inc                                   | Amkor Technology Inc                                                             | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |        2000 | NS      | $90060.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amphenol Corp                                          | Amphenol Corp                                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      125680 | NS      | $15879668.00   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Amphenol Corp                                          | Amphenol Corp                                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Short            | EC               | CORP              | US        |      -18327 | NS      | $-2315616.45   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| AmpliTech Group Inc                                    | AmpliTech Group Inc                                                              | CUSIP: 03211Q200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -324 | NS      | $-615.60       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Amplify Energy Corp                                    | Amplify Energy Corp                                                              | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Short            | EC               | CORP              | US        |       -1234 | NS      | $-7700.16      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Amplitude Inc                                          | Amplitude Inc                                                                    | CUSIP: 03213A104<br>LEI: 984500EZ87C703978858 | Long             | EC               | CORP              | US        |        4100 | NS      | $27962.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amprius Technologies Inc                               | Amprius Technologies Inc                                                         | CUSIP: 03214Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9100 | NS      | $153426.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amtech Systems Inc                                     | Amtech Systems Inc                                                               | CUSIP: 032332504<br>LEI: 5299008VRUUPETM6HZ85 | Long             | EC               | CORP              | US        |        1600 | NS      | $18688.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amylyx Pharmaceuticals Inc                             | Amylyx Pharmaceuticals Inc                                                       | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2400 | NS      | $33360.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AnaptysBio Inc                                         | AnaptysBio Inc                                                                   | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |        5000 | NS      | $277300.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Anavex Life Sciences Corp                              | Anavex Life Sciences Corp                                                        | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |       20300 | NS      | $62321.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Anchorage Capital CLO LTD                              | Anchorage Capital Clo 33 Ltd                                                     | CUSIP: 03328CAL6<br>LEI: 636700H8YN4KYX0IE449 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2003068.00    | 0.06%             | 2038-10-20      | Floating      | 8.17%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO LTD                              | Anchorage Capital CLO 26 Ltd                                                     | CUSIP: 03331TAY6<br>LEI: 5493004K3H2URWHGJT03 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500351.00     | 0.01%             | 2038-03-19      | Floating      | 8.42%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO LTD                              | Anchorage Capital CLO 26 Ltd                                                     | CUSIP: 03331UAL1<br>LEI: 5493004K3H2URWHGJT03 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $479577.50     | 0.01%             | 2038-03-19      | Floating      | 9.92%                 | No            | 2                  | On Loan: No      |
| Andersen Group Inc                                     | Andersen Group Inc                                                               | CUSIP: 033853102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       70713 | NS      | $1923393.60    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| AngioDynamics Inc                                      | AngioDynamics Inc                                                                | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |         800 | NS      | $9096.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Angel Studios Inc                                      | Angel Studios Inc                                                                | CUSIP: 034948109<br>LEI: 2549005OUPCG4ZMYDT10 | Short            | EC               | CORP              | US        |       -9900 | NS      | $-30195.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Anheuser-Busch InBev SA/NV                             | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 03524A108<br>LEI: 5493008H3828EMEXB082 | Short            | EC               | CORP              | BE        |       -5800 | NS      | $-402346.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Anika Therapeutics Inc                                 | Anika Therapeutics Inc                                                           | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |        1500 | NS      | $21750.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Annaly Capital Management Inc                          | Annaly Capital Management Inc                                                    | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Short            | EC               |  | US        |         -50 | NS      | $-1057.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Annovis Bio Inc                                        | Annovis Bio Inc                                                                  | CUSIP: 03615A108<br>LEI: 549300IFBVI51FN3NJ32 | Long             | EC               | CORP              | US        |         600 | NS      | $1338.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Antero Resources Corp                                  | Antero Resources Corp                                                            | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Short            | EC               | CORP              | US        |        -100 | NS      | $-4244.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Anteris Technologies Global Corp                       | Anteris Technologies Global Corp                                                 | CUSIP: 03675P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       45963 | NS      | $255094.65     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| APA Corp                                               | APA Corp                                                                         | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Short            | EC               | CORP              | US        |       -2262 | NS      | $-95999.28     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Apartment Investment and Management Co                 | Apartment Investment and Management Co                                           | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               |  | US        |         100 | NS      | $407.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Apellis Pharmaceuticals Inc                            | Apellis Pharmaceuticals Inc                                                      | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |         100 | NS      | $4023.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Apogee Enterprises Inc                                 | Apogee Enterprises Inc                                                           | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |        2500 | NS      | $83850.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Astrana Health Inc                                     | Astrana Health Inc                                                               | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Short            | EC               | CORP              | US        |        -100 | NS      | $-2452.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc             | Apollo Commercial Real Estate Finance Inc 2025 Term Loan B                       | CUSIP: 03768DAE7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              |  | US        |      995000 | PA      | $995626.85     | 0.03%             | 2030-06-13      | Floating      | 6.93%                 | No            | 2                  | On Loan: No      |
| Apollo Global Management Inc                           | Apollo Global Management Inc                                                     | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |         876 | NS      | $97603.92      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Global Management Inc                           | Apollo Global Management Inc                                                     | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Short            | EC               | CORP              | US        |       -4473 | NS      | $-498381.66    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Apogee Therapeutics Inc                                | Apogee Therapeutics Inc                                                          | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7844 | NS      | $660229.48     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Apidos CLO                                             | Apidos CLO LIII                                                                  | CUSIP: 03771GAA3<br>LEI: 254900V9JISXCX9V0G97 | Long             | ABS-CBDO         | CORP              | KY        |     1125000 | PA      | $1119332.25    | 0.03%             | 2038-07-20      | Floating      | 10.10%                | No            | 2                  | On Loan: No      |
| Appian Corp                                            | Appian Corp                                                                      | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |         500 | NS      | $12055.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Apple Inc                                              | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       29934 | NS      | $7596949.86    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Apple Hospitality REIT Inc                             | Apple Hospitality REIT Inc                                                       | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |         200 | NS      | $2302.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BNB Plus Corp                                          | BNB Plus Corp                                                                    | CUSIP: 03815U607<br>LEI: 549300PCOT1RLQ23DL21 | Long             | EC               | CORP              | US        |           1 | NS      | $0.64          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Digital Corp                                   | Applied Digital Corp                                                             | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |       29300 | NS      | $695582.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Industrial Technologies Inc                    | Applied Industrial Technologies Inc                                              | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |        1660 | NS      | $440431.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Materials Inc                                  | Applied Materials Inc                                                            | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      151079 | NS      | $51637291.41   | 1.43%             |  |  |  | No            | 1                  | On Loan: No      |
| AppLovin Corp                                          | AppLovin Corp                                                                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |         218 | NS      | $86764.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AppLovin Corp                                          | AppLovin Corp                                                                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Short            | EC               | CORP              | US        |      -26660 | NS      | $-10610680.00  | -0.29%            |  |  |  | No            | 1                  | On Loan: No      |
| AquaBounty Technologies Inc                            | AquaBounty Technologies Inc                                                      | CUSIP: 03842K309<br>LEI: 549300TOJ0S836KCH094 | Long             | EC               | CORP              | US        |         200 | NS      | $173.05        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aquestive Therapeutics Inc                             | Aquestive Therapeutics Inc                                                       | CUSIP: 03843E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5300 | NS      | $21995.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aramark                                                | Aramark                                                                          | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Short            | EC               | CORP              | US        |       -1600 | NS      | $-64864.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arbutus Biopharma Corp                                 | Arbutus Biopharma Corp                                                           | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Short            | EC               | CORP              | CA        |      -17200 | NS      | $-77400.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| arbor multifamily mortgage securities trust            | Arbor Multifamily Mortgage Securities Trust 2022-MF4                             | CUSIP: 03882LAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      130000 | PA      | $98964.97      | 0.00%             | 2055-02-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Trust Inc                                 | Arbor Realty Trust Inc                                                           | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Short            | EC               |  | US        |      -16700 | NS      | $-128757.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ArcelorMittal SA                                       | ArcelorMittal SA                                                                 | CUSIP: 03938L203<br>LEI: 2EULGUTUI56JI9SAL165 | Short            | EC               | CORP              | LU        |      -11800 | NS      | $-613364.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Archer Aviation Inc                                    | Archer Aviation Inc                                                              | CUSIP: 03945R102<br>LEI: 529900UGYVU0KY2RLD83 | Short            | EC               | CORP              | US        |     -238200 | NS      | $-1231494.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Archer-Daniels-Midland Co                              | Archer-Daniels-Midland Co                                                        | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Short            | EC               | CORP              | US        |       -1400 | NS      | $-101766.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Archrock Inc                                           | Archrock Inc                                                                     | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |         900 | NS      | $31320.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ardelyx Inc                                            | Ardelyx Inc                                                                      | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |       18500 | NS      | $110815.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arcturus Therapeutics Holdings Inc                     | Arcturus Therapeutics Holdings Inc                                               | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6200 | NS      | $47864.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ardent Health Inc                                      | Ardent Health Inc                                                                | CUSIP: 03980N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $3424.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ares Management Corp                                   | Ares Management Corp                                                             | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Short            | EC               | CORP              | US        |      -16131 | NS      | $-1759892.10   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| ARES CLO Ltd                                           | ARES Loan Funding III Ltd                                                        | CUSIP: 04009BBQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1231250.00    | 0.03%             | 2039-04-25      | Floating      | 8.48%                 | No            | 2                  | On Loan: No      |
| Ares Capital Corp                                      | Ares Capital Corp                                                                | CUSIP: 04010L103<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | EC               | CORP              | US        |        3300 | NS      | $59466.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Argentina Republic Government International Bonds      | Argentina Republic Government International Bonds                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    15327000 | PA      | $12813372.00   | 0.35%             | 2030-07-09      | Variable      | 0.75%                 | No            | 2                  | On Loan: No      |
| Argo Blockchain PLC                                    | Argo Blockchain PLC                                                              | CUSIP: 040126302<br>LEI: 213800WPCCYSDYY26J54 | Short            | EC               | CORP              | GB        |        -100 | NS      | $-287.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Argenx SE                                              | Argenx SE                                                                        | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |          60 | NS      | $43815.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ARES CLO Ltd                                           | Ares LIV CLO Ltd                                                                 | CUSIP: 04017XAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $972536.00     | 0.03%             | 2038-07-15      | Floating      | 9.67%                 | No            | 2                  | On Loan: No      |
| ARES CLO Ltd                                           | Ares LXI CLO Ltd                                                                 | CUSIP: 04019DAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $978691.00     | 0.03%             | 2037-04-20      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| Arhaus Inc                                             | Arhaus Inc                                                                       | CUSIP: 04035M102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-4746.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aris Mining Corp                                       | Aris Mining Corp                                                                 | CUSIP: 04040Y109<br>LEI: 5493001GJ5TILX6L1F82 | Long             | EC               | CORP              | CA        |        3400 | NS      | $63138.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arista Networks Inc                                    | Arista Networks Inc                                                              | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       12400 | NS      | $1522472.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Arista Networks Inc                                    | Arista Networks Inc                                                              | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Short            | EC               | CORP              | US        |         -98 | NS      | $-12032.44     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arko Corp                                              | Arko Corp                                                                        | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2500 | NS      | $13900.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ARKO Petroleum Corp                                    | ARKO Petroleum Corp                                                              | CUSIP: 04124A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7471 | NS      | $133656.19     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ARM Holdings PLC                                       | ARM Holdings PLC                                                                 | CUSIP: 042068205<br>LEI: 2138001E66EELTE7Y904 | Long             | EC               | CORP              | GB        |         698 | NS      | $105593.44     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arlo Technologies Inc                                  | Arlo Technologies Inc                                                            | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Short            | EC               | CORP              | US        |        -600 | NS      | $-8538.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AH Realty Trust Inc                                    | AH Realty Trust Inc                                                              | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |         100 | NS      | $550.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ARMOUR Residential REIT Inc                            | ARMOUR Residential REIT Inc                                                      | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Short            | EC               |  | US        |        -860 | NS      | $-14344.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Armstrong World Industries Inc                         | Armstrong World Industries Inc                                                   | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |        3700 | NS      | $609760.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Array Technologies Inc                                 | Array Technologies Inc                                                           | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Short            | EC               | CORP              | US        |       -9500 | NS      | $-68685.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arrow Financial Corp                                   | Arrow Financial Corp                                                             | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |         422 | NS      | $14166.54      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                          | Arrowhead Pharmaceuticals Inc                                                    | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Short            | EC               | CORP              | US        |        -100 | NS      | $-6270.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Artesian Resources Corp                                | Artesian Resources Corp                                                          | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $12740.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arvinas Inc                                            | Arvinas Inc                                                                      | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11700 | NS      | $124020.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Asana Inc                                              | Asana Inc                                                                        | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Long             | EC               | CORP              | US        |       21600 | NS      | $138240.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Asbury Automotive Group Inc                            | Asbury Automotive Group Inc                                                      | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-195410.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Aspen Aerogels Inc                                     | Aspen Aerogels Inc                                                               | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $1026.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Assertio Holdings Inc                                  | Assertio Holdings Inc                                                            | CUSIP: 04546C304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         543 | NS      | $10349.58      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Assure Holdings Corp                                   | Assure Holdings Corp                                                             | CUSIP: 04625J303<br>LEI: 5493003ATO3H7ZMQGL06 | Long             | EC               | CORP              | US        |           0 | NS      | $79.56         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Astera Labs Inc                                        | Astera Labs Inc                                                                  | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |        9600 | NS      | $1052160.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Astera Labs Inc                                        | Astera Labs Inc                                                                  | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Short            | EC               | CORP              | US        |        -142 | NS      | $-15563.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Astronics Corp                                         | Astronics Corp                                                                   | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |         100 | NS      | $6673.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Asure Software Inc                                     | Asure Software Inc                                                               | CUSIP: 04649U102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-1720.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Asurion LLC                                            | Asurion LLC 2021 Second Lien Term Loan B4                                        | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     1157433 | PA      | $1148752.20    | 0.03%             | 2029-01-20      | Floating      | 9.03%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                            | Asurion LLC 2024 Term Loan B12                                                   | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |           0 | PA      | $0.04          | 0.00%             | 2030-09-19      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                            | Asurion LLC 2025 Term Loan B13                                                   | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00          | 0.00%             | 2030-09-19      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| ASURION LLC                                            | Asurion LLC 2026 Term Loan B14                                                   | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00          | 0.00%             | 2033-02-23      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| AtaiBeckley Inc                                        | AtaiBeckley Inc                                                                  | CUSIP: 04650F101<br>LEI: 529900HOVZ0MXOBQ5Y47 | Long             | EC               | CORP              | US        |        5500 | NS      | $19470.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Atara Biotherapeutics Inc                              | Atara Biotherapeutics Inc                                                        | CUSIP: 046513206<br>LEI: 549300WBXUXZRE03MS38 | Short            | EC               | CORP              | US        |        -564 | NS      | $-2667.72      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ategrity Specialty Holdings LLC                        | Ategrity Specialty Holdings LLC                                                  | CUSIP: 04681Y103<br>LEI: 549300KMIVG4HUBDUF07 | Long             | EC               | CORP              | US        |         100 | NS      | $1977.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Atea Pharmaceuticals Inc                               | Atea Pharmaceuticals Inc                                                         | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12800 | NS      | $68864.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LeonaBio Inc                                           | LeonaBio Inc                                                                     | CUSIP: 04746L203<br>LEI: 529900CSS4S4X8VY5C81 | Short            | EC               | CORP              | US        |        -140 | NS      | $-1439.20      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Accelerated Health Systems LLC                         | Accelerated Health Systems LLC 2022 Term Loan B                                  | CUSIP: 04747LAM5<br>LEI: 549300FAKU4HJQC25564 | Long             | LON              | CORP              | US        |     2678512 | PA      | $1359345.03    | 0.04%             | 2029-02-15      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| Atkore Inc                                             | Atkore Inc                                                                       | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |         300 | NS      | $17673.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlanta Braves Holdings Inc                            | Atlanta Braves Holdings Inc                                                      | CUSIP: 047726302<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1200 | NS      | $-51240.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Atlantic Avenue Ltd                                    | Atlantic Avenue 2024-2 Ltd                                                       | CUSIP: 04822BAG8<br>LEI: 254900YNF4JP0FNPPH69 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2498450.00    | 0.07%             | 2037-04-20      | Floating      | 8.42%                 | No            | 2                  | On Loan: No      |
| Atlantic Avenue Ltd                                    | Atlantic Avenue 2025-4 Ltd                                                       | CUSIP: 04822QAA8<br>LEI: 254900VARY5P5QYLKJ76 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2324905.00    | 0.06%             | 2038-10-15      | Floating      | 9.92%                 | No            | 2                  | On Loan: No      |
| Atlantic Union Bankshares Corp                         | Atlantic Union Bankshares Corp                                                   | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      283160 | NS      | $10120138.40   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlantic Union Bankshares Corp                         | Atlantic Union Bankshares Corp                                                   | CUSIP: 04911A107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -30 | NS      | $-1072.20      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Atlanticus Holdings Corp                               | Atlanticus Holdings Corp                                                         | CUSIP: 04914Y102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-5247.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Atlas CC Acquisition Corp                              | Atlas CC Acquisition Corp 2025 Second Out Term Loan B                            | CUSIP: 04921TAR5<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |     8453308 | PA      | $1678911.58    | 0.05%             | 2029-05-25      | Floating      | 8.18%                 | No            | 2                  | On Loan: No      |
| Atlas CC Acquisition Corp                              | Atlas CC Acquisition Corp 2025 Second Out Term Loan C                            | CUSIP: 04921TAS3<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |     1225944 | PA      | $243484.78     | 0.01%             | 2029-05-25      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| Atlassian Corp                                         | Atlassian Corp                                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       37200 | NS      | $2538900.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlassian Corp                                         | Atlassian Corp                                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Short            | EC               | CORP              | US        |        -661 | NS      | $-45113.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Atmus Filtration Technologies Inc                      | Atmus Filtration Technologies Inc                                                | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          30 | NS      | $1703.10       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Atossa Therapeutics Inc                                | Atossa Therapeutics Inc                                                          | CUSIP: 04962H704<br>LEI: 549300QRKP1JTNHD2366 | Short            | EC               | CORP              | US        |        -750 | NS      | $-3945.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AtriCure Inc                                           | AtriCure Inc                                                                     | CUSIP: 04963C209<br>LEI: 254900B2I6GPHK2EXM59 | Long             | EC               | CORP              | US        |        3900 | NS      | $111267.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Auddia Inc                                             | Auddia Inc                                                                       | CUSIP: 05072K305<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -23 | NS      | $-13.06        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aura Biosciences Inc                                   | Aura Biosciences Inc                                                             | CUSIP: 05153U107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-2676.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aureus Greenway Holdings Inc                           | Aureus Greenway Holdings Inc                                                     | CUSIP: 05156D102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3300 | NS      | $-11187.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aurinia Pharmaceuticals Inc                            | Aurinia Pharmaceuticals Inc                                                      | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |       20800 | NS      | $308256.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Aurora Cannabis Inc                                    | Aurora Cannabis Inc                                                              | CUSIP: 05156X850<br>LEI: 549300F6VHCLKCUWDT34 | Short            | EC               | CORP              | CA        |       -1100 | NS      | $-3597.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aurora Innovation Inc                                  | Aurora Innovation Inc                                                            | CUSIP: 051774107<br>LEI: 984500AB2E0D9F7D9D76 | Short            | EC               | CORP              | US        |       -5700 | NS      | $-23484.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Autolus Therapeutics PLC                               | Autolus Therapeutics PLC                                                         | CUSIP: 05280R100<br>LEI: 549300C0KZP8EYROLL02 | Short            | EC               | CORP              | GB        |      -13800 | NS      | $-19044.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Automatic Data Processing Inc                          | Automatic Data Processing Inc                                                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        1440 | NS      | $292579.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Automatic Data Processing Inc                          | Automatic Data Processing Inc                                                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Short            | EC               | CORP              | US        |        -156 | NS      | $-31696.08     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AutoZone Inc                                           | AutoZone Inc                                                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |          38 | NS      | $128355.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Avalon GloboCare Corp                                  | Avalon GloboCare Corp                                                            | CUSIP: 05344R302<br>LEI: 5493007BO3YMFVCBL210 | Long             | EC               | CORP              | US        |           3 | NS      | $1.59          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Avantor Inc                                            | Avantor Inc                                                                      | CUSIP: 05352A100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3300 | NS      | $-25872.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Avax One Technology Ltd                                | Avax One Technology Ltd                                                          | CUSIP: 05353F108<br>LEI: 529900AYPDSKXK102L59 | Long             | EC               | CORP              | CA        |           1 | NS      | $0.60          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aveanna Healthcare Holdings Inc                        | Aveanna Healthcare Holdings Inc                                                  | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5100 | NS      | $32844.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AvePoint Inc                                           | AvePoint Inc                                                                     | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11500 | NS      | $109365.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Avidbank Holdings Inc                                  | Avidbank Holdings Inc                                                            | CUSIP: 05368J103<br>LEI: 54930029UJ8M0B84EE44 | Long             | EC               | CORP              | US        |        8301 | NS      | $236578.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Avinger Inc                                            | Avinger Inc                                                                      | CUSIP: 053734877<br>LEI: 549300MRCUER3C2G1659 | Short            | EC               | CORP              | US        |        -266 | NS      | $-126.08       | -0.00%            |  |  |  | No            | 3                  | On Loan: No      |
| Avis Budget Group Inc                                  | Avis Budget Group Inc                                                            | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Short            | EC               | CORP              | US        |        -800 | NS      | $-116680.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Avista Corp                                            | Avista Corp                                                                      | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |        1200 | NS      | $48168.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Avnet Inc                                              | Avnet Inc                                                                        | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |         800 | NS      | $49296.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Avita Medical Inc                                      | Avita Medical Inc                                                                | CUSIP: 05380C102<br>LEI: 5299003E8ETEQDDQ3826 | Short            | EC               | CORP              | US        |        -600 | NS      | $-2220.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Avino Silver & Gold Mines Ltd                          | Avino Silver & Gold Mines Ltd                                                    | CUSIP: 053906103<br>LEI: 549300DZZNDMPML1VJ37 | Long             | EC               | CORP              | CA        |         100 | NS      | $632.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Axogen Inc                                             | Axogen Inc                                                                       | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1800 | NS      | $59634.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Axon Enterprise Inc                                    | Axon Enterprise Inc                                                              | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Short            | EC               | CORP              | US        |       -4900 | NS      | $-2080981.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Axsome Therapeutics Inc                                | Axsome Therapeutics Inc                                                          | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |        2600 | NS      | $439452.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Axos Financial Inc                                     | Axos Financial Inc                                                               | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Short            | EC               | CORP              | US        |      -49897 | NS      | $-4245735.73   | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| Aytu BioPharma Inc                                     | Aytu BioPharma Inc                                                               | CUSIP: 054754858<br>LEI: 549300SMWHEALCU7Q019 | Long             | EC               | CORP              | US        |         200 | NS      | $546.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Azitra Inc                                             | Azitra Inc                                                                       | CUSIP: 05479L302<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -15 | NS      | $-3.51         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2025-5C37                                                   | CUSIP: 05494NAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $81994.00      | 0.00%             | 2058-09-15      | Variable      | 2.10%                 | No            | 2                  | On Loan: No      |
| Azul SA                                                | Azul SA                                                                          | CUSIP: 05501U502<br>LEI: 549300Z0MWZ57Q9RR205 | Long             | EC               | CORP              | BR        |      241029 | NS      | $3504963.38    | 0.10%             |  |  |  | No            | 3                  | On Loan: No      |
| Azul SA                                                | Azul SA                                                                          | CUSIP: 05501U601<br>LEI: 549300Z0MWZ57Q9RR205 | Long             | EC               | CORP              | BR        |       42101 | NS      | $612218.71     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| AZUL SECURED FINANCE LLP                               | Azul Secured Finance LLP                                                         | CUSIP: 05501WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      503000 | PA      | $459930.63     | 0.01%             | 2031-02-15      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| B&G Foods Inc                                          | B&G Foods Inc                                                                    | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |       17300 | NS      | $83213.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bcapb LLC Trust                                        | BCAPB LLC Trust 2007-AB1                                                         | CUSIP: 05529DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      626431 | PA      | $209288.17     | 0.01%             | 2037-03-25      | Floating      | 4.09%                 | No            | 2                  | On Loan: No      |
| BCE Inc                                                | BCE Inc                                                                          | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |        3500 | NS      | $88340.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SOLAI Ltd                                              | SOLAI Ltd                                                                        | CUSIP: 055474209<br>LEI: 5299003CDPQ0UW1SQC26 | Short            | EC               | CORP              | KY        |        -300 | NS      | $-236.01       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bicara Therapeutics Inc                                | Bicara Therapeutics Inc                                                          | CUSIP: 055477103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5532 | NS      | $110031.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                       | BJ's Wholesale Club Holdings Inc                                                 | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Short            | EC               | CORP              | US        |       -1869 | NS      | $-183946.98    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2022-C16                                                    | CUSIP: 05552YAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4299000 | PA      | $491633.64     | 0.01%             | 2055-06-15      | Variable      | 2.18%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2025-5C38                                                   | CUSIP: 05556RAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $83599.00      | 0.00%             | 2058-11-15      | Variable      | 2.00%                 | No            | 2                  | On Loan: No      |
| BOK Financial Corp                                     | BOK Financial Corp                                                               | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |         200 | NS      | $25612.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BOK Financial Corp                                     | BOK Financial Corp                                                               | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Short            | EC               | CORP              | US        |       -6009 | NS      | $-769512.54    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| BRP Inc                                                | BRP Inc                                                                          | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |         300 | NS      | $21543.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BRC Group Holdings Inc                                 | BRC Group Holdings Inc                                                           | CUSIP: 05580M108<br>LEI: 529900LRQ75IKIPK4990 | Short            | EC               | CORP              | US        |        -100 | NS      | $-732.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BTCS Inc                                               | BTCS Inc                                                                         | CUSIP: 05581M404<br>LEI: 549300HVP35DWSOZOH21 | Short            | EC               | CORP              | US        |        -500 | NS      | $-695.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BTQ Technologies Corp                                  | BTQ Technologies Corp                                                            | CUSIP: 055869101<br>LEI: 9845009I0C867C156D63 | Short            | EC               | CORP              | CA        |       -4200 | NS      | $-11214.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Baldwin Insurance Group Inc/The                        | Baldwin Insurance Group Inc/The                                                  | CUSIP: 05589G102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8700 | NS      | $-190878.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| BRC Inc                                                | BRC Inc                                                                          | CUSIP: 05601U105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6000 | NS      | $-4657.20      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BKV Corp                                               | BKV Corp                                                                         | CUSIP: 05603J108<br>LEI: 549300S3T4Z01TRFU656 | Long             | EC               | CORP              | US        |       23542 | NS      | $671417.84     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BWX Technologies Inc                                   | BWX Technologies Inc                                                             | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |        1000 | NS      | $204490.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2021-MC                                             | CUSIP: 05608GAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $96970.60      | 0.00%             | 2034-04-15      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2022-AHP                                            | CUSIP: 05610FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      223349 | PA      | $223216.73     | 0.01%             | 2039-01-17      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| Babcock & Wilcox Enterprises Inc                       | Babcock & Wilcox Enterprises Inc                                                 | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |        2000 | NS      | $29380.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BMO Mortgage Trust                                     | BMO 2025-5C10 Mortgage Trust                                                     | CUSIP: 05615BAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $80501.00      | 0.00%             | 2058-05-15      | Variable      | 2.27%                 | No            | 2                  | On Loan: No      |
| BLP Commercial Mortgage Trust                          | BLP Commercial Mortgage Trust 2024-IND2                                          | CUSIP: 05625AAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4274713 | PA      | $4273383.18    | 0.12%             | 2041-03-15      | Floating      | 7.36%                 | No            | 2                  | On Loan: No      |
| Backblaze Inc                                          | Backblaze Inc                                                                    | CUSIP: 05637B105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-1035.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Baidu Inc                                              | Baidu Inc                                                                        | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Short            | EC               | CORP              | KY        |      -86900 | NS      | $-9682398.00   | -0.27%            |  |  |  | No            | 1                  | On Loan: No      |
| Bain Capital Specialty Finance Inc                     | Bain Capital Specialty Finance Inc                                               | CUSIP: 05684B107<br>LEI: 549300V2JL72R0EYBK64 | Long             | EC               | CORP              | US        |        2600 | NS      | $32240.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                       | Bain Capital Credit CLO 2022-4 Ltd                                               | CUSIP: 05685CAG9<br>LEI: 254900XLVE4635MESI73 | Long             | ABS-CBDO         | CORP              | JE        |     1300000 | PA      | $1199325.40    | 0.03%             | 2037-10-16      | Floating      | 10.07%                | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                       | Bain Capital Credit CLO 2024-2 Ltd                                               | CUSIP: 056921AJ8<br>LEI: 254900KJZFJF5PZOFD13 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $998964.00     | 0.03%             | 2037-07-15      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| Baker Hughes Co                                        | Baker Hughes Co                                                                  | CUSIP: 05722G100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -80400 | NS      | $-4908420.00   | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| Bakkt Inc                                              | Bakkt Inc                                                                        | CUSIP: 05759B305<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3140 | NS      | $-23110.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Balchem Corp                                           | Balchem Corp                                                                     | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |        1100 | NS      | $186428.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Balboa Bay Loan Funding Ltd                            | Balboa Bay Loan Funding 2024-1 Ltd                                               | CUSIP: 05766PAA5<br>LEI: 254900ZDWC7EDY07BS61 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $993398.00     | 0.03%             | 2037-07-20      | Floating      | 9.92%                 | No            | 2                  | On Loan: No      |
| Ball Corp                                              | Ball Corp                                                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Short            | EC               | CORP              | US        |        -800 | NS      | $-47288.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ballard Power Systems Inc                              | Ballard Power Systems Inc                                                        | CUSIP: 058586108<br>LEI: 549300OHZ8BMF53YYS26 | Long             | EC               | CORP              | CA        |       64400 | NS      | $155848.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco BBVA Argentina SA                                | Banco BBVA Argentina SA                                                          | CUSIP: 058934100<br>LEI: 579100KKDBKJFDKKD024 | Short            | EC               | CORP              | AR        |        -200 | NS      | $-3212.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Banco Bradesco SA                                      | Banco Bradesco SA                                                                | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |        2400 | NS      | $8760.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Banc of America Mortgage Securities                    | Banc of America Mortgage 2004-F Trust                                            | CUSIP: 05949AJF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      176151 | PA      | $155332.78     | 0.00%             | 2034-07-25      | Variable      | 5.90%                 | No            | 2                  | On Loan: No      |
| Bandwidth Inc                                          | Bandwidth Inc                                                                    | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |        2300 | NS      | $40986.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Banc of California Inc                                 | Banc of California Inc                                                           | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      203759 | NS      | $3582083.22    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                                   | Bank of America Corp                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       12905 | NS      | $629118.75     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Hawaii Corp                                    | Bank of Hawaii Corp                                                              | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |         200 | NS      | $14850.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Marin Bancorp                                  | Bank of Marin Bancorp                                                            | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $15378.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Marin Bancorp                                  | Bank of Marin Bancorp                                                            | CUSIP: 063425102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -17047 | NS      | $-436914.61    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                 | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Short            | EC               | CORP              | CA        |        -100 | NS      | $-13534.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank of New York Mellon Corp/The                       | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Short            | EC               | CORP              | US        |      -18454 | NS      | $-2189198.02   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank OZK                                               | Bank OZK                                                                         | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |        1400 | NS      | $64246.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank OZK                                               | Bank OZK                                                                         | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Short            | EC               | CORP              | US        |     -104390 | NS      | $-4790457.10   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank5                                                  | BANK5 2024-5YR5                                                                  | CUSIP: 065931AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $78676.00      | 0.00%             | 2029-02-15      | Variable      | 3.01%                 | No            | 2                  | On Loan: No      |
| Bank5                                                  | BANK5 2025-5YR14                                                                 | CUSIP: 06604MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $81893.00      | 0.00%             | 2058-04-15      | Variable      | 2.28%                 | No            | 2                  | On Loan: No      |
| Bank5                                                  | BANK5 2024-5YR11                                                                 | CUSIP: 06644WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $72738.00      | 0.00%             | 2057-11-15      | Variable      | 2.32%                 | No            | 2                  | On Loan: No      |
| Bank5                                                  | BANK5 2026-5YR20                                                                 | CUSIP: 06650JBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $77161.00      | 0.00%             | 2059-02-15      | Variable      | 1.74%                 | No            | 2                  | On Loan: No      |
| BankUnited Inc                                         | BankUnited Inc                                                                   | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |         400 | NS      | $18064.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Banner Corp                                            | Banner Corp                                                                      | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6552 | NS      | $397575.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bankwell Financial Group Inc                           | Bankwell Financial Group Inc                                                     | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Short            | EC               | CORP              | US        |       -6936 | NS      | $-336534.72    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Banzai International Inc                               | Banzai International Inc                                                         | CUSIP: 06682J407<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4200 | NS      | $-3994.64      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bar Harbor Bankshares                                  | Bar Harbor Bankshares                                                            | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $9735.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Baozun Inc                                             | Baozun Inc                                                                       | CUSIP: 06684L103<br>LEI: 549300IF0HZ7T4762633 | Long             | EC               | CORP              | KY        |        9700 | NS      | $23183.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays PLC                                           | Barclays PLC                                                                     | CUSIP: 06738E204<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |        1900 | NS      | $40204.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2021-NQM1                                           | CUSIP: 06744UAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $89565.90      | 0.00%             | 2051-09-25      | Fixed         | 5.43%                 | No            | 2                  | On Loan: No      |
| Babson CLO Ltd                                         | Barings CLO Ltd 2025-V                                                           | CUSIP: 06765CAA3<br>LEI: 254900FQ7YGEJTO4G246 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1899340.00    | 0.05%             | 2038-10-15      | Floating      | 8.84%                 | No            | 2                  | On Loan: No      |
| Barnes & Noble Education Inc                           | Barnes & Noble Education Inc                                                     | CUSIP: 06777U200<br>LEI: 549300JQGDS5THBPED41 | Short            | EC               | CORP              | US        |       -4935 | NS      | $-43576.05     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Babson CLO Ltd                                         | Barings CLO Ltd 2023-III                                                         | CUSIP: 067933AE1<br>LEI: 2549000XGGHFFMGI1592 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $920031.00     | 0.03%             | 2038-10-15      | Floating      | 8.67%                 | No            | 2                  | On Loan: No      |
| Barrick Mining Corp                                    | Barrick Mining Corp                                                              | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       23100 | NS      | $942249.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bath & Body Works Inc                                  | Bath & Body Works Inc                                                            | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |         600 | NS      | $11202.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bausch + Lomb Corp                                     | Bausch + Lomb Corp                                                               | CUSIP: 071705107<br>LEI: 549300NY6OZM39SO6475 | Short            | EC               | CORP              | CA        |        -200 | NS      | $-3180.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bausch Health Cos Inc                                  | Bausch Health Cos Inc                                                            | CUSIP: 071734107<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | EC               | CORP              | CA        |        7700 | NS      | $41580.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BayCom Corp                                            | BayCom Corp                                                                      | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |         200 | NS      | $5945.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Baytex Energy Corp                                     | Baytex Energy Corp                                                               | CUSIP: 07317Q105<br>LEI: 549300R5LTV2H7I1I079 | Short            | EC               | CORP              | CA        |     -106986 | NS      | $-478227.42    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2025-5C34                                                   | CUSIP: 07337BAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $93172.00      | 0.00%             | 2058-05-15      | Variable      | 2.56%                 | No            | 2                  | On Loan: No      |
| Beam Global                                            | Beam Global                                                                      | CUSIP: 07373B109<br>LEI: 254900CT39JVKHAANA12 | Short            | EC               | CORP              | US        |       -2500 | NS      | $-3675.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Beam Therapeutics Inc                                  | Beam Therapeutics Inc                                                            | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4300 | NS      | $102469.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bear Stearns Alt-A Trust                               | Bear Stearns ALT-A Trust 2006-1                                                  | CUSIP: 07386HB26<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1042975 | PA      | $914100.08     | 0.03%             | 2036-02-25      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Alt-A Trust                               | Bear Stearns ALT-A Trust 2006-3                                                  | CUSIP: 07386HL33<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      316386 | PA      | $234414.68     | 0.01%             | 2036-05-25      | Variable      | 4.07%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Alt-A Trust                               | Bear Stearns ALT-A Trust 2004-9                                                  | CUSIP: 07386HLH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      196894 | PA      | $192668.20     | 0.01%             | 2034-09-25      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Alt-A Trust                               | Bear Stearns ALT-A Trust 2005-10                                                 | CUSIP: 07386HZP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      801778 | PA      | $582396.90     | 0.02%             | 2036-01-25      | Variable      | 4.82%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Alt-A Trust                               | Bear Stearns ALT-A Trust 2006-4                                                  | CUSIP: 073871AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      219989 | PA      | $188407.62     | 0.01%             | 2036-08-25      | Floating      | 4.11%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust             | Bear Stearns Asset Backed Securities I Trust 2007-AC5                            | CUSIP: 07388BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2513844 | PA      | $603289.84     | 0.02%             | 2037-07-25      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson & Co                                  | Becton Dickinson & Co                                                            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Short            | EC               | CORP              | US        |        -200 | NS      | $-31446.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BellRing Brands Inc                                    | BellRing Brands Inc                                                              | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |       19700 | NS      | $316973.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2023-V3 Mortgage Trust                                                 | CUSIP: 08163VAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $68901.00      | 0.00%             | 2056-07-15      | Variable      | 3.17%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2024-V7 Mortgage Trust                                                 | CUSIP: 08163YAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $75429.00      | 0.00%             | 2056-05-15      | Variable      | 2.85%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2025-V19 Mortgage Trust                                                | CUSIP: 08164DAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $74249.00      | 0.00%             | 2058-01-15      | Variable      | 1.77%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2025-V18 Mortgage Trust                                                | CUSIP: 08164EAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $80810.00      | 0.00%             | 2058-10-15      | Variable      | 1.95%                 | No            | 2                  | On Loan: No      |
| BENDING SPOONS US INC                                  | Bending Spoons US Inc Term Loan                                                  | CUSIP: 08167PAD8<br>LEI: 9845008E9B4A982B2F23 | Long             | LON              | CORP              | US        |       66950 | PA      | $60924.90      | 0.00%             | 2031-03-07      | Floating      | 9.54%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO Ltd                        | Benefit Street Partners CLO XL Ltd                                               | CUSIP: 08187CAA9<br>LEI: 2549004LEBIHR2BCXR45 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $950755.00     | 0.03%             | 2038-07-25      | Floating      | 8.92%                 | No            | 2                  | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                       | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $82400.00      | 0.00%             | 2057-07-15      | Variable      | 2.95%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2024-V11 Mortgage Trust                                                | CUSIP: 081921AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $58088.00      | 0.00%             | 2057-11-15      | Variable      | 1.87%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2025-V17 Mortgage Trust                                                | CUSIP: 081934AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $77744.00      | 0.00%             | 2058-09-15      | Variable      | 1.97%                 | No            | 2                  | On Loan: No      |
| Benitec Biopharma Inc                                  | Benitec Biopharma Inc                                                            | CUSIP: 08205P209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-5325.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bentley Systems Inc                                    | Bentley Systems Inc                                                              | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |        2600 | NS      | $91312.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| W R Berkley Corp                                       | W R Berkley Corp                                                                 | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       18000 | NS      | $1193040.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Berkshire Hathaway Inc                                 | Berkshire Hathaway Inc                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       20280 | NS      | $9718176.00    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Berkshire Hathaway Inc                                 | Berkshire Hathaway Inc                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Short            | EC               | CORP              | US        |        -222 | NS      | $-106382.40    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Beacon Financial Corp                                  | Beacon Financial Corp                                                            | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Short            | EC               | CORP              | US        |         -38 | NS      | $-1140.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Best Buy Co Inc                                        | Best Buy Co Inc                                                                  | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Short            | EC               | CORP              | US        |       -4065 | NS      | $-260973.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Beta Technologies Inc                                  | Beta Technologies Inc                                                            | CUSIP: 086921103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       35243 | NS      | $518072.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SRX Health Solutions Inc                               | SRX Health Solutions Inc                                                         | CUSIP: 08771Y402<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -28100 | NS      | $-3624.90      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Better Home & Finance Holding Co                       | Better Home & Finance Holding Co                                                 | CUSIP: 08774B508<br>LEI: 529900VAMR5CW7WS5H57 | Short            | EC               | CORP              | US        |       -2492 | NS      | $-88765.04     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Beyond Meat Inc                                        | Beyond Meat Inc                                                                  | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Short            | EC               | CORP              | US        |     -113100 | NS      | $-79350.96     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bicycle Therapeutics PLC                               | Bicycle Therapeutics PLC                                                         | CUSIP: 088786108<br>LEI: 213800XKUI6R7GKC3E43 | Long             | EC               | CORP              | GB        |        1100 | NS      | $5104.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BigBear.ai Holdings Inc                                | BigBear.ai Holdings Inc                                                          | CUSIP: 08975B109<br>LEI: 549300XGCF2ELN28CS63 | Short            | EC               | CORP              | US        |     -152107 | NS      | $-535416.64    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Bio-Rad Laboratories Inc                               | Bio-Rad Laboratories Inc                                                         | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |          20 | NS      | $5575.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BioCryst Pharmaceuticals Inc                           | BioCryst Pharmaceuticals Inc                                                     | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |       38241 | NS      | $364054.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bio-key International Inc                              | Bio-key International Inc                                                        | CUSIP: 09060C507<br>LEI: 549300VFT6WAQB4BVB07 | Short            | EC               | CORP              | US        |          -9 | NS      | $-4.77         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BioCardia Inc                                          | BioCardia Inc                                                                    | CUSIP: 09060U606<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          47 | NS      | $56.87         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BioMarin Pharmaceutical Inc                            | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Short            | EC               | CORP              | US        |       -5200 | NS      | $-293748.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| BioNexus Gene Lab Corp                                 | BioNexus Gene Lab Corp                                                           | CUSIP: 090628306<br>LEI: 549300COYSKRA3Z7E531 | Long             | EC               | CORP              | US        |           3 | NS      | $6.48          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Biogen Inc                                             | Biogen Inc                                                                       | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-219996.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Bio-Techne Corp                                        | Bio-Techne Corp                                                                  | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Short            | EC               | CORP              | US        |      -19700 | NS      | $-1029522.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Streamex Corp                                          | Streamex Corp                                                                    | CUSIP: 09073N300<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -11400 | NS      | $-12882.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BioVie Inc                                             | BioVie Inc                                                                       | CUSIP: 09074F504<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          10 | NS      | $14.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bioventus Inc                                          | Bioventus Inc                                                                    | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $4565.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bioxcel Therapeutics Inc                               | Bioxcel Therapeutics Inc                                                         | CUSIP: 09075P204<br>LEI: 549300Y25FYZ0E8LW260 | Short            | EC               | CORP              | US        |       -8655 | NS      | $-11597.70     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BioNTech SE                                            | BioNTech SE                                                                      | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |          47 | NS      | $4177.36       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Biodesix Inc                                           | Biodesix Inc                                                                     | CUSIP: 09075X207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-8700.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Biomea Fusion Inc                                      | Biomea Fusion Inc                                                                | CUSIP: 09077A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1700 | NS      | $2601.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BioAtla Inc                                            | BioAtla Inc                                                                      | CUSIP: 09077B104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1600 | NS      | $-257.60       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Biofrontera Inc                                        | Biofrontera Inc                                                                  | CUSIP: 09077D209<br>LEI: 984500444S8BE1EF0179 | Long             | EC               | CORP              | US        |          14 | NS      | $11.33         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BioAge Labs Inc                                        | BioAge Labs Inc                                                                  | CUSIP: 09077V100<br>LEI: 529900NG0C40250Z7875 | Short            | EC               | CORP              | US        |        -100 | NS      | $-1749.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BiomX Inc                                              | BiomX Inc                                                                        | CUSIP: 09090D509<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -10 | NS      | $-37.54        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Birch Grove CLO Ltd.                                   | Birch Grove CLO 16 Ltd                                                           | CUSIP: 090971AJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1375000 | PA      | $1375000.00    | 0.04%             | 2039-04-23      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Bitfarms Ltd/Canada                                    | Bitfarms Ltd/Canada                                                              | CUSIP: 09173B107<br>LEI: 254900YWMA64Y1RPNJ12 | Short            | EC               | CORP              | CA        |       -4500 | NS      | $-8775.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bitcoin Depot Inc                                      | Bitcoin Depot Inc                                                                | CUSIP: 09174P303<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -346 | NS      | $-754.28       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BitMine Immersion Technologies Inc                     | BitMine Immersion Technologies Inc                                               | CUSIP: 09175A206<br>LEI: 254900TGJJ1D9JNAQT27 | Short            | EC               | CORP              | US        |     -145500 | NS      | $-2877990.00   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Hyperscale Data Inc                                    | Hyperscale Data Inc                                                              | CUSIP: 09175M804<br>LEI: 549300OXRKHU5GYA9Q74 | Short            | EC               | CORP              | US        |     -109900 | NS      | $-16528.96     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BJ's Restaurants Inc                                   | BJ's Restaurants Inc                                                             | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Short            | EC               | CORP              | US        |        -300 | NS      | $-10530.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Black Diamond Therapeutics Inc                         | Black Diamond Therapeutics Inc                                                   | CUSIP: 09203E105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -9700 | NS      | $-20661.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Black Hills Corp                                       | Black Hills Corp                                                                 | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       10400 | NS      | $721864.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Black Rock Coffee Bar Inc                              | Black Rock Coffee Bar Inc                                                        | CUSIP: 092244102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8850 | NS      | $114342.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Black Rock Coffee Bar Inc                              | Black Rock Coffee Bar Inc                                                        | CUSIP: 092244102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-5168.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Blackbaud Inc                                          | Blackbaud Inc                                                                    | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |         100 | NS      | $3861.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BlackLine Inc                                          | BlackLine Inc                                                                    | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Short            | EC               | CORP              | US        |        -297 | NS      | $-10989.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BlackRock TCP Capital Corp                             | BlackRock TCP Capital Corp                                                       | CUSIP: 09259E108<br>LEI: 549300JU1XG1HF56J989 | Long             | EC               | CORP              | US        |           1 | NS      | $3.61          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BlackSky Technology Inc                                | BlackSky Technology Inc                                                          | CUSIP: 09263B207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          42 | NS      | $1056.72       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Strata Critical Medical Inc                            | Strata Critical Medical Inc                                                      | CUSIP: 092667104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5200 | NS      | $-21736.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Blaize Holdings Inc                                    | Blaize Holdings Inc                                                              | CUSIP: 092915107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -26300 | NS      | $-47866.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Blend Labs Inc                                         | Blend Labs Inc                                                                   | CUSIP: 09352U108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-850.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BRIGHTLINE EAST LLC                                    | Brightline East LLC                                                              | CUSIP: 093536AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3086000 | PA      | $833220.00     | 0.02%             | 2030-01-31      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| Blink Charging Co                                      | Blink Charging Co                                                                | CUSIP: 09354A100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -39500 | NS      | $-22392.56     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bloom Energy Corp                                      | Bloom Energy Corp                                                                | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |       46238 | NS      | $6264786.62    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Bloomin' Brands Inc                                    | Bloomin' Brands Inc                                                              | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |       15700 | NS      | $84780.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Bird Corp                                         | Blue Bird Corp                                                                   | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |         500 | NS      | $28395.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Owl Capital Inc                                   | Blue Owl Capital Inc                                                             | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4000 | NS      | $36520.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Owl Capital Inc                                   | Blue Owl Capital Inc                                                             | CUSIP: 09581B103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -17345 | NS      | $-158359.85    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Blue Ridge Bankshares Inc                              | Blue Ridge Bankshares Inc                                                        | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1600 | NS      | $6720.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Owl Technology Finance Corp                       | Blue Owl Technology Finance Corp                                                 | CUSIP: 095924106<br>LEI: 254900G5EZJSOD3UKL16 | Long             | EC               | CORP              | US        |        1100 | NS      | $13629.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BlueLinx Holdings Inc                                  | BlueLinx Holdings Inc                                                            | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |         600 | NS      | $32508.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bluemountain CLO Ltd                                   | BlueMountain CLO XXIX Ltd                                                        | CUSIP: 09630LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $899719.00     | 0.02%             | 2034-07-25      | Floating      | 10.79%                | No            | 2                  | On Loan: No      |
| Bob's Discount Furniture Inc                           | Bob's Discount Furniture Inc                                                     | CUSIP: 09681N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $2350.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BMO Mortgage Trust                                     | BMO 2025-5C9 Mortgage Trust                                                      | CUSIP: 096933AK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $70290.00      | 0.00%             | 2058-04-15      | Variable      | 1.98%                 | No            | 2                  | On Loan: No      |
| BMO Mortgage Trust                                     | BMO 2026-C14 Mortgage Trust                                                      | CUSIP: 096942AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1452000 | PA      | $202283.93     | 0.01%             | 2059-02-15      | Variable      | 1.82%                 | No            | 2                  | On Loan: No      |
| Boeing Co/The                                          | Boeing Co/The                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | EC               | CORP              | US        |       -7600 | NS      | $-1512628.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Boise Cascade Co                                       | Boise Cascade Co                                                                 | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |         300 | NS      | $22755.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Booking Holdings Inc                                   | Booking Holdings Inc                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Short            | EC               | CORP              | US        |        -200 | NS      | $-842064.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Boot Barn Holdings Inc                                 | Boot Barn Holdings Inc                                                           | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Short            | EC               | CORP              | US        |       -7700 | NS      | $-1126972.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Booz Allen Hamilton Holding Corp                       | Booz Allen Hamilton Holding Corp                                                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Short            | EC               | CORP              | US        |        -100 | NS      | $-7803.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BorgWarner Inc                                         | BorgWarner Inc                                                                   | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Short            | EC               | CORP              | US        |       -1400 | NS      | $-75964.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BXP Inc                                                | BXP Inc                                                                          | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Short            | EC               |  | US        |        -200 | NS      | $-10380.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Boston Scientific Corp                                 | Boston Scientific Corp                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      136942 | NS      | $8593110.50    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Bowhead Specialty Holdings Inc                         | Bowhead Specialty Holdings Inc                                                   | CUSIP: 10240L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6218 | NS      | $139469.74     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $103293.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Box Inc                                                | Box Inc                                                                          | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |         100 | NS      | $2364.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Boxlight Corp                                          | Boxlight Corp                                                                    | CUSIP: 103197406<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          27 | NS      | $33.21         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Boyd Gaming Corp                                       | Boyd Gaming Corp                                                                 | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Short            | EC               | CORP              | US        |        -100 | NS      | $-8218.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BOYD GROUP INC                                         | BOYD GROUP INC                                                                   | CUSIP: 103310108<br>LEI: 549300FVHMLW88VSTP09 | Long             | EC               | CORP              | CA        |        2829 | NS      | $361715.94     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-25967.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-26053.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $35966.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $35931.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $151618.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $151726.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD TRY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-23.86        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD RON/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $3401.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD KRW/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $198747.64     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $6254.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD CZK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $65118.06      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD CLP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $128078.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT PEN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PE        |           1 | NC      | $-784.26       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CO        |           1 | NC      | $35598.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT ILS/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IL        |           1 | NC      | $-8626.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT HKD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HK        |           1 | NC      | $-1931.03      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $47536.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $138064.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $85257.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $-7299.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IN        |           1 | NC      | $-53574.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-17178.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $197504.86     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $215.96        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |           1 | NC      | $-46575.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT PHP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PH        |           1 | NC      | $-9717.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT TRY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TR        |           1 | NC      | $14038.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $153846.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $69867.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |           1 | NC      | $-20914.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $255324.34     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $11743.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |           1 | NC      | $-21.21        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $158.89        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $66.89         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $0.08          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CL        |           1 | NC      | $-23992.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT SGD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |           1 | NC      | $-5951.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD NOK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $2984.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | KR        |           1 | NC      | $-18965.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CO        |           1 | NC      | $1956.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Braemar Hotels & Resorts Inc                           | Braemar Hotels & Resorts Inc                                                     | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Short            | EC               |  | US        |       -3100 | NS      | $-7316.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                               | Brand Industrial Services Inc                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |     2977000 | PA      | $2720718.39    | 0.08%             | 2030-08-01      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| Brainsway Ltd                                          | Brainsway Ltd                                                                    | CUSIP: 10501L106<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         900 | NS      | $11961.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                 | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $32653.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Brand Industrial Services Inc                          | Brand Industrial Services Inc 2024 Term Loan B                                   | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |     4738011 | PA      | $4054932.00    | 0.11%             | 2030-08-01      | Floating      | 8.16%                 | No            | 2                  | On Loan: No      |
| Brandywine Realty Trust                                | Brandywine Realty Trust                                                          | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |        6100 | NS      | $16531.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $-6234.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $-6266.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD KRW/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $22849.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Braze Inc                                              | Braze Inc                                                                        | CUSIP: 10576N102<br>LEI: 9845007B9EDBFD37C277 | Short            | EC               | CORP              | US        |      -16100 | NS      | $-380121.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Atlas Lithium Corp                                     | Atlas Lithium Corp                                                               | CUSIP: 105861306<br>LEI: 5493006FIK0ZLW06RD76 | Short            | EC               | CORP              | US        |       -3800 | NS      | $-16530.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                 | BOUGHT CAD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |           1 | NC      | $-45053.23     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $15939.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD NOK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $4711.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT SEK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |           1 | NC      | $-61715.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-28535.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD CZK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $164.11        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $13546.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |           1 | NC      | $-4604.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD RON/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $10568.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT RON/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | RO        |           1 | NC      | $-10778.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $33932.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $24400.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD ILS/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $23392.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | BR        |           1 | NC      | $14275.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD KRW/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $215686.59     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD TRY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-2020.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD BRL/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1131.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $17993.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD HUF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $23162.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT CNH/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |           1 | NC      | $-10723.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $27936.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ID        |           1 | NC      | $-85.38        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT THB/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TH        |           1 | NC      | $-63114.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT CNH/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |           1 | NC      | $-60.24        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CL        |           1 | NC      | $-39643.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CZ        |           1 | NC      | $-20422.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD PHP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $6991.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PL        |           1 | NC      | $-13486.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TW        |           1 | NC      | $-16098.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT ILS/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IL        |           1 | NC      | $-3958.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT SGD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |           1 | NC      | $-27556.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT RON/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | RO        |           1 | NC      | $-4334.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD COP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-43973.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT SEK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |           1 | NC      | $-63477.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD NOK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $21813.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | KR        |           1 | NC      | $-47498.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SOLD EGP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $61015.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $470.75        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BridgeBio Oncology Therapeutics Inc                    | BridgeBio Oncology Therapeutics Inc                                              | CUSIP: 107924102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-4475.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bridge Street CLO                                      | Bridge Street CLO IV Ltd                                                         | CUSIP: 107935AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $970422.00     | 0.03%             | 2037-04-20      | Floating      | 10.66%                | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | KR        |           1 | NC      | $-62509.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $1631.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bridgebio Pharma Inc                                   | Bridgebio Pharma Inc                                                             | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |       20000 | NS      | $1485200.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IN        |           1 | NC      | $-45471.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD TRY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-14421.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT TRY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TR        |           1 | NC      | $-10810.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT CNH/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |           1 | NC      | $-748.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT CNH/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |           1 | NC      | $6528.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bridgewater Bancshares Inc                             | Bridgewater Bancshares Inc                                                       | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |         600 | NS      | $10620.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TW        |           1 | NC      | $-1858.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD COP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-515.65       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $413.90        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |           1 | NC      | $-2061.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-1858.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $-297.49       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $-1347.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $-2333.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MX        |           1 | NC      | $-2729.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $12267.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SGSP (Australia) Assets Pty. Ltd.                      | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 254900BJJ12X7PJT5072 | N/A              | DFE              |  | AU        |           1 | NC      | $-10915.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD MXN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $9406.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $10963.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $13259.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-10661.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $18480.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD MXN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1827.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | AU        |           1 | NC      | $-10715.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD MXN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $10099.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $19231.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |           1 | NC      | $-5460.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $-2754.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CLP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $6544.47       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD CLP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $16764.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $-2857.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-9753.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $21365.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $-5919.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $-11654.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD ILS/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $9899.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CO        |           1 | NC      | $9036.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | GB        |           1 | NC      | $-11192.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $2806.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $6362.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $4259.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD ILS/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $7075.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $9282.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $2721.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-4264.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $1862.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $-5730.07      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NZ        |           1 | NC      | $-9741.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $20431.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $-10261.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $2743.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $9378.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |           1 | NC      | $-10843.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |           1 | NC      | $-10834.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $-5791.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-9668.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-4649.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $6892.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $8060.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-1318.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-4291.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-4781.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $3855.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IN        |           1 | NC      | $-7652.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2391.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $833.89        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $12347.06      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD HUF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $615.33        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1811.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $2054.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $1441.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $20729.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD HUF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1821.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $20259.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $20736.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $3558.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $20927.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $1576.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $20792.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IN        |           1 | NC      | $-7641.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $20417.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $4006.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IN        |           1 | NC      | $-7592.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1649.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $21141.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IN        |           1 | NC      | $-2262.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-10632.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | AU        |           1 | NC      | $-10726.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | AU        |           1 | NC      | $-10711.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-10956.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $-10574.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $-10614.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | AU        |           1 | NC      | $-10722.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | AU        |           1 | NC      | $-10866.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-10971.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $-11119.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-11141.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-11071.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $-11313.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $-11340.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | AU        |           1 | NC      | $-11465.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |           1 | NC      | $-6029.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $-11580.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-11118.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $9814.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-10558.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $2451.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $-5779.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $-11927.34     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |           1 | NC      | $-9627.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $3035.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $-6084.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |           1 | NC      | $-6705.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-10801.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $-6240.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-9587.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $1442.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-10990.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NZ        |           1 | NC      | $-9517.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $-6030.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $623.84        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $1437.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-11293.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $-6590.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |           1 | NC      | $-9773.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-11086.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $-6122.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $-10352.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |           1 | NC      | $-9853.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |           1 | NC      | $-9937.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |           1 | NC      | $-9874.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NZ        |           1 | NC      | $-10073.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NZ        |           1 | NC      | $-10311.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-9899.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |           1 | NC      | $-9495.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ID        |           1 | NC      | $-2998.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $-2978.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $21516.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IN        |           1 | NC      | $-7540.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $1687.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IN        |           1 | NC      | $-7652.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1970.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IN        |           1 | NC      | $-7627.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IN        |           1 | NC      | $-7625.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $1991.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IN        |           1 | NC      | $-7646.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2033.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IN        |           1 | NC      | $-7588.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IN        |           1 | NC      | $-7572.35      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IN        |           1 | NC      | $-7626.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IN        |           1 | NC      | $-7700.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IN        |           1 | NC      | $-7801.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IN        |           1 | NC      | $-7551.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IN        |           1 | NC      | $-7492.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bright Horizons Family Solutions Inc                   | Bright Horizons Family Solutions Inc                                             | CUSIP: 109194100<br>LEI: 2549009BKSVTM7UEYT38 | Long             | EC               | CORP              | US        |        8200 | NS      | $673466.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bright Minds Biosciences Inc                           | Bright Minds Biosciences Inc                                                     | CUSIP: 10919W405<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       16971 | NS      | $1238373.87    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bright Minds Biosciences Inc                           | Bright Minds Biosciences Inc                                                     | CUSIP: 10919W405<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |        -100 | NS      | $-7297.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |           1 | NC      | $-2130.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CZ        |           1 | NC      | $-2313.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $-2215.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1825.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $801.64        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2458.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $8932.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $9512.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $1444.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD KRW/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $6945.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $856.34        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $8941.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD NOK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1626.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CO        |           1 | NC      | $5634.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | BR        |           1 | NC      | $-2.12         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD ILS/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1652.01       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $6723.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |           1 | NC      | $5102.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CO        |           1 | NC      | $4537.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CO        |           1 | NC      | $617.35        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CO        |           1 | NC      | $4010.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD NOK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $1136.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $4131.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IN        |           1 | NC      | $-7110.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SGSP (Australia) Assets Pty. Ltd.                      | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 254900BJJ12X7PJT5072 | N/A              | DFE              |  | US        |           1 | NC      | $468.08        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $7184.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $1277.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT CNH/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |           1 | NC      | $-193.21       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1517.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IN        |           1 | NC      | $-2301.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IN        |           1 | NC      | $-5633.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-1235.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT ZAR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ZA        |           1 | NC      | $-4644.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $-6417.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $6238.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-394.73       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $-724.28       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TW        |           1 | NC      | $-8843.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $8.14          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1517.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT THB/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | TH        |           1 | NC      | $-6719.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $5774.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD HUF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1682.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1501.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $409.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $4585.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $5662.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |           1 | NC      | $-560.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $3294.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CO        |           1 | NC      | $2432.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1427.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $7043.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $1002.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD BRL/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-441.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD KRW/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $5418.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD NOK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $105.19        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $5875.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT SEK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |           1 | NC      | $-3496.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD MXN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1005.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $724.78        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT CAD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $-8328.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $10437.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $9767.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BrightView Holdings Inc                                | BrightView Holdings Inc                                                          | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |        9400 | NS      | $110826.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Acadian Asset Management Inc                           | Acadian Asset Management Inc                                                     | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |       17861 | NS      | $971995.62     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BrightSpire Capital Inc                                | BrightSpire Capital Inc                                                          | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               |  | US        |        2900 | NS      | $16240.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Brilliant Earth Group Inc                              | Brilliant Earth Group Inc                                                        | CUSIP: 109504100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         900 | NS      | $1197.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BrightSpring Health Services Inc                       | BrightSpring Health Services Inc                                                 | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       70625 | NS      | $3009331.25    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| BrightSpring Health Services Inc                       | BrightSpring Health Services Inc                                                 | CUSIP: 10950A106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-21305.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CZ        |           1 | NC      | $254.52        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1779.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $310.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $-9.85         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2731.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $5311.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $8517.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT ZAR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ZA        |           1 | NC      | $-3177.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MX        |           1 | NC      | $-1486.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $7169.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOLD COP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $248.58        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | KR        |           1 | NC      | $-1574.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $5382.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $442.62        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2481.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT SGD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |           1 | NC      | $-2084.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT ILS/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IL        |           1 | NC      | $-3004.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $26.87         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-170.82       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $561.53        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $2969.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $2052.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-245.04       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Brinker International Inc                              | Brinker International Inc                                                        | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Short            | EC               | CORP              | US        |       -2400 | NS      | $-342648.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $3008.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CO        |           1 | NC      | $1052.01       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IN        |           1 | NC      | $-4372.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $418.08        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-8346.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $13745.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1708.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $-3726.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $-2611.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $-415.16       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $6896.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD KRW/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1641.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NO        |           1 | NC      | $757.74        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT SGD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SG        |           1 | NC      | $-5090.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $-2307.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |           1 | NC      | $-5458.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1667.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT ILS/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IL        |           1 | NC      | $-1690.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |           1 | NC      | $-5741.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |           1 | NC      | $-5470.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2046.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |           1 | NC      | $-959.03       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-188.54       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CZK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-445.29       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $55.97         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-38.30        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-52.14        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-5.69         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $302.29        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD HUF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-3996.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-104.02       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT CHF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CH        |           1 | NC      | $-1092.29      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $3417.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BOUGHT CNH/SOLD USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |           1 | NC      | $-219.54       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $61.85         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $5797.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD NOK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $965.29        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $5960.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT ILS/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IL        |           1 | NC      | $-9900.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT SGD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |           1 | NC      | $-4487.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOLD BRL/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-3747.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT ILS/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IL        |           1 | NC      | $-958.18       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $5785.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SGSP (Australia) Assets Pty. Ltd.                      | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 254900BJJ12X7PJT5072 | N/A              | DFE              |  | US        |           1 | NC      | $2244.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD BRL/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2081.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $5764.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $5617.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $5799.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $5509.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $5587.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $5566.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $5661.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | KR        |           1 | NC      | $-5869.77      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5206.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $6216.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-8113.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-10078.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-13320.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-33300.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-695.38       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $-893.09       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-467.44       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TW        |           1 | NC      | $-7454.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $12235.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $10713.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD MXN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $6817.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1801.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $8342.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $9345.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $10092.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $10475.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT JPY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $-53.53        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT CNH/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-900.67       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $5791.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT CHF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $-3493.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |           1 | NC      | $-1377.67      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT CNH/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |           1 | NC      | $-699.79       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $6291.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |           1 | NC      | $-4.12         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CLP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $5788.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD CZK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1328.49       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD CZK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $563.55        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |           1 | NC      | $-2.95         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CZK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $753.16        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ID        |           1 | NC      | $306.38        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co                                | Bristol-Myers Squibb Co                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       73900 | NS      | $4482035.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Bristol-Myers Squibb Co                                | Bristol-Myers Squibb Co                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Short            | EC               | CORP              | US        |       -3263 | NS      | $-197900.95    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CL        |           1 | NC      | $-6685.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |           1 | NC      | $374.14        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |           1 | NC      | $451.72        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |           1 | NC      | $29.59         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $-1406.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IN        |           1 | NC      | $-1884.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3109.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $11554.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $294.43        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1236.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $328.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $-7799.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MX        |           1 | NC      | $-2412.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $10590.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT ZAR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |           1 | NC      | $-1614.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1105.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |           1 | NC      | $-2482.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT SEK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |           1 | NC      | $-6973.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD BRL/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-527.90       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $4094.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NO        |           1 | NC      | $-2017.77      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $-4166.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CO        |           1 | NC      | $1267.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD KRW/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $441.89        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $3805.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2640.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | GB        |           1 | NC      | $-366.64       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $4440.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1380.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $390.97        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $400.06        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TW        |           1 | NC      | $-1270.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT PHP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PH        |           1 | NC      | $-2422.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $661.76        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $-151.92       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $86.70         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $206.22        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $2388.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $113.05        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $-352.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CZ        |           1 | NC      | $1033.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $355.81        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1159.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1007.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $7882.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $48.17         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT THB/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $157.23        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1343.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-325.71       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $1518.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $1291.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $720.17        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $5639.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT ZAR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |           1 | NC      | $1334.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MX        |           1 | NC      | $592.77        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $6320.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $7045.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-215.99       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1401.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $1222.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT SEK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $-1040.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $4758.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-3411.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $3274.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NO        |           1 | NC      | $-1983.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD KRW/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $357.72        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1446.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT ILS/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IL        |           1 | NC      | $-774.43       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $3910.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CO        |           1 | NC      | $3370.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-5551.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD BRL/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-989.66       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-3962.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | KR        |           1 | NC      | $-595.84       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $-5286.29      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT SEK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SE        |           1 | NC      | $-2330.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $977.82        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2199.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-5788.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $5490.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT ZAR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ZA        |           1 | NC      | $-533.70       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $-749.15       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $-2590.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CZK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $590.77        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-981.47       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1055.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $150.92        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $12.69         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $4139.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1296.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1147.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |           1 | NC      | $-778.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $228.71        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $5777.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $888.42        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $430.73        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD NOK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-4556.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT SEK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $-676.12       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |           1 | NC      | $-4632.35      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $842.84        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CZK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1976.01       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $5695.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $9215.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1109.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IN        |           1 | NC      | $-621.57       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CLP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2982.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $420.09        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1947.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-3197.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1664.47       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NZ        |           1 | NC      | $-6824.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $818.98        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | SOLD NOK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-1683.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |           1 | NC      | $-4041.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $-5617.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $446.21        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT SGD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |           1 | NC      | $-3298.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $863.17        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $895.39        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $4279.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $424.27        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT SGD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |           1 | NC      | $-6382.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | HU        |           1 | NC      | $1936.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-1526.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1307.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NZ        |           1 | NC      | $-5066.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $105.39        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |           1 | NC      | $-348.55       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CLP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $814.41        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $293.42        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $2341.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD MXN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $17.16         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT CAD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $-4230.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-508.12       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD KRW/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $808.37        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD BRL/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-9983.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $3452.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2650.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $6578.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT ILS/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IL        |           1 | NC      | $-2770.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NO        |           1 | NC      | $745.95        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD BRL/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-3408.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT ILS/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IL        |           1 | NC      | $-4289.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $3788.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $5587.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $719.62        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SGSP (Australia) Assets Pty. Ltd.                      | SOLD PLN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 254900BJJ12X7PJT5072 | N/A              | DFE              |  | US        |           1 | NC      | $993.78        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $470.45        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NO        |           1 | NC      | $-91.72        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT ILS/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IL        |           1 | NC      | $-320.45       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $4139.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $825.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT SEK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |           1 | NC      | $-2585.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-150.16       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $98.72         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $6958.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $5374.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-897.97       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1703.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $5320.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-149.62       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $8418.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-520.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD NOK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-326.57       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT SEK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |           1 | NC      | $-4276.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $300.56        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $3631.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT KRW/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $-646.64       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $2892.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD COP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2155.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT SEK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |           1 | NC      | $-1784.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $3315.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $1798.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $6773.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-72.08        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD MXN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $350.61        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $3074.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $1082.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4708.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT CNH/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |           1 | NC      | $11627.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-136.61       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $1447.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT THB/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $-2373.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IN        |           1 | NC      | $142.70        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $565.66        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-444.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CLP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $725.23        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $626.90        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CZ        |           1 | NC      | $-284.79       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-794.17       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $-337.63       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD CLP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $313.79        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $-1903.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CZ        |           1 | NC      | $-108.77       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ID        |           1 | NC      | $-1917.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $-1799.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $-1850.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ID        |           1 | NC      | $-1823.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |           1 | NC      | $-1823.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $-1811.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ID        |           1 | NC      | $-1794.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT IDR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |           1 | NC      | $-1779.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT SEK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $-2367.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD COP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-420.01       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD KRW/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-11.17        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD BRL/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-470.51       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT SGD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |           1 | NC      | $-1319.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT ILS/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IL        |           1 | NC      | $-480.72       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $2293.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $-6329.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT NOK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $-2102.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-1238.07      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1136.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $190.56        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CHF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1082.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD HUF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1431.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD THB/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-23.49        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-2589.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-2204.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |           1 | NC      | $-253.47       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD MXN/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2950.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3306.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-225.67       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | SOLD INR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-254.13       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2162.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $315.38        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $105.86        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Brixmor Property Group Inc                             | Brixmor Property Group Inc                                                       | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |         400 | NS      | $11520.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Broad River BSL Funding CLO Ltd                        | Broad River Bsl Funding Clo Ltd 2020-1                                           | CUSIP: 11124TAQ7<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1380705.20    | 0.04%             | 2034-07-20      | Floating      | 7.03%                 | No            | 2                  | On Loan: No      |
| Broad River BSL Funding CLO Ltd                        | Broad River Bsl Funding Clo Ltd 2020-1                                           | CUSIP: 11124UAC5<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1968014.00    | 0.05%             | 2034-07-20      | Floating      | 10.43%                | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $672.13        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MX        |           1 | NC      | $969.36        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | BOUGHT AUD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |           1 | NC      | $437.78        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD KRW/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2211.77      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT SEK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $-570.85       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT ILS/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IL        |           1 | NC      | $404.14        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUGHT COP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CO        |           1 | NC      | $259.52        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD NOK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-288.93       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $6849.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT GBP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-2191.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT SGD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SG        |           1 | NC      | $828.35        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $572.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT SGD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SG        |           1 | NC      | $286.94        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD KRW/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1483.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD NZD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $306.30        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |           1 | NC      | $358.35        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-553.84       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CZ        |           1 | NC      | $958.58        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CZ        |           1 | NC      | $1041.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-350.57       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-444.84       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-397.70       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-311.09       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-380.03       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-329.95       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-253.35       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT HUF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $2187.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IN        |           1 | NC      | $2143.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2839.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD TWD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-179.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1459.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IN        |           1 | NC      | $7176.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD CNH/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-2815.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD EUR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-251.07       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Broadridge Financial Solutions Inc                     | Broadridge Financial Solutions Inc                                               | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |         100 | NS      | $16248.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadridge Financial Solutions Inc                     | Broadridge Financial Solutions Inc                                               | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Short            | EC               | CORP              | US        |        -256 | NS      | $-41594.88     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Broadstone Net Lease Inc                               | Broadstone Net Lease Inc                                                         | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |        1500 | NS      | $27405.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom Inc                                           | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        9956 | NS      | $3081481.56    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT BRL/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | BR        |           1 | NC      | $16467.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD BRL/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-16319.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD ZAR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-795.55       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT MXN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $1637.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-2649.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | SOLD CAD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-888.49       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $4476.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $3812.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT CZK/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |           1 | NC      | $2978.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1546.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD HUF/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-3913.35      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT CHF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CH        |           1 | NC      | $431.06        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT INR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $5517.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT THB/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $1219.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT TWD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |           1 | NC      | $243.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOLD JPY/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1197.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $1768.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD GBP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2281.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-3596.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT ILS/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IL        |           1 | NC      | $1242.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SOLD SGD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-315.26       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD KRW/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-985.92       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD NOK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-4462.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOLD COP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-300.09       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD AUD/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2265.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | BOUGHT PLN/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |           1 | NC      | $846.63        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT EUR/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $1891.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD BRL/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-5810.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | SOLD BRL/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1279.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                          | SOLD NOK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-4259.29      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |           1 | NC      | $1823.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | SOLD SEK/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1638.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOLD COP/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-208.34       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |           1 | NC      | $1903.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $2190.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | BOUGHT NZD/SOLD USD                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NZ        |           1 | NC      | $1607.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUGHT CLP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CL        |           1 | NC      | $2990.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1496.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD IDR/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1419.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BOUGHT CNH/SOLD USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |           1 | NC      | $249.14        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT CHF/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |           1 | NC      | $138.13        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | BOUGHT THB/SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $1415.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Brock Holdings III Inc                                 | Brock Holdings III Inc 2024 Term Loan B                                          | CUSIP: 11163AAB3<br>LEI: 5493000L6QAVHKOAM302 | Long             | LON              | CORP              | US        |     1656152 | PA      | $1647175.22    | 0.05%             | 2030-05-02      | Floating      | 9.67%                 | No            | 2                  | On Loan: No      |
| Brookdale Senior Living Inc                            | Brookdale Senior Living Inc                                                      | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |       33709 | NS      | $461139.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Corp                                        | Brookfield Corp                                                                  | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |         850 | NS      | $34399.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Infrastructure Corp                         | Brookfield Infrastructure Corp                                                   | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Short            | EC               | CORP              | CA        |       -4200 | NS      | $-165984.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Asset Management Ltd                        | Brookfield Asset Management Ltd                                                  | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Short            | EC               | CORP              | CA        |       -6600 | NS      | $-293370.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ernexa Therapeutics Inc                                | Ernexa Therapeutics Inc                                                          | CUSIP: 114082308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          49 | NS      | $9.75          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Azenta Inc                                             | Azenta Inc                                                                       | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-27469.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Brown-Forman Corp                                      | Brown-Forman Corp                                                                | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-34372.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Brunswick Corp/DE                                      | Brunswick Corp/DE                                                                | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |         800 | NS      | $58208.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bryant Park Funding Ltd                                | Bryant Park Funding 2023-21 Ltd                                                  | CUSIP: 117650AU5<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1925690.00    | 0.05%             | 2038-10-18      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| Bryant Park Funding Ltd                                | Bryant Park Funding 2024-23 Ltd                                                  | CUSIP: 11765CAL9<br>LEI: 391200W7QGMU3U2OCV81 | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1249928.75    | 0.03%             | 2037-05-15      | Floating      | 7.50%                 | No            | 2                  | On Loan: No      |
| Bryant Park Funding Ltd                                | Bryant Park Funding 2024-23 Ltd                                                  | CUSIP: 11765CAN5<br>LEI: 391200W7QGMU3U2OCV81 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1996282.00    | 0.06%             | 2037-05-15      | Floating      | 8.70%                 | No            | 2                  | On Loan: No      |
| Bryant Park Funding Ltd                                | Bryant Park Funding 2024-22 Ltd                                                  | CUSIP: 11766EAA8<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1220967.50    | 0.03%             | 2037-04-15      | Floating      | 10.80%                | No            | 2                  | On Loan: No      |
| B2Gold Corp                                            | B2Gold Corp                                                                      | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |      249900 | NS      | $1132047.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bryant Park Funding Ltd                                | Bryant Park Funding 2023-20 Ltd                                                  | CUSIP: 11790AAA6<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $931403.00     | 0.03%             | 2038-04-15      | Floating      | 10.42%                | No            | 2                  | On Loan: No      |
| Buckle Inc/The                                         | Buckle Inc/The                                                                   | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |         700 | NS      | $35252.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Build-A-Bear Workshop Inc                              | Build-A-Bear Workshop Inc                                                        | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Short            | EC               | CORP              | US        |        -100 | NS      | $-3745.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Builders FirstSource Inc                               | Builders FirstSource Inc                                                         | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Short            | EC               | CORP              | US        |       -1442 | NS      | $-118719.86    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bullfrog AI Holdings Inc                               | Bullfrog AI Holdings Inc                                                         | CUSIP: 12021E109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-1176.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BULLDOG PURCHASER INC                                  | Bulldog Purchaser Inc 2026 Term Loan                                             | CUSIP: 12021GAH7<br>LEI: 254900JB2GC3Q5OISZ63 | Long             | LON              | CORP              | US        |     1000000 | PA      | $997500.00     | 0.03%             | 2033-02-04      | Floating      | 6.90%                 | No            | 2                  | On Loan: No      |
| Bumble Inc                                             | Bumble Inc                                                                       | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15000 | NS      | $48900.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Burke & Herbert Financial Services Corp                | Burke & Herbert Financial Services Corp                                          | CUSIP: 12135Y108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -11154 | NS      | $-694782.66    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Burlington Stores Inc                                  | Burlington Stores Inc                                                            | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Short            | EC               | CORP              | US        |       -2500 | NS      | $-813450.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Business First Bancshares Inc                          | Business First Bancshares Inc                                                    | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |         100 | NS      | $2704.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Butterfly Network Inc                                  | Butterfly Network Inc                                                            | CUSIP: 124155102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2400 | NS      | $9696.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BuzzFeed Inc                                           | BuzzFeed Inc                                                                     | CUSIP: 12430A300<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -677 | NS      | $-412.03       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2021-CIP                                            | CUSIP: 12434FAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      129563 | PA      | $129412.28     | 0.00%             | 2038-12-15      | Floating      | 7.01%                 | No            | 2                  | On Loan: No      |
| Byrna Technologies Inc                                 | Byrna Technologies Inc                                                           | CUSIP: 12448X201<br>LEI: 529900SOEI1AVJ951E85 | Short            | EC               | CORP              | US        |       -4900 | NS      | $-44982.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| C3.ai Inc                                              | C3.ai Inc                                                                        | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |        2500 | NS      | $21050.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CAE Inc                                                | CAE Inc                                                                          | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Short            | EC               | CORP              | CA        |        -600 | NS      | $-15630.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CBIZ Inc                                               | CBIZ Inc                                                                         | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |         200 | NS      | $5370.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| cbdMD Inc                                              | cbdMD Inc                                                                        | CUSIP: 12482W408<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2630 | NS      | $-1951.46      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cboe Global Markets Inc                                | Cboe Global Markets Inc                                                          | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Short            | EC               | CORP              | US        |      -40819 | NS      | $-11472996.33  | -0.32%            |  |  |  | No            | 1                  | On Loan: No      |
| CBRE Group Inc                                         | CBRE Group Inc                                                                   | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Short            | EC               | CORP              | US        |      -10100 | NS      | $-1368146.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| CCC Intelligent Solutions Holdings Inc                 | CCC Intelligent Solutions Holdings Inc                                           | CUSIP: 12510Q100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -23500 | NS      | $-141000.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CECO Environmental Corp                                | CECO Environmental Corp                                                          | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |        3400 | NS      | $202572.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CDW Corp/DE                                            | CDW Corp/DE                                                                      | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |         500 | NS      | $60510.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CDW Corp/DE                                            | CDW Corp/DE                                                                      | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Short            | EC               | CORP              | US        |        -539 | NS      | $-65229.78     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CD Commercial Mortgage Trust                           | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      422000 | PA      | $186562.82     | 0.01%             | 2049-08-10      | Variable      | 2.79%                 | No            | 2                  | On Loan: No      |
| CF Industries Holdings Inc                             | CF Industries Holdings Inc                                                       | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Short            | EC               | CORP              | US        |        -400 | NS      | $-51936.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CFK Trust                                              | CFK Trust 2020-MF2                                                               | CUSIP: 12529AAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19612000 | PA      | $79918.90      | 0.00%             | 2039-03-15      | Variable      | 0.77%                 | No            | 2                  | On Loan: No      |
| C4 Therapeutics Inc                                    | C4 Therapeutics Inc                                                              | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       21000 | NS      | $55230.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CH Robinson Worldwide Inc                              | CH Robinson Worldwide Inc                                                        | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |        2566 | NS      | $426135.62     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CH Robinson Worldwide Inc                              | CH Robinson Worldwide Inc                                                        | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Short            | EC               | CORP              | US        |       -8200 | NS      | $-1361774.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Group/The                                        | Cigna Group/The                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |         874 | NS      | $233139.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CME Group Inc                                          | CME Group Inc                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        1280 | NS      | $378048.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CME Group Inc                                          | CME Group Inc                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Short            | EC               | CORP              | US        |       -1276 | NS      | $-376866.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| CIFC Funding Ltd                                       | CIFC Funding 2023-I Ltd                                                          | CUSIP: 12575RAU4<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2367045.00    | 0.07%             | 2038-10-15      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2014-UBS4 Mortgage Trust                                                    | CUSIP: 12591QAS1<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     1853033 | PA      | $450.29        | 0.00%             | 2047-08-10      | Variable      | 0.55%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2015-CCRE22 Mortgage Trust                                                  | CUSIP: 12592XAJ5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      239000 | PA      | $190557.57     | 0.01%             | 2048-03-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2015-LC21 Mortgage Trust                                                    | CUSIP: 12593FBH6<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      746440 | PA      | $734513.96     | 0.02%             | 2048-07-10      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2015-CCRE25 Mortgage Trust                                                  | CUSIP: 12593PBB7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      317414 | PA      | $301734.47     | 0.01%             | 2048-08-10      | Variable      | 3.47%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2019-C16 Commercial Mortgage Trust                                         | CUSIP: 12596WAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      163000 | PA      | $140285.30     | 0.00%             | 2052-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2019-C17 Commercial Mortgage Trust                                         | CUSIP: 12597BAC3<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |     1409000 | PA      | $950502.94     | 0.03%             | 2052-09-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2019-C18 Commercial Mortgage Trust                                         | CUSIP: 12597DAL9<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |     4452333 | PA      | $193409.35     | 0.01%             | 2052-12-15      | Variable      | 1.41%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2025-180W Mortgage Trust                                                    | CUSIP: 12597SAC6<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $54593.00      | 0.00%             | 2042-08-10      | Variable      | 1.35%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2025-180W Mortgage Trust                                                    | CUSIP: 12597SAG7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $998020.00     | 0.03%             | 2042-08-10      | Variable      | 7.36%                 | No            | 2                  | On Loan: No      |
| CP ATLAS BUYER INC                                     | CP Atlas Buyer Inc                                                               | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     1355000 | PA      | $1270689.33    | 0.04%             | 2030-07-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| CP ATLAS BUYER INC                                     | CP Atlas Buyer Inc                                                               | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     2241718 | PA      | $1730295.82    | 0.05%             | 2031-01-15      | Fixed         | 12.75%                | No            | 2                  | On Loan: No      |
| COLT Funding LLC                                       | COLT 2021-RPL1 Trust                                                             | CUSIP: 12598PAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      446000 | PA      | $334735.49     | 0.01%             | 2061-09-25      | Variable      | 4.46%                 | No            | 2                  | On Loan: No      |
| CNA Financial Corp                                     | CNA Financial Corp                                                               | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |         900 | NS      | $41328.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CRA International Inc                                  | CRA International Inc                                                            | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1400 | NS      | $226632.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2014-CR14 Mortgage Trust                                                    | CUSIP: 12630DAE4<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      591000 | PA      | $486015.94     | 0.01%             | 2047-02-10      | Variable      | 3.13%                 | No            | 2                  | On Loan: No      |
| CPS Auto Trust                                         | Consumer Portfolio Services Auto Trust 2025-B                                    | CUSIP: 12630SAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2080000 | PA      | $2137304.00    | 0.06%             | 2033-03-15      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| CPS Auto Trust                                         | Consumer Portfolio Services Auto Trust 2025-A                                    | CUSIP: 12633SAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1671000 | PA      | $1701968.64    | 0.05%             | 2032-08-16      | Fixed         | 7.65%                 | No            | 2                  | On Loan: No      |
| CPI Card Group Inc                                     | CPI Card Group Inc                                                               | CUSIP: 12634H200<br>LEI: 54930087HHJ1VWIJK062 | Long             | EC               | CORP              | US        |         200 | NS      | $2902.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2015-CCRE27 Mortgage Trust                                                  | CUSIP: 12635QAL4<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     3065000 | PA      | $2659751.83    | 0.07%             | 2048-10-10      | Variable      | 3.39%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2015-CCRE27 Mortgage Trust                                                  | CUSIP: 12635QAN0<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     1439000 | PA      | $1061109.96    | 0.03%             | 2048-10-10      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2016-C5 Commercial Mortgage Trust                                          | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |       42936 | PA      | $42635.04      | 0.00%             | 2048-11-15      | Variable      | 4.40%                 | No            | 2                  | On Loan: No      |
| CSW Industrials Inc                                    | CSW Industrials Inc                                                              | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Short            | EC               | CORP              | US        |       -1080 | NS      | $-281426.40    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| CSX Corp                                               | CSX Corp                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |         221 | NS      | $9072.05       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CSX Corp                                               | CSX Corp                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Short            | EC               | CORP              | US        |      -32200 | NS      | $-1321810.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2018-CX11 Commercial Mortgage Trust                                        | CUSIP: 12652UAC3<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |      604000 | PA      | $509031.27     | 0.01%             | 2051-04-15      | Variable      | 2.75%                 | No            | 2                  | On Loan: No      |
| CNX Resources Corp                                     | CNX Resources Corp                                                               | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Short            | EC               | CORP              | US        |       -2226 | NS      | $-85812.30     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CPC Acquisition Corp                                   | CPC Acquisition Corp Term Loan                                                   | CUSIP: 12656UAB1<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |     5879771 | PA      | $4674417.85    | 0.13%             | 2027-12-29      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| CP Atlas Buyer, Inc.                                   | CP Atlas Buyer Inc 2025 Term Loan                                                | CUSIP: 12658HAL6<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |     2581482 | PA      | $2366366.90    | 0.07%             | 2030-07-08      | Floating      | 8.92%                 | No            | 2                  | On Loan: No      |
| CVB Financial Corp                                     | CVB Financial Corp                                                               | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6779 | NS      | $131444.81     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Mortgage Trust                           | CSMC 2021-NQM3                                                                   | CUSIP: 12660LAF6<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $605579.20     | 0.02%             | 2066-04-25      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| CVR Energy Inc                                         | CVR Energy Inc                                                                   | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |        1100 | NS      | $37015.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp                                        | CVS Health Corp                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Short            | EC               | CORP              | US        |     -152700 | NS      | $-10966914.00  | -0.30%            |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Asset-Backed Certificates                  | CWABS Asset-Backed Certificates Trust 2005-10                                    | CUSIP: 126670AH1<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |      268666 | PA      | $277215.60     | 0.01%             | 2036-02-25      | Variable      | 4.11%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2004-2CB                                                  | CUSIP: 12667FAZ8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      270776 | PA      | $234977.44     | 0.01%             | 2034-03-25      | Variable      | 5.86%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2004-4CB                                                  | CUSIP: 12667FCQ6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      141275 | PA      | $124687.79     | 0.00%             | 2034-04-25      | Variable      | 5.94%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2004-16CB                                                 | CUSIP: 12667FMJ1<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      269172 | PA      | $247728.89     | 0.01%             | 2034-08-25      | Variable      | 5.76%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2004-22CB                                                 | CUSIP: 12667FSC0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      337264 | PA      | $252922.88     | 0.01%             | 2034-10-25      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2005-10CB                                                 | CUSIP: 12667GAW3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      234878 | PA      | $175835.39     | 0.00%             | 2035-05-25      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2005-11CB                                                 | CUSIP: 12667GJS3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      253349 | PA      | $192303.88     | 0.01%             | 2035-06-25      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2005-J9                                                   | CUSIP: 12667GT37<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      463399 | PA      | $234978.02     | 0.01%             | 2035-08-25      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2005-28CB                                                 | CUSIP: 12667GYG2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     1550060 | PA      | $886106.01     | 0.02%             | 2035-08-25      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2005-59                                                   | CUSIP: 12668AEV3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     5641143 | PA      | $5229802.42    | 0.14%             | 2035-11-20      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2005-56                                                   | CUSIP: 12668AGP4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      250273 | PA      | $240980.84     | 0.01%             | 2035-11-25      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2005-69                                                   | CUSIP: 12668AN35<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      230369 | PA      | $254648.24     | 0.01%             | 2035-12-25      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2005-76                                                   | CUSIP: 12668BDD2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     1352710 | PA      | $1210649.58    | 0.03%             | 2036-01-25      | Floating      | 5.86%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-J1                                                   | CUSIP: 12668BKA0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      318640 | PA      | $190903.70     | 0.01%             | 2036-02-25      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-8T1                                                  | CUSIP: 12668BME0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      689745 | PA      | $234053.40     | 0.01%             | 2036-04-25      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-J2                                                   | CUSIP: 12668BTD5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      575571 | PA      | $204586.85     | 0.01%             | 2036-04-25      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-7CB                                                  | CUSIP: 12668BXV0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      736627 | PA      | $376571.96     | 0.01%             | 2036-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-13T1                                                 | CUSIP: 12668BZR7<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      380682 | PA      | $165116.57     | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-OA19                                                 | CUSIP: 12668RAA6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      464736 | PA      | $362603.37     | 0.01%             | 2047-02-20      | Floating      | 3.97%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-OA19                                                 | CUSIP: 12668RAE8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      277641 | PA      | $223720.82     | 0.01%             | 2047-02-20      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-OA2                                                  | CUSIP: 126694R75<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      466044 | PA      | $410702.87     | 0.01%             | 2046-05-20      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Countrywide Home Loans                                 | CHL Mortgage Pass-Through Trust 2004-25                                          | CUSIP: 12669GJZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      350530 | PA      | $317509.99     | 0.01%             | 2035-02-25      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| Countrywide Home Loans                                 | CHL Mortgage Pass-Through Trust 2005-3                                           | CUSIP: 12669GTS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      366147 | PA      | $339909.54     | 0.01%             | 2035-04-25      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| Cabaletta Bio Inc                                      | Cabaletta Bio Inc                                                                | CUSIP: 12674W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15600 | NS      | $41964.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cable One Inc                                          | Cable One Inc                                                                    | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Short            | EC               | CORP              | US        |        -300 | NS      | $-27363.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC 2025 Fixed Term Loan B8                                         | CUSIP: 12687JAB9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     8195592 | PA      | $8175103.38    | 0.23%             | 2028-11-25      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Coterra Energy Inc                                     | Coterra Energy Inc                                                               | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Short            | EC               | CORP              | US        |      -48400 | NS      | $-1700776.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| CTM CLO Ltd                                            | CTM CLO 2025-1 Ltd                                                               | CUSIP: 12719QAA7<br>LEI: 254900KXN2P7HDYVVW84 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1926626.00    | 0.05%             | 2038-07-15      | Floating      | 10.42%                | No            | 2                  | On Loan: No      |
| CTM CLO Ltd                                            | CTM CLO 2025-2 Ltd                                                               | CUSIP: 12719RAJ6<br>LEI: 213800L5ASLFYFEP3Y39 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2990121.00    | 0.08%             | 2038-10-20      | Floating      | 6.78%                 | No            | 2                  | On Loan: No      |
| Cactus Inc                                             | Cactus Inc                                                                       | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Short            | EC               | CORP              | US        |       -3600 | NS      | $-170532.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cadence Design Systems Inc                             | Cadence Design Systems Inc                                                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Short            | EC               | CORP              | US        |         -12 | NS      | $-3334.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Cadeler A/S                                            | Cadeler A/S                                                                      | CUSIP: 12738K109<br>LEI: 9845008439EUED140282 | Short            | EC               | CORP              | DK        |        -100 | NS      | $-2353.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cadiz Inc                                              | Cadiz Inc                                                                        | CUSIP: 127537207<br>LEI: 549300PFFIS1TCKZS151 | Short            | EC               | CORP              | US        |       -3146 | NS      | $-15446.86     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cadre Holdings Inc                                     | Cadre Holdings Inc                                                               | CUSIP: 12763L105<br>LEI: 2549006IKQEWJ8M7CB97 | Short            | EC               | CORP              | US        |       -3400 | NS      | $-104312.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Caesars Entertainment Inc                              | Caesars Entertainment Inc                                                        | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Short            | EC               | CORP              | US        |       -7376 | NS      | $-194947.68    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Cal-Maine Foods Inc                                    | Cal-Maine Foods Inc                                                              | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Short            | EC               | CORP              | US        |       -1800 | NS      | $-142470.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CalCon Mutual Mortgage                                 | Calcon Mutual Mortgage 2023-1                                                    | CUSIP: 12870EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3006000 | PA      | $3051029.88    | 0.08%             | 2054-06-25      | Variable      | 4.96%                 | No            | 2                  | On Loan: No      |
| AtlasClear Holdings Inc                                | AtlasClear Holdings Inc                                                          | CUSIP: 128745205<br>LEI: 529900AJBGPB3XKCJH25 | Short            | EC               | CORP              | US        |      -44400 | NS      | $-8826.72      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Caleres Inc                                            | Caleres Inc                                                                      | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |         500 | NS      | $5270.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| California Housing Finance Agency                      | California Housing Finance Agency                                                | CUSIP: 13033DAB1<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |    12881906 | PA      | $180707.37     | 0.01%             | 2035-01-15      | Variable      | 0.29%                 | No            | 2                  | On Loan: No      |
| California Resources Corp                              | California Resources Corp                                                        | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Short            | EC               | CORP              | US        |        -450 | NS      | $-31149.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Callaway Golf Co                                       | Callaway Golf Co                                                                 | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-18044.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CALUMET SPECIALTY PROD                                 | Calumet Specialty Products Partners LP / Calumet Finance Corp                    | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2607000 | PA      | $2691701.43    | 0.07%             | 2028-07-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Camden National Corp                                   | Camden National Corp                                                             | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |         300 | NS      | $14235.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Camden Property Trust                                  | Camden Property Trust                                                            | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |         200 | NS      | $19532.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cameco Corp                                            | Cameco Corp                                                                      | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |        2360 | NS      | $256422.22     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cameco Corp                                            | Cameco Corp                                                                      | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Short            | EC               | CORP              | CA        |       -2300 | NS      | $-249803.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Campbell's Company/The                                 | Campbell's Company/The                                                           | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       42300 | NS      | $942021.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Can-Fite BioPharma Ltd                                 | Can-Fite BioPharma Ltd                                                           | CUSIP: 13471N409<br>LEI: 549300ZLRH6GSBOHFZ59 | Long             | EC               | CORP              | IL        |          50 | NS      | $155.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Canaan Inc                                             | Canaan Inc                                                                       | CUSIP: 134748102<br>LEI: 254900OEOGK9ALNMUN24 | Short            | EC               | CORP              | KY        |      -13800 | NS      | $-5958.84      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                               | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Short            | EC               | CORP              | CA        |       -1300 | NS      | $-123175.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Natural Resources Ltd                         | Canadian Natural Resources Ltd                                                   | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Short            | EC               | CORP              | CA        |       -4300 | NS      | $-209539.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Pacific Kansas City Ltd                       | Canadian Pacific Kansas City Ltd                                                 | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |         250 | NS      | $19665.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Pacific Kansas City Ltd                       | Canadian Pacific Kansas City Ltd                                                 | CUSIP: 13646K108<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |       -8130 | NS      | $-639505.80    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Solar Inc                                     | Canadian Solar Inc                                                               | CUSIP: 136635109<br>LEI: 5493001XSC6TKMBVOM15 | Long             | EC               | CORP              | CA        |       11500 | NS      | $159275.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Candel Therapeutics Inc                                | Candel Therapeutics Inc                                                          | CUSIP: 137404109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1500 | NS      | $-7350.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cannae Holdings Inc                                    | Cannae Holdings Inc                                                              | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Short            | EC               | CORP              | US        |        -800 | NS      | $-9096.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Canopy Growth Corp                                     | Canopy Growth Corp                                                               | CUSIP: 138035704<br>LEI: 529900CSD7NH1UBC9X07 | Short            | EC               | CORP              | CA        |     -110580 | NS      | $-104962.54    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cantaloupe Inc                                         | Cantaloupe Inc                                                                   | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Short            | EC               | CORP              | US        |       -4200 | NS      | $-45402.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Capital Bancorp Inc                                    | Capital Bancorp Inc                                                              | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Short            | EC               | CORP              | US        |      -22115 | NS      | $-657700.10    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp                             | Capital One Financial Corp                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        3740 | NS      | $682288.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp                             | Capital One Financial Corp                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Short            | EC               | CORP              | US        |         -24 | NS      | $-4378.32      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Capital Southwest Corp                                 | Capital Southwest Corp                                                           | CUSIP: 140501107<br>LEI: 54930023YZ4YEJEDBO56 | Long             | EC               | CORP              | US        |       12800 | NS      | $283136.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Capitol Federal Financial Inc                          | Capitol Federal Financial Inc                                                    | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9200 | NS      | $65596.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Capricor Therapeutics Inc                              | Capricor Therapeutics Inc                                                        | CUSIP: 14070B309<br>LEI: 5493002ZI5PDLXV4DX14 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-33440.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tvardi Therapeutics Inc                                | Tvardi Therapeutics Inc                                                          | CUSIP: 140755307<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |         122 | NS      | $387.96        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CapsoVision Inc                                        | CapsoVision Inc                                                                  | CUSIP: 140935107<br>LEI: 529900I9VO18RX33ME31 | Short            | EC               | CORP              | US        |        -300 | NS      | $-2187.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cardiff Oncology Inc                                   | Cardiff Oncology Inc                                                             | CUSIP: 14147L108<br>LEI: 549300AHOLZBHHYFWP04 | Long             | EC               | CORP              | US        |        2100 | NS      | $3402.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cardio Diagnostics Holdings Inc                        | Cardio Diagnostics Holdings Inc                                                  | CUSIP: 14159C202<br>LEI: 529900E3UWQ6LHYRCK14 | Short            | EC               | CORP              | US        |         -15 | NS      | $-29.25        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cardlytics Inc                                         | Cardlytics Inc                                                                   | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Short            | EC               | CORP              | US        |       -3400 | NS      | $-3570.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CareDx Inc                                             | CareDx Inc                                                                       | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |         600 | NS      | $10416.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CareCloud Inc                                          | CareCloud Inc                                                                    | CUSIP: 14167R100<br>LEI: 549300GEO5Y45G5I3070 | Long             | EC               | CORP              | US        |         800 | NS      | $2920.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Caribou Biosciences Inc                                | Caribou Biosciences Inc                                                          | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17900 | NS      | $34010.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Caris Life Sciences Inc                                | Caris Life Sciences Inc                                                          | CUSIP: 142152107<br>LEI: 549300LX5LO78M5VPY43 | Short            | EC               | CORP              | US        |       -2800 | NS      | $-50064.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Carlisle Cos Inc                                       | Carlisle Cos Inc                                                                 | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Short            | EC               | CORP              | US        |        -240 | NS      | $-80068.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CarMax Inc                                             | CarMax Inc                                                                       | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       31100 | NS      | $1293138.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Carlyle Global Market Strategies                       | Carlyle US CLO 2025-1 Ltd                                                        | CUSIP: 14319XAA2<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $978453.00     | 0.03%             | 2038-04-25      | Floating      | 9.37%                 | No            | 2                  | On Loan: No      |
| CarMax Select Receivables Trust                        | Carmax Select Receivables Trust 2025-B                                           | CUSIP: 14320BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      342000 | PA      | $341365.93     | 0.01%             | 2032-09-15      | Fixed         | 6.89%                 | No            | 2                  | On Loan: No      |
| Carnival Corp                                          | Carnival Corp                                                                    | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | EC               | CORP              | PA        |       -1700 | NS      | $-43996.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Carriage Services Inc                                  | Carriage Services Inc                                                            | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2000 | NS      | $91320.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CarParts.com Inc                                       | CarParts.com Inc                                                                 | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Short            | EC               | CORP              | US        |        -600 | NS      | $-471.48       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Carpenter Technology Corp                              | Carpenter Technology Corp                                                        | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Short            | EC               | CORP              | US        |        -100 | NS      | $-39415.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Carrier Global Corp                                    | Carrier Global Corp                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Short            | EC               | CORP              | US        |       -6100 | NS      | $-343491.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Carvana Co                                             | Carvana Co                                                                       | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Short            | EC               | CORP              | US        |       -3996 | NS      | $-1256262.48   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Carval CLO LTD                                         | CarVal CLO IX-C Ltd                                                              | CUSIP: 14688JAA6<br>LEI: 2549009HBUYMF23IOB57 | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $982812.00     | 0.03%             | 2037-04-20      | Floating      | 10.42%                | No            | 2                  | On Loan: No      |
| Casella Waste Systems Inc                              | Casella Waste Systems Inc                                                        | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Short            | EC               | CORP              | US        |      -12600 | NS      | $-999684.00    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Casey's General Stores Inc                             | Casey's General Stores Inc                                                       | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Short            | EC               | CORP              | US        |       -1740 | NS      | $-1266476.40   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Filana Therapeutics Inc                                | Filana Therapeutics Inc                                                          | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |       10600 | NS      | $17914.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Castellum Inc                                          | Castellum Inc                                                                    | CUSIP: 14838T204<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -12300 | NS      | $-7250.87      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Castle Biosciences Inc                                 | Castle Biosciences Inc                                                           | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               | CORP              | US        |        1000 | NS      | $24550.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Castle US Holding Corporation                          | Castle US Holding Corporation 2025 New Money FLFO Term Loan                      | CUSIP: 14852DAG6<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |     1644441 | PA      | $1637041.19    | 0.05%             | 2030-04-29      | Floating      | 8.67%                 | No            | 2                  | On Loan: No      |
| Castle US Holding Corporation                          | Castle US Holding Corporation 2025 USD FLSO Term Loan B1                         | CUSIP: 14852DAJ0<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |     7643456 | PA      | $3375885.08    | 0.09%             | 2030-05-31      | Floating      | 8.18%                 | No            | 2                  | On Loan: No      |
| Castle US Holding Corporation                          | Castle US Holding Corporation 2025 USD FLSO Term Loan B2                         | CUSIP: 14852DAK7<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |      147923 | PA      | $64762.20      | 0.00%             | 2030-05-31      | Floating      | 8.43%                 | No            | 2                  | On Loan: No      |
| Castle US Holding Corporation                          | Castle US Holding Corporation 2025 EUR FLSO Term Loan B1                         | CUSIP: 14852DAL5<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |     2935870 | PA      | $1415058.47    | 0.04%             | 2030-05-31      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| Catalyst Pharmaceuticals Inc                           | Catalyst Pharmaceuticals Inc                                                     | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Short            | EC               | CORP              | US        |      -34200 | NS      | $-846792.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA CVR CATALYST                                    | CONTRA CVR CATALYST                                                              | CUSIP: 148CVR012<br>LEI: 549300TZ84FFU2J2J459 | Short            | EC               | CORP              | US        |       -4600 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Caterpillar Inc                                        | Caterpillar Inc                                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |          60 | NS      | $42507.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Caterpillar Inc                                        | Caterpillar Inc                                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Short            | EC               | CORP              | US        |        -127 | NS      | $-89974.42     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cato Corp/The                                          | Cato Corp/The                                                                    | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |        1500 | NS      | $4245.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBAMR Ltd                                              | CBAMR 2019-9 Ltd                                                                 | CUSIP: 14987UAE1<br>LEI: 254900Q3N8LV0KJICN72 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $970581.00     | 0.03%             | 2037-07-15      | Floating      | 10.72%                | No            | 2                  | On Loan: No      |
| CEL-SCI Corp                                           | CEL-SCI Corp                                                                     | CUSIP: 150837706<br>LEI: 549300FIWOFSETIVMI17 | Long             | EC               | CORP              | US        |          45 | NS      | $144.45        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Celestica Inc                                          | Celestica Inc                                                                    | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Short            | EC               | CORP              | CA        |       -9606 | NS      | $-2705818.49   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Cellectar Biosciences Inc                              | Cellectar Biosciences Inc                                                        | CUSIP: 15117F880<br>LEI: 5493000NFZCRG7BYQV93 | Long             | EC               | CORP              | US        |           1 | NS      | $2.54          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Celsius Holdings Inc                                   | Celsius Holdings Inc                                                             | CUSIP: 15118V207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-7096.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cemtrex Inc                                            | Cemtrex Inc                                                                      | CUSIP: 15130G873<br>LEI: 549300KS6ADDKL326F25 | Short            | EC               | CORP              | US        |        -300 | NS      | $-187.50       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Centene Corp                                           | Centene Corp                                                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       68000 | NS      | $2226320.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Centene Corp                                           | Centene Corp                                                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Short            | EC               | CORP              | US        |          -1 | NS      | $-32.74        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cenovus Energy Inc                                     | Cenovus Energy Inc                                                               | CUSIP: 15135U109<br>LEI: 254900LJGL2N2XEMD470 | Short            | EC               | CORP              | CA        |      -36200 | NS      | $-960386.00    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| CenterPoint Energy Inc                                 | CenterPoint Energy Inc                                                           | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |         300 | NS      | $12948.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Centerra Gold Inc                                      | Centerra Gold Inc                                                                | CUSIP: 152006102<br>LEI: 549300K0HXTMP5JJ0E62 | Long             | EC               | CORP              | CA        |        3400 | NS      | $60486.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Centessa Pharmaceuticals PLC                           | Centessa Pharmaceuticals PLC                                                     | CUSIP: 152309100<br>LEI: 213800GIDAARDSKOI827 | Short            | EC               | CORP              | GB        |       -6300 | NS      | $-250236.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Centex Home Equity                                     | Centex Home Equity Loan Trust 2004-D                                             | CUSIP: 152314LW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      343182 | PA      | $310560.61     | 0.01%             | 2034-09-25      | Variable      | 6.40%                 | No            | 2                  | On Loan: No      |
| Axia Energia                                           | Axia Energia                                                                     | CUSIP: 15234Q207<br>LEI: 254900I8KYDELP4B4Z08 | Long             | EC               | CORP              | BR        |         600 | NS      | $6768.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Central BanCo Inc                                      | Central BanCo Inc                                                                | CUSIP: 152413100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      286015 | NS      | $6850059.25    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Central Garden & Pet Co                                | Central Garden & Pet Co                                                          | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |         900 | NS      | $29178.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Central Pacific Financial Corp                         | Central Pacific Financial Corp                                                   | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |        2200 | NS      | $70312.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Central Puerto SA                                      | Central Puerto SA                                                                | CUSIP: 155038201<br>LEI: 2549005JLIWQ6B7VNR38 | Short            | EC               | CORP              | AR        |        -300 | NS      | $-5049.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Centuri Holdings Inc                                   | Centuri Holdings Inc                                                             | CUSIP: 155923105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       27900 | NS      | $814959.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Century Aluminum Co                                    | Century Aluminum Co                                                              | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Short            | EC               | CORP              | US        |       -6800 | NS      | $-399092.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Centrus Energy Corp                                    | Centrus Energy Corp                                                              | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |         546 | NS      | $94780.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cerence Inc                                            | Cerence Inc                                                                      | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |        8500 | NS      | $53635.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CISO Global Inc                                        | CISO Global Inc                                                                  | CUSIP: 15672X201<br>LEI: 529900I1NC6HONGMEN98 | Long             | EC               | CORP              | US        |           8 | NS      | $2.76          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Century Therapeutics Inc                               | Century Therapeutics Inc                                                         | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17700 | NS      | $40002.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ceribell Inc                                           | Ceribell Inc                                                                     | CUSIP: 15678C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2000 | NS      | $36660.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Certara Inc                                            | Certara Inc                                                                      | CUSIP: 15687V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-2850.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CG oncology Inc                                        | CG oncology Inc                                                                  | CUSIP: 156944100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2200 | NS      | $-148896.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cerus Corp                                             | Cerus Corp                                                                       | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |       18600 | NS      | $33852.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CEVA Inc                                               | CEVA Inc                                                                         | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |         600 | NS      | $11208.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chagee Holdings Ltd                                    | Chagee Holdings Ltd                                                              | CUSIP: 15743P104<br>LEI: 984500EBA7IRCB66FD03 | Short            | EC               | CORP              | KY        |       -1000 | NS      | $-9310.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ChargePoint Holdings Inc                               | ChargePoint Holdings Inc                                                         | CUSIP: 15961R303<br>LEI: 254900DVN9TAC2GIPG25 | Long             | EC               | CORP              | US        |          25 | NS      | $121.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Charles River Laboratories International Inc           | Charles River Laboratories International Inc                                     | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Short            | EC               | CORP              | US        |       -2700 | NS      | $-465750.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Charter Communications Inc                             | Charter Communications Inc                                                       | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Short            | EC               | CORP              | US        |         -40 | NS      | $-8635.20      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chase Mortgage Finance Corporation                     | Chase Mortgage Finance Trust Series 2007-A1                                      | CUSIP: 161630CP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      205635 | PA      | $184648.51     | 0.01%             | 2037-02-25      | Variable      | 6.23%                 | No            | 2                  | On Loan: No      |
| ChaseFlex Trust                                        | ChaseFlex Trust Series 2007-1                                                    | CUSIP: 16165VAA6<br>LEI: 549300U1F9IQTDPULK34 | Long             | ABS-MBS          | CORP              | US        |      990581 | PA      | $341836.56     | 0.01%             | 2037-02-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Chefs' Warehouse Inc/The                               | Chefs' Warehouse Inc/The                                                         | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Short            | EC               | CORP              | US        |        -700 | NS      | $-41615.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chegg Inc                                              | Chegg Inc                                                                        | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |       13500 | NS      | $10007.55      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chemed Corp                                            | Chemed Corp                                                                      | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |         580 | NS      | $219089.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chemours Co/The                                        | Chemours Co/The                                                                  | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |        1000 | NS      | $22030.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cheniere Energy Inc                                    | Cheniere Energy Inc                                                              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        3974 | NS      | $1127662.24    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cherry Hill Mortgage Investment Corp                   | Cherry Hill Mortgage Investment Corp                                             | CUSIP: 164651101<br>LEI: 254900SBI2EPU32HAT29 | Long             | EC               |  | US        |        1300 | NS      | $3250.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Expand Energy Corp                                     | Expand Energy Corp                                                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Short            | EC               | CORP              | US        |       -2784 | NS      | $-305627.52    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chevron Corp                                           | Chevron Corp                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1264 | NS      | $-261521.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chewy Inc                                              | Chewy Inc                                                                        | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |       38100 | NS      | $1028700.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Atlantic Real Estate Finance Inc               | Chicago Atlantic Real Estate Finance Inc                                         | CUSIP: 167239102<br>LEI: N/A                  | Short            | EC               |  | US        |        -100 | NS      | $-1132.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chimera Investment Corp                                | Chimera Investment Corp                                                          | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               |  | US        |        2498 | NS      | $31349.90      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chime Financial Inc                                    | Chime Financial Inc                                                              | CUSIP: 16935C109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1600 | NS      | $-29968.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chipotle Mexican Grill Inc                             | Chipotle Mexican Grill Inc                                                       | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |       10700 | NS      | $342507.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Choice Hotels International Inc                        | Choice Hotels International Inc                                                  | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |        4300 | NS      | $445050.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ChoiceOne Financial Services Inc                       | ChoiceOne Financial Services Inc                                                 | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $2812.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chunghwa Telecom Co Ltd                                | Chunghwa Telecom Co Ltd                                                          | CUSIP: 17133Q502<br>LEI: N/A                  | Short            | EC               | CORP              | TW        |       -1900 | NS      | $-80256.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Church & Dwight Co Inc                                 | Church & Dwight Co Inc                                                           | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Short            | EC               | CORP              | US        |        -245 | NS      | $-22863.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ciena Corp                                             | Ciena Corp                                                                       | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Short            | EC               | CORP              | US        |       -1902 | NS      | $-738413.46    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Cineverse Corp                                         | Cineverse Corp                                                                   | CUSIP: 172406308<br>LEI: 549300QPGXUR8OY7KD24 | Long             | EC               | CORP              | US        |          19 | NS      | $45.60         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cingulate Inc                                          | Cingulate Inc                                                                    | CUSIP: 17248W303<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2900 | NS      | $-18009.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cipher Digital Inc                                     | Cipher Digital Inc                                                               | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |       46800 | NS      | $602316.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Circle Internet Group Inc                              | Circle Internet Group Inc                                                        | CUSIP: 172573107<br>LEI: 254900HFVVR6NPMQVN93 | Short            | EC               | CORP              | US        |       -3139 | NS      | $-299491.99    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Cisco Systems Inc                                      | Cisco Systems Inc                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Short            | EC               | CORP              | US        |     -147207 | NS      | $-11421791.13  | -0.32%            |  |  |  | No            | 1                  | On Loan: No      |
| Cintas Corp                                            | Cintas Corp                                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9500 | NS      | $1606830.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2016-GC37                                    | CUSIP: 17290XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $90377.40      | 0.00%             | 2049-04-10      | Fixed         | 2.79%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                          | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |        8200 | NS      | $929962.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                          | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Short            | EC               | CORP              | US        |      -56139 | NS      | $-6366723.99   | -0.18%            |  |  |  | No            | 1                  | On Loan: No      |
| Citi Trends Inc                                        | Citi Trends Inc                                                                  | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |         400 | NS      | $17328.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                      | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GHS0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      658346 | PA      | $234492.43     | 0.01%             | 2034-08-25      | Variable      | 7.87%                 | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                      | Citigroup Mortgage Loan Trust 2006-AR6                                           | CUSIP: 17309RAK8<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      809988 | PA      | $295420.59     | 0.01%             | 2036-09-25      | Floating      | 4.23%                 | No            | 2                  | On Loan: No      |
| Citimortgage Alternative Loan Trust                    | CitiMortgage Alternative Loan Trust Series 2006-A4                               | CUSIP: 17309VAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      650240 | PA      | $541164.55     | 0.01%             | 2036-09-25      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| Citius Pharmaceuticals Inc                             | Citius Pharmaceuticals Inc                                                       | CUSIP: 17322U306<br>LEI: 5493005C10W36P4KQP40 | Short            | EC               | CORP              | US        |        -962 | NS      | $-865.80       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5347000 | PA      | $266007.90     | 0.01%             | 2072-12-15      | Variable      | 1.17%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      697000 | PA      | $504162.40     | 0.01%             | 2072-12-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2019-GC43                                    | CUSIP: 17328HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5918000 | PA      | $125000.00     | 0.00%             | 2052-11-10      | Variable      | 0.61%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group Inc                           | Citizens Financial Group Inc                                                     | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        4229 | NS      | $253613.13     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Citizens Financial Group Inc                           | Citizens Financial Group Inc                                                     | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Short            | EC               | CORP              | US        |      -86239 | NS      | $-5171752.83   | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| City Holding Co                                        | City Holding Co                                                                  | CUSIP: 177835105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -37827 | NS      | $-4521083.04   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Civeo Corp                                             | Civeo Corp                                                                       | CUSIP: 17878Y207<br>LEI: 254900H0BM0N0O4MSY43 | Long             | EC               | CORP              | CA        |         225 | NS      | $5953.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Claros Mortgage Trust Inc                              | Claros Mortgage Trust Inc                                                        | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Short            | EC               |  | US        |       -2200 | NS      | $-5236.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Classover Holdings Inc                                 | Classover Holdings Inc                                                           | CUSIP: 182744201<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-308.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cleancore Solutions Inc                                | Cleancore Solutions Inc                                                          | CUSIP: 184492106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -10970 | NS      | $-3908.61      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Clean Harbors Inc                                      | Clean Harbors Inc                                                                | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |        1700 | NS      | $487441.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Clean Energy Fuels Corp                                | Clean Energy Fuels Corp                                                          | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-2480.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cleanspark Inc                                         | Cleanspark Inc                                                                   | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Short            | EC               | CORP              | US        |      -27700 | NS      | $-235727.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                     | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |        3500 | NS      | $8295.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearfield Inc                                         | Clearfield Inc                                                                   | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-26470.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ClearPoint Neuro Inc                                   | ClearPoint Neuro Inc                                                             | CUSIP: 18507C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $5460.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearwater Analytics Holdings Inc                      | Clearwater Analytics Holdings Inc                                                | CUSIP: 185123106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -94100 | NS      | $-2225465.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Clearway Energy Inc                                    | Clearway Energy Inc                                                              | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |         700 | NS      | $27503.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clene Inc                                              | Clene Inc                                                                        | CUSIP: 185634201<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-493.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cleveland-Cliffs Inc                                   | Cleveland-Cliffs Inc                                                             | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |       62100 | NS      | $524745.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Clorox Co/The                                          | Clorox Co/The                                                                    | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Short            | EC               | CORP              | US        |       -1509 | NS      | $-156377.67    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cloudastructure Inc                                    | Cloudastructure Inc                                                              | CUSIP: 18912E207<br>LEI: 5299000Q085TE1ELFH33 | Short            | EC               | CORP              | US        |        -100 | NS      | $-60.84        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Clover Health Investments Corp                         | Clover Health Investments Corp                                                   | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Short            | EC               | CORP              | US        |       -4800 | NS      | $-8448.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cloudflare Inc                                         | Cloudflare Inc                                                                   | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       46900 | NS      | $9677346.00    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Citimortgage Alternative Loan Trust                    | CitiMortgage Alternative Loan Trust Series 2007-A6                               | CUSIP: 18976GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      247658 | PA      | $210227.10     | 0.01%             | 2037-06-25      | Floating      | 4.39%                 | No            | 2                  | On Loan: No      |
| CNS Pharmaceuticals Inc                                | CNS Pharmaceuticals Inc                                                          | CUSIP: 18978H508<br>LEI: 529900FDJ7WGF2Q7UN44 | Short            | EC               | CORP              | US        |        -149 | NS      | $-357.60       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CoastalSouth Bancshares Inc                            | CoastalSouth Bancshares Inc                                                      | CUSIP: 19058X207<br>LEI: 5493006BUH6IGMGU0H14 | Long             | EC               | CORP              | US        |       21658 | NS      | $532570.22     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Co/The                                       | Coca-Cola Co/The                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |          29 | NS      | $2205.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GD Culture Group Ltd                                   | GD Culture Group Ltd                                                             | CUSIP: 19200A204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           6 | NS      | $16.32         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Coeptis Therapeutics Holdings Inc                      | Coeptis Therapeutics Holdings Inc                                                | CUSIP: 19207A207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-1122.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Coeur Mining Inc                                       | Coeur Mining Inc                                                                 | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |       20701 | NS      | $388557.77     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cogent Communications Holdings Inc                     | Cogent Communications Holdings Inc                                               | CUSIP: 19239V302<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-5652.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cogent Biosciences Inc                                 | Cogent Biosciences Inc                                                           | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $11547.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cognition Therapeutics Inc                             | Cognition Therapeutics Inc                                                       | CUSIP: 19243B102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -28400 | NS      | $-21569.84     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cognizant Technology Solutions Corp                    | Cognizant Technology Solutions Corp                                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Short            | EC               | CORP              | US        |      -12878 | NS      | $-790065.30    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Coherent Corp                                          | Coherent Corp                                                                    | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Short            | EC               | CORP              | US        |       -2400 | NS      | $-571704.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Coherus Oncology Inc                                   | Coherus Oncology Inc                                                             | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |        7900 | NS      | $13351.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cohu Inc                                               | Cohu Inc                                                                         | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |        4000 | NS      | $122480.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Coinbase Global Inc                                    | Coinbase Global Inc                                                              | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |      -61065 | NS      | $-10662559.65  | -0.30%            |  |  |  | No            | 1                  | On Loan: No      |
| Enovis Corp                                            | Enovis Corp                                                                      | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Short            | EC               | CORP              | US        |      -13600 | NS      | $-309400.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Colgate-Palmolive Co                                   | Colgate-Palmolive Co                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Short            | EC               | CORP              | US        |       -4068 | NS      | $-346715.64    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Collegium Pharmaceutical Inc                           | Collegium Pharmaceutical Inc                                                     | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |         500 | NS      | $16535.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Colliers International Group Inc                       | Colliers International Group Inc                                                 | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Short            | EC               | CORP              | CA        |        -200 | NS      | $-21378.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Colony Bankcorp Inc                                    | Colony Bankcorp Inc                                                              | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         800 | NS      | $15976.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| COLT Funding LLC                                       | COLT 2022-2 Mortgage Loan Trust                                                  | CUSIP: 19685EAE1<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $84290.20      | 0.00%             | 2067-02-25      | Variable      | 3.95%                 | No            | 2                  | On Loan: No      |
| Columbia Banking System Inc                            | Columbia Banking System Inc                                                      | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Short            | EC               | CORP              | US        |       -9100 | NS      | $-249613.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Columbia Sportswear Co                                 | Columbia Sportswear Co                                                           | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Short            | EC               | CORP              | US        |        -500 | NS      | $-27405.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Columbus McKinnon Corp/NY                              | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-15983.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Comfort Systems USA Inc                                | Comfort Systems USA Inc                                                          | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Short            | EC               | CORP              | US        |        -300 | NS      | $-413697.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp                                           | Comcast Corp                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Short            | EC               | CORP              | US        |      -31575 | NS      | $-906518.25    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Commerce Bancshares Inc/MO                             | Commerce Bancshares Inc/MO                                                       | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         115 | NS      | $5658.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commercial Metals Co                                   | Commercial Metals Co                                                             | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Short            | EC               | CORP              | US        |        -500 | NS      | $-30715.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Commercial Vehicle Group Inc                           | Commercial Vehicle Group Inc                                                     | CUSIP: 202608105<br>LEI: 5493006OG8I91X0K7Q22 | Long             | EC               | CORP              | US        |        6900 | NS      | $23529.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistance Networks Inc                                  | Vistance Networks Inc                                                            | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |        4000 | NS      | $72800.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Community Health Systems Inc                           | Community Health Systems Inc                                                     | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       27300 | NS      | $80262.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Community Healthcare Trust Inc                         | Community Healthcare Trust Inc                                                   | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |         300 | NS      | $4767.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Community Trust Bancorp Inc                            | Community Trust Bancorp Inc                                                      | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $6072.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commvault Systems Inc                                  | Commvault Systems Inc                                                            | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |        5100 | NS      | $397239.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cia Siderurgica Nacional SA                            | Cia Siderurgica Nacional SA                                                      | CUSIP: 20440W105<br>LEI: 529900K40TEND42S0T46 | Short            | EC               | CORP              | BR        |       -5500 | NS      | $-6820.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cia de Saneamento Basico do Estado de Sao Paulo SABESP | Cia de Saneamento Basico do Estado de Sao Paulo SABESP                           | CUSIP: 20441A102<br>LEI: 254900UOXRZRS2TNWP19 | Short            | EC               | CORP              | BR        |      -27567 | NS      | $-841069.17    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Cia Cervecerias Unidas SA                              | Cia Cervecerias Unidas SA                                                        | CUSIP: 204429104<br>LEI: 529900BJW9B0O6LI2R39 | Short            | EC               | CORP              | CL        |        -300 | NS      | $-3405.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Compass Minerals International Inc                     | Compass Minerals International Inc                                               | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Short            | EC               | CORP              | US        |        -100 | NS      | $-2335.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Compass Diversified Holdings                           | Compass Diversified Holdings                                                     | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-9432.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Compass Pathways Plc                                   | Compass Pathways Plc                                                             | CUSIP: 20451W101<br>LEI: 213800N7CUZIC6QSTZ31 | Long             | EC               | CORP              | GB        |       12500 | NS      | $69125.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Therapeutics Inc                               | Compass Therapeutics Inc                                                         | CUSIP: 20454B104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8400 | NS      | $-44436.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GPGI Inc                                               | GPGI Inc                                                                         | CUSIP: 20459V105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7200 | NS      | $-123120.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SunPower Inc                                           | SunPower Inc                                                                     | CUSIP: 20460L104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -881 | NS      | $-1118.87      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Compass Inc                                            | Compass Inc                                                                      | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Short            | EC               | CORP              | US        |      -18010 | NS      | $-131653.10    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Comstock Inc                                           | Comstock Inc                                                                     | CUSIP: 205750409<br>LEI: 549300PX1C7TOIY9SK20 | Short            | EC               | CORP              | US        |        -480 | NS      | $-1464.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Comstock Resources Inc                                 | Comstock Resources Inc                                                           | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Short            | EC               | CORP              | US        |       -2353 | NS      | $-49601.24     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Comtech Telecommunications Corp                        | Comtech Telecommunications Corp                                                  | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |        3400 | NS      | $11288.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Conagra Brands Inc                                     | Conagra Brands Inc                                                               | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      105200 | NS      | $1653744.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Concrete Pumping Holdings Inc                          | Concrete Pumping Holdings Inc                                                    | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         700 | NS      | $4998.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Conduent Inc                                           | Conduent Inc                                                                     | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-1536.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CDT Equity Inc                                         | CDT Equity Inc                                                                   | CUSIP: 20678X403<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -28 | NS      | $-142.80       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CONMED Corp                                            | CONMED Corp                                                                      | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |        2500 | NS      | $88400.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ConnectOne Bancorp Inc                                 | ConnectOne Bancorp Inc                                                           | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |         542 | NS      | $14509.34      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ConocoPhillips                                         | ConocoPhillips                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Short            | EC               | CORP              | US        |          -8 | NS      | $-1056.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Consolidated Edison Inc                                | Consolidated Edison Inc                                                          | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |         100 | NS      | $11318.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Constant Contact Inc                                   | Constant Contact Inc Term Loan                                                   | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |     7746419 | PA      | $7187592.21    | 0.20%             | 2028-02-10      | Floating      | 7.93%                 | No            | 2                  | On Loan: No      |
| Constellation Brands Inc                               | Constellation Brands Inc                                                         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Short            | EC               | CORP              | US        |       -9700 | NS      | $-1455000.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Energy Corp                              | Constellation Energy Corp                                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |         254 | NS      | $70929.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Energy Corp                              | Constellation Energy Corp                                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Short            | EC               | CORP              | US        |      -31680 | NS      | $-8846640.00   | -0.24%            |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Software Inc/Canada                      | Constellation Software Inc/Canada                                                | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Short            | EC               | CORP              | CA        |         -29 | NS      | $-50907.70     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Construction Partners Inc                              | Construction Partners Inc                                                        | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Short            | EC               | CORP              | US        |        -300 | NS      | $-33336.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Contango Silver & Gold Inc                             | Contango Silver & Gold Inc                                                       | CUSIP: 21077F100<br>LEI: 254900PFYX4KDRISX581 | Short            | EC               | CORP              | US        |        -100 | NS      | $-1875.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Context Therapeutics Inc                               | Context Therapeutics Inc                                                         | CUSIP: 21077P108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-262.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Contineum Therapeutics Inc                             | Contineum Therapeutics Inc                                                       | CUSIP: 21217B100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-3918.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cooper Cos Inc/The                                     | Cooper Cos Inc/The                                                               | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Short            | EC               | CORP              | US        |       -7100 | NS      | $-507650.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Copart Inc                                             | Copart Inc                                                                       | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      267898 | NS      | $8894213.60    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Corbus Pharmaceuticals Holdings Inc                    | Corbus Pharmaceuticals Holdings Inc                                              | CUSIP: 21833P301<br>LEI: 529900MX6XCNZC7MM155 | Short            | EC               | CORP              | US        |        -300 | NS      | $-2817.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Corcept Therapeutics Inc                               | Corcept Therapeutics Inc                                                         | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |        2198 | NS      | $88601.38      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Core Laboratories Inc                                  | Core Laboratories Inc                                                            | CUSIP: 21867A105<br>LEI: 984500040P5J07V43135 | Short            | EC               | CORP              | US        |       -1600 | NS      | $-26864.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CoreCivic Inc                                          | CoreCivic Inc                                                                    | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |         900 | NS      | $17019.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Corebridge Financial Inc                               | Corebridge Financial Inc                                                         | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Short            | EC               | CORP              | US        |       -4000 | NS      | $-95440.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Colony American Finance Ltd                            | Corevest American Finance 2019-3 Trust                                           | CUSIP: 21872NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      685611 | PA      | $6.86          | 0.00%             | 2052-10-15      | Variable      | 1.99%                 | No            | 2                  | On Loan: No      |
| Colony American Finance Ltd                            | Corevest American Finance 2020-1 Trust                                           | CUSIP: 21872UAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $117614.00     | 0.00%             | 2050-03-15      | Variable      | 4.56%                 | No            | 2                  | On Loan: No      |
| Colony American Finance Ltd                            | Corevest American Finance 2020-4 Trust                                           | CUSIP: 21873AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      669584 | PA      | $37064.83      | 0.00%             | 2052-12-15      | Variable      | 2.36%                 | No            | 2                  | On Loan: No      |
| Colony American Finance Ltd                            | CoreVest American Finance 2021-2 Trust                                           | CUSIP: 21873BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      426477 | PA      | $7924.80       | 0.00%             | 2054-07-15      | Variable      | 2.91%                 | No            | 2                  | On Loan: No      |
| Colony American Finance Ltd                            | Corevest American Finance 2021-1 Trust                                           | CUSIP: 21873LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      290287 | PA      | $1989.92       | 0.00%             | 2053-04-15      | Variable      | 2.77%                 | No            | 2                  | On Loan: No      |
| CoreWeave Inc                                          | CoreWeave Inc                                                                    | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Short            | EC               | CORP              | US        |      -38228 | NS      | $-2961523.16   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| COREWEAVE INC                                          | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     1268000 | PA      | $1232064.13    | 0.03%             | 2030-06-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| COREWEAVE INC                                          | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2331221.30    | 0.06%             | 2031-02-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Core Scientific Inc                                    | Core Scientific Inc                                                              | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Long             | EC               | CORP              | US        |       36800 | NS      | $550528.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Core & Main Inc                                        | Core & Main Inc                                                                  | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7307 | NS      | $360965.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Core & Main Inc                                        | Core & Main Inc                                                                  | CUSIP: 21874C102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -13300 | NS      | $-657020.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Core Natural Resources Inc                             | Core Natural Resources Inc                                                       | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Short            | EC               | CORP              | US        |       -1621 | NS      | $-169767.33    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CorMedix Inc                                           | CorMedix Inc                                                                     | CUSIP: 21900C308<br>LEI: 5299006YIA3L0MBW8358 | Short            | EC               | CORP              | US        |       -7000 | NS      | $-47530.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Corning Inc                                            | Corning Inc                                                                      | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |         133 | NS      | $18084.01      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Corning Inc                                            | Corning Inc                                                                      | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Short            | EC               | CORP              | US        |        -300 | NS      | $-40791.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| QuidelOrtho Corp                                       | QuidelOrtho Corp                                                                 | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Short            | EC               | CORP              | US        |       -8056 | NS      | $-132360.08    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Corpay Inc                                             | Corpay Inc                                                                       | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Short            | EC               | CORP              | US        |       -7120 | NS      | $-2071848.80   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                       | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    96000000 | PA      | $96554976.00   | 2.67%             | 2056-04-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                       | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   169000000 | PA      | $169640341.00  | 4.70%             | 2056-05-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| COPT Defense Properties                                | COPT Defense Properties                                                          | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |        4800 | NS      | $146880.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Corsair Gaming Inc                                     | Corsair Gaming Inc                                                               | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-6660.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Corteva Inc                                            | Corteva Inc                                                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Short            | EC               | CORP              | US        |        -100 | NS      | $-8371.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CorVel Corp                                            | CorVel Corp                                                                      | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $10930.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Corvus Pharmaceuticals Inc                             | Corvus Pharmaceuticals Inc                                                       | CUSIP: 221015100<br>LEI: 549300I3AVJ8F75NCX65 | Long             | EC               | CORP              | US        |         400 | NS      | $5852.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Costco Wholesale Corp                                  | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        3659 | NS      | $3645937.37    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| CoStar Group Inc                                       | CoStar Group Inc                                                                 | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Short            | EC               | CORP              | US        |         -19 | NS      | $-766.46       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Coupang Inc                                            | Coupang Inc                                                                      | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Short            | EC               | CORP              | US        |       -7900 | NS      | $-149152.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cousins Properties Inc                                 | Cousins Properties Inc                                                           | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |         200 | NS      | $4514.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cracker Barrel Old Country Store Inc                   | Cracker Barrel Old Country Store Inc                                             | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |        2900 | NS      | $81519.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CPS Auto Trust                                         | CPS Auto Receivables Trust 2024-D                                                | CUSIP: 22411JAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1007567.00    | 0.03%             | 2032-06-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Crawford & Co                                          | Crawford & Co                                                                    | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |         300 | NS      | $2991.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Acceptance Corp                                 | Credit Acceptance Corp                                                           | CUSIP: 225310101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -40 | NS      | $-16938.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities         | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 22541QA44<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      185565 | PA      | $166752.17     | 0.00%             | 2033-11-25      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities         | CSFB Mortgage-Backed Pass-Through Certificates Series 2004-8                     | CUSIP: 22541SZ68<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      312104 | PA      | $246368.77     | 0.01%             | 2034-12-25      | Variable      | 5.59%                 | No            | 2                  | On Loan: No      |
| Crinetics Pharmaceuticals Inc                          | Crinetics Pharmaceuticals Inc                                                    | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Short            | EC               | CORP              | US        |        -300 | NS      | $-10896.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Criteo SA                                              | Criteo SA                                                                        | CUSIP: 226718104<br>LEI: 969500EELFB4RDMFHA76 | Short            | EC               | CORP              | FR        |        -200 | NS      | $-3586.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EquipmentShare                                         | Crockett Partners Equipment Co IIA LLC                                           | CUSIP: 22689LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      178424 | PA      | $184800.05     | 0.01%             | 2031-01-20      | Fixed         | 10.16%                | No            | 2                  | On Loan: No      |
| Crocs Inc                                              | Crocs Inc                                                                        | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Short            | EC               | CORP              | US        |        -800 | NS      | $-66416.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cronos Group Inc                                       | Cronos Group Inc                                                                 | CUSIP: 22717L101<br>LEI: 549300CWB04E8UOTWX71 | Short            | EC               | CORP              | CA        |       -8700 | NS      | $-21837.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cross Country Healthcare Inc                           | Cross Country Healthcare Inc                                                     | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Short            | EC               | CORP              | US        |        -200 | NS      | $-1880.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Crowdstrike Holdings Inc                               | Crowdstrike Holdings Inc                                                         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |         760 | NS      | $296711.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Castle Inc                                       | Crown Castle Inc                                                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |         100 | NS      | $8131.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Holdings Inc                                     | Crown Holdings Inc                                                               | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |        8700 | NS      | $872175.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Artivion Inc                                           | Artivion Inc                                                                     | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |        2800 | NS      | $102536.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eightco Holdings Inc                                   | Eightco Holdings Inc                                                             | CUSIP: 22890A302<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -16400 | NS      | $-15288.08     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CSTL Commercial Mortgage Trust                         | CSTL Commercial Mortgage Trust 2024-GATE                                         | CUSIP: 22945JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      487000 | PA      | $494495.91     | 0.01%             | 2041-11-10      | Variable      | 6.96%                 | No            | 2                  | On Loan: No      |
| CTO Realty Growth Inc                                  | CTO Realty Growth Inc                                                            | CUSIP: 22948Q101<br>LEI: 254900ZQ99OFO1WXS678 | Long             | EC               |  | US        |        1900 | NS      | $35131.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CubeSmart                                              | CubeSmart                                                                        | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |        2800 | NS      | $102620.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cullen/Frost Bankers Inc                               | Cullen/Frost Bankers Inc                                                         | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |         500 | NS      | $68540.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cullinan Therapeutics Inc                              | Cullinan Therapeutics Inc                                                        | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         800 | NS      | $11368.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cummins Inc                                            | Cummins Inc                                                                      | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |          31 | NS      | $16678.62      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Curbline Properties Corp                               | Curbline Properties Corp                                                         | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               |  | US        |         600 | NS      | $15474.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CURO GROUP HLDGS LLC                                   | CURO GROUP HLDGS LLC                                                             | CUSIP: 23132H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      621609 | NS      | $6216090.00    | 0.17%             |  |  |  | No            | 3                  | On Loan: No      |
| Customers Bancorp Inc                                  | Customers Bancorp Inc                                                            | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Short            | EC               | CORP              | US        |       -8206 | NS      | $-569578.46    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-OA16                                                 | CUSIP: 23242GAF1<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      243415 | PA      | $208617.47     | 0.01%             | 2046-10-25      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-OA12                                                 | CUSIP: 23243AAC0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      307372 | PA      | $273622.15     | 0.01%             | 2046-09-20      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust 2006-OA12                                                 | CUSIP: 23243AAD8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      157756 | PA      | $144629.95     | 0.00%             | 2046-09-20      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| CXApp Inc                                              | CXApp Inc                                                                        | CUSIP: 23248B109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -9100 | NS      | $-1642.55      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cybin Inc                                              | Cybin Inc                                                                        | CUSIP: 23256X407<br>LEI: 549300NTYWN4CVYSCN32 | Short            | EC               | CORP              | CA        |       -2500 | NS      | $-12000.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CYNGN Inc                                              | CYNGN Inc                                                                        | CUSIP: 23257B305<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4611 | NS      | $-7654.26      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cytokinetics Inc                                       | Cytokinetics Inc                                                                 | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |         300 | NS      | $19773.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CytomX Therapeutics Inc                                | CytomX Therapeutics Inc                                                          | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |        5200 | NS      | $24440.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| D-MARKET Elektronik Hizmetler ve Ticaret AS            | D-MARKET Elektronik Hizmetler ve Ticaret AS                                      | CUSIP: 23292B104<br>LEI: 9845004CF6A069998F16 | Short            | EC               | CORP              | TR        |       -4100 | NS      | $-10742.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DBV Technologies SA                                    | DBV Technologies SA                                                              | CUSIP: 23306J309<br>LEI: 969500PVBQFWQKVDMD80 | Short            | EC               | CORP              | FR        |        -200 | NS      | $-4178.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DC Office Trust                                        | DC Office Trust 2019-MTC                                                         | CUSIP: 23312BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    64579000 | PA      | $305587.83     | 0.01%             | 2045-09-15      | Variable      | 0.11%                 | No            | 2                  | On Loan: No      |
| DR Horton Inc                                          | DR Horton Inc                                                                    | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |         100 | NS      | $13722.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DR Horton Inc                                          | DR Horton Inc                                                                    | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Short            | EC               | CORP              | US        |        -145 | NS      | $-19896.90     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DSLA Mortgage Loan Trust                               | DSLA Mortgage Loan Trust 2005-AR2                                                | CUSIP: 23332UDC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      834451 | PA      | $788618.50     | 0.02%             | 2045-03-19      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Dana Inc                                               | Dana Inc                                                                         | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |         100 | NS      | $3365.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Danaher Corp                                           | Danaher Corp                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        8612 | NS      | $1632835.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Dare Bioscience Inc                                    | Dare Bioscience Inc                                                              | CUSIP: 23666P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $364.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Daqo New Energy Corp                                   | Daqo New Energy Corp                                                             | CUSIP: 23703Q203<br>LEI: 529900711JBZ5O7VA827 | Long             | EC               | CORP              | KY        |        8000 | NS      | $170160.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Darling Ingredients Inc                                | Darling Ingredients Inc                                                          | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |         300 | NS      | $18555.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Datasea Inc                                            | Datasea Inc                                                                      | CUSIP: 238116305<br>LEI: 549300P9H0IKFTYMF560 | Short            | EC               | CORP              | US        |         -33 | NS      | $-30.09        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dave & Buster's Entertainment Inc                      | Dave & Buster's Entertainment Inc                                                | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Short            | EC               | CORP              | US        |      -11000 | NS      | $-119130.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dave Inc                                               | Dave Inc                                                                         | CUSIP: 23834J201<br>LEI: 25490061SUVXCW51RZ82 | Short            | EC               | CORP              | US        |        -200 | NS      | $-34818.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DaVita Inc                                             | DaVita Inc                                                                       | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |           7 | NS      | $1075.83       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Day One Biopharmaceuticals Inc                         | Day One Biopharmaceuticals Inc                                                   | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $10720.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Deckers Outdoor Corp                                   | Deckers Outdoor Corp                                                             | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        6700 | NS      | $670603.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Deckers Outdoor Corp                                   | Deckers Outdoor Corp                                                             | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Short            | EC               | CORP              | US        |        -349 | NS      | $-34931.41     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Deephaven Residential Mortgage Trust                   | Deephaven Residential Mortgage Trust 2021-4                                      | CUSIP: 24381JAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $76267.80      | 0.00%             | 2066-11-25      | Variable      | 4.42%                 | No            | 2                  | On Loan: No      |
| Deere & Co                                             | Deere & Co                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Short            | EC               | CORP              | US        |       -1961 | NS      | $-1104631.30   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Definitive Healthcare Corp                             | Definitive Healthcare Corp                                                       | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1500 | NS      | $1845.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Definium Therapeutics Inc                              | Definium Therapeutics Inc                                                        | CUSIP: 24477V105<br>LEI: 549300QY8KN1O6RPFJ13 | Long             | EC               | CORP              | CA        |       21807 | NS      | $412152.30     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Defi Technologies Inc                                  | Defi Technologies Inc                                                            | CUSIP: 244916102<br>LEI: 5299001HQSUZC5GLA504 | Short            | EC               | CORP              | CA        |      -55700 | NS      | $-30774.26     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Delek US Holdings Inc                                  | Delek US Holdings Inc                                                            | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |       13000 | NS      | $585910.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Dell Technologies Inc                                  | Dell Technologies Inc                                                            | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       15500 | NS      | $2544015.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Dell Technologies Inc                                  | Dell Technologies Inc                                                            | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Short            | EC               | CORP              | US        |       -1011 | NS      | $-165935.43    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Delta Air Lines Inc                                    | Delta Air Lines Inc                                                              | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Short            | EC               | CORP              | US        |       -6800 | NS      | $-452064.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Denali Therapeutics Inc                                | Denali Therapeutics Inc                                                          | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Short            | EC               | CORP              | US        |        -800 | NS      | $-15360.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Denison Mines Corp                                     | Denison Mines Corp                                                               | CUSIP: 248356107<br>LEI: 529900JWGSW17LJK6586 | Long             | EC               | CORP              | CA        |        8000 | NS      | $28240.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DENTSPLY SIRONA Inc                                    | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Short            | EC               | CORP              | US        |       -5000 | NS      | $-58000.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Descartes Systems Group Inc/The                        | Descartes Systems Group Inc/The                                                  | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |         400 | NS      | $28624.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Designer Brands Inc                                    | Designer Brands Inc                                                              | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |        9000 | NS      | $51210.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Design Therapeutics Inc                                | Design Therapeutics Inc                                                          | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $2128.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Alt-A Securities INC Mortgage Loan Trust      | Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR5                    | CUSIP: 25150NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1227999 | PA      | $367487.40     | 0.01%             | 2036-10-25      | Floating      | 4.05%                 | No            | 2                  | On Loan: No      |
| Devon Energy Corp                                      | Devon Energy Corp                                                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        4716 | NS      | $237309.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Diageo PLC                                             | Diageo PLC                                                                       | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Short            | EC               | CORP              | GB        |      -30700 | NS      | $-2285615.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| DiamondRock Hospitality Co                             | DiamondRock Hospitality Co                                                       | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |         900 | NS      | $8433.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Diamondback Energy Inc                                 | Diamondback Energy Inc                                                           | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |        3887 | NS      | $768809.73     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Dick's Sporting Goods Inc                              | Dick's Sporting Goods Inc                                                        | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |         958 | NS      | $189961.82     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dick's Sporting Goods Inc                              | Dick's Sporting Goods Inc                                                        | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Short            | EC               | CORP              | US        |        -902 | NS      | $-178857.58    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Digi Power X Inc                                       | Digi Power X Inc                                                                 | CUSIP: 25380B102<br>LEI: 5299001U7RVW74W46M33 | Short            | EC               | CORP              | CA        |       -8500 | NS      | $-17255.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Digimarc Corp                                          | Digimarc Corp                                                                    | CUSIP: 25381B101<br>LEI: 254900TL728B5T0M5R41 | Short            | EC               | CORP              | US        |        -700 | NS      | $-3437.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kustom Entertainment Inc                               | Kustom Entertainment Inc                                                         | CUSIP: 25382T507<br>LEI: 529900DE18BKLSW12F89 | Short            | EC               | CORP              | US        |        -200 | NS      | $-116.69       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Digital Turbine Inc                                    | Digital Turbine Inc                                                              | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |        4400 | NS      | $12672.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Digital Brands Group Inc                               | Digital Brands Group Inc                                                         | CUSIP: 25401N507<br>LEI: 2549002M9MAOH4JGOW19 | Short            | EC               | CORP              | US        |        -200 | NS      | $-360.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DigitalBridge Group Inc                                | DigitalBridge Group Inc                                                          | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Short            | EC               | CORP              | US        |        -706 | NS      | $-10886.52     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dime Community Bancshares Inc                          | Dime Community Bancshares Inc                                                    | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $6764.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dine Brands Global Inc                                 | Dine Brands Global Inc                                                           | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |         300 | NS      | $7872.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DingDong Cayman Ltd                                    | DingDong Cayman Ltd                                                              | CUSIP: 25445D101<br>LEI: 549300S41MY2F7SBDG73 | Short            | EC               | CORP              | KY        |       -3100 | NS      | $-7967.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Diodes Inc                                             | Diodes Inc                                                                       | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |         200 | NS      | $13652.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Walt Disney Co/The                                     | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Short            | EC               | CORP              | US        |      -17200 | NS      | $-1657736.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Diversified Energy Co                                  | Diversified Energy Co                                                            | CUSIP: 25520W107<br>LEI: 529900XTQ3OKXR6P0H74 | Long             | EC               | CORP              | US        |        2200 | NS      | $38368.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Diversified Healthcare Trust                           | Diversified Healthcare Trust                                                     | CUSIP: 25525P107<br>LEI: N/A                  | Short            | EC               |  | US        |        -600 | NS      | $-3984.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DocGo Inc                                              | DocGo Inc                                                                        | CUSIP: 256086109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1000 | NS      | $-629.10       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Docebo Inc                                             | Docebo Inc                                                                       | CUSIP: 25609L105<br>LEI: 98450059461F12KCE754 | Long             | EC               | CORP              | CA        |         200 | NS      | $3494.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dr Reddy's Laboratories Ltd                            | Dr Reddy's Laboratories Ltd                                                      | CUSIP: 256135203<br>LEI: 335800OVDPY3DVZR2798 | Short            | EC               | CORP              | IN        |       -9300 | NS      | $-128805.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Docusign Inc                                           | Docusign Inc                                                                     | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |        6700 | NS      | $317647.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dollar General Corp                                    | Dollar General Corp                                                              | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Short            | EC               | CORP              | US        |       -5447 | NS      | $-646722.31    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Dollar Tree Inc                                        | Dollar Tree Inc                                                                  | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Short            | EC               | CORP              | US        |       -3642 | NS      | $-398835.42    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Datacentrex Inc                                        | Datacentrex Inc                                                                  | CUSIP: 256918103<br>LEI: 254900ZG3GGVH0A19W92 | Short            | EC               | CORP              | US        |       -2199 | NS      | $-4727.85      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dominion Energy Inc                                    | Dominion Energy Inc                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Short            | EC               | CORP              | US        |       -1400 | NS      | $-86548.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Domino's Pizza Inc                                     | Domino's Pizza Inc                                                               | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Short            | EC               | CORP              | US        |        -489 | NS      | $-175448.31    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Domo Inc                                               | Domo Inc                                                                         | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Short            | EC               | CORP              | US        |        -600 | NS      | $-1836.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Donaldson Co Inc                                       | Donaldson Co Inc                                                                 | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |         900 | NS      | $76383.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DoorDash Inc                                           | DoorDash Inc                                                                     | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        1431 | NS      | $214864.65     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DoorDash Inc                                           | DoorDash Inc                                                                     | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |         -20 | NS      | $-3003.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Douglas Dynamics Inc                                   | Douglas Dynamics Inc                                                             | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |         200 | NS      | $8418.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Douglas Elliman Inc                                    | Douglas Elliman Inc                                                              | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |        1900 | NS      | $3116.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dow Inc                                                | Dow Inc                                                                          | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       23700 | NS      | $987105.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Draganfly Inc                                          | Draganfly Inc                                                                    | CUSIP: 26142Q304<br>LEI: 894500SZMK5WX44WHE32 | Short            | EC               | CORP              | CA        |       -2400 | NS      | $-11784.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DraftKings Inc                                         | DraftKings Inc                                                                   | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |         870 | NS      | $18809.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dragonfly Energy Holdings Corp                         | Dragonfly Energy Holdings Corp                                                   | CUSIP: 26145B403<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2840 | NS      | $-4941.60      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DRDGOLD Ltd                                            | DRDGOLD Ltd                                                                      | CUSIP: 26152H301<br>LEI: 529900Z0P3GRRN23MG34 | Long             | EC               | CORP              | ZA        |         100 | NS      | $2937.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dream Finders Homes Inc                                | Dream Finders Homes Inc                                                          | CUSIP: 26154D100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2700 | NS      | $-37584.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dropbox Inc                                            | Dropbox Inc                                                                      | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |       22300 | NS      | $506656.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Driven Brands Holdings Inc                             | Driven Brands Holdings Inc                                                       | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         800 | NS      | $10088.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Duolingo Inc                                           | Duolingo Inc                                                                     | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8740 | NS      | $861501.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Duos Technologies Group Inc                            | Duos Technologies Group Inc                                                      | CUSIP: 266042407<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1800 | NS      | $-12348.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DuPont de Nemours Inc                                  | DuPont de Nemours Inc                                                            | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |         300 | NS      | $13740.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Doximity Inc                                           | Doximity Inc                                                                     | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3200 | NS      | $74560.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Doximity Inc                                           | Doximity Inc                                                                     | CUSIP: 26622P107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -173 | NS      | $-4030.90      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Engineered Machinery Holdings Inc                      | Engineered Machinery Holdings Inc 2021 USD 2nd Lien Term Loan                    | CUSIP: 26658NAQ2<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |     9045028 | PA      | $9045028.26    | 0.25%             | 2029-05-21      | Floating      | 9.96%                 | No            | 2                  | On Loan: No      |
| Dutch Bros Inc                                         | Dutch Bros Inc                                                                   | CUSIP: 26701L100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1399 | NS      | $-70873.34     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| D-Wave Quantum Inc                                     | D-Wave Quantum Inc                                                               | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Short            | EC               | CORP              | US        |      -52800 | NS      | $-761904.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Dycom Industries Inc                                   | Dycom Industries Inc                                                             | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Short            | EC               | CORP              | US        |        -120 | NS      | $-40658.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dynatrace Inc                                          | Dynatrace Inc                                                                    | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |       10400 | NS      | $384592.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dynatrace Inc                                          | Dynatrace Inc                                                                    | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Short            | EC               | CORP              | US        |        -103 | NS      | $-3808.94      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dynex Capital Inc                                      | Dynex Capital Inc                                                                | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Short            | EC               |  | US        |       -3100 | NS      | $-39556.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dyne Therapeutics Inc                                  | Dyne Therapeutics Inc                                                            | CUSIP: 26818M108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-9065.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EHang Holdings Ltd                                     | EHang Holdings Ltd                                                               | CUSIP: 26853E102<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -9800 | NS      | $-95158.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| elf Beauty Inc                                         | elf Beauty Inc                                                                   | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Short            | EC               | CORP              | US        |       -4300 | NS      | $-260623.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| El Pollo Loco Holdings Inc                             | El Pollo Loco Holdings Inc                                                       | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |        1800 | NS      | $24948.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EOG Resources Inc                                      | EOG Resources Inc                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Short            | EC               | CORP              | US        |       -1692 | NS      | $-244612.44    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EQT Corp                                               | EQT Corp                                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        7032 | NS      | $447516.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Bancorp Inc                                      | Eagle Bancorp Inc                                                                | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      170376 | NS      | $4237251.12    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| ESS Tech Inc                                           | ESS Tech Inc                                                                     | CUSIP: 26916J205<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4813 | NS      | $-5631.21      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Perpetuals.com Ltd                                     | Perpetuals.com Ltd                                                               | CUSIP: 27030F202<br>LEI: N/A                  | Short            | EC               | CORP              | JP        |         -40 | NS      | $-198.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| East West Bancorp Inc                                  | East West Bancorp Inc                                                            | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Short            | EC               | CORP              | US        |      -93408 | NS      | $-9972238.08   | -0.28%            |  |  |  | No            | 1                  | On Loan: No      |
| Easterly Government Properties Inc                     | Easterly Government Properties Inc                                               | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |        7180 | NS      | $153867.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastern Bankshares Inc                                 | Eastern Bankshares Inc                                                           | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Short            | EC               | CORP              | US        |       -1800 | NS      | $-35208.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eastman Chemical Co                                    | Eastman Chemical Co                                                              | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |        5400 | NS      | $412128.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastman Kodak Co                                       | Eastman Kodak Co                                                                 | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |         800 | NS      | $7240.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Beeline Holdings Inc                                   | Beeline Holdings Inc                                                             | CUSIP: 277802500<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8981 | NS      | $-21105.35     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EchoStar Corp                                          | EchoStar Corp                                                                    | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       61952 | NS      | $7252720.64    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| EchoStar Corp                                          | EchoStar Corp                                                                    | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Short            | EC               | CORP              | US        |       -4358 | NS      | $-510191.06    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ECOPETROL SA                                           | Ecopetrol SA                                                                     | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     5282000 | PA      | $5334104.23    | 0.15%             | 2032-02-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Edesa Biotech Inc                                      | Edesa Biotech Inc                                                                | CUSIP: 27966L306<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |          30 | NS      | $156.90        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Edgewell Personal Care Co                              | Edgewell Personal Care Co                                                        | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |        7100 | NS      | $151514.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Edgewise Therapeutics Inc                              | Edgewise Therapeutics Inc                                                        | CUSIP: 28036F105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1200 | NS      | $-37800.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Edible Garden AG Inc                                   | Edible Garden AG Inc                                                             | CUSIP: 28059P501<br>LEI: 529900Q8LWAULQ40UZ68 | Short            | EC               | CORP              | US        |        -161 | NS      | $-185.15       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Editas Medicine Inc                                    | Editas Medicine Inc                                                              | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |       14400 | NS      | $35568.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Edwards Lifesciences Corp                              | Edwards Lifesciences Corp                                                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Short            | EC               | CORP              | US        |       -1204 | NS      | $-96416.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| eGain Corp                                             | eGain Corp                                                                       | CUSIP: 28225C806<br>LEI: 25490048ASFEJOENUI20 | Long             | EC               | CORP              | US        |        1400 | NS      | $11046.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| eHealth Inc                                            | eHealth Inc                                                                      | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Short            | EC               | CORP              | US        |        -400 | NS      | $-516.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eikon Therapeutics Inc                                 | Eikon Therapeutics Inc                                                           | CUSIP: 282564103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7080 | NS      | $74906.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 8x8 Inc                                                | 8x8 Inc                                                                          | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |       10600 | NS      | $17596.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Elanco Animal Health Inc                               | Elanco Animal Health Inc                                                         | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Short            | EC               | CORP              | US        |      -90800 | NS      | $-2172844.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Electra Battery Materials Corp                         | Electra Battery Materials Corp                                                   | CUSIP: 28474P706<br>LEI: 5493009ZPOP6FTZAUU15 | Short            | EC               | CORP              | CA        |        -200 | NS      | $-112.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eldorado Gold Corp                                     | Eldorado Gold Corp                                                               | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |         300 | NS      | $10299.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Electromed Inc                                         | Electromed Inc                                                                   | CUSIP: 285409108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1800 | NS      | $42138.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Electronic Arts Inc                                    | Electronic Arts Inc                                                              | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-265031.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Eledon Pharmaceuticals Inc                             | Eledon Pharmaceuticals Inc                                                       | CUSIP: 28617K101<br>LEI: 549300S17CAM13O43606 | Short            | EC               | CORP              | US        |       -6600 | NS      | $-20328.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Element Solutions Inc                                  | Element Solutions Inc                                                            | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Short            | EC               | CORP              | US        |      -14556 | NS      | $-496941.84    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Elicio Operating Co Inc                                | Elicio Operating Co Inc                                                          | CUSIP: 28657F103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-1069.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Climb Bio Inc                                          | Climb Bio Inc                                                                    | CUSIP: 28658R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1700 | NS      | $11645.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ellington Financial Inc                                | Ellington Financial Inc                                                          | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               |  | US        |       26562 | NS      | $314759.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Elmwood CLO 31 Ltd                                     | Elmwood CLO 31 Ltd                                                               | CUSIP: 29003HAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $737713.50     | 0.02%             | 2037-07-17      | Floating      | 7.87%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO 32 Ltd                                     | Elmwood CLO 32 Ltd                                                               | CUSIP: 29003TAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      400000 | PA      | $393338.80     | 0.01%             | 2037-10-18      | Floating      | 7.87%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO 42 Ltd                                     | Elmwood CLO 42 Ltd                                                               | CUSIP: 29005EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1967804.00    | 0.05%             | 2038-03-31      | Floating      | 10.17%                | No            | 2                  | On Loan: No      |
| Embraer SA                                             | Embraer SA                                                                       | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Short            | EC               | CORP              | BR        |       -8700 | NS      | $-516258.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| EMCOR Group Inc                                        | EMCOR Group Inc                                                                  | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Short            | EC               | CORP              | US        |        -100 | NS      | $-73831.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Emergent BioSolutions Inc                              | Emergent BioSolutions Inc                                                        | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |         100 | NS      | $830.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Emerson Electric Co                                    | Emerson Electric Co                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Short            | EC               | CORP              | US        |       -7374 | NS      | $-966141.48    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Emerald Holding Inc                                    | Emerald Holding Inc                                                              | CUSIP: 29103W104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-902.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Empower CLO Ltd.                                       | Empower CLO 2022-1 Ltd                                                           | CUSIP: 29246YAE8<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $455020.00     | 0.01%             | 2037-10-20      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| Enact Holdings Inc                                     | Enact Holdings Inc                                                               | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |         100 | NS      | $4081.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Enbridge Inc                                           | Enbridge Inc                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |         291 | NS      | $15774.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Enanta Pharmaceuticals Inc                             | Enanta Pharmaceuticals Inc                                                       | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |        3700 | NS      | $46731.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Endeavour Silver Corp                                  | Endeavour Silver Corp                                                            | CUSIP: 29258Y103<br>LEI: 549300IF2E29780PPV02 | Long             | EC               | CORP              | CA        |       52300 | NS      | $486913.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Encore Energy Corp                                     | Encore Energy Corp                                                               | CUSIP: 29259W700<br>LEI: 5299007FNX2NVNJM3O59 | Short            | EC               | CORP              | CA        |       -2299 | NS      | $-4138.20      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Endava PLC                                             | Endava PLC                                                                       | CUSIP: 29260V105<br>LEI: 213800JJ6CRPCWCQVZ25 | Short            | EC               | CORP              | GB        |       -1600 | NS      | $-7072.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Encompass Health Corp                                  | Encompass Health Corp                                                            | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       12800 | NS      | $1238144.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Energy Fuels Inc/Canada                                | Energy Fuels Inc/Canada                                                          | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |       15700 | NS      | $286525.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Energy Focus Inc                                       | Energy Focus Inc                                                                 | CUSIP: 29268T508<br>LEI: 549300WYLQHXWY3CWZ38 | Short            | EC               | CORP              | US        |          -7 | NS      | $-13.58        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Energy Recovery Inc                                    | Energy Recovery Inc                                                              | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |         100 | NS      | $1007.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Energous Corp                                          | Energous Corp                                                                    | CUSIP: 29272C301<br>LEI: 549300IOI25451J8U493 | Short            | EC               | CORP              | US        |        -616 | NS      | $-9665.04      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Energy Vault Holdings Inc                              | Energy Vault Holdings Inc                                                        | CUSIP: 29280W109<br>LEI: 254900VMTXIU80WPJR14 | Long             | EC               | CORP              | US        |         100 | NS      | $330.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Enliven Therapeutics Inc                               | Enliven Therapeutics Inc                                                         | CUSIP: 29337E102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1800 | NS      | $-70560.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ennis Inc                                              | Ennis Inc                                                                        | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1900 | NS      | $40698.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Enphase Energy Inc                                     | Enphase Energy Inc                                                               | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       28800 | NS      | $1088928.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Enova International Inc                                | Enova International Inc                                                          | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Short            | EC               | CORP              | US        |      -83962 | NS      | $-11404558.46  | -0.32%            |  |  |  | No            | 1                  | On Loan: No      |
| Enovix Corp                                            | Enovix Corp                                                                      | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Short            | EC               | CORP              | US        |       -4000 | NS      | $-20720.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Entegris Inc                                           | Entegris Inc                                                                     | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Short            | EC               | CORP              | US        |       -1755 | NS      | $-205756.20    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Entravision Communications Corp                        | Entravision Communications Corp                                                  | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |         800 | NS      | $2376.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Envirotech Vehicles Inc                                | Envirotech Vehicles Inc                                                          | CUSIP: 29414V308<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-167.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eos Energy Enterprises Inc                             | Eos Energy Enterprises Inc                                                       | CUSIP: 29415C101<br>LEI: 529900UCCJMLRGDXVT41 | Long             | EC               | CORP              | US        |       74600 | NS      | $370016.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Envista Holdings Corp                                  | Envista Holdings Corp                                                            | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Short            | EC               | CORP              | US        |      -28800 | NS      | $-730656.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Envoy Medical Inc                                      | Envoy Medical Inc                                                                | CUSIP: 29415V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1500 | NS      | $-997.65       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vestis Corp                                            | Vestis Corp                                                                      | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Short            | EC               | CORP              | US        |        -100 | NS      | $-786.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Epsilon Energy Ltd                                     | Epsilon Energy Ltd                                                               | CUSIP: 294375209<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |        -200 | NS      | $-1232.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Equifax Inc                                            | Equifax Inc                                                                      | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |          40 | NS      | $7202.80       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Equifax Inc                                            | Equifax Inc                                                                      | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Short            | EC               | CORP              | US        |        -634 | NS      | $-114164.38    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Equinix Inc                                            | Equinix Inc                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |        2689 | NS      | $2635865.36    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| EquipmentShare.com Inc                                 | EquipmentShare.com Inc                                                           | CUSIP: 29445S100<br>LEI: 254900PWJK48CGPKPI80 | Long             | EC               | CORP              | US        |       39760 | NS      | $809911.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinor ASA                                            | Equinor ASA                                                                      | CUSIP: 29446M102<br>LEI: OW6OFBNCKXC4US5C7523 | Short            | EC               | CORP              | NO        |       -8007 | NS      | $-337895.40    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Equinox Gold Corp                                      | Equinox Gold Corp                                                                | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Long             | EC               | CORP              | CA        |         800 | NS      | $11568.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Equitable Holdings Inc                                 | Equitable Holdings Inc                                                           | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Short            | EC               | CORP              | US        |        -100 | NS      | $-3711.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Equity LifeStyle Properties Inc                        | Equity LifeStyle Properties Inc                                                  | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |         100 | NS      | $6242.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Erasca Inc                                             | Erasca Inc                                                                       | CUSIP: 29479A108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -10600 | NS      | $-171508.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                        | Telefonaktiebolaget LM Ericsson                                                  | CUSIP: 294821608<br>LEI: 549300W9JLPW15XIFM52 | Short            | EC               | CORP              | SE        |      -57300 | NS      | $-645771.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| ERO Copper Corp                                        | ERO Copper Corp                                                                  | CUSIP: 296006109<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |        4400 | NS      | $117348.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ESCO Technologies Inc                                  | ESCO Technologies Inc                                                            | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |         100 | NS      | $28137.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Esperion Therapeutics Inc                              | Esperion Therapeutics Inc                                                        | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |       52400 | NS      | $143576.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Essential Properties Realty Trust Inc                  | Essential Properties Realty Trust Inc                                            | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |       49226 | NS      | $1494501.36    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Essex Property Trust Inc                               | Essex Property Trust Inc                                                         | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Short            | EC               |  | US        |         -20 | NS      | $-4840.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ethos Technologies Inc                                 | Ethos Technologies Inc                                                           | CUSIP: 29765A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5310 | NS      | $59312.70      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Euronet Worldwide Inc                                  | Euronet Worldwide Inc                                                            | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |          31 | NS      | $2057.47       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Euronet Worldwide Inc                                  | Euronet Worldwide Inc                                                            | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Short            | EC               | CORP              | US        |      -21233 | NS      | $-1409234.21   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Eve Holding Inc                                        | Eve Holding Inc                                                                  | CUSIP: 29970N104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-1736.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EVERTEC Inc                                            | EVERTEC Inc                                                                      | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |        1300 | NS      | $36686.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eversource Energy                                      | Eversource Energy                                                                | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Short            | EC               | CORP              | US        |       -2600 | NS      | $-180128.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EverQuote Inc                                          | EverQuote Inc                                                                    | CUSIP: 30041R108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-9252.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Everspin Technologies Inc                              | Everspin Technologies Inc                                                        | CUSIP: 30041T104<br>LEI: 549300MNDRV7X6PEDF15 | Long             | EC               | CORP              | US        |         800 | NS      | $7032.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Evolv Technologies Holdings Inc                        | Evolv Technologies Holdings Inc                                                  | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       38500 | NS      | $232925.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Evommune Inc                                           | Evommune Inc                                                                     | CUSIP: 30054Y107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-2299.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Exagen Inc                                             | Exagen Inc                                                                       | CUSIP: 30068X103<br>LEI: 549300JV2CYDOME5OO17 | Long             | EC               | CORP              | US        |        1900 | NS      | $5700.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Exelixis Inc                                           | Exelixis Inc                                                                     | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |        5100 | NS      | $218739.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2024-5                                       | CUSIP: 30165BAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1414000 | PA      | $1444863.38    | 0.04%             | 2032-05-17      | Fixed         | 7.22%                 | No            | 2                  | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2025-5                                       | CUSIP: 30166VAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2482000 | PA      | $2435494.77    | 0.07%             | 2033-06-15      | Fixed         | 7.15%                 | No            | 2                  | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2025-1                                       | CUSIP: 30167MAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1974000 | PA      | $2017345.09    | 0.06%             | 2032-09-15      | Fixed         | 7.48%                 | No            | 2                  | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2024-1                                       | CUSIP: 30167PAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1426000 | PA      | $1466518.36    | 0.04%             | 2031-08-15      | Fixed         | 7.89%                 | No            | 2                  | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2026-1                                       | CUSIP: 30168HAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1590000 | PA      | $1531578.63    | 0.04%             | 2033-08-15      | Fixed         | 6.69%                 | No            | 2                  | On Loan: No      |
| F&G Annuities & Life Inc                               | F&G Annuities & Life Inc                                                         | CUSIP: 30190A104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -51 | NS      | $-1291.32      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FIGRE Trust                                            | FIGRE Trust 2025-HE1                                                             | CUSIP: 30191LAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      364000 | PA      | $371929.38     | 0.01%             | 2055-01-25      | Variable      | 8.53%                 | No            | 2                  | On Loan: No      |
| ExlService Holdings Inc                                | ExlService Holdings Inc                                                          | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |       19100 | NS      | $581595.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Expedia Group Inc                                      | Expedia Group Inc                                                                | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Short            | EC               | CORP              | US        |      -10001 | NS      | $-2309130.89   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| eXp World Holdings Inc                                 | eXp World Holdings Inc                                                           | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Short            | EC               | CORP              | US        |        -100 | NS      | $-599.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Expeditors International of Washington Inc             | Expeditors International of Washington Inc                                       | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Short            | EC               | CORP              | US        |        -670 | NS      | $-95964.10     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Exponent Inc                                           | Exponent Inc                                                                     | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |        4700 | NS      | $306675.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Express Inc                                            | Express Inc                                                                      | CUSIP: 30219E202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           0 | NS      | $-3.03         | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| Expensify Inc                                          | Expensify Inc                                                                    | CUSIP: 30219Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5300 | NS      | $4610.49       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Extra Space Storage Inc                                | Extra Space Storage Inc                                                          | CUSIP: 30225T102<br>LEI: N/A                  | Short            | EC               |  | US        |       -6900 | NS      | $-904797.00    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| EZCORP Inc                                             | EZCORP Inc                                                                       | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |       12900 | NS      | $327402.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp                                       | Exxon Mobil Corp                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Short            | EC               | CORP              | US        |      -83324 | NS      | $-14136749.84  | -0.39%            |  |  |  | No            | 1                  | On Loan: No      |
| EyePoint Inc                                           | EyePoint Inc                                                                     | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |         200 | NS      | $2578.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hyperion DeFi Inc                                      | Hyperion DeFi Inc                                                                | CUSIP: 30234E203<br>LEI: 254900YW7J8L89CICF84 | Long             | EC               | CORP              | US        |          49 | NS      | $169.05        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Exzeo Group Inc                                        | Exzeo Group Inc                                                                  | CUSIP: 30234F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14243 | NS      | $208944.81     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FMC Corp                                               | FMC Corp                                                                         | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |        6300 | NS      | $108486.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flywire Corp                                           | Flywire Corp                                                                     | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |       74527 | NS      | $867494.28     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Flywire Corp                                           | Flywire Corp                                                                     | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Short            | EC               | CORP              | US        |        -700 | NS      | $-8148.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FIGRE Trust                                            | FIGRE Trust 2026-HE1                                                             | CUSIP: 30249NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      348000 | PA      | $346646.98     | 0.01%             | 2056-01-25      | Variable      | 6.76%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                            | FIGRE Trust 2026-HE1                                                             | CUSIP: 30249NAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $248984.25     | 0.01%             | 2056-01-25      | Variable      | 7.90%                 | No            | 2                  | On Loan: No      |
| FNB Corp/PA                                            | FNB Corp/PA                                                                      | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |       25600 | NS      | $428032.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FNB Corp/PA                                            | FNB Corp/PA                                                                      | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Short            | EC               | CORP              | US        |      -16780 | NS      | $-280561.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| FB Financial Corp                                      | FB Financial Corp                                                                | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       36730 | NS      | $1907756.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Figs Inc                                               | Figs Inc                                                                         | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8600 | NS      | $127022.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FS KKR Capital Corp                                    | FS KKR Capital Corp                                                              | CUSIP: 302635206<br>LEI: 549300TYRSI1T21B1360 | Short            | EC               | CORP              | US        |        -900 | NS      | $-9162.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FS Bancorp Inc                                         | FS Bancorp Inc                                                                   | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $3859.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FRP Holdings Inc                                       | FRP Holdings Inc                                                                 | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $6564.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms Inc                                     | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        4689 | NS      | $2682717.57    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| FactSet Research Systems Inc                           | FactSet Research Systems Inc                                                     | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Short            | EC               | CORP              | US        |        -832 | NS      | $-180535.68    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FTC Solar Inc                                          | FTC Solar Inc                                                                    | CUSIP: 30320C103<br>LEI: 5493009MODNZ2HMPX761 | Long             | EC               | CORP              | US        |           0 | NS      | $164.16        | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| FTC Solar Inc                                          | FTC Solar Inc                                                                    | CUSIP: 30320C301<br>LEI: 5493009MODNZ2HMPX761 | Short            | EC               | CORP              | US        |       -1734 | NS      | $-6554.52      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fair Isaac Corp                                        | Fair Isaac Corp                                                                  | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         349 | NS      | $372571.46     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Faraday Future Intelligent Electric Inc                | Faraday Future Intelligent Electric Inc                                          | CUSIP: 307359885<br>LEI: 529900523LWWEU2Z9V55 | Short            | EC               | CORP              | US        |      -65700 | NS      | $-18054.36     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Farmers National Banc Corp                             | Farmers National Banc Corp                                                       | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $1316.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Farmland Partners Inc                                  | Farmland Partners Inc                                                            | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               |  | US        |        6100 | NS      | $68503.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fastly Inc                                             | Fastly Inc                                                                       | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |       33300 | NS      | $967698.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Fate Therapeutics Inc                                  | Fate Therapeutics Inc                                                            | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |       25500 | NS      | $30600.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fastenal Co                                            | Fastenal Co                                                                      | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Short            | EC               | CORP              | US        |      -38878 | NS      | $-1803939.20   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Freddiemac Strip                                       | Freddie Mac Strips                                                               | CUSIP: 31325UES1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7327648 | PA      | $1367610.17    | 0.04%             | 2043-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                                | CUSIP: 3136B9X93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    27833788 | PA      | $5377599.15    | 0.15%             | 2044-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                                | CUSIP: 3136BBTX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9195012 | PA      | $1905280.04    | 0.05%             | 2050-09-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                                | CUSIP: 3136BJDJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    22563208 | PA      | $3794657.79    | 0.11%             | 2051-10-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                                | CUSIP: 3136BLK90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    23126844 | PA      | $2361297.02    | 0.07%             | 2052-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                                | CUSIP: 3136BVAB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    53863719 | PA      | $4101237.45    | 0.11%             | 2055-03-25      | Floating      | 3.39%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                        | Fannie Mae Interest Strip                                                        | CUSIP: 3136FLFH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10155027 | PA      | $1585900.46    | 0.04%             | 2042-04-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BLN38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      134940 | PA      | $13.49         | 0.00%             | 2043-10-25      | Variable      | 3.77%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BTUP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14957019 | PA      | $8450.72       | 0.00%             | 2026-11-25      | Variable      | 0.15%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F62Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      652000 | PA      | $64713.61      | 0.00%             | 2048-10-25      | Variable      | 2.69%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F84K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $100678.00     | 0.00%             | 2049-01-25      | Variable      | 2.63%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FCLF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    83073610 | PA      | $313270.58     | 0.01%             | 2027-11-25      | Variable      | 0.28%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FDEU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    29826157 | PA      | $402175.90     | 0.01%             | 2032-11-25      | Variable      | 0.28%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FKJF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $54500.00      | 0.00%             | 2045-12-25      | Variable      | 2.31%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMCP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9819672 | PA      | $1288989.07    | 0.04%             | 2031-01-25      | Variable      | 4.04%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNAH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9297000 | PA      | $579593.57     | 0.02%             | 2047-08-25      | Variable      | 2.10%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNB25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    24334226 | PA      | $885668.51     | 0.02%             | 2029-06-25      | Variable      | 1.58%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPHY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    36310741 | PA      | $1262488.15    | 0.03%             | 2029-08-25      | Variable      | 1.26%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPHZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5393010 | PA      | $586942.82     | 0.02%             | 2029-08-25      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQ3J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5935000 | PA      | $489738.40     | 0.01%             | 2032-10-25      | Variable      | 2.72%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQKF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $61609.00      | 0.00%             | 2046-12-25      | Variable      | 1.89%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWGA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $105020.00     | 0.00%             | 2048-09-25      | Variable      | 2.95%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXQS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1525000 | PA      | $155725.38     | 0.00%             | 2048-09-25      | Variable      | 2.73%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FYUM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $114459.00     | 0.00%             | 2031-04-25      | Variable      | 2.78%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H74D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $152210.00     | 0.00%             | 2050-04-25      | Variable      | 3.14%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                               | CUSIP: 3137HABC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12497010 | PA      | $1900232.89    | 0.05%             | 2051-10-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                               | CUSIP: 3137HQVG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    44294000 | PA      | $7928758.88    | 0.22%             | 2053-11-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                        | Fannie Mae Interest Strip                                                        | CUSIP: 31395QSV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8274743 | PA      | $1584050.69    | 0.04%             | 2042-07-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FedEx Corp                                             | FedEx Corp                                                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-356180.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Femasys Inc                                            | Femasys Inc                                                                      | CUSIP: 31447E105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8600 | NS      | $-3613.70      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ferguson Enterprises Inc                               | Ferguson Enterprises Inc                                                         | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Short            | EC               | CORP              | US        |       -5470 | NS      | $-1275932.20   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Fermi Inc                                              | Fermi Inc                                                                        | CUSIP: 314911108<br>LEI: 529900TSHBYBCFMYZ228 | Short            | EC               |  | US        |       -1700 | NS      | $-9928.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| F5 Inc                                                 | F5 Inc                                                                           | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Short            | EC               | CORP              | US        |        -247 | NS      | $-71464.51     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kyntra Bio Inc                                         | Kyntra Bio Inc                                                                   | CUSIP: 31572Q881<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |         185 | NS      | $1254.30       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fibrobiologics Inc                                     | Fibrobiologics Inc                                                               | CUSIP: 31573L105<br>LEI: 5493000KQEGHXVWRMZ92 | Short            | EC               | CORP              | US        |         -95 | NS      | $-125.40       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity National Information Services Inc             | Fidelity National Information Services Inc                                       | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       56532 | NS      | $2651916.12    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity National Information Services Inc             | Fidelity National Information Services Inc                                       | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Short            | EC               | CORP              | US        |      -57900 | NS      | $-2716089.00   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity National Financial Inc                        | Fidelity National Financial Inc                                                  | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Short            | EC               | CORP              | US        |        -945 | NS      | $-43829.10     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fifth Third Bancorp                                    | Fifth Third Bancorp                                                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Short            | EC               | CORP              | US        |         -86 | NS      | $-3995.56      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Figma Inc                                              | Figma Inc                                                                        | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Long             | EC               | CORP              | US        |       74300 | NS      | $1570702.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| FIGRE Trust                                            | FIGRE Trust 2024-HE5                                                             | CUSIP: 31684FAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      251000 | PA      | $257276.76     | 0.01%             | 2054-10-25      | Variable      | 8.63%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                            | FIGRE Trust 2025-HE2                                                             | CUSIP: 31684KAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      506000 | PA      | $521860.57     | 0.01%             | 2055-03-25      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                            | FIGRE Trust 2025-HE5                                                             | CUSIP: 31684MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      415000 | PA      | $425013.12     | 0.01%             | 2055-08-25      | Variable      | 8.17%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                            | FIGRE Trust 2024-HE4                                                             | CUSIP: 31684UAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      251000 | PA      | $258454.95     | 0.01%             | 2054-09-25      | Variable      | 8.48%                 | No            | 2                  | On Loan: No      |
| Financial Institutions Inc                             | Financial Institutions Inc                                                       | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $15855.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FingerMotion Inc                                       | FingerMotion Inc                                                                 | CUSIP: 31788K108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3725 | NS      | $-3706.47      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Firefly Neuroscience Inc                               | Firefly Neuroscience Inc                                                         | CUSIP: 317970101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4159 | NS      | $-9066.62      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FinVolution Group                                      | FinVolution Group                                                                | CUSIP: 31810T101<br>LEI: 3003000RAVUT809U6P08 | Short            | EC               | CORP              | KY        |       -3300 | NS      | $-15807.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Firefly Aerospace Inc                                  | Firefly Aerospace Inc                                                            | CUSIP: 31816X106<br>LEI: 529900JPYLDP30163X55 | Short            | EC               | CORP              | US        |       -5700 | NS      | $-162279.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| First Advantage Corp                                   | First Advantage Corp                                                             | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Short            | EC               | CORP              | US        |        -586 | NS      | $-6891.36      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| First American Financial Corp                          | First American Financial Corp                                                    | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Short            | EC               | CORP              | US        |        -922 | NS      | $-55587.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| First BanCorp/Puerto Rico                              | First BanCorp/Puerto Rico                                                        | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |         500 | NS      | $10680.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Bank/Hamilton NJ                                 | First Bank/Hamilton NJ                                                           | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |         200 | NS      | $3200.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Busey Corp                                       | First Busey Corp                                                                 | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |          33 | NS      | $833.91        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Commonwealth Financial Corp                      | First Commonwealth Financial Corp                                                | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |         500 | NS      | $8790.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Community Corp/SC                                | First Community Corp/SC                                                          | CUSIP: 319835104<br>LEI: 549300TC167ECI9SMC70 | Long             | EC               | CORP              | US        |        1000 | NS      | $29230.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Community Bankshares Inc                         | First Community Bankshares Inc                                                   | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $8304.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Corp                                   | First Financial Corp                                                             | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $6320.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Foundation Inc                                   | First Foundation Inc                                                             | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |      381162 | NS      | $2248855.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| First Horizon Corp                                     | First Horizon Corp                                                               | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      733549 | NS      | $16695575.24   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| First Hawaiian Inc                                     | First Hawaiian Inc                                                               | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |        1300 | NS      | $32032.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Hawaiian Inc                                     | First Hawaiian Inc                                                               | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Short            | EC               | CORP              | US        |      -65779 | NS      | $-1620794.56   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| First Horizon Alternative Mortgage Securities          | First Horizon Alternative Mortgage Securities Trust 2006-FA8                     | CUSIP: 32052DAC5<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |      731037 | PA      | $188901.49     | 0.01%             | 2037-02-25      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| First Horizon Alternative Mortgage Securities          | First Horizon Alternative Mortgage Securities Trust 2007-FA2                     | CUSIP: 32053LAB8<br>LEI: 549300PO80CHJL6XUB79 | Long             | ABS-MBS          | CORP              | US        |      952637 | PA      | $215294.97     | 0.01%             | 2037-04-25      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| 1stdibs.com Inc                                        | 1stdibs.com Inc                                                                  | CUSIP: 320551104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3200 | NS      | $17600.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Internet Bancorp                                 | First Internet Bancorp                                                           | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |         200 | NS      | $4076.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Interstate BancSystem Inc                        | First Interstate BancSystem Inc                                                  | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |       22063 | NS      | $736904.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Calidi Biotherapeutics Inc                             | Calidi Biotherapeutics Inc                                                       | CUSIP: 320703408<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -16 | NS      | $-3.82         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| First Majestic Silver Corp                             | First Majestic Silver Corp                                                       | CUSIP: 32076V103<br>LEI: 529900PWCU5DUH1DYR51 | Short            | EC               | CORP              | CA        |        -520 | NS      | $-11169.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| First Merchants Corp                                   | First Merchants Corp                                                             | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |         100 | NS      | $3873.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Solar Inc                                        | First Solar Inc                                                                  | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |         100 | NS      | $19726.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Watch Restaurant Group Inc                       | First Watch Restaurant Group Inc                                                 | CUSIP: 33748L101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -199 | NS      | $-2085.52      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| First Western Financial Inc                            | First Western Financial Inc                                                      | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |       35704 | NS      | $877604.32     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| FirstService Corp                                      | FirstService Corp                                                                | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Short            | EC               | CORP              | CA        |        -100 | NS      | $-13894.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Firstsun Capital Bancorp                               | Firstsun Capital Bancorp                                                         | CUSIP: 33767U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $21876.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Firstsun Capital Bancorp                               | Firstsun Capital Bancorp                                                         | CUSIP: 33767U107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -222 | NS      | $-8094.12      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fiserv Inc                                             | Fiserv Inc                                                                       | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Short            | EC               | CORP              | US        |      -16599 | NS      | $-926224.20    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Five Below Inc                                         | Five Below Inc                                                                   | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |        6107 | NS      | $1395327.36    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Five9 Inc                                              | Five9 Inc                                                                        | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |        1800 | NS      | $27306.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flatiron CLO Ltd                                       | Flatiron CLO 32 Ltd                                                              | CUSIP: 33882RAL8<br>LEI: 254900C27X485MIHBY47 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $487833.50     | 0.01%             | 2038-10-22      | Floating      | 7.77%                 | No            | 2                  | On Loan: No      |
| Floor & Decor Holdings Inc                             | Floor & Decor Holdings Inc                                                       | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Short            | EC               | CORP              | US        |        -300 | NS      | $-15240.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Flowco Holdings Inc                                    | Flowco Holdings Inc                                                              | CUSIP: 342909108<br>LEI: 529900837MXVPIR9FZ68 | Long             | EC               | CORP              | US        |        6195 | NS      | $127617.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flowco Holdings Inc                                    | Flowco Holdings Inc                                                              | CUSIP: 342909108<br>LEI: 529900837MXVPIR9FZ68 | Short            | EC               | CORP              | US        |        -200 | NS      | $-4120.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Flotek Industries Inc                                  | Flotek Industries Inc                                                            | CUSIP: 343389409<br>LEI: 549300TF60OEK4FPPC44 | Short            | EC               | CORP              | US        |        -100 | NS      | $-1697.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fluor Corp                                             | Fluor Corp                                                                       | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Short            | EC               | CORP              | US        |        -900 | NS      | $-41985.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Flowers Foods Inc                                      | Flowers Foods Inc                                                                | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |        1200 | NS      | $9780.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fluence Energy Inc                                     | Fluence Energy Inc                                                               | CUSIP: 34379V103<br>LEI: 25490043LHZ97BT5PP29 | Long             | EC               | CORP              | US        |       29100 | NS      | $400416.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Standard BioTools Inc                                  | Standard BioTools Inc                                                            | CUSIP: 34385P108<br>LEI: 549300GX8Y96GSB6YP89 | Short            | EC               | CORP              | US        |      -14500 | NS      | $-13329.86     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Flushing Financial Corp                                | Flushing Financial Corp                                                          | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7300 | NS      | $112128.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FLY-E Group Inc                                        | FLY-E Group Inc                                                                  | CUSIP: 343927307<br>LEI: N/A                  | Short            | EC               | CORP              | US        |          -2 | NS      | $-4.20         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| flyExclusive Inc                                       | flyExclusive Inc                                                                 | CUSIP: 343928107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1300 | NS      | $-2938.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Flux Power Holdings Inc                                | Flux Power Holdings Inc                                                          | CUSIP: 344057302<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-321.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Foghorn Therapeutics Inc                               | Foghorn Therapeutics Inc                                                         | CUSIP: 344174107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-1912.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Foremost Clean Energy Ltd                              | Foremost Clean Energy Ltd                                                        | CUSIP: 34547F105<br>LEI: 254900WZMB2G5CQ0LA13 | Short            | EC               | CORP              | CA        |        -200 | NS      | $-352.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Foresight Autonomous Holdings Ltd                      | Foresight Autonomous Holdings Ltd                                                | CUSIP: 345523401<br>LEI: 5299005KAEJOQ73AME77 | Short            | EC               | CORP              | IL        |        -104 | NS      | $-258.96       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Forestar Group Inc                                     | Forestar Group Inc                                                               | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |        1100 | NS      | $26884.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Forgent Power Solutions Inc                            | Forgent Power Solutions Inc                                                      | CUSIP: 34631F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9144 | NS      | $267644.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Form Technologies LLC                                  | Form Technologies LLC 2025 Term Loan                                             | CUSIP: 34634FAF6<br>LEI: X7KHAIMGSSPZ1XIJIL51 | Long             | LON              | CORP              | US        |     2183748 | PA      | $1976291.55    | 0.05%             | 2030-07-19      | Floating      | 9.42%                 | No            | 2                  | On Loan: No      |
| FormFactor Inc                                         | FormFactor Inc                                                                   | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |         500 | NS      | $48495.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Forrester Research Inc                                 | Forrester Research Inc                                                           | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |        1500 | NS      | $8490.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fort Washington CLO                                    | Fort Washington CLO 2021-2 LTD                                                   | CUSIP: 34918TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1421791.50    | 0.04%             | 2034-10-20      | Floating      | 10.54%                | No            | 2                  | On Loan: No      |
| Figure Technology Solutions Inc                        | Figure Technology Solutions Inc                                                  | CUSIP: 349381103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8390 | NS      | $284840.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Figure Technology Solutions Inc                        | Figure Technology Solutions Inc                                                  | CUSIP: 349381103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1700 | NS      | $-57715.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fortis Inc/Canada                                      | Fortis Inc/Canada                                                                | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |         200 | NS      | $11158.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortinet Inc                                           | Fortinet Inc                                                                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Short            | EC               | CORP              | US        |          -5 | NS      | $-408.60       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fortress Biotech Inc                                   | Fortress Biotech Inc                                                             | CUSIP: 34960Q307<br>LEI: 529900DZUWSYUURECK24 | Long             | EC               | CORP              | US        |          20 | NS      | $55.80         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Forte Biosciences Inc                                  | Forte Biosciences Inc                                                            | CUSIP: 34962G208<br>LEI: 529900Z84WFDHPS3JP76 | Short            | EC               | CORP              | US        |        -371 | NS      | $-9608.90      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fortune Brands Innovations Inc                         | Fortune Brands Innovations Inc                                                   | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Short            | EC               | CORP              | US        |       -2174 | NS      | $-84720.78     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fortrea Holdings Inc                                   | Fortrea Holdings Inc                                                             | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Short            | EC               | CORP              | US        |        -900 | NS      | $-8478.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Forum Energy Technologies Inc                          | Forum Energy Technologies Inc                                                    | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |         800 | NS      | $46928.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Forward Air Corp                                       | Forward Air Corp                                                                 | CUSIP: 34986A104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3100 | NS      | $-51801.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fossil Group Inc                                       | Fossil Group Inc                                                                 | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |        9800 | NS      | $42238.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Forward Industries Inc                                 | Forward Industries Inc                                                           | CUSIP: 349932103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-886.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fortuna Mining Corp                                    | Fortuna Mining Corp                                                              | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Long             | EC               | CORP              | CA        |        7600 | NS      | $75468.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Four Corners Property Trust Inc                        | Four Corners Property Trust Inc                                                  | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |       20800 | NS      | $491920.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| 4D Molecular Therapeutics Inc                          | 4D Molecular Therapeutics Inc                                                    | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $1862.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fox Corp                                               | Fox Corp                                                                         | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-70080.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fox Factory Holding Corp                               | Fox Factory Holding Corp                                                         | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Short            | EC               | CORP              | US        |        -900 | NS      | $-14814.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fractyl Health Inc                                     | Fractyl Health Inc                                                               | CUSIP: 35168W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10900 | NS      | $4990.02       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Franco-Nevada Corp                                     | Franco-Nevada Corp                                                               | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |        6000 | NS      | $1482300.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin BSP Realty Trust Inc                          | Franklin BSP Realty Trust Inc                                                    | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Short            | EC               |  | US        |       -1300 | NS      | $-11037.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Covey Co                                      | Franklin Covey Co                                                                | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $9474.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Electric Co Inc                               | Franklin Electric Co Inc                                                         | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |        2200 | NS      | $202774.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Street Properties Corp                        | Franklin Street Properties Corp                                                  | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               |  | US        |         300 | NS      | $199.35        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Freeport-McMoRan Inc                                   | Freeport-McMoRan Inc                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       18201 | NS      | $1069854.78    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| FreightCar America Inc                                 | FreightCar America Inc                                                           | CUSIP: 357023100<br>LEI: 254900UEML23YM2EQB31 | Long             | EC               | CORP              | US        |         200 | NS      | $1594.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Frequency Electronics Inc                              | Frequency Electronics Inc                                                        | CUSIP: 358010106<br>LEI: 549300S56SO2JB5JBE31 | Long             | EC               | CORP              | US        |         300 | NS      | $13278.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Freshpet Inc                                           | Freshpet Inc                                                                     | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Short            | EC               | CORP              | US        |       -1500 | NS      | $-88440.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Freshworks Inc                                         | Freshworks Inc                                                                   | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |         600 | NS      | $4818.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| T1 Energy Inc                                          | T1 Energy Inc                                                                    | CUSIP: 35834F104<br>LEI: 529900H0645VFXNMJ693 | Long             | EC               | CORP              | US        |       58500 | NS      | $256815.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Frontdoor Inc                                          | Frontdoor Inc                                                                    | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Short            | EC               | CORP              | US        |        -300 | NS      | $-15858.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Frontier Group Holdings Inc                            | Frontier Group Holdings Inc                                                      | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               | CORP              | US        |       14600 | NS      | $51538.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Frontier Nuclear and Minerals Inc                      | Frontier Nuclear and Minerals Inc                                                | CUSIP: 359134103<br>LEI: 9845007A7BEFFO969031 | Short            | EC               | CORP              | CA        |       -2600 | NS      | $-7306.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fuel Tech Inc                                          | Fuel Tech Inc                                                                    | CUSIP: 359523107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1000 | NS      | $1220.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FuelCell Energy Inc                                    | FuelCell Energy Inc                                                              | CUSIP: 35952H700<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |        7521 | NS      | $49112.13      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FTAI Infrastructure Inc                                | FTAI Infrastructure Inc                                                          | CUSIP: 35953C106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -19400 | NS      | $-95836.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| fuboTV Inc                                             | fuboTV Inc                                                                       | CUSIP: 35953D401<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2354 | NS      | $-22268.84     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fulcrum Therapeutics Inc                               | Fulcrum Therapeutics Inc                                                         | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $3835.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fulgent Genetics Inc                                   | Fulgent Genetics Inc                                                             | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |        2600 | NS      | $41340.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Full House Resorts Inc                                 | Full House Resorts Inc                                                           | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Short            | EC               | CORP              | US        |       -2600 | NS      | $-5850.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Full Truck Alliance Co Ltd                             | Full Truck Alliance Co Ltd                                                       | CUSIP: 35969L108<br>LEI: 984500884LB1DP8DAC57 | Short            | EC               | CORP              | KY        |       -5400 | NS      | $-44820.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Funko Inc                                              | Funko Inc                                                                        | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Short            | EC               | CORP              | US        |        -400 | NS      | $-1260.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FutureFuel Corp                                        | FutureFuel Corp                                                                  | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |        5000 | NS      | $19250.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Futu Holdings Ltd                                      | Futu Holdings Ltd                                                                | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Short            | EC               | CORP              | KY        |       -1300 | NS      | $-177788.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fusemachines Inc                                       | Fusemachines Inc                                                                 | CUSIP: 36118R103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-94.82        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intelligent Bio Solutions Inc                          | Intelligent Bio Solutions Inc                                                    | CUSIP: 36151G709<br>LEI: 549300JIQ6MVR4PC5311 | Short            | EC               | CORP              | US        |         -30 | NS      | $-100.35       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GCI Liberty Inc                                        | GCI Liberty Inc                                                                  | CUSIP: 36164V800<br>LEI: 5493003JDENERRDYFN86 | Long             | EC               | CORP              | US        |         300 | NS      | $11163.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GEE Group Inc                                          | GEE Group Inc                                                                    | CUSIP: 36165A102<br>LEI: 549300FHWV21VESO1Y46 | Long             | EC               | CORP              | US        |        5200 | NS      | $1248.52       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GDS Holdings Ltd                                       | GDS Holdings Ltd                                                                 | CUSIP: 36165L108<br>LEI: 391200MGV8DDCHTN2R77 | Short            | EC               | CORP              | KY        |        -200 | NS      | $-8058.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GFL Environmental Inc                                  | GFL Environmental Inc                                                            | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |         200 | NS      | $8344.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GSAA Home Equity Trust                                 | GSAA Home Equity Trust 2004-5                                                    | CUSIP: 36228F5J1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      294105 | PA      | $252263.21     | 0.01%             | 2034-06-25      | Variable      | 4.28%                 | No            | 2                  | On Loan: No      |
| GRI Bio Inc                                            | GRI Bio Inc                                                                      | CUSIP: 3622AW502<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -101 | NS      | $-231.29       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GSAA Home Equity Trust                                 | GSAA Home Equity Trust 2006-6                                                    | CUSIP: 362334ME1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750958 | PA      | $210009.99     | 0.01%             | 2036-03-25      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| GSAA Home Equity Trust                                 | GSAA Trust                                                                       | CUSIP: 362341AS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      323946 | PA      | $267722.25     | 0.01%             | 2035-05-25      | Variable      | 5.36%                 | No            | 2                  | On Loan: No      |
| GSR Mortgage Loan Trust                                | GSR Mortgage Loan Trust 2005-AR6                                                 | CUSIP: 362341SG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      251900 | PA      | $207905.20     | 0.01%             | 2035-09-25      | Variable      | 5.44%                 | No            | 2                  | On Loan: No      |
| GSAA Home Equity Trust                                 | GSAA Home Equity Trust 2006-8                                                    | CUSIP: 362348AT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1527000 | PA      | $287607.40     | 0.01%             | 2036-05-25      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2014-GC24                                           | CUSIP: 36253GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       40190 | PA      | $39695.04      | 0.00%             | 2047-09-10      | Variable      | 4.30%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2014-GC24                                           | CUSIP: 36253GAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      303000 | PA      | $269028.55     | 0.01%             | 2047-09-10      | Variable      | 4.32%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2017-GS8                                            | CUSIP: 36254KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1593000 | PA      | $1283386.11    | 0.04%             | 2050-11-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2019-GC40                                           | CUSIP: 36257HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2219000 | PA      | $76300.32      | 0.00%             | 2052-07-10      | Variable      | 1.23%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Corp Trust 2020-DUNE                                      | CUSIP: 36258BAE8<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    15243000 | PA      | $152.43        | 0.00%             | 2036-12-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| GPS HOSPITALITY HOLDING                                | GPS Hospitality Holding Co LLC / GPS Finco Inc                                   | CUSIP: 36262BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4829000 | PA      | $2342065.00    | 0.06%             | 2028-08-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| GXO Logistics Inc                                      | GXO Logistics Inc                                                                | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Short            | EC               | CORP              | US        |        -800 | NS      | $-41480.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Corp Trust 2021-ROSS                                      | CUSIP: 36264YAN0<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |     1019000 | PA      | $641120.15     | 0.02%             | 2026-05-15      | Floating      | 7.84%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Corp Trust 2021-ROSS                                      | CUSIP: 36264YAQ3<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $458375.00     | 0.01%             | 2026-05-15      | Floating      | 8.59%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Corp Trust 2021-ROSS                                      | CUSIP: 36264YAS9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $136503.00     | 0.00%             | 2026-05-15      | Floating      | 9.84%                 | No            | 2                  | On Loan: No      |
| GE HealthCare Technologies Inc                         | GE HealthCare Technologies Inc                                                   | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Short            | EC               | CORP              | US        |      -49500 | NS      | $-3523410.00   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Gain Therapeutics Inc                                  | Gain Therapeutics Inc                                                            | CUSIP: 36269B105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4900 | NS      | $-9506.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2024-4                                         | CUSIP: 36270YAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1666000 | PA      | $1704123.08    | 0.05%             | 2031-08-15      | Fixed         | 7.51%                 | No            | 2                  | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2025-1                                         | CUSIP: 36271KAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1045000 | PA      | $1071177.25    | 0.03%             | 2032-03-15      | Fixed         | 7.19%                 | No            | 2                  | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2025-4                                         | CUSIP: 36273HAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1153000 | PA      | $1154980.85    | 0.03%             | 2032-12-15      | Fixed         | 7.17%                 | No            | 2                  | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2026-1                                         | CUSIP: 36274AAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      403000 | PA      | $393977.23     | 0.01%             | 2033-03-15      | Fixed         | 6.51%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                    | GS Mortgage-Backed Securities Trust 2026-CES1                                    | CUSIP: 36277LAE3<br>LEI: 2549005U12N6A8G3H936 | Long             | ABS-MBS          | CORP              | US        |      251000 | PA      | $249181.51     | 0.01%             | 2056-05-25      | Variable      | 6.52%                 | No            | 2                  | On Loan: No      |
| Galaxy Digital Inc                                     | Galaxy Digital Inc                                                               | CUSIP: 36317J209<br>LEI: 9845001C4070E5N07806 | Long             | EC               | CORP              | US        |      157009 | NS      | $2896816.05    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Galaxy Digital Inc                                     | Galaxy Digital Inc                                                               | CUSIP: 36317J209<br>LEI: 9845001C4070E5N07806 | Short            | EC               | CORP              | US        |       -4600 | NS      | $-84870.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Galaxy CLO Ltd                                         | Galaxy 31 Clo Ltd                                                                | CUSIP: 36320KAG7<br>LEI: 549300XTB6S9P2VMDV60 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $951392.00     | 0.03%             | 2038-07-15      | Floating      | 9.17%                 | No            | 2                  | On Loan: No      |
| GALECTIN THERAPEUTICS INC                              | GALECTIN THERAPEUTICS INC                                                        | CUSIP: 363225129<br>LEI: 5299004HFYSAZM2ALW85 | N/A              | DE               |  | US        |       -1340 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Galectin Therapeutics Inc                              | Galectin Therapeutics Inc                                                        | CUSIP: 363225202<br>LEI: 5299004HFYSAZM2ALW85 | Long             | EC               | CORP              | US        |        1100 | NS      | $3069.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Galiano Gold Inc                                       | Galiano Gold Inc                                                                 | CUSIP: 36352H100<br>LEI: 529900V13XJFM0VPGC86 | Long             | EC               | CORP              | CA        |       10500 | NS      | $26355.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arthur J Gallagher & Co                                | Arthur J Gallagher & Co                                                          | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Short            | EC               | CORP              | US        |        -360 | NS      | $-77968.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GameSquare Holding, Inc.                               | GAMESQUARE HOLDINGS INC                                                          | CUSIP: 000000000<br>LEI: 894500NUPDOV8GTVN566 | Short            | EC               | CORP              | CA        |      -27100 | NS      | $-7317.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gap Inc/The                                            | Gap Inc/The                                                                      | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |         700 | NS      | $16940.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Garnet CLO Ltd                                         | Garnet CLO 2 Ltd                                                                 | CUSIP: 36626EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $950068.00     | 0.03%             | 2038-10-20      | Floating      | 9.33%                 | No            | 2                  | On Loan: No      |
| Gartner Inc                                            | Gartner Inc                                                                      | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        2020 | NS      | $319846.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Gartner Inc                                            | Gartner Inc                                                                      | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Short            | EC               | CORP              | US        |       -1196 | NS      | $-189374.64    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| GE Vernova Inc                                         | GE Vernova Inc                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        1240 | NS      | $1082396.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| GE Vernova Inc                                         | GE Vernova Inc                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Short            | EC               | CORP              | US        |        -269 | NS      | $-234810.10    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| GCM Grosvenor Inc                                      | GCM Grosvenor Inc                                                                | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       50804 | NS      | $497879.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Gemini Space Station Inc                               | Gemini Space Station Inc                                                         | CUSIP: 36866J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3359 | NS      | $14846.78      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gemini Space Station Inc                               | Gemini Space Station Inc                                                         | CUSIP: 36866J105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2000 | NS      | $-8840.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Genelux Corp                                           | Genelux Corp                                                                     | CUSIP: 36870H103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-726.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Generac Holdings Inc                                   | Generac Holdings Inc                                                             | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |         694 | NS      | $135559.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| General Mills Inc                                      | General Mills Inc                                                                | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Short            | EC               | CORP              | US        |        -100 | NS      | $-3722.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| General Motors Co                                      | General Motors Co                                                                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       30225 | NS      | $2251762.50    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Generate Biomedicines Inc                              | Generate Biomedicines Inc                                                        | CUSIP: 370920100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17700 | NS      | $221250.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Generation Income Properties Inc                       | Generation Income Properties Inc                                                 | CUSIP: 37149D204<br>LEI: 549300Q3Z5VFIWPCNS82 | Short            | EC               |  | US        |        -400 | NS      | $-102.72       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Genmab A/S                                             | Genmab A/S                                                                       | CUSIP: 372303206<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |        1900 | NS      | $50977.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Genprex Inc                                            | Genprex Inc                                                                      | CUSIP: 372446302<br>LEI: 549300KS9771JZ234890 | Short            | EC               | CORP              | US        |        -700 | NS      | $-1267.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Genuine Parts Co                                       | Genuine Parts Co                                                                 | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        2194 | NS      | $232015.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Genuine Parts Co                                       | Genuine Parts Co                                                                 | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Short            | EC               | CORP              | US        |      -13900 | NS      | $-1469925.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Genworth Financial Inc                                 | Genworth Financial Inc                                                           | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Short            | EC               | CORP              | US        |        -500 | NS      | $-4060.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gentherm Inc                                           | Gentherm Inc                                                                     | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |         100 | NS      | $2778.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gerdau SA                                              | Gerdau SA                                                                        | CUSIP: 373737105<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EC               | CORP              | BR        |       78980 | NS      | $285117.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Geron Corp                                             | Geron Corp                                                                       | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Short            | EC               | CORP              | US        |        -100 | NS      | $-149.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Getty Images Holdings Inc                              | Getty Images Holdings Inc                                                        | CUSIP: 374275105<br>LEI: 5299006106S5HZKYQM32 | Long             | EC               | CORP              | US        |          39 | NS      | $30.94         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Getty Realty Corp                                      | Getty Realty Corp                                                                | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |        6599 | NS      | $209848.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Gevo Inc                                               | Gevo Inc                                                                         | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Short            | EC               | CORP              | US        |       -5500 | NS      | $-15015.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences Inc                                    | Gilead Sciences Inc                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Short            | EC               | CORP              | US        |      -37008 | NS      | $-5157804.96   | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| Gildan Activewear Inc                                  | Gildan Activewear Inc                                                            | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Short            | EC               | CORP              | CA        |       -8700 | NS      | $-484155.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ginkgo Bioworks Holdings Inc                           | Ginkgo Bioworks Holdings Inc                                                     | CUSIP: 37611X209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -388 | NS      | $-2378.44      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gitlab Inc                                             | Gitlab Inc                                                                       | CUSIP: 37637K108<br>LEI: 9845004Y40FACG81ED49 | Long             | EC               | CORP              | US        |        5700 | NS      | $123348.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gitlab Inc                                             | Gitlab Inc                                                                       | CUSIP: 37637K108<br>LEI: 9845004Y40FACG81ED49 | Short            | EC               | CORP              | US        |       -1009 | NS      | $-21834.76     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gladstone Commercial Corp                              | Gladstone Commercial Corp                                                        | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               |  | US        |         100 | NS      | $1143.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gladstone Investment Corp                              | Gladstone Investment Corp                                                        | CUSIP: 376546107<br>LEI: 549300HFFTVIBC98Z362 | Long             | EC               | CORP              | US        |        3200 | NS      | $45440.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gladstone Land Corp                                    | Gladstone Land Corp                                                              | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               |  | US        |        8700 | NS      | $88740.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Glaukos Corp                                           | Glaukos Corp                                                                     | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Short            | EC               | CORP              | US        |        -200 | NS      | $-21532.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GSK PLC                                                | GSK PLC                                                                          | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Short            | EC               | CORP              | GB        |      -24602 | NS      | $-1357784.38   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Global Industrial Co                                   | Global Industrial Co                                                             | CUSIP: 37892E102<br>LEI: 5493000GO8Z3HEWCGE46 | Long             | EC               | CORP              | US        |         700 | NS      | $22064.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Globalstar Inc                                         | Globalstar Inc                                                                   | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Short            | EC               | CORP              | US        |       -2247 | NS      | $-149245.74    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Global Net Lease Inc                                   | Global Net Lease Inc                                                             | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               |  | US        |        5094 | NS      | $47679.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Payments Inc                                    | Global Payments Inc                                                              | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        6799 | NS      | $457572.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Payments Inc                                    | Global Payments Inc                                                              | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Short            | EC               | CORP              | US        |      -18401 | NS      | $-1238387.30   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Global Tel*Link Corporation                            | Global Tel*Link Corporation 2024 Term Loan                                       | CUSIP: 37959JAG6<br>LEI: 549300YI0BNF11FDQE44 | Long             | LON              | CORP              | US        |     5242835 | PA      | $5242835.04    | 0.15%             | 2029-08-06      | Floating      | 11.17%                | No            | 2                  | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2024-3                                         | CUSIP: 37989AAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      813000 | PA      | $820723.50     | 0.02%             | 2031-06-16      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2025-2                                         | CUSIP: 37989BAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1921000 | PA      | $1979423.37    | 0.05%             | 2032-06-15      | Fixed         | 7.73%                 | No            | 2                  | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2025-3                                         | CUSIP: 37989YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1400000 | PA      | $1382673.60    | 0.04%             | 2032-08-16      | Fixed         | 6.52%                 | No            | 2                  | On Loan: No      |
| GoDaddy Inc                                            | GoDaddy Inc                                                                      | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       27000 | NS      | $2232090.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Gogo Inc                                               | Gogo Inc                                                                         | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |        1700 | NS      | $6834.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gold Resource Corp                                     | Gold Resource Corp                                                               | CUSIP: 38068T105<br>LEI: 5299006MQBYLDAOI2D32 | Long             | EC               | CORP              | US        |        6300 | NS      | $7560.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gold Royalty Corp                                      | Gold Royalty Corp                                                                | CUSIP: 38071H106<br>LEI: 984500FC5D5B5YDB4B90 | Long             | EC               | CORP              | CA        |       26200 | NS      | $93796.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                | Goldentree Loan Management US Clo 15 Ltd                                         | CUSIP: 38139CAL1<br>LEI: 549300JGUKVX0EDNOJ93 | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $935831.00     | 0.03%             | 2038-10-20      | Floating      | 8.67%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                            | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Short            | EC               | CORP              | US        |       -4080 | NS      | $-3451639.20   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| GoldMining Inc                                         | GoldMining Inc                                                                   | CUSIP: 38149E101<br>LEI: 5493001ARXU0JC329006 | Short            | EC               | CORP              | CA        |       -2200 | NS      | $-2618.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust       | Goodleap Sustainable Home Solutions Trust 2023-3                                 | CUSIP: 38237CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      784617 | PA      | $764447.71     | 0.02%             | 2055-07-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust       | Goodleap Sustainable Home Solutions Trust 2023-3                                 | CUSIP: 38237CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      361000 | PA      | $211623.25     | 0.01%             | 2055-07-20      | Fixed         | 7.80%                 | No            | 2                  | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust       | GoodLeap Sustainable Home Solutions Trust 2022-3                                 | CUSIP: 38237TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      450306 | PA      | $405503.76     | 0.01%             | 2049-07-20      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| GoodRx Holdings Inc                                    | GoodRx Holdings Inc                                                              | CUSIP: 38246G108<br>LEI: 529900ATKYECI45EHV09 | Long             | EC               | CORP              | US        |         300 | NS      | $588.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goodyear Tire & Rubber Co/The                          | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Short            | EC               | CORP              | US        |      -37247 | NS      | $-246947.61    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| GoPro Inc                                              | GoPro Inc                                                                        | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Short            | EC               | CORP              | US        |        -100 | NS      | $-77.00        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gorman-Rupp Co/The                                     | Gorman-Rupp Co/The                                                               | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |         400 | NS      | $24852.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gossamer Bio Inc                                       | Gossamer Bio Inc                                                                 | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |       42300 | NS      | $13895.62      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38381N7E2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    21359532 | PA      | $4167842.70    | 0.12%             | 2052-06-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38383TWM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    16976931 | PA      | $3382178.24    | 0.09%             | 2052-06-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38384BY96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    23816548 | PA      | $1468028.19    | 0.04%             | 2053-07-20      | Floating      | 2.33%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38384DGP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    29058630 | PA      | $2516971.31    | 0.07%             | 2053-10-20      | Floating      | 3.33%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38384EEG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    54808080 | PA      | $2795431.32    | 0.08%             | 2053-08-20      | Floating      | 2.18%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38384HCK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    41217796 | PA      | $2495325.35    | 0.07%             | 2053-12-20      | Floating      | 2.18%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38384HTP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    20835634 | PA      | $1795573.29    | 0.05%             | 2054-01-20      | Floating      | 3.35%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38384JXU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    22046878 | PA      | $1308019.25    | 0.04%             | 2054-02-20      | Floating      | 2.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38384JXV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    22046878 | PA      | $1174503.35    | 0.03%             | 2054-02-20      | Floating      | 1.93%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38384XSD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    58986080 | PA      | $2918277.33    | 0.08%             | 2054-10-20      | Floating      | 1.78%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38385BQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    58844676 | PA      | $3792951.29    | 0.11%             | 2054-12-20      | Floating      | 2.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38385BQW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    51638127 | PA      | $2538943.45    | 0.07%             | 2053-05-20      | Floating      | 1.78%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38385J4C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    47296658 | PA      | $2279509.70    | 0.06%             | 2055-12-20      | Floating      | 1.83%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                         | CUSIP: 38385NKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   100000000 | PA      | $3206900.00    | 0.09%             | 2056-03-20      | Floating      | 1.35%                 | No            | 2                  | On Loan: No      |
| Grabagun Digital Holdings Inc                          | Grabagun Digital Holdings Inc                                                    | CUSIP: 38387Q105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1100 | NS      | $-3311.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Graco Inc                                              | Graco Inc                                                                        | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       70000 | NS      | $5925500.00    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| GrafTech International Ltd                             | GrafTech International Ltd                                                       | CUSIP: 384313607<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |         130 | NS      | $881.40        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GRAIL Inc                                              | GRAIL Inc                                                                        | CUSIP: 384747101<br>LEI: 2549009XSNESW3VE8024 | Short            | EC               | CORP              | US        |        -100 | NS      | $-5168.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| WW Grainger Inc                                        | WW Grainger Inc                                                                  | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Short            | EC               | CORP              | US        |         -27 | NS      | $-29451.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CONTRA ADR GRACELL BI                                  | CONTRA ADR GRACELL BI                                                            | CUSIP: 384CVR015<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        5000 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Gran Tierra Energy Inc                                 | Gran Tierra Energy Inc                                                           | CUSIP: 38500T200<br>LEI: 549300IH2S17MAIUCM32 | Long             | EC               | CORP              | US        |        1690 | NS      | $15159.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Granite Point Mortgage Trust Inc                       | Granite Point Mortgage Trust Inc                                                 | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               |  | US        |        5000 | NS      | $7250.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Granite Ridge Resources Inc                            | Granite Ridge Resources Inc                                                      | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |         100 | NS      | $587.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Graphic Packaging Holding Co                           | Graphic Packaging Holding Co                                                     | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10300 | NS      | $102382.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rithm Property Trust Inc                               | Rithm Property Trust Inc                                                         | CUSIP: 38983D854<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               |  | US        |         266 | NS      | $3561.74       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Great Lakes Dredge & Dock Corp                         | Great Lakes Dredge & Dock Corp                                                   | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |       11700 | NS      | $198900.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Great Southern Bancorp Inc                             | Great Southern Bancorp Inc                                                       | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |         100 | NS      | $6313.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Green Dot Corp                                         | Green Dot Corp                                                                   | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4600 | NS      | $51612.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Green Plains Inc                                       | Green Plains Inc                                                                 | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |       15000 | NS      | $246750.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Greenidge Generation Holdings Inc                      | Greenidge Generation Holdings Inc                                                | CUSIP: 39531G308<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -230 | NS      | $-253.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Greensky Home Improvement Issuer Trust                 | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1054660 | PA      | $1095527.38    | 0.03%             | 2059-06-25      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Greywolf CLO Ltd                                       | Greywolf CLO II Ltd                                                              | CUSIP: 398079BJ1<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $998276.00     | 0.03%             | 2034-04-15      | Floating      | 7.28%                 | No            | 2                  | On Loan: No      |
| American Healthcare REIT Inc                           | American Healthcare REIT Inc                                                     | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               |  | US        |        1000 | NS      | $47160.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Peakstone Realty Trust                                 | Peakstone Realty Trust                                                           | CUSIP: 39818P799<br>LEI: 549300EZQXWQI2YL1T80 | Short            | EC               |  | US        |        -100 | NS      | $-2089.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Griffon Corp                                           | Griffon Corp                                                                     | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Short            | EC               | CORP              | US        |        -100 | NS      | $-7268.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Groupon Inc                                            | Groupon Inc                                                                      | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Short            | EC               | CORP              | US        |         -78 | NS      | $-928.20       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Upexi Inc                                              | Upexi Inc                                                                        | CUSIP: 39959A205<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -21200 | NS      | $-20894.73     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Supervielle SA                                   | Grupo Supervielle SA                                                             | CUSIP: 40054A108<br>LEI: 549300IQJL3KLZ3IYQ14 | Short            | EC               | CORP              | AR        |       -3200 | NS      | $-30176.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Aeromexico SAB de CV                             | Grupo Aeromexico SAB de CV                                                       | CUSIP: 40054J109<br>LEI: 529900BECKHBL62WD126 | Long             | EC               | CORP              | MX        |       17657 | NS      | $247374.57     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Cibest SA                                        | Grupo Cibest SA                                                                  | CUSIP: 40090E106<br>LEI: 529900OSSJBGZREZ2C28 | Long             | EC               | CORP              | CO        |         500 | NS      | $36405.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Guardant Health Inc                                    | Guardant Health Inc                                                              | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |       28800 | NS      | $2660256.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Guardian Pharmacy Services Inc                         | Guardian Pharmacy Services Inc                                                   | CUSIP: 40145W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28386 | NS      | $1069016.76    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Gyre Therapeutics Inc                                  | Gyre Therapeutics Inc                                                            | CUSIP: 403783103<br>LEI: 549300TE6BBPJ0S88K48 | Short            | EC               | CORP              | US        |        -900 | NS      | $-6273.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HCA Healthcare Inc                                     | HCA Healthcare Inc                                                               | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Short            | EC               | CORP              | US        |       -3393 | NS      | $-1605703.32   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| HNI Corp                                               | HNI Corp                                                                         | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Short            | EC               | CORP              | US        |       -1566 | NS      | $-52288.74     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Holdings PLC                                      | HSBC Holdings PLC                                                                | CUSIP: 404280406<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Short            | EC               | CORP              | GB        |        -100 | NS      | $-8249.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HP Inc                                                 | HP Inc                                                                           | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Short            | EC               | CORP              | US        |       -1828 | NS      | $-35115.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Hackett Group Inc/The                                  | Hackett Group Inc/The                                                            | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |        5400 | NS      | $70254.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hagerty Inc                                            | Hagerty Inc                                                                      | CUSIP: 405166109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1000 | NS      | $10530.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hain Celestial Group Inc/The                           | Hain Celestial Group Inc/The                                                     | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |       18400 | NS      | $12839.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Haleon PLC                                             | Haleon PLC                                                                       | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Short            | EC               | CORP              | GB        |     -294000 | NS      | $-2942940.00   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Hallador Energy Co                                     | Hallador Energy Co                                                               | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Short            | EC               | CORP              | US        |        -300 | NS      | $-4884.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Halliburton Co                                         | Halliburton Co                                                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |         100 | NS      | $3899.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Halliburton Co                                         | Halliburton Co                                                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Short            | EC               | CORP              | US        |       -2789 | NS      | $-108743.11    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                | Halseypoint Clo 5 Ltd                                                            | CUSIP: 406370AA4<br>LEI: 549300VBED2CGY7JQG51 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $879116.00     | 0.02%             | 2035-01-30      | Floating      | 10.87%                | No            | 2                  | On Loan: No      |
| Halozyme Therapeutics Inc                              | Halozyme Therapeutics Inc                                                        | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |        2600 | NS      | $168038.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                | HalseyPoint CLO 4 Ltd                                                            | CUSIP: 40637NAA4<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1377051.00    | 0.04%             | 2034-04-20      | Floating      | 10.64%                | No            | 2                  | On Loan: No      |
| HalseyPoint CLO II, Ltd.                               | Halseypoint CLO II Ltd                                                           | CUSIP: 40639HAE7<br>LEI: 549300PIQILNPH8UJT31 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1322614.50    | 0.04%             | 2037-07-20      | Floating      | 11.17%                | No            | 2                  | On Loan: No      |
| Hancock Whitney Corp                                   | Hancock Whitney Corp                                                             | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Short            | EC               | CORP              | US        |     -133362 | NS      | $-8480489.58   | -0.23%            |  |  |  | No            | 1                  | On Loan: No      |
| Hanmi Financial Corp                                   | Hanmi Financial Corp                                                             | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |        1300 | NS      | $34268.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc              | HA Sustainable Infrastructure Capital Inc                                        | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Short            | EC               | CORP              | US        |       -7200 | NS      | $-264600.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| HarborView Mortgage Loan Trust                         | HarborView Mortgage Loan Trust 2006-4                                            | CUSIP: 41161PL27<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |      527254 | PA      | $263114.52     | 0.01%             | 2046-05-19      | Floating      | 4.15%                 | No            | 2                  | On Loan: No      |
| HarborView Mortgage Loan Trust                         | HarborView Mortgage Loan Trust 2005-10                                           | CUSIP: 41161PTP8<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |      927805 | PA      | $606322.17     | 0.02%             | 2035-11-19      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| HarborView Mortgage Loan Trust                         | HarborView Mortgage Loan Trust 2005-12                                           | CUSIP: 41161PVL4<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |      357870 | PA      | $298651.18     | 0.01%             | 2035-10-19      | Floating      | 5.86%                 | No            | 2                  | On Loan: No      |
| Harley-Davidson Inc                                    | Harley-Davidson Inc                                                              | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |       20000 | NS      | $404400.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Harmony Biosciences Holdings Inc                       | Harmony Biosciences Holdings Inc                                                 | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1800 | NS      | $50418.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Harmony Gold Mining Co Ltd                             | Harmony Gold Mining Co Ltd                                                       | CUSIP: 413216300<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |         600 | NS      | $9222.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Harrow Inc                                             | Harrow Inc                                                                       | CUSIP: 415858109<br>LEI: 529900AP4LIRLNV8A089 | Short            | EC               | CORP              | US        |       -3400 | NS      | $-119884.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Enviri Corp                                            | Enviri Corp                                                                      | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Short            | EC               | CORP              | US        |       -2000 | NS      | $-39240.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Harvard Bioscience Inc                                 | Harvard Bioscience Inc                                                           | CUSIP: 416906204<br>LEI: 549300VLGB1D47GGC642 | Long             | EC               | CORP              | US        |         683 | NS      | $3326.21       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Harvest US CLO Ltd                                     | Harvest US CLO 2025-1 Ltd                                                        | CUSIP: 41757RAA7<br>LEI: 213800RQBB83K4W6BX61 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $943495.00     | 0.03%             | 2038-04-18      | Floating      | 9.02%                 | No            | 2                  | On Loan: No      |
| Hasbro Inc                                             | Hasbro Inc                                                                       | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Short            | EC               | CORP              | US        |        -400 | NS      | $-37440.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hawaiian Electric Industries Inc                       | Hawaiian Electric Industries Inc                                                 | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-19292.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hawkins Inc                                            | Hawkins Inc                                                                      | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Short            | EC               | CORP              | US        |        -600 | NS      | $-92160.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hayward Holdings Inc                                   | Hayward Holdings Inc                                                             | CUSIP: 421298100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2000 | NS      | $-26760.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Health In Tech Inc                                     | Health In Tech Inc                                                               | CUSIP: 42217D102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-290.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HealthStream Inc                                       | HealthStream Inc                                                                 | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |        3500 | NS      | $72485.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Health Catalyst Inc                                    | Health Catalyst Inc                                                              | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Short            | EC               | CORP              | US        |       -2700 | NS      | $-3429.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HealthEquity Inc                                       | HealthEquity Inc                                                                 | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Short            | EC               | CORP              | US        |       -9400 | NS      | $-785558.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Healthcare Triangle Inc                                | Healthcare Triangle Inc                                                          | CUSIP: 42227W405<br>LEI: 549300KKBM83T87VHO35 | Short            | EC               | CORP              | US        |        -346 | NS      | $-930.74       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Heartland Express Inc                                  | Heartland Express Inc                                                            | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |        9000 | NS      | $93600.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HeartFlow Inc                                          | HeartFlow Inc                                                                    | CUSIP: 42238D107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-4866.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HeartBeam inc                                          | HeartBeam inc                                                                    | CUSIP: 42238H108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2300 | NS      | $-2806.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Heartcore Enterprises Inc                              | Heartcore Enterprises Inc                                                        | CUSIP: 42240Q104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1000 | NS      | $-224.30       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Healthpeak Properties Inc                              | Healthpeak Properties Inc                                                        | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Short            | EC               |  | US        |         -27 | NS      | $-443.61       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hecla Mining Co                                        | Hecla Mining Co                                                                  | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |       21860 | NS      | $407251.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HEICO Corp                                             | HEICO Corp                                                                       | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |        3500 | NS      | $959700.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| HEICO Corp                                             | HEICO Corp                                                                       | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       68000 | NS      | $14354120.00   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Solana Co                                              | Solana Co                                                                        | CUSIP: 42328V876<br>LEI: 549300BWJLIT2S349463 | Short            | EC               | CORP              | US        |       -1199 | NS      | $-2074.27      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Helmerich & Payne Inc                                  | Helmerich & Payne Inc                                                            | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Short            | EC               | CORP              | US        |        -100 | NS      | $-3603.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Jack Henry & Associates Inc                            | Jack Henry & Associates Inc                                                      | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Short            | EC               | CORP              | US        |        -327 | NS      | $-51679.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Herc Holdings Inc                                      | Herc Holdings Inc                                                                | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Short            | EC               | CORP              | US        |         -25 | NS      | $-2488.75      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hercules Capital Inc                                   | Hercules Capital Inc                                                             | CUSIP: 427096508<br>LEI: 549300UJ5OC256GR2B73 | Long             | EC               | CORP              | US        |        2200 | NS      | $32494.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hercules Capital Inc                                   | Hercules Capital Inc                                                             | CUSIP: 427096508<br>LEI: 549300UJ5OC256GR2B73 | Short            | EC               | CORP              | US        |      -10068 | NS      | $-148704.36    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Heritage Financial Corp/WA                             | Heritage Financial Corp/WA                                                       | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1600 | NS      | $41600.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Heritage Insurance Holdings Inc                        | Heritage Insurance Holdings Inc                                                  | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |        2300 | NS      | $60375.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Heron Therapeutics Inc                                 | Heron Therapeutics Inc                                                           | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |        2200 | NS      | $1760.22       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hershey Co/The                                         | Hershey Co/The                                                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        9500 | NS      | $1974955.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Hesai Group                                            | Hesai Group                                                                      | CUSIP: 428050108<br>LEI: 836800KOYHURQT1JZY11 | Short            | EC               | CORP              | KY        |      -12200 | NS      | $-233264.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Hertz Global Holdings Inc                              | Hertz Global Holdings Inc                                                        | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |        3100 | NS      | $14291.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hewlett Packard Enterprise Co                          | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       49000 | NS      | $1166690.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hewlett Packard Enterprise Co                          | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Short            | EC               | CORP              | US        |       -5788 | NS      | $-137812.28    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hexcel Corp                                            | Hexcel Corp                                                                      | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |        2200 | NS      | $178046.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| High Tide Inc                                          | High Tide Inc                                                                    | CUSIP: 42981E401<br>LEI: 529900J22WX18I890H12 | Long             | EC               | CORP              | CA        |        1600 | NS      | $3664.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HighPeak Energy Inc                                    | HighPeak Energy Inc                                                              | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               | CORP              | US        |         300 | NS      | $2070.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hillman Solutions Corp                                 | Hillman Solutions Corp                                                           | CUSIP: 431636109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-5824.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Canton Strategic Holdings Inc                          | Canton Strategic Holdings Inc                                                    | CUSIP: 432705309<br>LEI: 52990040X8C60JYNXZ70 | Short            | EC               | CORP              | US        |       -1900 | NS      | $-6213.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hilltop Holdings Inc                                   | Hilltop Holdings Inc                                                             | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |         200 | NS      | $7164.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Himax Technologies Inc                                 | Himax Technologies Inc                                                           | CUSIP: 43289P106<br>LEI: 529900Z6XWS79D8T1X09 | Short            | EC               | CORP              | KY        |       -3400 | NS      | $-26758.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hilton USA Trust                                       | Hilton USA Trust 2016-SFP                                                        | CUSIP: 43289VAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1068000 | PA      | $21340.78      | 0.00%             | 2035-11-05      | Fixed         | 6.16%                 | No            | 2                  | On Loan: No      |
| Hims & Hers Health Inc                                 | Hims & Hers Health Inc                                                           | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Short            | EC               | CORP              | US        |      -70200 | NS      | $-1457352.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Hilton Worldwide Holdings Inc                          | Hilton Worldwide Holdings Inc                                                    | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |          20 | NS      | $6081.60       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hinge Health Inc                                       | Hinge Health Inc                                                                 | CUSIP: 433313103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $7712.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hingham Institution For Savings The                    | Hingham Institution For Savings The                                              | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |       18752 | NS      | $5360071.68    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Hippo Holdings Inc                                     | Hippo Holdings Inc                                                               | CUSIP: 433539202<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -24 | NS      | $-625.44       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hive Digital Technologies Ltd                          | Hive Digital Technologies Ltd                                                    | CUSIP: 433921103<br>LEI: 5493004QCZ1QBI9FS784 | Long             | EC               | CORP              | CA        |       32000 | NS      | $60800.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Holley Inc                                             | Holley Inc                                                                       | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |        2100 | NS      | $6447.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Home BancShares Inc/AR                                 | Home BancShares Inc/AR                                                           | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1100 | NS      | $29623.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Home BancShares Inc/AR                                 | Home BancShares Inc/AR                                                           | CUSIP: 436893200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -126002 | NS      | $-3393233.86   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot Inc/The                                     | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        4455 | NS      | $1465204.95    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot Inc/The                                     | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Short            | EC               | CORP              | US        |      -16460 | NS      | $-5413529.40   | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| Mechanics Bancorp                                      | Mechanics Bancorp                                                                | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $1475.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Honest Co Inc/The                                      | Honest Co Inc/The                                                                | CUSIP: 438333106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5300 | NS      | $-15582.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Honeywell International Inc                            | Honeywell International Inc                                                      | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |         400 | NS      | $90412.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hooker Furnishings Corp                                | Hooker Furnishings Corp                                                          | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $3864.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hope Bancorp Inc                                       | Hope Bancorp Inc                                                                 | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |       17400 | NS      | $194358.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Horace Mann Educators Corp                             | Horace Mann Educators Corp                                                       | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |         900 | NS      | $38412.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Horizon Bancorp Inc/IN                                 | Horizon Bancorp Inc/IN                                                           | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |        2000 | NS      | $33140.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hormel Foods Corp                                      | Hormel Foods Corp                                                                | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       79000 | NS      | $1789350.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Horizon Technology Finance Corp                        | Horizon Technology Finance Corp                                                  | CUSIP: 44045A102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -900 | NS      | $-3789.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hoth Therapeutics Inc                                  | Hoth Therapeutics Inc                                                            | CUSIP: 44148G204<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5000 | NS      | $-4201.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hour Loop Inc                                          | Hour Loop Inc                                                                    | CUSIP: 44170P106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |          -6 | NS      | $-10.44        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Abundia Global Impact Group Inc                        | Abundia Global Impact Group Inc                                                  | CUSIP: 44183U308<br>LEI: 529900T1EP0O1TPDYY93 | Long             | EC               | CORP              | US        |          40 | NS      | $57.60         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Highbridge Loan Management Ltd                         | HPS Loan Management 2025-25 Ltd                                                  | CUSIP: 442918AJ7<br>LEI: 213800PNU72QWYZJ2330 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $502850.50     | 0.01%             | 2038-07-26      | Floating      | 8.52%                 | No            | 2                  | On Loan: No      |
| Hoya Midco LLC                                         | Hoya Midco LLC 2025 Term Loan B                                                  | CUSIP: 44325HAF5<br>LEI: 549300LK73TSUP0YKH27 | Long             | LON              | CORP              | US        |     1329842 | PA      | $515313.75     | 0.01%             | 2029-02-01      | Floating      | 5.95%                 | No            | 2                  | On Loan: No      |
| Hub Group Inc                                          | Hub Group Inc                                                                    | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $7208.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hubbell Inc                                            | Hubbell Inc                                                                      | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Short            | EC               | CORP              | US        |        -200 | NS      | $-98148.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HubSpot Inc                                            | HubSpot Inc                                                                      | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       11400 | NS      | $2782740.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| HubSpot Inc                                            | HubSpot Inc                                                                      | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Short            | EC               | CORP              | US        |        -226 | NS      | $-55166.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hudbay Minerals Inc                                    | Hudbay Minerals Inc                                                              | CUSIP: 443628102<br>LEI: 894500LX3TMESP27BE29 | Short            | EC               | CORP              | CA        |        -200 | NS      | $-4180.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hudson Pacific Properties Inc                          | Hudson Pacific Properties Inc                                                    | CUSIP: 444097406<br>LEI: 529900EURZA5HRSXQ389 | Short            | EC               |  | US        |        -772 | NS      | $-4562.52      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hudson Technologies Inc                                | Hudson Technologies Inc                                                          | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1000 | NS      | $5880.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Humana Inc                                             | Humana Inc                                                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |          40 | NS      | $6935.60       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Humacyte Inc                                           | Humacyte Inc                                                                     | CUSIP: 44486Q103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-424.69       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JB Hunt Transport Services Inc                         | JB Hunt Transport Services Inc                                                   | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Short            | EC               | CORP              | US        |       -3800 | NS      | $-805220.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Huntington Bancshares Inc/OH                           | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Short            | EC               | CORP              | US        |     -384631 | NS      | $-6019475.15   | -0.17%            |  |  |  | No            | 1                  | On Loan: No      |
| Huntington Ingalls Industries Inc                      | Huntington Ingalls Industries Inc                                                | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |          40 | NS      | $15196.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntsman Corp                                          | Huntsman Corp                                                                    | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |       12400 | NS      | $165044.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hut 8 Corp                                             | Hut 8 Corp                                                                       | CUSIP: 44812J104<br>LEI: 98450066FEF9C1D3FC20 | Short            | EC               | CORP              | US        |      -10400 | NS      | $-487864.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Hycroft Mining Holding Corp                            | Hycroft Mining Holding Corp                                                      | CUSIP: 44862P208<br>LEI: 254900T7FYMGS29WIF55 | Short            | EC               | CORP              | US        |      -25759 | NS      | $-906716.80    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| IDT Corp                                               | IDT Corp                                                                         | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |         700 | NS      | $34370.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IperionX Ltd                                           | IperionX Ltd                                                                     | CUSIP: 44916E100<br>LEI: 98450096B1C9E094C832 | Short            | EC               | CORP              | AU        |        -200 | NS      | $-5208.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hyperfine Inc                                          | Hyperfine Inc                                                                    | CUSIP: 44916K106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -12800 | NS      | $-13824.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hyperliquid Strategies Inc                             | Hyperliquid Strategies Inc                                                       | CUSIP: 44916Y106<br>LEI: 98450073FF7E1B63N260 | Short            | EC               | CORP              | US        |       -2300 | NS      | $-11707.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICF International Inc                                  | ICF International Inc                                                            | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |         500 | NS      | $32645.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICU Medical Inc                                        | ICU Medical Inc                                                                  | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Short            | EC               | CORP              | US        |       -2400 | NS      | $-309960.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| IES Holdings Inc                                       | IES Holdings Inc                                                                 | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Short            | EC               | CORP              | US        |        -120 | NS      | $-57176.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Crescent Energy Co                                     | Crescent Energy Co                                                               | CUSIP: 44952J104<br>LEI: 254900FBNP5A21Q39U97 | Long             | EC               | CORP              | US        |          25 | NS      | $337.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| i-80 Gold Corp                                         | i-80 Gold Corp                                                                   | CUSIP: 44955L106<br>LEI: 549300LFFIWIGUEXPK11 | Long             | EC               | CORP              | CA        |       33900 | NS      | $51528.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NovaBridge Biosciences                                 | NovaBridge Biosciences                                                           | CUSIP: 44975P103<br>LEI: 549300L1A5T19703RR64 | Short            | EC               | CORP              | KY        |       -2300 | NS      | $-5658.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IO Biotech Inc                                         | IO Biotech Inc                                                                   | CUSIP: 449778109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-29.35        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IPG Photonics Corp                                     | IPG Photonics Corp                                                               | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Short            | EC               | CORP              | US        |        -100 | NS      | $-11459.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IIP OPERATING PARTNER                                  | IIP Operating Partnership LP                                                     | CUSIP: 44988FAD2<br>LEI: N/A                  | Long             | DBT              |  | US        |      244000 | PA      | $241030.90     | 0.01%             | 2026-05-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| iSpecimen Inc                                          | iSpecimen Inc                                                                    | CUSIP: 45032V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          26 | NS      | $4.08          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ITT Inc                                                | ITT Inc                                                                          | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       29427 | NS      | $5606726.31    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| ITT Inc                                                | ITT Inc                                                                          | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Short            | EC               | CORP              | US        |         -44 | NS      | $-8383.32      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IAMGOLD Corp                                           | IAMGOLD Corp                                                                     | CUSIP: 450913108<br>LEI: 254900E7II30XAB9LA72 | Long             | EC               | CORP              | CA        |        1800 | NS      | $33876.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICNQ Mortgage Trust                                    | ICNQ 2024-MF Mortgage Trust                                                      | CUSIP: 450953AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $14932.00      | 0.00%             | 2034-12-10      | Variable      | 0.45%                 | No            | 2                  | On Loan: No      |
| ICNQ Mortgage Trust                                    | ICNQ 2024-MF Mortgage Trust                                                      | CUSIP: 450953AN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $976162.00     | 0.03%             | 2034-12-10      | Variable      | 6.35%                 | No            | 2                  | On Loan: No      |
| iBio Inc                                               | iBio Inc                                                                         | CUSIP: 451033708<br>LEI: 529900EW4RXUITGKUT34 | Long             | EC               | CORP              | US        |        1100 | NS      | $2090.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ibotta Inc                                             | Ibotta Inc                                                                       | CUSIP: 451051106<br>LEI: 54930026OZD4IQ7YR615 | Short            | EC               | CORP              | US        |        -200 | NS      | $-5994.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IDACORP Inc                                            | IDACORP Inc                                                                      | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |        6800 | NS      | $972196.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| IDEX Corp                                              | IDEX Corp                                                                        | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |         300 | NS      | $56865.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IDEXX Laboratories Inc                                 | IDEXX Laboratories Inc                                                           | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Short            | EC               | CORP              | US        |       -4900 | NS      | $-2753261.00   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| iHeartMedia Inc                                        | iHeartMedia Inc                                                                  | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $1752.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Illinois Tool Works Inc                                | Illinois Tool Works Inc                                                          | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        4560 | NS      | $1186922.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Illumina Inc                                           | Illumina Inc                                                                     | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Short            | EC               | CORP              | US        |      -12100 | NS      | $-1491446.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| ImmunityBio Inc                                        | ImmunityBio Inc                                                                  | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |        3702 | NS      | $28394.34      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Immunome Inc                                           | Immunome Inc                                                                     | CUSIP: 45257U108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4300 | NS      | $-94041.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Immunocore Holdings PLC                                | Immunocore Holdings PLC                                                          | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Long             | EC               | CORP              | GB        |        4500 | NS      | $135675.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Immix Biopharma Inc                                    | Immix Biopharma Inc                                                              | CUSIP: 45258H106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-911.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Immunic Inc                                            | Immunic Inc                                                                      | CUSIP: 4525EP101<br>LEI: 549300R5T12FW5MEQB20 | Short            | EC               | CORP              | US        |       -2700 | NS      | $-2997.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Impinj Inc                                             | Impinj Inc                                                                       | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Short            | EC               | CORP              | US        |       -1900 | NS      | $-195130.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Incannex Healthcare Inc                                | Incannex Healthcare Inc                                                          | CUSIP: 45333F208<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4430 | NS      | $-13290.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Incyte Corp                                            | Incyte Corp                                                                      | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |         300 | NS      | $28236.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Independence Realty Trust Inc                          | Independence Realty Trust Inc                                                    | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Short            | EC               |  | US        |       -5500 | NS      | $-81895.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Independent Bank Corp/MI                               | Independent Bank Corp/MI                                                         | CUSIP: 453838609<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |         600 | NS      | $19980.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MH Sub I LLC                                           | MH Sub I LLC 2023 Term Loan                                                      | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     3672562 | PA      | $3147899.59    | 0.09%             | 2028-05-03      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                           | MH Sub I LLC 2024 Term Loan B4                                                   | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     1782235 | PA      | $1179982.01    | 0.03%             | 2031-12-31      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| Indonesia Government International Bonds               | Indonesia Government International Bonds                                         | CUSIP: 455780CH7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     7254000 | PA      | $7284922.64    | 0.20%             | 2029-02-11      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Indivior Pharmaceuticals Inc                           | Indivior Pharmaceuticals Inc                                                     | CUSIP: 45579U109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-9144.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Industrial Logistics Properties Trust                  | Industrial Logistics Properties Trust                                            | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               |  | US        |        2900 | NS      | $16472.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Residential Asset Securitization Trust                 | Residential Asset Securitization Trust 2003-A11                                  | CUSIP: 45660NUY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      278000 | PA      | $250368.47     | 0.01%             | 2033-11-25      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                       | IndyMac INDX Mortgage Loan Trust 2006-AR7                                        | CUSIP: 45661EDA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      184179 | PA      | $165203.14     | 0.00%             | 2036-05-25      | Variable      | 3.55%                 | No            | 2                  | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                       | IndyMac INDX Mortgage Loan Trust 2007-FLX2                                       | CUSIP: 45668RAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      192462 | PA      | $201464.10     | 0.01%             | 2037-04-25      | Floating      | 4.17%                 | No            | 2                  | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                       | IndyMac INDX Mortgage Loan Trust 2007-FLX5                                       | CUSIP: 45669WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3843174 | PA      | $3348122.91    | 0.09%             | 2037-08-25      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| IndyMac IMSC Mortgage Loan Trust                       | IndyMac IMSC Mortgage Loan Trust 2007-HOA1                                       | CUSIP: 45670LAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      369066 | PA      | $275548.73     | 0.01%             | 2047-07-25      | Floating      | 4.15%                 | No            | 2                  | On Loan: No      |
| IN8bio Inc                                             | IN8bio Inc                                                                       | CUSIP: 45674E208<br>LEI: 549300H68IVCRKSGSL94 | Long             | EC               | CORP              | US        |         200 | NS      | $296.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Infleqtion Inc                                         | Infleqtion Inc                                                                   | CUSIP: 45676K103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2300 | NS      | $-22563.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Infosys Ltd                                            | Infosys Ltd                                                                      | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Short            | EC               | CORP              | IN        |       -1950 | NS      | $-26344.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| InfuSystem Holdings Inc                                | InfuSystem Holdings Inc                                                          | CUSIP: 45685K102<br>LEI: 549300F58N8PHJ4QUI59 | Long             | EC               | CORP              | US        |         700 | NS      | $6461.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingersoll Rand Inc                                     | Ingersoll Rand Inc                                                               | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Short            | EC               | CORP              | US        |       -6152 | NS      | $-492898.24    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ingevity Corp                                          | Ingevity Corp                                                                    | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Short            | EC               | CORP              | US        |        -400 | NS      | $-28492.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Infinity Natural Resources Inc                         | Infinity Natural Resources Inc                                                   | CUSIP: 456941103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5885 | NS      | $103634.85     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Infinity Natural Resources Inc                         | Infinity Natural Resources Inc                                                   | CUSIP: 456941103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-1761.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MultiSensor AI Holdings Inc                            | MultiSensor AI Holdings Inc                                                      | CUSIP: 456948108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -53 | NS      | $-12.25        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ingram Micro Holding Corp                              | Ingram Micro Holding Corp                                                        | CUSIP: 457152106<br>LEI: 9845008639BC538AB065 | Long             | EC               | CORP              | US        |       17900 | NS      | $417249.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Inhibikase Therapeutics Inc                            | Inhibikase Therapeutics Inc                                                      | CUSIP: 45719W205<br>LEI: 549300066CFEWOA17F12 | Long             | EC               | CORP              | US        |        1000 | NS      | $1680.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Inhibrx Biosciences Inc                                | Inhibrx Biosciences Inc                                                          | CUSIP: 45720N103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-13446.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Innovex International Inc                              | Innovex International Inc                                                        | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Short            | EC               | CORP              | US        |       -2700 | NS      | $-65853.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Insmed Inc                                             | Insmed Inc                                                                       | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |        8021 | NS      | $1311593.92    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Insmed Inc                                             | Insmed Inc                                                                       | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Short            | EC               | CORP              | US        |        -200 | NS      | $-32704.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Innospec Inc                                           | Innospec Inc                                                                     | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |        2000 | NS      | $146040.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Inovio Pharmaceuticals Inc                             | Inovio Pharmaceuticals Inc                                                       | CUSIP: 45773H409<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |        1008 | NS      | $1753.92       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Insteel Industries Inc                                 | Insteel Industries Inc                                                           | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |         200 | NS      | $6722.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Insperity Inc                                          | Insperity Inc                                                                    | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |        4300 | NS      | $116272.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Installed Building Products Inc                        | Installed Building Products Inc                                                  | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Short            | EC               | CORP              | US        |       -1035 | NS      | $-274430.25    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Innoviva Inc                                           | Innoviva Inc                                                                     | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |        4100 | NS      | $95530.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Innovative Industrial Properties Inc                   | Innovative Industrial Properties Inc                                             | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Short            | EC               |  | US        |        -600 | NS      | $-30096.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Inseego Corp                                           | Inseego Corp                                                                     | CUSIP: 45782B302<br>LEI: 549300E27VG1NWGNA141 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-11120.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Inmune Bio Inc                                         | Inmune Bio Inc                                                                   | CUSIP: 45782T105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-226.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Instil Bio Inc                                         | Instil Bio Inc                                                                   | CUSIP: 45783C200<br>LEI: 529900HW1XOEQEVG5T88 | Short            | EC               | CORP              | US        |        -900 | NS      | $-7416.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Innventure Inc                                         | Innventure Inc                                                                   | CUSIP: 45784M108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -9600 | NS      | $-37536.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Insulet Corp                                           | Insulet Corp                                                                     | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |         480 | NS      | $100723.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Integra LifeSciences Holdings Corp                     | Integra LifeSciences Holdings Corp                                               | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |         200 | NS      | $1884.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intel Corp                                             | Intel Corp                                                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Short            | EC               | CORP              | US        |        -300 | NS      | $-13239.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GlucoTrack Inc                                         | GlucoTrack Inc                                                                   | CUSIP: 45824Q804<br>LEI: 549300FJ98RZ4G4ULL57 | Short            | EC               | CORP              | US        |        -300 | NS      | $-195.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intellia Therapeutics Inc                              | Intellia Therapeutics Inc                                                        | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |       25900 | NS      | $332038.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Integra Resources Corp                                 | Integra Resources Corp                                                           | CUSIP: 45826T509<br>LEI: 529900MC191X8CY3P306 | Long             | EC               | CORP              | CA        |        7000 | NS      | $19110.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intapp Inc                                             | Intapp Inc                                                                       | CUSIP: 45827U109<br>LEI: 529900NMU89HO9PL5020 | Short            | EC               | CORP              | US        |       -2200 | NS      | $-56518.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Interparfums Inc                                       | Interparfums Inc                                                                 | CUSIP: 458334109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-9084.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Interactive Brokers Group Inc                          | Interactive Brokers Group Inc                                                    | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       65200 | NS      | $4372964.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange Inc                          | Intercontinental Exchange Inc                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        1500 | NS      | $235920.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| InterDigital Inc                                       | InterDigital Inc                                                                 | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         720 | NS      | $217440.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| International Business Machines Corp                   | International Business Machines Corp                                             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |          20 | NS      | $4847.80       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| International Business Machines Corp                   | International Business Machines Corp                                             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Short            | EC               | CORP              | US        |        -561 | NS      | $-135980.79    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| International Flavors & Fragrances Inc                 | International Flavors & Fragrances Inc                                           | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Short            | EC               | CORP              | US        |      -40100 | NS      | $-2909255.00   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| International Money Express Inc                        | International Money Express Inc                                                  | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $4740.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| International Paper Co                                 | International Paper Co                                                           | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Short            | EC               | CORP              | US        |      -26600 | NS      | $-949620.00    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| inTEST Corp                                            | inTEST Corp                                                                      | CUSIP: 461147100<br>LEI: 549300RJJBPHDOAVDU15 | Long             | EC               | CORP              | US        |        1100 | NS      | $15015.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuit Inc                                             | Intuit Inc                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Short            | EC               | CORP              | US        |       -7682 | NS      | $-3321543.16   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Intuitive Surgical Inc                                 | Intuitive Surgical Inc                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       22593 | NS      | $10415147.07   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| InvenTrust Properties Corp                             | InvenTrust Properties Corp                                                       | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               |  | US        |        1200 | NS      | $36552.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuitive Machines Inc                                 | Intuitive Machines Inc                                                           | CUSIP: 46125A100<br>LEI: 254900386IE2PEPLVM59 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-24128.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Invitation Homes Inc                                   | Invitation Homes Inc                                                             | CUSIP: 46187W107<br>LEI: N/A                  | Short            | EC               |  | US        |       -1200 | NS      | $-29820.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ionis Pharmaceuticals Inc                              | Ionis Pharmaceuticals Inc                                                        | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |       36300 | NS      | $2725767.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| IonQ Inc                                               | IonQ Inc                                                                         | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |        3600 | NS      | $103788.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Iovance Biotherapeutics Inc                            | Iovance Biotherapeutics Inc                                                      | CUSIP: 462260100<br>LEI: 2549002L8WT2ACU5Q878 | Long             | EC               | CORP              | US        |       76700 | NS      | $269217.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| authID Inc                                             | authID Inc                                                                       | CUSIP: 46264C305<br>LEI: 549300Y6W232R9ZMQS42 | Short            | EC               | CORP              | US        |         -49 | NS      | $-63.70        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| iPower Inc                                             | iPower Inc                                                                       | CUSIP: 46265P206<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -97 | NS      | $-134.83       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| iRadimed Corp                                          | iRadimed Corp                                                                    | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |         400 | NS      | $38504.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| iQIYI Inc                                              | iQIYI Inc                                                                        | CUSIP: 46267X108<br>LEI: 222100XL8T2Q5B8MS302 | Short            | EC               | CORP              | KY        |        -200 | NS      | $-270.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Iridium Communications Inc                             | Iridium Communications Inc                                                       | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Short            | EC               | CORP              | US        |        -400 | NS      | $-11096.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Iron Mountain Inc                                      | Iron Mountain Inc                                                                | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Short            | EC               |  | US        |         -12 | NS      | $-1225.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ironwood Pharmaceuticals Inc                           | Ironwood Pharmaceuticals Inc                                                     | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |       35100 | NS      | $123201.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares Expanded Tech-Software Sector ETF              | iShares Expanded Tech-Software Sector ETF                                        | CUSIP: 464287515<br>LEI: 54930072GM1ADLZJ5373 | Short            | EC               | RF                | US        |        -677 | NS      | $-54193.85     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| iShares MSCI India ETF                                 | iShares MSCI India ETF                                                           | CUSIP: 46429B598<br>LEI: 549300282VMCFH7S5848 | Long             | EC               | RF                | US        |      114176 | NS      | $5348003.84    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares MSCI Taiwan ETF                                | iShares MSCI Taiwan ETF                                                          | CUSIP: 46434G772<br>LEI: NOTS2OVXOI43240U2196 | Short            | EC               | RF                | US        |       -1810 | NS      | $-128365.20    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Perspective Therapeutics Inc                           | Perspective Therapeutics Inc                                                     | CUSIP: 46489V302<br>LEI: 5493005LRKM6BCABC605 | Long             | EC               | CORP              | US        |        9910 | NS      | $41324.70      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ispire Technology Inc                                  | Ispire Technology Inc                                                            | CUSIP: 46501C100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1400 | NS      | $-2576.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IT Tech Packaging Inc                                  | IT Tech Packaging Inc                                                            | CUSIP: 46527C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3700 | NS      | $673.40        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Itau Unibanco Holding SA                               | Itau Unibanco Holding SA                                                         | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |       15200 | NS      | $127376.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Itau Unibanco Holding SA                               | Itau Unibanco Holding SA                                                         | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Short            | EC               | CORP              | BR        |       -1282 | NS      | $-10743.16     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| I3 Verticals Inc                                       | I3 Verticals Inc                                                                 | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |       71462 | NS      | $1597890.32    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| I3 Verticals Inc                                       | I3 Verticals Inc                                                                 | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-29068.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ivanhoe Electric Inc / US                              | Ivanhoe Electric Inc / US                                                        | CUSIP: 46578C108<br>LEI: 529900CQSYGI54GDUR52 | Short            | EC               | CORP              | US        |       -2300 | NS      | $-27186.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1                    | CUSIP: 46590KAK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | ABS-MBS          | CORP              | US        |      102000 | PA      | $92089.48      | 0.00%             | 2049-01-15      | Variable      | 4.77%                 | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                    | CUSIP: 46590RAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $65126.80      | 0.00%             | 2049-08-15      | Variable      | 3.38%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust 2005-A5                                                 | CUSIP: 466247SS3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      536831 | PA      | $443558.98     | 0.01%             | 2035-08-25      | Variable      | 5.03%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                    | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       25880 | NS      | $7612860.80    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co                                    | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | EC               | CORP              | US        |        -809 | NS      | $-237975.44    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                    | JP Morgan Mortgage Acquisition Trust 2006-HE2                                    | CUSIP: 46625SAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      440077 | PA      | $443361.92     | 0.01%             | 2036-07-25      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| Jabil Inc                                              | Jabil Inc                                                                        | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |         951 | NS      | $252614.13     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust 2014-C23                              | CUSIP: 46643AAG8<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $90048.80      | 0.00%             | 2047-09-15      | Variable      | 4.04%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust 2014-C26                              | CUSIP: 46643TBG6<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |      642000 | PA      | $606320.21     | 0.02%             | 2048-01-15      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust 2015-C31                              | CUSIP: 46644YAE0<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     1093000 | PA      | $58723.61      | 0.00%             | 2048-08-15      | Variable      | 4.32%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust 2016-C1                               | CUSIP: 46645LAJ6<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     3126000 | PA      | $2548349.59    | 0.07%             | 2049-03-17      | Variable      | 4.94%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust 2016-C1                               | CUSIP: 46645LBF3<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |      651000 | PA      | $642982.94     | 0.02%             | 2049-03-17      | Variable      | 4.94%                 | No            | 2                  | On Loan: No      |
| Dakota Gold Corp                                       | Dakota Gold Corp                                                                 | CUSIP: 46655E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $1010.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jacobs Solutions Inc                                   | Jacobs Solutions Inc                                                             | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |         500 | NS      | $63640.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| James River Group Holdings Inc                         | James River Group Holdings Inc                                                   | CUSIP: 46990A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4200 | NS      | $26460.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JAGUAR HEALTH INC                                      | JAGUAR HEALTH INC                                                                | CUSIP: 47010C870<br>LEI: 549300DJ0Q0D9TVY5O19 | Short            | EP               | CORP              | US        |          -1 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Jaguar Health Inc                                      | Jaguar Health Inc                                                                | CUSIP: 47010C888<br>LEI: 549300DJ0Q0D9TVY5O19 | Short            | EC               | CORP              | US        |         -19 | NS      | $-7.04         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ALT5 Sigma Corp                                        | ALT5 Sigma Corp                                                                  | CUSIP: 47089W104<br>LEI: 549300FLMHTQ5MK4YD23 | Short            | EC               | CORP              | US        |      -14900 | NS      | $-16539.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DeFi Development Corp                                  | DeFi Development Corp                                                            | CUSIP: 47100L301<br>LEI: 25490034ZLUY8NYVGU64 | Short            | EC               | CORP              | US        |       -4998 | NS      | $-16443.42     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Jasper Therapeutics Inc                                | Jasper Therapeutics Inc                                                          | CUSIP: 471871202<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1400 | NS      | $-1226.65      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JD.com Inc                                             | JD.com Inc                                                                       | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Short            | EC               | CORP              | KY        |      -17100 | NS      | $-505647.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Jefferies Financial Group Inc                          | Jefferies Financial Group Inc                                                    | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |        6400 | NS      | $264128.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Jefferson Capital Inc                                  | Jefferson Capital Inc                                                            | CUSIP: 47248R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       44289 | NS      | $851677.47     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JELD-WEN Holding Inc                                   | JELD-WEN Holding Inc                                                             | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Short            | EC               | CORP              | US        |        -500 | NS      | $-620.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JetBlue Airways Corp                                   | JetBlue Airways Corp                                                             | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |       67700 | NS      | $299234.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JinkoSolar Holding Co Ltd                              | JinkoSolar Holding Co Ltd                                                        | CUSIP: 47759T100<br>LEI: 529900Y93WNCS05FG852 | Long             | EC               | CORP              | KY        |        1700 | NS      | $43197.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JBT Marel Corp                                         | JBT Marel Corp                                                                   | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Short            | EC               | CORP              | US        |        -400 | NS      | $-51148.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Johnson & Johnson                                      | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Short            | EC               | CORP              | US        |       -1101 | NS      | $-269128.44    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Johnson Outdoors Inc                                   | Johnson Outdoors Inc                                                             | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $13953.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Joint Corp/The                                         | Joint Corp/The                                                                   | CUSIP: 47973J102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1900 | NS      | $-16815.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Journey Medical Corp                                   | Journey Medical Corp                                                             | CUSIP: 48115J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-938.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust             | JPMDB Commercial Mortgage Securities Trust 2019-COR6                             | CUSIP: 48129RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4231000 | PA      | $202398.35     | 0.01%             | 2052-11-13      | Variable      | 1.40%                 | No            | 2                  | On Loan: No      |
| Jumia Technologies AG                                  | Jumia Technologies AG                                                            | CUSIP: 48138M105<br>LEI: 391200JWCL5VCOSXNT56 | Long             | EC               | CORP              | DE        |       12700 | NS      | $87630.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jupiter Neurosciences Inc                              | Jupiter Neurosciences Inc                                                        | CUSIP: 48208B203<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-112.86       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bonk Inc                                               | Bonk Inc                                                                         | CUSIP: 48208F303<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -42 | NS      | $-109.62       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OPENLANE Inc                                           | OPENLANE Inc                                                                     | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |         600 | NS      | $17490.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KBR Inc                                                | KBR Inc                                                                          | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |        3300 | NS      | $121638.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KLA Corp                                               | KLA Corp                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |          76 | NS      | $111903.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KLA Corp                                               | KLA Corp                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Short            | EC               | CORP              | US        |         -60 | NS      | $-88344.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KE Holdings Inc                                        | KE Holdings Inc                                                                  | CUSIP: 482497104<br>LEI: 254900RHVY072XPAZE03 | Short            | EC               | CORP              | KY        |     -125900 | NS      | $-1884723.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| KKR Real Estate Finance Trust Inc                      | KKR Real Estate Finance Trust Inc                                                | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               |  | US        |        5200 | NS      | $31824.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KKR & Co Inc                                           | KKR & Co Inc                                                                     | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | EC               | CORP              | US        |       -1400 | NS      | $-129500.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KKR Financial CLO Ltd                                  | KKR CLO 58 Ltd                                                                   | CUSIP: 48257HAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $972311.00     | 0.03%             | 2038-10-15      | Floating      | 8.03%                 | No            | 2                  | On Loan: No      |
| KKR Financial CLO Ltd                                  | KKR CLO 58 Ltd                                                                   | CUSIP: 48257JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1429897.50    | 0.04%             | 2038-10-15      | Floating      | 9.28%                 | No            | 2                  | On Loan: No      |
| KKR Financial CLO Ltd                                  | KKR CLO 63 Ltd                                                                   | CUSIP: 48257TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1237500.00    | 0.03%             | 2039-04-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| KKR Financial CLO Ltd                                  | KKR CLO 38 Ltd                                                                   | CUSIP: 48259BBC5<br>LEI: 254900OAJ15MUAFDVE64 | Long             | ABS-CBDO         | CORP              | KY        |     2750000 | PA      | $2746645.00    | 0.08%             | 2038-01-15      | Floating      | 8.54%                 | No            | 2                  | On Loan: No      |
| KT Corp                                                | KT Corp                                                                          | CUSIP: 48268K101<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |       17800 | NS      | $381810.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kairos Pharma Ltd                                      | Kairos Pharma Ltd                                                                | CUSIP: 48301N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          35 | NS      | $19.57         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kaltura Inc                                            | Kaltura Inc                                                                      | CUSIP: 483467106<br>LEI: 254900WYME0NSA8DVA41 | Short            | EC               | CORP              | US        |       -1400 | NS      | $-1708.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KalVista Pharmaceuticals Inc                           | KalVista Pharmaceuticals Inc                                                     | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |         600 | NS      | $12078.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kanzhun Ltd                                            | Kanzhun Ltd                                                                      | CUSIP: 48553T106<br>LEI: 254900F4ZCBITP7L0251 | Long             | EC               | CORP              | KY        |       19400 | NS      | $259766.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Karat Packaging Inc                                    | Karat Packaging Inc                                                              | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |         100 | NS      | $2792.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Karyopharm Therapeutics Inc                            | Karyopharm Therapeutics Inc                                                      | CUSIP: 48576U205<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |        1467 | NS      | $8171.19       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kaspi.KZ JSC                                           | Kaspi.KZ JSC                                                                     | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Short            | EC               | CORP              | KZ        |       -3300 | NS      | $-244431.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Katapult Holdings Inc                                  | Katapult Holdings Inc                                                            | CUSIP: 485859201<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -439 | NS      | $-3099.34      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Karman Holdings Inc                                    | Karman Holdings Inc                                                              | CUSIP: 485924104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-32020.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KB Home                                                | KB Home                                                                          | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |        5300 | NS      | $274275.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kearny Financial Corp/MD                               | Kearny Financial Corp/MD                                                         | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11200 | NS      | $84560.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kelly Services Inc                                     | Kelly Services Inc                                                               | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               | CORP              | US        |        2600 | NS      | $23010.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kemper Corp                                            | Kemper Corp                                                                      | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |        2700 | NS      | $82512.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zevra Therapeutics Inc                                 | Zevra Therapeutics Inc                                                           | CUSIP: 488445206<br>LEI: 254900CU6T74V18Y1W18 | Short            | EC               | CORP              | US        |        -700 | NS      | $-6524.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kennedy-Wilson Holdings Inc                            | Kennedy-Wilson Holdings Inc                                                      | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |         100 | NS      | $1082.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kenvue Inc                                             | Kenvue Inc                                                                       | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |       88723 | NS      | $1529584.52    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Kenvue Inc                                             | Kenvue Inc                                                                       | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Short            | EC               | CORP              | US        |     -486600 | NS      | $-8388984.00   | -0.23%            |  |  |  | No            | 1                  | On Loan: No      |
| Keros Therapeutics Inc                                 | Keros Therapeutics Inc                                                           | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1900 | NS      | $20976.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Keurig Dr Pepper Inc                                   | Keurig Dr Pepper Inc                                                             | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Short            | EC               | CORP              | US        |      -62600 | NS      | $-1648258.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                                | KeyCorp                                                                          | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      846505 | NS      | $16972425.25   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Kforce Inc                                             | Kforce Inc                                                                       | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |         100 | NS      | $2924.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kilroy Realty Corp                                     | Kilroy Realty Corp                                                               | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |         100 | NS      | $2821.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kimberly-Clark Corp                                    | Kimberly-Clark Corp                                                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       25200 | NS      | $2431044.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Kimberly-Clark Corp                                    | Kimberly-Clark Corp                                                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Short            | EC               | CORP              | US        |       -3449 | NS      | $-332725.03    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Kimco Realty Corp                                      | Kimco Realty Corp                                                                | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |         100 | NS      | $2247.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinder Morgan Inc                                      | Kinder Morgan Inc                                                                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |        9400 | NS      | $315182.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KinderCare Learning Cos Inc                            | KinderCare Learning Cos Inc                                                      | CUSIP: 49456W105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-880.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nakamoto Inc                                           | Nakamoto Inc                                                                     | CUSIP: 49457M106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -85900 | NS      | $-18975.31     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kingsoft Cloud Holdings Ltd                            | Kingsoft Cloud Holdings Ltd                                                      | CUSIP: 49639K101<br>LEI: 875500HZE0VKCD0Z8K15 | Short            | EC               | CORP              | KY        |      -21800 | NS      | $-291248.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Kingstone Cos Inc                                      | Kingstone Cos Inc                                                                | CUSIP: 496719105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $2914.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinross Gold Corp                                      | Kinross Gold Corp                                                                | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |         500 | NS      | $15260.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinsale Capital Group Inc                              | Kinsale Capital Group Inc                                                        | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       23046 | NS      | $7873896.36    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| KKR Financial CLO Ltd                                  | KKR CLO 60 Ltd                                                                   | CUSIP: 49835NAA5<br>LEI: 254900MVMXSUCJ0ZEV03 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $990411.00     | 0.03%             | 2038-01-15      | Floating      | 9.77%                 | No            | 2                  | On Loan: No      |
| Klaviyo Inc                                            | Klaviyo Inc                                                                      | CUSIP: 49845K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       23700 | NS      | $461202.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Greenland Mines Ltd                                    | Greenland Mines Ltd                                                              | CUSIP: 49876K103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -23500 | NS      | $-7755.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Knife River Corp                                       | Knife River Corp                                                                 | CUSIP: 498894104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-40825.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Knight-Swift Transportation Holdings Inc               | Knight-Swift Transportation Holdings Inc                                         | CUSIP: 499049104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-5758.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Knightscope Inc                                        | Knightscope Inc                                                                  | CUSIP: 49907V201<br>LEI: 529900SPJPKVQ3VDAY21 | Short            | EC               | CORP              | US        |       -4252 | NS      | $-17730.84     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kodiak AI Inc                                          | Kodiak AI Inc                                                                    | CUSIP: 500081104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-694.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kodiak Gas Services Inc                                | Kodiak Gas Services Inc                                                          | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       26026 | NS      | $1517836.32    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Kodiak Sciences Inc                                    | Kodiak Sciences Inc                                                              | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |        1800 | NS      | $68616.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kolibri Global Energy Inc                              | Kolibri Global Energy Inc                                                        | CUSIP: 50043K406<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |        -700 | NS      | $-3843.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Koninklijke Philips NV                                 | Koninklijke Philips NV                                                           | CUSIP: 500472303<br>LEI: H1FJE8H61JGM1JSGM897 | Short            | EC               | CORP              | NL        |      -21404 | NS      | $-586469.60    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Kopin Corp                                             | Kopin Corp                                                                       | CUSIP: 500600101<br>LEI: 52990031GUBB61RXCD89 | Short            | EC               | CORP              | US        |       -8100 | NS      | $-18225.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Koppers Holdings Inc                                   | Koppers Holdings Inc                                                             | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         700 | NS      | $27076.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Korn Ferry                                             | Korn Ferry                                                                       | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Short            | EC               | CORP              | US        |        -100 | NS      | $-6295.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kosmos Energy Ltd                                      | Kosmos Energy Ltd                                                                | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |       89400 | NS      | $248532.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Koss Corp                                              | Koss Corp                                                                        | CUSIP: 500692108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-358.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kraft Heinz Co/The                                     | Kraft Heinz Co/The                                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |          66 | NS      | $1484.34       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kraft Heinz Co/The                                     | Kraft Heinz Co/The                                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Short            | EC               | CORP              | US        |      -30300 | NS      | $-681447.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Kratos Defense & Security Solutions Inc                | Kratos Defense & Security Solutions Inc                                          | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Short            | EC               | CORP              | US        |       -2400 | NS      | $-169224.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Krispy Kreme Inc                                       | Krispy Kreme Inc                                                                 | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4500 | NS      | $15255.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kroger Co/The                                          | Kroger Co/The                                                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Short            | EC               | CORP              | US        |      -16392 | NS      | $-1186125.12   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| KRONOS ACQUISITION HOLDI                               | Kronos Acquisition Holdings Inc                                                  | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3167000 | PA      | $1955622.50    | 0.05%             | 2031-06-30      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| KRONOS ACQUISITION HOLDI                               | Kronos Acquisition Holdings Inc                                                  | CUSIP: 50106GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3976000 | PA      | $1331960.00    | 0.04%             | 2032-06-30      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Kronos Acquisition Holdings Inc.                       | Kronos Acquisition Holdings Inc 2024 Term Loan                                   | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5659250 | PA      | $3425430.97    | 0.09%             | 2031-07-08      | Floating      | 7.70%                 | No            | 2                  | On Loan: No      |
| Krystal Biotech Inc                                    | Krystal Biotech Inc                                                              | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Short            | EC               | CORP              | US        |       -2300 | NS      | $-594136.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Kulicke & Soffa Industries Inc                         | Kulicke & Soffa Industries Inc                                                   | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |         100 | NS      | $6572.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KULR Technology Group Inc                              | KULR Technology Group Inc                                                        | CUSIP: 50125G307<br>LEI: 213800YUOETJ427AGG25 | Short            | EC               | CORP              | US        |       -7400 | NS      | $-17538.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kura Sushi USA Inc                                     | Kura Sushi USA Inc                                                               | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1400 | NS      | $97706.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kyndryl Holdings Inc                                   | Kyndryl Holdings Inc                                                             | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |        3000 | NS      | $39360.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kymera Therapeutics Inc                                | Kymera Therapeutics Inc                                                          | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4700 | NS      | $391463.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| La Rosa Holdings Corp                                  | La Rosa Holdings Corp                                                            | CUSIP: 50172T301<br>LEI: N/A                  | Short            | EC               | CORP              | US        |          -2 | NS      | $-1.18         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LG Display Co Ltd                                      | LG Display Co Ltd                                                                | CUSIP: 50186V102<br>LEI: 988400P37K91W0SABO95 | Long             | EC               | CORP              | KR        |        1200 | NS      | $4656.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LGI Homes Inc                                          | LGI Homes Inc                                                                    | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |         100 | NS      | $3953.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LKQ Corp                                               | LKQ Corp                                                                         | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Short            | EC               | CORP              | US        |      -21500 | NS      | $-631455.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| LCI Industries                                         | LCI Industries                                                                   | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Short            | EC               | CORP              | US        |        -100 | NS      | $-12298.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kyverna Therapeutics Inc                               | Kyverna Therapeutics Inc                                                         | CUSIP: 501976104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         800 | NS      | $6904.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Li Auto Inc                                            | Li Auto Inc                                                                      | CUSIP: 50202M102<br>LEI: 2549003R73Q70J5H4I65 | Short            | EC               | CORP              | KY        |      -44400 | NS      | $-791652.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| LPL Financial Holdings Inc                             | LPL Financial Holdings Inc                                                       | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Short            | EC               | CORP              | US        |       -6440 | NS      | $-1937345.20   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| LQR House Inc                                          | LQR House Inc                                                                    | CUSIP: 50215C307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          29 | NS      | $28.31         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LSB Industries Inc                                     | LSB Industries Inc                                                               | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |        2600 | NS      | $38740.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LSI Industries Inc                                     | LSI Industries Inc                                                               | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |         300 | NS      | $5580.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LTC Properties Inc                                     | LTC Properties Inc                                                               | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |        5700 | NS      | $211812.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| L3Harris Technologies Inc                              | L3Harris Technologies Inc                                                        | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       32369 | NS      | $11172160.35   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| La-Z-Boy Inc                                           | La-Z-Boy Inc                                                                     | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Short            | EC               | CORP              | US        |        -100 | NS      | $-3214.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ladder Capital Corp                                    | Ladder Capital Corp                                                              | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               |  | US        |       16090 | NS      | $157199.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Laird Superfood Inc                                    | Laird Superfood Inc                                                              | CUSIP: 50736T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $215.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lam Research Corp                                      | Lam Research Corp                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        4391 | NS      | $938181.06     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Lamb Weston Holdings Inc                               | Lamb Weston Holdings Inc                                                         | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Short            | EC               | CORP              | US        |       -3300 | NS      | $-139458.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Landbridge Co LLC                                      | Landbridge Co LLC                                                                | CUSIP: 514952100<br>LEI: 529900P7NBGGY6C0SF08 | Long             | EC               | CORP              | US        |       10050 | NS      | $693952.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Lands' End Inc                                         | Lands' End Inc                                                                   | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Short            | EC               | CORP              | US        |        -400 | NS      | $-4496.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lantheus Holdings Inc                                  | Lantheus Holdings Inc                                                            | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-83435.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lantronix Inc                                          | Lantronix Inc                                                                    | CUSIP: 516548203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3400 | NS      | $17816.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LanzaTech Global Inc                                   | LanzaTech Global Inc                                                             | CUSIP: 51655R200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -46 | NS      | $-736.46       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Largo Inc                                              | Largo Inc                                                                        | CUSIP: 517097101<br>LEI: 549300DNLDBZOCZKIM08 | Long             | EC               | CORP              | CA        |        1900 | NS      | $2128.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Larimar Therapeutics Inc                               | Larimar Therapeutics Inc                                                         | CUSIP: 517125100<br>LEI: 529900NCBZHTTJV6HX73 | Long             | EC               | CORP              | US        |          33 | NS      | $148.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Las Vegas Sands Corp                                   | Las Vegas Sands Corp                                                             | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       21600 | NS      | $1163808.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Laser Photonics Corp                                   | Laser Photonics Corp                                                             | CUSIP: 51807Q100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -30 | NS      | $-30.00        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Latam Airlines Group SA                                | Latam Airlines Group SA                                                          | CUSIP: 51817R205<br>LEI: 549300HX3UUDPEFTG707 | Long             | EC               | CORP              | CL        |       19100 | NS      | $944304.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Lattice Semiconductor Corp                             | Lattice Semiconductor Corp                                                       | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Short            | EC               | CORP              | US        |        -500 | NS      | $-46380.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Estee Lauder Cos Inc/The                               | Estee Lauder Cos Inc/The                                                         | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Short            | EC               | CORP              | US        |        -100 | NS      | $-7177.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Laureate Education Inc                                 | Laureate Education Inc                                                           | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Short            | EC               | CORP              | US        |        -200 | NS      | $-6968.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lazard Inc                                             | Lazard Inc                                                                       | CUSIP: 52110M109<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |         200 | NS      | $8496.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lear Corp                                              | Lear Corp                                                                        | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Short            | EC               | CORP              | US        |       -2300 | NS      | $-278484.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Cypherpunk Technologies Inc                            | Cypherpunk Technologies Inc                                                      | CUSIP: 52187K200<br>LEI: 549300T31SMMJ2DDLI13 | Short            | EC               | CORP              | US        |        -200 | NS      | $-158.92       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Leggett & Platt Inc                                    | Leggett & Platt Inc                                                              | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |        7300 | NS      | $72124.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Legalzoom.com Inc                                      | Legalzoom.com Inc                                                                | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Short            | EC               | CORP              | US        |        -100 | NS      | $-567.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Legacy Housing Corp                                    | Legacy Housing Corp                                                              | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $8172.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Legence Corp                                           | Legence Corp                                                                     | CUSIP: 52476L109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1900 | NS      | $-107274.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Legend Biotech Corp                                    | Legend Biotech Corp                                                              | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |        7400 | NS      | $133866.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lehman Mortgage Trust                                  | Lehman Mortgage Trust 2005-2                                                     | CUSIP: 52520MBY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      491232 | PA      | $223491.32     | 0.01%             | 2035-12-25      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| Lehman Mortgage Trust                                  | Lehman Mortgage Trust 2007-1                                                     | CUSIP: 52521FAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      434097 | PA      | $442328.14     | 0.01%             | 2037-02-25      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Lehman XS Trust                                        | Lehman XS Trust Series 2007-15N                                                  | CUSIP: 52524VAQ2<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |      228426 | PA      | $213496.79     | 0.01%             | 2047-08-25      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| Leidos Holdings Inc                                    | Leidos Holdings Inc                                                              | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |         300 | NS      | $46656.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LeMaitre Vascular Inc                                  | LeMaitre Vascular Inc                                                            | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |         300 | NS      | $32751.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lemonade Inc                                           | Lemonade Inc                                                                     | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |        6427 | NS      | $402844.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LendingClub Corp                                       | LendingClub Corp                                                                 | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Short            | EC               | CORP              | US        |       -3300 | NS      | $-47256.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corp                                            | Lennar Corp                                                                      | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |        6003 | NS      | $521300.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LENSAR Inc                                             | LENSAR Inc                                                                       | CUSIP: 52634L108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-596.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LENZ Therapeutics Inc                                  | LENZ Therapeutics Inc                                                            | CUSIP: 52635N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         328 | NS      | $3001.20       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Leslie's Inc                                           | Leslie's Inc                                                                     | CUSIP: 527064208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          50 | NS      | $56.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Levi Strauss & Co                                      | Levi Strauss & Co                                                                | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |       17601 | NS      | $325442.49     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lexaria Bioscience Corp                                | Lexaria Bioscience Corp                                                          | CUSIP: 52886N406<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -900 | NS      | $-702.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lexicon Pharmaceuticals Inc                            | Lexicon Pharmaceuticals Inc                                                      | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1900 | NS      | $2964.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LexinFintech Holdings Ltd                              | LexinFintech Holdings Ltd                                                        | CUSIP: 528877103<br>LEI: 549300F9QU71NQ28CS19 | Long             | EC               | CORP              | KY        |       22797 | NS      | $49697.46      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LXP Industrial Trust                                   | LXP Industrial Trust                                                             | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Short            | EC               |  | US        |       -6777 | NS      | $-313504.02    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Broadband Corp                                 | Liberty Broadband Corp                                                           | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Short            | EC               | CORP              | US        |      -25401 | NS      | $-1277670.30   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Live Holdings Inc                              | Liberty Live Holdings Inc                                                        | CUSIP: 530909100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1665 | NS      | $152580.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Live Holdings Inc                              | Liberty Live Holdings Inc                                                        | CUSIP: 530909308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2694 | NS      | $253532.34     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Live Holdings Inc                              | Liberty Live Holdings Inc                                                        | CUSIP: 530909308<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1299 | NS      | $-122248.89    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Energy Inc                                     | Liberty Energy Inc                                                               | CUSIP: 53115L104<br>LEI: 254900PKFJW6RILDCM60 | Short            | EC               | CORP              | US        |      -12200 | NS      | $-351360.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                 | Liberty Media Corp-Liberty Formula One                                           | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3655 | NS      | $310748.10     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Life Time Group Holdings Inc                           | Life Time Group Holdings Inc                                                     | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13000 | NS      | $350220.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lifeway Foods Inc                                      | Lifeway Foods Inc                                                                | CUSIP: 531914109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $1934.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LifeMD Inc                                             | LifeMD Inc                                                                       | CUSIP: 53216B104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-722.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Life Financial Services Trust                          | Life 2021-BMR Mortgage Trust                                                     | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      805000 | PA      | $740605.64     | 0.02%             | 2038-03-15      | Floating      | 6.14%                 | No            | 2                  | On Loan: No      |
| Life360 Inc                                            | Life360 Inc                                                                      | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Short            | EC               | CORP              | US        |       -1900 | NS      | $-77558.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lifetime Brands Inc                                    | Lifetime Brands Inc                                                              | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Short            | EC               | CORP              | US        |        -400 | NS      | $-2296.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lightbridge Corp                                       | Lightbridge Corp                                                                 | CUSIP: 53224K302<br>LEI: 5493005PY54DR0JRCW56 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-18122.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lightwave Logic Inc                                    | Lightwave Logic Inc                                                              | CUSIP: 532275104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-703.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lightspeed Commerce Inc                                | Lightspeed Commerce Inc                                                          | CUSIP: 53229C107<br>LEI: 254900T8MDWRTGMFZ257 | Short            | EC               | CORP              | CA        |        -400 | NS      | $-3584.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eli Lilly & Co                                         | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Short            | EC               | CORP              | US        |        -593 | NS      | $-545423.61    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Limoneira Co                                           | Limoneira Co                                                                     | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |         400 | NS      | $5368.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lincoln Educational Services Corp                      | Lincoln Educational Services Corp                                                | CUSIP: 533535100<br>LEI: 549300BJ55KUY6RG7L98 | Long             | EC               | CORP              | US        |         600 | NS      | $24408.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lindblad Expeditions Holdings Inc                      | Lindblad Expeditions Holdings Inc                                                | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |        1000 | NS      | $17300.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lineage Cell Therapeutics Inc                          | Lineage Cell Therapeutics Inc                                                    | CUSIP: 53566P109<br>LEI: 5299002BI4W22SDF8R25 | Short            | EC               | CORP              | US        |        -500 | NS      | $-790.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lineage Inc                                            | Lineage Inc                                                                      | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               |  | US        |       17700 | NS      | $579852.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Link Motion Inc                                        | Link Motion Inc                                                                  | CUSIP: 53577L105<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |      -11000 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Lionsgate Studios Corp                                 | Lionsgate Studios Corp                                                           | CUSIP: 53626N102<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |       -7908 | NS      | $-75837.72     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Liquidia Corp                                          | Liquidia Corp                                                                    | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2100 | NS      | $79254.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lithia Motors Inc                                      | Lithia Motors Inc                                                                | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Short            | EC               | CORP              | US        |        -120 | NS      | $-29966.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lithium Americas Corp                                  | Lithium Americas Corp                                                            | CUSIP: 53681J103<br>LEI: 529900Q9ENG7EHHZ5R75 | Long             | EC               | CORP              | CA        |       24215 | NS      | $95649.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Live Nation Entertainment Inc                          | Live Nation Entertainment Inc                                                    | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |          32 | NS      | $4880.32       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Live Nation Entertainment Inc                          | Live Nation Entertainment Inc                                                    | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |      -13798 | NS      | $-2104332.98   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Live Oak Bancshares Inc                                | Live Oak Bancshares Inc                                                          | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1500 | NS      | $49605.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LivePerson Inc                                         | LivePerson Inc                                                                   | CUSIP: 538146309<br>LEI: 549300IN2P1JZ20G7N40 | Short            | EC               | CORP              | US        |        -100 | NS      | $-255.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LiveRamp Holdings Inc                                  | LiveRamp Holdings Inc                                                            | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Short            | EC               | CORP              | US        |        -200 | NS      | $-5304.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Livewire Group Inc                                     | Livewire Group Inc                                                               | CUSIP: 53838J105<br>LEI: 549300OVJSGKW1NTLF24 | Short            | EC               | CORP              | US        |        -300 | NS      | $-498.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lloyds Banking Group PLC                               | Lloyds Banking Group PLC                                                         | CUSIP: 539439109<br>LEI: 549300PPXHEU2JF0AM85 | Short            | EC               | CORP              | GB        |      -16800 | NS      | $-84504.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| loanDepot Inc                                          | loanDepot Inc                                                                    | CUSIP: 53946R106<br>LEI: 5493003261L42OH8RK59 | Short            | EC               | CORP              | US        |       -2200 | NS      | $-3124.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lockheed Martin Corp                                   | Lockheed Martin Corp                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       20880 | NS      | $12619663.20   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Lowe's Cos Inc                                         | Lowe's Cos Inc                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |          10 | NS      | $2362.80       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lowe's Cos Inc                                         | Lowe's Cos Inc                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Short            | EC               | CORP              | US        |       -2400 | NS      | $-567072.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| LSTAR Commercial Mortgage Trust                        | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1125000 | PA      | $980949.38     | 0.03%             | 2050-03-10      | Variable      | 4.67%                 | No            | 2                  | On Loan: No      |
| Lucid Diagnostics Inc                                  | Lucid Diagnostics Inc                                                            | CUSIP: 54948X109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5500 | NS      | $-6325.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lucid Group Inc                                        | Lucid Group Inc                                                                  | CUSIP: 549498103<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | EC               | CORP              | US        |           0 | NS      | $-1.99         | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| Lucid Group Inc                                        | Lucid Group Inc                                                                  | CUSIP: 549498202<br>LEI: 529900MRL9Z13ZCRVD74 | Short            | EC               | CORP              | US        |      -66143 | NS      | $-630342.79    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Lululemon Athletica Inc                                | Lululemon Athletica Inc                                                          | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Short            | EC               | CORP              | US        |       -1500 | NS      | $-229650.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Lumen Technologies Inc                                 | Lumen Technologies Inc                                                           | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |        4000 | NS      | $27800.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lumexa Imaging Holdings Inc                            | Lumexa Imaging Holdings Inc                                                      | CUSIP: 550249106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19470 | NS      | $167442.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lumentum Holdings Inc                                  | Lumentum Holdings Inc                                                            | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |        1700 | NS      | $1194692.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Lumentum Holdings Inc                                  | Lumentum Holdings Inc                                                            | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |          -5 | NS      | $-3513.80      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LUXFER HOLDINGS PLC ADR                                | LUXFER HOLDINGS PLC ADR                                                          | CUSIP: 550678106<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |        1900 | NS      | $23142.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lyell Immunopharma Inc                                 | Lyell Immunopharma Inc                                                           | CUSIP: 55083R203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         145 | NS      | $2908.70       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lyft Inc                                               | Lyft Inc                                                                         | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Short            | EC               | CORP              | US        |       -1323 | NS      | $-17595.90     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| M&T Bank Corp                                          | M&T Bank Corp                                                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Short            | EC               | CORP              | US        |        -948 | NS      | $-195970.56    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MF GLOBAL HLDGS LTD                                    | MF Global Holdings Ltd                                                           | CUSIP: 55277JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      436000 | PA      | $8720.00       | 0.00%             | 2016-08-08      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Lite Strategy Inc                                      | Lite Strategy Inc                                                                | CUSIP: 55279B301<br>LEI: 529900A43X33ON524197 | Long             | EC               | CORP              | US        |        2400 | NS      | $2784.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MGIC Investment Corp                                   | MGIC Investment Corp                                                             | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |         100 | NS      | $2625.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust            | MF1 2022-FL9 LLC                                                                 | CUSIP: 55285AAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1000673.00    | 0.03%             | 2037-06-19      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| Merit                                                  | MHP 2022-MHIL                                                                    | CUSIP: 55293DAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       80000 | PA      | $79880.96      | 0.00%             | 2039-01-15      | Floating      | 6.93%                 | No            | 2                  | On Loan: No      |
| Merit                                                  | MHP 2022-MHIL                                                                    | CUSIP: 55293DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      626400 | PA      | $625702.82     | 0.02%             | 2027-01-15      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| MDA Space Ltd                                          | MDA Space Ltd                                                                    | CUSIP: 55293N109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       32391 | NS      | $820140.12     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MDA Space Ltd                                          | MDA Space Ltd                                                                    | CUSIP: 55293N109<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |        -100 | NS      | $-2532.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MGM Resorts International                              | MGM Resorts International                                                        | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |         200 | NS      | $7402.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MGP Ingredients Inc                                    | MGP Ingredients Inc                                                              | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |        1700 | NS      | $31263.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NEW MILLENNIUM HOLDCO INC                              | New Millennium HoldCo Inc 2020 Term Loan                                         | CUSIP: 55304HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      835579 | PA      | $838712.30     | 0.02%             | 2026-05-14      | Floating      | 9.17%                 | No            | 2                  | On Loan: No      |
| MKS Inc                                                | MKS Inc                                                                          | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |         400 | NS      | $91924.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MFT Trust                                              | MFT Trust 2020-ABC                                                               | CUSIP: 55317BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20401000 | PA      | $103473.87     | 0.00%             | 2042-02-10      | Variable      | 0.12%                 | No            | 2                  | On Loan: No      |
| MPH ACQUISITION HOLDINGS                               | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     1259266 | PA      | $1133575.82    | 0.03%             | 2030-12-31      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| MPH ACQUISITION HOLDINGS                               | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     3390569 | PA      | $2593837.95    | 0.07%             | 2030-12-31      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| MPH Acquisition Holdings LLC                           | MPH Acquisition Holdings LLC 2025 Second Out Term Loan                           | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |     4817400 | PA      | $4253378.60    | 0.12%             | 2030-12-31      | Floating      | 8.53%                 | No            | 2                  | On Loan: No      |
| MP Materials Corp                                      | MP Materials Corp                                                                | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |       13336 | NS      | $643595.36     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MSC Industrial Direct Co Inc                           | MSC Industrial Direct Co Inc                                                     | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Short            | EC               | CORP              | US        |        -200 | NS      | $-18454.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MSCI Inc                                               | MSCI Inc                                                                         | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        1560 | NS      | $840855.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MSCI Inc                                               | MSCI Inc                                                                         | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Short            | EC               | CORP              | US        |        -264 | NS      | $-142298.64    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MSC Income Fund Inc                                    | MSC Income Fund Inc                                                              | CUSIP: 55374X208<br>LEI: 254900XHQK9DKZDIPC91 | Long             | EC               | CORP              | US        |        6700 | NS      | $81606.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MVB Financial Corp                                     | MVB Financial Corp                                                               | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |         100 | NS      | $2483.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MACOM Technology Solutions Holdings Inc                | MACOM Technology Solutions Holdings Inc                                          | CUSIP: 55405Y100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2200 | NS      | $-488554.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Macerich Co/The                                        | Macerich Co/The                                                                  | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Short            | EC               |  | US        |      -16500 | NS      | $-311850.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Veris Residential Inc                                  | Veris Residential Inc                                                            | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               |  | US        |         200 | NS      | $3774.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MacroGenics Inc                                        | MacroGenics Inc                                                                  | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |       13900 | NS      | $40171.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Macy's Inc                                             | Macy's Inc                                                                       | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Short            | EC               | CORP              | US        |       -1281 | NS      | $-23173.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Steven Madden Ltd                                      | Steven Madden Ltd                                                                | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Short            | EC               | CORP              | US        |       -5500 | NS      | $-186560.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Sphere Entertainment Co                                | Sphere Entertainment Co                                                          | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |        5100 | NS      | $598740.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Madrigal Pharmaceuticals Inc                           | Madrigal Pharmaceuticals Inc                                                     | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Short            | EC               | CORP              | US        |       -6100 | NS      | $-3193167.00   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Magna International Inc                                | Magna International Inc                                                          | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |        1300 | NS      | $72553.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Magnachip Semiconductor Corp                           | Magnachip Semiconductor Corp                                                     | CUSIP: 55933J203<br>LEI: 529900P54J1ATLRBUV29 | Long             | EC               | CORP              | US        |        4100 | NS      | $11480.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Magnera Corp                                           | Magnera Corp                                                                     | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |          21 | NS      | $199.71        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Magnolia Oil & Gas Corp                                | Magnolia Oil & Gas Corp                                                          | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1300 | NS      | $41041.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Maison Solutions Inc                                   | Maison Solutions Inc                                                             | CUSIP: 560667107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          46 | NS      | $6.66          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Manitowoc Co Inc/The                                   | Manitowoc Co Inc/The                                                             | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |        3800 | NS      | $44270.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MannKind Corp                                          | MannKind Corp                                                                    | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |        1900 | NS      | $4655.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ManpowerGroup Inc                                      | ManpowerGroup Inc                                                                | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |        7600 | NS      | $223896.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Maplebear Inc                                          | Maplebear Inc                                                                    | CUSIP: 565394103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -20961 | NS      | $-785199.06    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| MapLight Therapeutics Inc                              | MapLight Therapeutics Inc                                                        | CUSIP: 56565P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14143 | NS      | $287527.19     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MARA Holdings Inc                                      | MARA Holdings Inc                                                                | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Short            | EC               | CORP              | US        |      -49011 | NS      | $-399929.76    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Marathon Petroleum Corp                                | Marathon Petroleum Corp                                                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        2200 | NS      | $537196.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Maravai LifeSciences Holdings Inc                      | Maravai LifeSciences Holdings Inc                                                | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11700 | NS      | $33111.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Marcus & Millichap Inc                                 | Marcus & Millichap Inc                                                           | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |         200 | NS      | $5318.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MarineMax Inc                                          | MarineMax Inc                                                                    | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Short            | EC               | CORP              | US        |        -800 | NS      | $-21648.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Markel Group Inc                                       | Markel Group Inc                                                                 | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Short            | EC               | CORP              | US        |        -200 | NS      | $-382814.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| MarketAxess Holdings Inc                               | MarketAxess Holdings Inc                                                         | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      100237 | NS      | $16537100.26   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Marqeta Inc                                            | Marqeta Inc                                                                      | CUSIP: 57142B104<br>LEI: 254900UZARK0FMZGZE18 | Long             | EC               | CORP              | US        |      499000 | NS      | $2035920.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Marriott Vacations Worldwide Corp                      | Marriott Vacations Worldwide Corp                                                | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Short            | EC               | CORP              | US        |        -700 | NS      | $-45584.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Marsh & McLennan Cos Inc                               | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Short            | EC               | CORP              | US        |        -100 | NS      | $-17345.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Marriott International Inc/MD                          | Marriott International Inc/MD                                                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Short            | EC               | CORP              | US        |       -6640 | NS      | $-2171744.80   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Marten Transport Ltd                                   | Marten Transport Ltd                                                             | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4299 | NS      | $56445.87      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MRT MID PART/MRT MID FIN                               | Martin Midstream Partners LP / Martin Midstream Finance Corp                     | CUSIP: 573334AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8785000 | PA      | $8995216.28    | 0.25%             | 2028-02-15      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Marvell Technology Inc                                 | Marvell Technology Inc                                                           | CUSIP: 573874104<br>LEI: 254900WVU0BM7ZCJ9E93 | Short            | EC               | CORP              | US        |      -16417 | NS      | $-1626103.85   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Masco Corp                                             | Masco Corp                                                                       | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Short            | EC               | CORP              | US        |       -2253 | NS      | $-136013.61    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Masimo Corp                                            | Masimo Corp                                                                      | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Short            | EC               | CORP              | US        |       -7701 | NS      | $-1369776.87   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Greenwave Technology Solutions Inc                     | Greenwave Technology Solutions Inc                                               | CUSIP: 57630J502<br>LEI: 549300WFLNROJHOWDW11 | Short            | EC               | CORP              | US        |        -129 | NS      | $-432.15       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mastercard Inc                                         | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       24620 | NS      | $12301629.20   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Masterbrand Inc                                        | Masterbrand Inc                                                                  | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Short            | EC               | CORP              | US        |       -3400 | NS      | $-28254.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Matador Resources Co                                   | Matador Resources Co                                                             | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Short            | EC               | CORP              | US        |        -211 | NS      | $-13330.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Match Group Inc                                        | Match Group Inc                                                                  | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Short            | EC               | CORP              | US        |      -48100 | NS      | $-1477151.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Materialise NV                                         | Materialise NV                                                                   | CUSIP: 57667T100<br>LEI: 5493004CXYDPCZ5RQK28 | Long             | EC               | CORP              | BE        |         400 | NS      | $1976.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Matrix Service Co                                      | Matrix Service Co                                                                | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |        1400 | NS      | $16072.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mattel Inc                                             | Mattel Inc                                                                       | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Short            | EC               | CORP              | US        |       -7400 | NS      | $-107522.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Matthews International Corp                            | Matthews International Corp                                                      | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Short            | EC               | CORP              | US        |        -100 | NS      | $-2582.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                                 | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     1042000 | PA      | $1010740.00    | 0.03%             | 2027-04-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                                 | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     2026000 | PA      | $1882493.95    | 0.05%             | 2030-04-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| MCGRAW-HILL EDUCATION                                  | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     2436000 | PA      | $2432385.99    | 0.07%             | 2029-08-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| MaxLinear Inc                                          | MaxLinear Inc                                                                    | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |        6000 | NS      | $104340.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MaxCyte Inc                                            | MaxCyte Inc                                                                      | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |        2500 | NS      | $1756.26       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mawson Infrastructure Group Inc                        | Mawson Infrastructure Group Inc                                                  | CUSIP: 57778N406<br>LEI: 549300O0BJLT7G4BZ277 | Short            | EC               | CORP              | US        |          -3 | NS      | $-5.85         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Maze Therapeutics Inc                                  | Maze Therapeutics Inc                                                            | CUSIP: 578784100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-2985.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| McDonald's Corp                                        | McDonald's Corp                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Short            | EC               | CORP              | US        |        -140 | NS      | $-43510.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| McEwen Inc                                             | McEwen Inc                                                                       | CUSIP: 58039P305<br>LEI: 5493000FX50GEWAF3U70 | Long             | EC               | CORP              | US        |        4800 | NS      | $98016.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| McGrath RentCorp                                       | McGrath RentCorp                                                                 | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |         100 | NS      | $11028.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| McGraw Hill Inc                                        | McGraw Hill Inc                                                                  | CUSIP: 580907103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       42428 | NS      | $581263.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| McGraw Hill Inc                                        | McGraw Hill Inc                                                                  | CUSIP: 580907103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-1370.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| McKesson Corp                                          | McKesson Corp                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Short            | EC               | CORP              | US        |        -360 | NS      | $-311529.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Soluna Holdings Inc                                    | Soluna Holdings Inc                                                              | CUSIP: 583543301<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -11900 | NS      | $-8410.91      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Medallion Financial Corp                               | Medallion Financial Corp                                                         | CUSIP: 583928106<br>LEI: 549300FJ4FMGJ2C34Y48 | Long             | EC               | CORP              | US        |        1200 | NS      | $10272.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Medical Properties Trust Inc                           | Medical Properties Trust Inc                                                     | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |       33395 | NS      | $154618.85     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MediciNova Inc                                         | MediciNova Inc                                                                   | CUSIP: 58468P206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $137.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Medifast Inc                                           | Medifast Inc                                                                     | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |        1100 | NS      | $11209.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Medicus Pharma Ltd                                     | Medicus Pharma Ltd                                                               | CUSIP: 58471K202<br>LEI: 984500563DE3E9558204 | Short            | EC               | CORP              | CA        |       -8001 | NS      | $-3672.46      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pediatrix Medical Group Inc                            | Pediatrix Medical Group Inc                                                      | CUSIP: 58502B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-8556.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Medpace Holdings Inc                                   | Medpace Holdings Inc                                                             | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |         580 | NS      | $278510.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercantile Bank Corp                                   | Mercantile Bank Corp                                                             | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |         300 | NS      | $15150.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercer International Inc                               | Mercer International Inc                                                         | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Short            | EC               | CORP              | US        |        -600 | NS      | $-852.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Merchants Bancorp/IN                                   | Merchants Bancorp/IN                                                             | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Short            | EC               | CORP              | US        |       -1150 | NS      | $-49346.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co Inc                                         | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        7246 | NS      | $871621.34     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co Inc                                         | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Short            | EC               | CORP              | US        |      -10900 | NS      | $-1311161.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Mercury General Corp                                   | Mercury General Corp                                                             | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |        2000 | NS      | $176300.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mereo Biopharma Group PLC                              | Mereo Biopharma Group PLC                                                        | CUSIP: 589492107<br>LEI: 213800U8JQHIJOS5AS09 | Long             | EC               | CORP              | GB        |        1200 | NS      | $396.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Merit Medical Systems Inc                              | Merit Medical Systems Inc                                                        | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Short            | EC               | CORP              | US        |        -500 | NS      | $-34465.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Meritage Homes Corp                                    | Meritage Homes Corp                                                              | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        5200 | NS      | $321568.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MLCC Mortgage Investors Inc                            | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3                        | CUSIP: 59020UM51<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |      247056 | PA      | $133400.44     | 0.00%             | 2035-11-25      | Variable      | 5.07%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                 | Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A5                       | CUSIP: 59020UYW9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |      622750 | PA      | $564845.55     | 0.02%             | 2035-06-25      | Variable      | 4.80%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                 | Merrill Lynch Mortgage Investors Trust Series 2006-RM5                           | CUSIP: 59023FAB1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-O            | CORP              | US        |     1445406 | PA      | $208924.80     | 0.01%             | 2037-10-25      | Floating      | 4.03%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                 | Merrill Lynch Mortgage Investors Trust Series 2006-RM5                           | CUSIP: 59023FAC9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-O            | CORP              | US        |     2105482 | PA      | $305099.05     | 0.01%             | 2037-10-25      | Floating      | 4.15%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust       | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-H1                  | CUSIP: 59025TAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      708488 | PA      | $548454.61     | 0.02%             | 2037-10-25      | Floating      | 7.29%                 | No            | 2                  | On Loan: No      |
| Mesoblast Ltd                                          | Mesoblast Ltd                                                                    | CUSIP: 590717401<br>LEI: 529900J5ALF3JG921927 | Short            | EC               | CORP              | AU        |        -400 | NS      | $-6152.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pathward Financial Inc                                 | Pathward Financial Inc                                                           | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |         400 | NS      | $35692.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pathward Financial Inc                                 | Pathward Financial Inc                                                           | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Short            | EC               | CORP              | US        |      -51172 | NS      | $-4566077.56   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Metagenomi Therapeutics Inc                            | Metagenomi Therapeutics Inc                                                      | CUSIP: 59102M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2500 | NS      | $3350.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Metalla Royalty & Streaming Ltd                        | Metalla Royalty & Streaming Ltd                                                  | CUSIP: 59124U605<br>LEI: 549300RPR0O774QEKV20 | Long             | EC               | CORP              | CA        |        5200 | NS      | $34476.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Methanex Corp                                          | Methanex Corp                                                                    | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Short            | EC               | CORP              | CA        |       -1300 | NS      | $-77402.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Methode Electronics Inc                                | Methode Electronics Inc                                                          | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |        4700 | NS      | $25944.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Metrocity Bankshares Inc                               | Metrocity Bankshares Inc                                                         | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |         100 | NS      | $2867.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| METROPOLIS TECHNOLOGIES INC                            | Metropolis Technologies Inc 2025 Term Loan B                                     | CUSIP: 59173YAC6<br>LEI: 2549007G4NS5EM5X7O93 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00          | 0.00%             | 2032-11-03      | Floating      | 8.98%                 | No            | N/A                | On Loan: No      |
| Metropolitan Bank Holding Corp                         | Metropolitan Bank Holding Corp                                                   | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5008 | NS      | $417116.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mettler-Toledo International Inc                       | Mettler-Toledo International Inc                                                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Short            | EC               | CORP              | US        |       -2300 | NS      | $-2900760.00   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| MHP LUX SA                                             | MHP Lux SA                                                                       | CUSIP: 59318YAB4<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |      689000 | PA      | $618687.55     | 0.02%             | 2029-09-19      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Miami International Holdings Inc                       | Miami International Holdings Inc                                                 | CUSIP: 59356Q108<br>LEI: 254900TREUDBWGLAP788 | Long             | EC               | CORP              | US        |      149377 | NS      | $5813752.84    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Microsoft Corp                                         | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       15871 | NS      | $5874968.07    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| MicroVision Inc                                        | MicroVision Inc                                                                  | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Short            | EC               | CORP              | US        |      -24500 | NS      | $-15709.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Strategy Inc                                           | Strategy Inc                                                                     | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |      -36497 | NS      | $-4554825.60   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| STRATEGY INC                                           | Strategy Inc                                                                     | CUSIP: 594972AQ4<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |      300000 | PA      | $328650.00     | 0.01%             | 2028-09-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| STRATEGY INC                                           | Strategy Inc                                                                     | CUSIP: 594972AS0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $829500.00     | 0.02%             | 2029-12-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| STRATEGY INC                                           | Strategy Inc                                                                     | CUSIP: 594972AU5<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |      800000 | PA      | $698233.85     | 0.02%             | 2030-03-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Microchip Technology Inc                               | Microchip Technology Inc                                                         | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |        -113 | NS      | $-7300.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Microbot Medical Inc                                   | Microbot Medical Inc                                                             | CUSIP: 59503A204<br>LEI: 549300AEUNO16KTJXD72 | Short            | EC               | CORP              | US        |       -2550 | NS      | $-6145.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Micron Technology Inc                                  | Micron Technology Inc                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       33000 | NS      | $11148720.00   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Micron Technology Inc                                  | Micron Technology Inc                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Short            | EC               | CORP              | US        |       -1853 | NS      | $-626017.52    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Microvast Holdings Inc                                 | Microvast Holdings Inc                                                           | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Short            | EC               | CORP              | US        |        -100 | NS      | $-150.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Middleby Corp/The                                      | Middleby Corp/The                                                                | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Short            | EC               | CORP              | US        |       -2700 | NS      | $-357966.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Midland States Bancorp Inc                             | Midland States Bancorp Inc                                                       | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |        1100 | NS      | $24541.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MidOcean Credit CLO                                    | Midocean Credit Clo XXI                                                          | CUSIP: 59790AAA5<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $925880.00     | 0.03%             | 2038-10-20      | Floating      | 8.86%                 | No            | 2                  | On Loan: No      |
| MidOcean Credit CLO                                    | Midocean Credit CLO XV Ltd                                                       | CUSIP: 59801FAJ2<br>LEI: 254900R5AXF91DYP1Y16 | Long             | ABS-CBDO         | CORP              | JE        |     2000000 | PA      | $1973984.00    | 0.05%             | 2037-07-21      | Floating      | 7.02%                 | No            | 2                  | On Loan: No      |
| MidOcean Credit CLO                                    | MidOcean Credit CLO XIX                                                          | CUSIP: 59803HAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1938564.00    | 0.05%             | 2036-07-20      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| MidOcean Credit CLO                                    | MidOcean Credit CLO XIX                                                          | CUSIP: 59803JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $995913.00     | 0.03%             | 2036-07-20      | Floating      | 9.92%                 | No            | 2                  | On Loan: No      |
| Gainwell Acquisition Corp                              | Gainwell Acquisition Corp Term Loan B                                            | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       97764 | PA      | $94750.10      | 0.00%             | 2027-10-01      | Floating      | 7.80%                 | No            | 2                  | On Loan: No      |
| Milestone Pharmaceuticals Inc                          | Milestone Pharmaceuticals Inc                                                    | CUSIP: 59935V107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       13600 | NS      | $16184.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sui Group Holdings Ltd                                 | Sui Group Holdings Ltd                                                           | CUSIP: 59982U200<br>LEI: 984500E51QEF3TFD6766 | Long             | EC               | CORP              | US        |       14200 | NS      | $17182.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Miller Industries Inc/TN                               | Miller Industries Inc/TN                                                         | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |         300 | NS      | $13665.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Millrose Properties Inc                                | Millrose Properties Inc                                                          | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               |  | US        |       10388 | NS      | $290864.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MIND Technology Inc                                    | MIND Technology Inc                                                              | CUSIP: 602566309<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-4175.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MindWalk Holdings Corp                                 | MindWalk Holdings Corp                                                           | CUSIP: 602687105<br>LEI: 549300VULMFHRONS7K42 | Short            | EC               | CORP              | CA        |        -200 | NS      | $-226.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mineralys Therapeutics Inc                             | Mineralys Therapeutics Inc                                                       | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4400 | NS      | $119196.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MiNK Therapeutics Inc                                  | MiNK Therapeutics Inc                                                            | CUSIP: 603693201<br>LEI: 529900Z7778N8ZY89B90 | Short            | EC               | CORP              | US        |        -200 | NS      | $-2106.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mira Pharmaceuticals Inc                               | Mira Pharmaceuticals Inc                                                         | CUSIP: 60458C104<br>LEI: 5493000N6HPDY7V7OR15 | Short            | EC               | CORP              | US        |        -500 | NS      | $-535.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mirion Technologies Inc                                | Mirion Technologies Inc                                                          | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Short            | EC               | CORP              | US        |      -28100 | NS      | $-522379.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Mirum Pharmaceuticals Inc                              | Mirum Pharmaceuticals Inc                                                        | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |        3100 | NS      | $286378.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mister Car Wash Inc                                    | Mister Car Wash Inc                                                              | CUSIP: 60646V105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-4182.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mistras Group Inc                                      | Mistras Group Inc                                                                | CUSIP: 60649T107<br>LEI: 5493000CMNXVLND3FU73 | Long             | EC               | CORP              | US        |         400 | NS      | $5912.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitek Systems Inc                                      | Mitek Systems Inc                                                                | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |         100 | NS      | $1350.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822104<br>LEI: 353800V2V8PUY9TK3E06 | Short            | EC               | CORP              | JP        |      -49400 | NS      | $-838318.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Mizuho Financial Group Inc                             | Mizuho Financial Group Inc                                                       | CUSIP: 60687Y109<br>LEI: 353800CI5L6DDAN5XZ33 | Short            | EC               | CORP              | JP        |      -13500 | NS      | $-107190.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mobileye Global Inc                                    | Mobileye Global Inc                                                              | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       53500 | NS      | $367545.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mobileye Global Inc                                    | Mobileye Global Inc                                                              | CUSIP: 60741F104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3699 | NS      | $-25412.13     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mobix Labs Inc                                         | Mobix Labs Inc                                                                   | CUSIP: 60743G100<br>LEI: 5493000EQUHM8VQXKW03 | Short            | EC               | CORP              | US        |      -14100 | NS      | $-4710.81      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Moderna Inc                                            | Moderna Inc                                                                      | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       83100 | NS      | $4221480.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Modine Manufacturing Co                                | Modine Manufacturing Co                                                          | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Short            | EC               | CORP              | US        |      -14800 | NS      | $-3207308.00   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Modiv Industrial Inc                                   | Modiv Industrial Inc                                                             | CUSIP: 60784B101<br>LEI: N/A                  | Long             | EC               |  | US        |         100 | NS      | $1432.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mohawk Industries Inc                                  | Mohawk Industries Inc                                                            | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        1500 | NS      | $147690.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Molina Healthcare Inc                                  | Molina Healthcare Inc                                                            | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        9600 | NS      | $1279680.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Molson Coors Beverage Co                               | Molson Coors Beverage Co                                                         | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |        2100 | NS      | $90426.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Momentus Inc                                           | Momentus Inc                                                                     | CUSIP: 60879E408<br>LEI: 5299005U2981F57VGS41 | Short            | EC               | CORP              | US        |        -400 | NS      | $-1472.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MongoDB Inc                                            | MongoDB Inc                                                                      | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |         212 | NS      | $51891.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Monolithic Power Systems Inc                           | Monolithic Power Systems Inc                                                     | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Short            | EC               | CORP              | US        |       -4524 | NS      | $-4946315.40   | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| Monro Inc                                              | Monro Inc                                                                        | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $3208.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Monroe Capital Corp                                    | Monroe Capital Corp                                                              | CUSIP: 610335101<br>LEI: 549300RZ898DGFGWKV04 | Short            | EC               | CORP              | US        |        -100 | NS      | $-460.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Monster Beverage Corp                                  | Monster Beverage Corp                                                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |         200 | NS      | $14492.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AirJoule Technologies Corp                             | AirJoule Technologies Corp                                                       | CUSIP: 612160101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-251.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Montrose Environmental Group Inc                       | Montrose Environmental Group Inc                                                 | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Short            | EC               | CORP              | US        |       -4000 | NS      | $-87560.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Moody's Corp                                           | Moody's Corp                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Short            | EC               | CORP              | US        |         -17 | NS      | $-7416.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MoonLake Immunotherapeutics                            | MoonLake Immunotherapeutics                                                      | CUSIP: 61559X104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        3800 | NS      | $70832.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley BAML Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                      | CUSIP: 61691GAC4<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |      991000 | PA      | $851245.22     | 0.02%             | 2049-12-15      | Variable      | 3.40%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       10100 | NS      | $1662157.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | EC               | CORP              | US        |      -19022 | NS      | $-3130450.54   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley IXIS Real Estate Capital Trust          | Morgan Stanley IXIS Real Estate Capital Trust 2006-2                             | CUSIP: 617463AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      755690 | PA      | $242849.24     | 0.01%             | 2036-11-25      | Floating      | 3.94%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                     | Morgan Stanley Mortgage Loan Trust 2004-7AR                                      | CUSIP: 61748HCP4<br>LEI: 5493001INKZRJR8O7L63 | Long             | ABS-MBS          | CORP              | US        |      235795 | PA      | $185497.88     | 0.01%             | 2034-09-25      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                     | Morgan Stanley Mortgage Loan Trust 2004-9                                        | CUSIP: 61748HGH8<br>LEI: 5493001INKZRJR8O7L63 | Long             | ABS-MBS          | CORP              | US        |      244814 | PA      | $211695.26     | 0.01%             | 2034-11-25      | Variable      | 5.39%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                     | Morgan Stanley Mortgage Loan Trust 2005-1                                        | CUSIP: 61748HJM4<br>LEI: 5493001INKZRJR8O7L63 | Long             | ABS-MBS          | CORP              | US        |      405940 | PA      | $219857.15     | 0.01%             | 2035-03-25      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                     | Morgan Stanley Mortgage Loan Trust 2006-17XS                                     | CUSIP: 61751DAE4<br>LEI: 5493001INKZRJR8O7L63 | Long             | ABS-MBS          | CORP              | US        |      815298 | PA      | $208392.73     | 0.01%             | 2046-10-25      | Variable      | 6.15%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust 2016-UBS11                                        | CUSIP: 61767FAL5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     3200500 | PA      | $3061633.51    | 0.08%             | 2049-08-15      | Variable      | 2.79%                 | No            | 2                  | On Loan: No      |
| Morningstar Inc                                        | Morningstar Inc                                                                  | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |        4400 | NS      | $743820.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Morningstar Inc                                        | Morningstar Inc                                                                  | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Short            | EC               | CORP              | US        |         -14 | NS      | $-2366.70      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Direct Lending Fund                     | Morgan Stanley Direct Lending Fund                                               | CUSIP: 61774A103<br>LEI: 549300QEX22T2J8IB029 | Long             | EC               | CORP              | US        |         200 | NS      | $2792.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley BAML Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C2                      | CUSIP: 61779RAA9<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $68260.00      | 0.00%             | 2058-11-15      | Variable      | 1.64%                 | No            | 2                  | On Loan: No      |
| Motorcar Parts of America Inc                          | Motorcar Parts of America Inc                                                    | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |         800 | NS      | $8848.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Motorola Solutions Inc                                 | Motorola Solutions Inc                                                           | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        3840 | NS      | $1666444.80    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Mueller Industries Inc                                 | Mueller Industries Inc                                                           | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Short            | EC               | CORP              | US        |        -500 | NS      | $-55400.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mueller Water Products Inc                             | Mueller Water Products Inc                                                       | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |         400 | NS      | $10996.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Claritev Corp                                          | Claritev Corp                                                                    | CUSIP: 62548M209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -605 | NS      | $-9885.70      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Murphy Oil Corp                                        | Murphy Oil Corp                                                                  | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Short            | EC               | CORP              | US        |       -2950 | NS      | $-121687.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Murphy USA Inc                                         | Murphy USA Inc                                                                   | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |         120 | NS      | $59276.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MUTHOOT FINANCE LTD                                    | Muthoot Finance Ltd                                                              | CUSIP: 62828M2F7<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     1559000 | PA      | $1495843.16    | 0.04%             | 2030-08-04      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Myriad Genetics Inc                                    | Myriad Genetics Inc                                                              | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |        6400 | NS      | $28800.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Q/C Technologies Inc                                   | Q/C Technologies Inc                                                             | CUSIP: 62856X300<br>LEI: 213800CSKAC96ELS4K25 | Short            | EC               | CORP              | US        |       -2500 | NS      | $-8625.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Myomo Inc                                              | Myomo Inc                                                                        | CUSIP: 62857J201<br>LEI: 549300G63SSKC2EGLN41 | Short            | EC               | CORP              | US        |       -4500 | NS      | $-3040.20      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NBT Bancorp Inc                                        | NBT Bancorp Inc                                                                  | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $4258.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N-able Inc/US                                          | N-able Inc/US                                                                    | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1000 | NS      | $4670.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NCR Voyix Corp                                         | NCR Voyix Corp                                                                   | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |       54704 | NS      | $346276.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NIO Inc                                                | NIO Inc                                                                          | CUSIP: 62914V106<br>LEI: 549300JBU4TV5OCKJV96 | Long             | EC               | CORP              | KY        |       85800 | NS      | $517374.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NMI Holdings Inc                                       | NMI Holdings Inc                                                                 | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |         200 | NS      | $7502.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NRG Energy Inc                                         | NRG Energy Inc                                                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Short            | EC               | CORP              | US        |       -6200 | NS      | $-906068.00    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| NRX Therapeutics Inc                                   | NRX Therapeutics Inc                                                             | CUSIP: 629444209<br>LEI: 5493003FN4CLS0670T77 | Short            | EC               | CORP              | US        |       -2711 | NS      | $-5774.43      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NACCO Industries Inc                                   | NACCO Industries Inc                                                             | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $5197.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ESC NII HLDGS INC BE                                   | ESC NII HLDGS INC BE                                                             | CUSIP: 629ESC013<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       50677 | NS      | $13176.02      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Nano Dimension Ltd                                     | Nano Dimension Ltd                                                               | CUSIP: 63008G203<br>LEI: 529900VO8AZA0A4ZUM77 | Long             | EC               | CORP              | IL        |        8514 | NS      | $14473.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NANO Nuclear Energy Inc                                | NANO Nuclear Energy Inc                                                          | CUSIP: 63010H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $6144.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Natera Inc                                             | Natera Inc                                                                       | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Short            | EC               | CORP              | US        |        -400 | NS      | $-79996.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| National Bank Holdings Corp                            | National Bank Holdings Corp                                                      | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14603 | NS      | $571853.48     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| National Beverage Corp                                 | National Beverage Corp                                                           | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |        2800 | NS      | $94220.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| National CineMedia Inc                                 | National CineMedia Inc                                                           | CUSIP: 635309206<br>LEI: 5493000MOLIVSOGKEB48 | Short            | EC               | CORP              | US        |      -10460 | NS      | $-31903.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| National HealthCare Corp                               | National HealthCare Corp                                                         | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |         100 | NS      | $15970.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| National Fuel Gas Co                                   | National Fuel Gas Co                                                             | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |         100 | NS      | $9396.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| National Grid PLC                                      | National Grid PLC                                                                | CUSIP: 636274409<br>LEI: 8R95QZMKZLJX5Q2XR704 | Short            | EC               | CORP              | GB        |       -6700 | NS      | $-566820.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| National Research Corp                                 | National Research Corp                                                           | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |         100 | NS      | $1698.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NNN REIT Inc                                           | NNN REIT Inc                                                                     | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |        2600 | NS      | $109278.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| National Storage Affiliates Trust                      | National Storage Affiliates Trust                                                | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               |  | US        |        7500 | NS      | $283050.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| National Vision Holdings Inc                           | National Vision Holdings Inc                                                     | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Short            | EC               | CORP              | US        |      -12300 | NS      | $-318570.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Natural Gas Services Group Inc                         | Natural Gas Services Group Inc                                                   | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1700 | NS      | $64158.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Natural Grocers by Vitamin Cottage Inc                 | Natural Grocers by Vitamin Cottage Inc                                           | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |         900 | NS      | $23265.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NATURE COAST RE LTD                                    | Nature Coast Re Ltd                                                              | CUSIP: 63901CAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $258425.00     | 0.01%             | 2029-04-10      | Floating      | 13.29%                | No            | 2                  | On Loan: No      |
| NATURE COAST RE LTD                                    | Nature Coast Re Ltd                                                              | CUSIP: 63901CAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $248925.00     | 0.01%             | 2030-02-26      | Floating      | 11.66%                | No            | 2                  | On Loan: No      |
| Nature's Sunshine Products Inc                         | Nature's Sunshine Products Inc                                                   | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $14394.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nauticus Robotics Inc                                  | Nauticus Robotics Inc                                                            | CUSIP: 63911H306<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8900 | NS      | $-4438.43      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Navan Inc                                              | Navan Inc                                                                        | CUSIP: 639193101<br>LEI: 254900RHRK35UPHTGY05 | Short            | EC               | CORP              | US        |       -4300 | NS      | $-56932.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Navient Corp                                           | Navient Corp                                                                     | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |        2400 | NS      | $19632.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Navitas Semiconductor Corp                             | Navitas Semiconductor Corp                                                       | CUSIP: 63942X106<br>LEI: 529900T4K9WALWC76S49 | Short            | EC               | CORP              | US        |      -11999 | NS      | $-105231.23    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NB Bancorp Inc                                         | NB Bancorp Inc                                                                   | CUSIP: 63945M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $8428.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nektar Therapeutics                                    | Nektar Therapeutics                                                              | CUSIP: 640268306<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |        4660 | NS      | $335287.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Neogen Corp                                            | Neogen Corp                                                                      | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Short            | EC               | CORP              | US        |      -23000 | NS      | $-213670.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| NeoGenomics Inc                                        | NeoGenomics Inc                                                                  | CUSIP: 64049M209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-2968.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Neonode Inc                                            | Neonode Inc                                                                      | CUSIP: 64051M709<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1700 | NS      | $2380.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NeoVolta Inc                                           | NeoVolta Inc                                                                     | CUSIP: 640655106<br>LEI: 549300KZ9T40JVOBUV74 | Short            | EC               | CORP              | US        |       -4300 | NS      | $-13244.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nerdy Inc                                              | Nerdy Inc                                                                        | CUSIP: 64081V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -21000 | NS      | $-17140.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NerdWallet Inc                                         | NerdWallet Inc                                                                   | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Short            | EC               | CORP              | US        |       -5700 | NS      | $-59166.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Neumora Therapeutics Inc                               | Neumora Therapeutics Inc                                                         | CUSIP: 640979100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18401 | NS      | $35881.95      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Net Power Inc                                          | Net Power Inc                                                                    | CUSIP: 64107A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2500 | NS      | $3900.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NetApp Inc                                             | NetApp Inc                                                                       | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Short            | EC               | CORP              | US        |          -6 | NS      | $-614.34       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Netflix Inc                                            | Netflix Inc                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Short            | EC               | CORP              | US        |     -108200 | NS      | $-10403430.00  | -0.29%            |  |  |  | No            | 1                  | On Loan: No      |
| NET Lease Office Properties                            | NET Lease Office Properties                                                      | CUSIP: 64110Y108<br>LEI: N/A                  | Long             | EC               |  | US        |         100 | NS      | $1152.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Netskope Inc                                           | Netskope Inc                                                                     | CUSIP: 64119N608<br>LEI: 254900CS525VJG6KO570 | Long             | EC               | CORP              | US        |         100 | NS      | $849.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NETSTREIT Corp                                         | NETSTREIT Corp                                                                   | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               |  | US        |       23200 | NS      | $436856.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Neurocrine Biosciences Inc                             | Neurocrine Biosciences Inc                                                       | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       22000 | NS      | $2898280.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| NeuroPace Inc                                          | NeuroPace Inc                                                                    | CUSIP: 641288105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $5260.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Neuronetics Inc                                        | Neuronetics Inc                                                                  | CUSIP: 64131A105<br>LEI: 549300T0911ILTTG7P06 | Short            | EC               | CORP              | US        |       -6300 | NS      | $-9135.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NeuBase Therapeutics Inc                               | NeuBase Therapeutics Inc                                                         | CUSIP: 64132K201<br>LEI: 529900RHAZB85RGSJZ73 | Short            | EC               | CORP              | US        |         -49 | NS      | $-17.99        | -0.00%            |  |  |  | No            | 3                  | On Loan: No      |
| Neuraxis Inc                                           | Neuraxis Inc                                                                     | CUSIP: 64134X201<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-4440.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Neurogene Inc                                          | Neurogene Inc                                                                    | CUSIP: 64135M105<br>LEI: 529900A7VIY892SZVW73 | Short            | EC               | CORP              | US        |        -300 | NS      | $-6048.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Neuberger Berman CLO Ltd                               | Neuberger Berman Loan Advisers Clo 56 Ltd                                        | CUSIP: 64135UAA5<br>LEI: 2549001742TZTUKJHB13 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $982139.00     | 0.03%             | 2037-07-24      | Floating      | 9.42%                 | No            | 2                  | On Loan: No      |
| NEUROBO PHARMACEUTICALS INC                            | NEUROBO PHARMACEUTICALS INC                                                      | CUSIP: 641CVR014<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -92 | NS      | $-28.71        | -0.00%            |  |  |  | No            | 3                  | On Loan: No      |
| Viper Energy Inc                                       | Viper Energy Inc                                                                 | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       80376 | NS      | $3776868.24    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| New Era Energy & Digital Inc                           | New Era Energy & Digital Inc                                                     | CUSIP: 64428N109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1500 | NS      | $-6090.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New Found Gold Corp                                    | New Found Gold Corp                                                              | CUSIP: 64440N103<br>LEI: 98450056568BF2A90783 | Long             | EC               | CORP              | CA        |        2200 | NS      | $4268.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New Horizon Aircraft Ltd                               | New Horizon Aircraft Ltd                                                         | CUSIP: 64550A107<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |       -6000 | NS      | $-8460.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New Mountain CLO Ltd                                   | New Mountain CLO 4 Ltd                                                           | CUSIP: 64754PAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     2000000 | PA      | $1993404.00    | 0.06%             | 2038-03-20      | Floating      | 10.58%                | No            | 2                  | On Loan: No      |
| New Oriental Education & Technology Group Inc          | New Oriental Education & Technology Group Inc                                    | CUSIP: 647581206<br>LEI: 529900NHZVBZQZ8EKN29 | Long             | EC               | CORP              | KY        |          10 | NS      | $566.30        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New Orleans Hotel Trust                                | New Orleans Hotel Trust 2019-HNLA                                                | CUSIP: 647622AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1301000 | PA      | $1265117.12    | 0.04%             | 2032-04-15      | Floating      | 6.41%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust 2024-NQM1                                    | CUSIP: 64828DAF4<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $101411.40     | 0.00%             | 2064-03-25      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| Rithm Capital Corp                                     | Rithm Capital Corp                                                               | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Short            | EC               |  | US        |     -108100 | NS      | $-1024788.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust 2022-NQM1                                    | CUSIP: 64830JAF7<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $56992.40      | 0.00%             | 2061-04-25      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| Flagstar Bank NA                                       | Flagstar Bank NA                                                                 | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |      152565 | NS      | $2009281.05    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Adamas Trust Inc                                       | Adamas Trust Inc                                                                 | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Short            | EC               |  | US        |         -25 | NS      | $-184.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Times Co/The                                  | New York Times Co/The                                                            | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       12700 | NS      | $1063371.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Newell Brands Inc                                      | Newell Brands Inc                                                                | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Short            | EC               | CORP              | US        |       -5700 | NS      | $-19551.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NewMarket Corp                                         | NewMarket Corp                                                                   | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Short            | EC               | CORP              | US        |        -120 | NS      | $-76914.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Newmont Corp                                           | Newmont Corp                                                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |         900 | NS      | $97425.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NPK International Inc                                  | NPK International Inc                                                            | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |        1700 | NS      | $24633.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| News Corp                                              | News Corp                                                                        | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Short            | EC               | CORP              | US        |        -100 | NS      | $-2493.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Newsmax Inc                                            | Newsmax Inc                                                                      | CUSIP: 65250K105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4100 | NS      | $-21402.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NewtekOne Inc                                          | NewtekOne Inc                                                                    | CUSIP: 652526203<br>LEI: 549300YLU78IA8GKJ688 | Long             | EC               | CORP              | US        |       13424 | NS      | $146992.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nextpower Inc                                          | Nextpower Inc                                                                    | CUSIP: 65290E101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7696 | NS      | $-927752.80    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| NextNRG Inc                                            | NextNRG Inc                                                                      | CUSIP: 652941105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -9000 | NS      | $-3600.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nexstar Media Group Inc                                | Nexstar Media Group Inc                                                          | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Short            | EC               | CORP              | US        |       -1711 | NS      | $-309400.13    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy Inc                                     | NextEra Energy Inc                                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Short            | EC               | CORP              | US        |      -55400 | NS      | $-5145552.00   | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| NexPoint Diversified Real Estate Trust                 | NexPoint Diversified Real Estate Trust                                           | CUSIP: 65340G205<br>LEI: 5493008KGR2NU3OXMR64 | Short            | EC               |  | US        |        -802 | NS      | $-3745.34      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NexGen Energy Ltd                                      | NexGen Energy Ltd                                                                | CUSIP: 65340P106<br>LEI: 529900N0IXNXB3IP7F06 | Short            | EC               | CORP              | CA        |       -4900 | NS      | $-56840.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| XPLR Infrastructure LP                                 | XPLR Infrastructure LP                                                           | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |       10800 | NS      | $114696.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NexPoint Residential Trust Inc                         | NexPoint Residential Trust Inc                                                   | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Short            | EC               |  | US        |        -100 | NS      | $-2500.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NextDecade Corp                                        | NextDecade Corp                                                                  | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               | CORP              | US        |         300 | NS      | $2298.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nexalin Technology Inc                                 | Nexalin Technology Inc                                                           | CUSIP: 65345B201<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-69.66        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nextdoor Holdings Inc                                  | Nextdoor Holdings Inc                                                            | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5900 | NS      | $8260.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NextNav Inc                                            | NextNav Inc                                                                      | CUSIP: 65345N106<br>LEI: 549300X9CM76JRB02P70 | Short            | EC               | CORP              | US        |        -300 | NS      | $-4806.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nice Ltd                                               | Nice Ltd                                                                         | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Short            | EC               | CORP              | IL        |       -4970 | NS      | $-547992.20    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Nicolet Bankshares Inc                                 | Nicolet Bankshares Inc                                                           | CUSIP: 65406E102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -37 | NS      | $-5498.94      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NIKE Inc                                               | NIKE Inc                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Short            | EC               | CORP              | US        |       -9930 | NS      | $-524502.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| 908 Devices Inc                                        | 908 Devices Inc                                                                  | CUSIP: 65443P102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2200 | NS      | $-13464.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NioCorp Developments Ltd                               | NioCorp Developments Ltd                                                         | CUSIP: 654484609<br>LEI: 5299001QL26XJPOD3A17 | Short            | EC               | CORP              | CA        |      -11500 | NS      | $-51290.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Niu Technologies                                       | Niu Technologies                                                                 | CUSIP: 65481N100<br>LEI: 549300NJKNSC80EVQ065 | Short            | EC               | CORP              | KY        |        -800 | NS      | $-2312.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nkarta Inc                                             | Nkarta Inc                                                                       | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13100 | NS      | $27641.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nokia Oyj                                              | Nokia Oyj                                                                        | CUSIP: 654902204<br>LEI: 549300A0JPRWG1KI7U06 | Short            | EC               | CORP              | FI        |     -230700 | NS      | $-1854828.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Nomura Holdings Inc                                    | Nomura Holdings Inc                                                              | CUSIP: 65535H208<br>LEI: 549300B3CEAHYG7K8164 | Short            | EC               | CORP              | JP        |       -1700 | NS      | $-13413.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nomura Asset Acceptance Corporation                    | Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AR3              | CUSIP: 65537EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      260302 | PA      | $231637.36     | 0.01%             | 2036-10-25      | Floating      | 4.13%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp                                  | Norfolk Southern Corp                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |          48 | NS      | $13776.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| North American Construction Group Ltd                  | North American Construction Group Ltd                                            | CUSIP: 656811106<br>LEI: 549300DQ6060LO4XGI15 | Long             | EC               | CORP              | CA        |        1600 | NS      | $21568.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Northann Corp                                          | Northann Corp                                                                    | CUSIP: 66373M408<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -31 | NS      | $-4.44         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Northern Dynasty Minerals Ltd                          | Northern Dynasty Minerals Ltd                                                    | CUSIP: 66510M204<br>LEI: 529900HEIYP56LE0EJ17 | Long             | EC               | CORP              | CA        |       43100 | NS      | $60340.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Oil & Gas Inc                                 | Northern Oil & Gas Inc                                                           | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Short            | EC               | CORP              | US        |      -10500 | NS      | $-306915.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Northern Trust Corp                                    | Northern Trust Corp                                                              | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       20170 | NS      | $2815126.90    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Northfield Bancorp Inc                                 | Northfield Bancorp Inc                                                           | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2900 | NS      | $39266.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Northpointe Bancshares Inc                             | Northpointe Bancshares Inc                                                       | CUSIP: 66661N886<br>LEI: 549300EYMKMD4WKEKP72 | Long             | EC               | CORP              | US        |       16945 | NS      | $292470.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Northwest Bancshares Inc                               | Northwest Bancshares Inc                                                         | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         677 | NS      | $8591.13       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NWPX Infrastructure Inc                                | NWPX Infrastructure Inc                                                          | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |         400 | NS      | $31144.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gen Digital Inc                                        | Gen Digital Inc                                                                  | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |         100 | NS      | $1883.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| XMAX Inc                                               | XMAX Inc                                                                         | CUSIP: 66979P300<br>LEI: 529900567T0XT4YBUB80 | Short            | EC               | CORP              | US        |        -100 | NS      | $-724.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nouveau Monde Graphite Inc                             | Nouveau Monde Graphite Inc                                                       | CUSIP: 66979W842<br>LEI: 549300JDLMT728W4PV57 | Short            | EC               | CORP              | CA        |        -100 | NS      | $-224.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MINISO Group Holding Ltd                               | MINISO Group Holding Ltd                                                         | CUSIP: 66981J102<br>LEI: 2549006PIKT2YKNBL092 | Short            | EC               | CORP              | KY        |        -300 | NS      | $-4860.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nova Minerals Ltd                                      | Nova Minerals Ltd                                                                | CUSIP: 66982D104<br>LEI: 529900JYOG0H83J30278 | Short            | EC               | CORP              | AU        |       -2100 | NS      | $-12327.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Novagold Resources Inc                                 | Novagold Resources Inc                                                           | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Short            | EC               | CORP              | CA        |        -600 | NS      | $-5388.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NovaBay Pharmaceuticals Inc                            | NovaBay Pharmaceuticals Inc                                                      | CUSIP: 66987P508<br>LEI: 549300D5U7PQPNEX8Q38 | Short            | EC               | CORP              | US        |       -1993 | NS      | $-2969.57      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Novartis AG                                            | Novartis AG                                                                      | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Short            | EC               | CORP              | CH        |      -28800 | NS      | $-4399200.00   | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| Novo Nordisk A/S                                       | Novo Nordisk A/S                                                                 | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       26600 | NS      | $977550.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Novo Nordisk A/S                                       | Novo Nordisk A/S                                                                 | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Short            | EC               | CORP              | DK        |       -5282 | NS      | $-194113.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Novonix Ltd                                            | Novonix Ltd                                                                      | CUSIP: 67010L100<br>LEI: 222100J5P8E39WB5ER62 | Short            | EC               | CORP              | AU        |       -3100 | NS      | $-2139.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DNOW Inc                                               | DNOW Inc                                                                         | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Short            | EC               | CORP              | US        |      -10300 | NS      | $-122673.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Novusterra Inc                                         | Novusterra Inc                                                                   | CUSIP: 67012E104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -383 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Nu Skin Enterprises Inc                                | Nu Skin Enterprises Inc                                                          | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |        8800 | NS      | $64064.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nuburu Inc                                             | Nuburu Inc                                                                       | CUSIP: 67021W400<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -42400 | NS      | $-7517.56      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NuCana PLC                                             | NuCana PLC                                                                       | CUSIP: 67022C304<br>LEI: 213800K5NF92PPHPA304 | Short            | EC               | CORP              | GB        |        -271 | NS      | $-382.11       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| T3 Defense Inc                                         | T3 Defense Inc                                                                   | CUSIP: 67054R203<br>LEI: 549300EOLUCX2ZYTFU74 | Short            | EC               | CORP              | US        |       -9300 | NS      | $-6670.89      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nutanix Inc                                            | Nutanix Inc                                                                      | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |        1000 | NS      | $38010.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NVIDIA Corp                                            | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      104193 | NS      | $18171259.20   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| NuScale Power Corp                                     | NuScale Power Corp                                                               | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6900 | NS      | $74796.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NuScale Power Corp                                     | NuScale Power Corp                                                               | CUSIP: 67079K100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6427 | NS      | $-69668.68     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nutex Health Inc                                       | Nutex Health Inc                                                                 | CUSIP: 67079U306<br>LEI: 254900RSD2OET3HENJ50 | Short            | EC               | CORP              | US        |        -700 | NS      | $-66528.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nuvve Holding Corp                                     | Nuvve Holding Corp                                                               | CUSIP: 67079Y407<br>LEI: 5299004MEFX6GLLWU560 | Long             | EC               | CORP              | US        |           1 | NS      | $0.66          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nurix Therapeutics Inc                                 | Nurix Therapeutics Inc                                                           | CUSIP: 67080M103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-1550.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nuvation Bio Inc                                       | Nuvation Bio Inc                                                                 | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9200 | NS      | $39468.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nutriband Inc                                          | Nutriband Inc                                                                    | CUSIP: 67092M208<br>LEI: 549300OZV3WLQQWOD724 | Short            | EC               | CORP              | US        |        -300 | NS      | $-1059.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| O-I Glass Inc                                          | O-I Glass Inc                                                                    | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13500 | NS      | $141885.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OFS Capital Corp                                       | OFS Capital Corp                                                                 | CUSIP: 67103B100<br>LEI: 549300XTK3HSWPDBJD13 | Long             | EC               | CORP              | US        |         800 | NS      | $2840.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| O'Reilly Automotive Inc                                | O'Reilly Automotive Inc                                                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        6947 | NS      | $641277.57     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| OFG Bancorp                                            | OFG Bancorp                                                                      | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |         700 | NS      | $28322.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OSI Systems Inc                                        | OSI Systems Inc                                                                  | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Short            | EC               | CORP              | US        |        -200 | NS      | $-53102.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Oaktree CLO Ltd                                        | Oaktree CLO 2025-32 Ltd                                                          | CUSIP: 67389GAA2<br>LEI: 254900U83NJDV6PRP726 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $957027.00     | 0.03%             | 2038-07-15      | Floating      | 9.02%                 | No            | 2                  | On Loan: No      |
| Oaktree Specialty Lending Corp                         | Oaktree Specialty Lending Corp                                                   | CUSIP: 67401P405<br>LEI: 549300J6MGCEU5928620 | Long             | EC               | CORP              | US        |         131 | NS      | $1480.30       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chord Energy Corp                                      | Chord Energy Corp                                                                | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Short            | EC               | CORP              | US        |        -469 | NS      | $-66682.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Oatly Group AB                                         | Oatly Group AB                                                                   | CUSIP: 67421J207<br>LEI: 894500CEIOQNBAH10Z10 | Short            | EC               | CORP              | SE        |         -25 | NS      | $-253.50       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TaoWeave Inc                                           | TaoWeave Inc                                                                     | CUSIP: 674434303<br>LEI: 5493005Q5YB0642UZX06 | Long             | EC               | CORP              | US        |           1 | NS      | $1.58          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Obsidian Energy Ltd                                    | Obsidian Energy Ltd                                                              | CUSIP: 674482203<br>LEI: 549300DITPHH8W8CK636 | Long             | EC               | CORP              | CA        |        2400 | NS      | $22728.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Occidental Petroleum Corp                              | Occidental Petroleum Corp                                                        | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |         800 | NS      | $52000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Occidental Petroleum Corp                              | Occidental Petroleum Corp                                                        | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Short            | EC               | CORP              | US        |       -5822 | NS      | $-378430.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Oceaneering International Inc                          | Oceaneering International Inc                                                    | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Short            | EC               | CORP              | US        |       -2300 | NS      | $-81581.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OceanFirst Financial Corp                              | OceanFirst Financial Corp                                                        | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6200 | NS      | $111848.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OceanFirst Financial Corp                              | OceanFirst Financial Corp                                                        | CUSIP: 675234108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -27120 | NS      | $-489244.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2024-3                                                  | CUSIP: 67571GAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      475000 | PA      | $478781.48     | 0.01%             | 2032-11-22      | Fixed         | 7.66%                 | No            | 2                  | On Loan: No      |
| Onity Group Inc                                        | Onity Group Inc                                                                  | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |          94 | NS      | $3691.38       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ocular Therapeutix Inc                                 | Ocular Therapeutix Inc                                                           | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |        1600 | NS      | $13552.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ocugen Inc                                             | Ocugen Inc                                                                       | CUSIP: 67577C105<br>LEI: 549300JVNUI9CXWJLR09 | Long             | EC               | CORP              | US        |        4900 | NS      | $8869.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Opus Genetics Inc                                      | Opus Genetics Inc                                                                | CUSIP: 67577R102<br>LEI: 529900C85NBMQFSETD92 | Short            | EC               | CORP              | US        |        -200 | NS      | $-910.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Odyssey Marine Exploration Inc                         | Odyssey Marine Exploration Inc                                                   | CUSIP: 676118201<br>LEI: 549300KNVIY6EZIJ2221 | Short            | EC               | CORP              | US        |       -3500 | NS      | $-2918.99      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Oil States International Inc                           | Oil States International Inc                                                     | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |         700 | NS      | $8148.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Okta Inc                                               | Okta Inc                                                                         | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Short            | EC               | CORP              | US        |       -2300 | NS      | $-181033.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Olaplex Holdings Inc                                   | Olaplex Holdings Inc                                                             | CUSIP: 679369108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -900 | NS      | $-1827.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Old Dominion Freight Line Inc                          | Old Dominion Freight Line Inc                                                    | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Short            | EC               | CORP              | US        |        -200 | NS      | $-39080.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Old National Bancorp/IN                                | Old National Bancorp/IN                                                          | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Short            | EC               | CORP              | US        |      -37012 | NS      | $-817965.20    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Old Republic International Corp                        | Old Republic International Corp                                                  | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Short            | EC               | CORP              | US        |       -1062 | NS      | $-42373.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Olema Pharmaceuticals Inc                              | Olema Pharmaceuticals Inc                                                        | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3500 | NS      | $52185.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Olin Corp                                              | Olin Corp                                                                        | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |        4700 | NS      | $139731.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc                    | Ollie's Bargain Outlet Holdings Inc                                              | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |         500 | NS      | $46020.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicom Group Inc                                      | Omnicom Group Inc                                                                | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Short            | EC               | CORP              | US        |      -18846 | NS      | $-1419292.26   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Omega Healthcare Investors Inc                         | Omega Healthcare Investors Inc                                                   | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |        2600 | NS      | $113932.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicell Inc                                           | Omnicell Inc                                                                     | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |        2200 | NS      | $73436.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Omeros Corp                                            | Omeros Corp                                                                      | CUSIP: 682143102<br>LEI: 549300CJWLXX2MXVVV71 | Long             | EC               | CORP              | US        |         900 | NS      | $9504.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ON Semiconductor Corp                                  | ON Semiconductor Corp                                                            | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       28700 | NS      | $1777104.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| OmniAb Inc                                             | OmniAb Inc                                                                       | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1800 | NS      | $2826.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Traws Pharma Inc                                       | Traws Pharma Inc                                                                 | CUSIP: 68232V884<br>LEI: 549300BRAR7BTG2PIY51 | Short            | EC               | CORP              | US        |        -600 | NS      | $-1098.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ondas Inc                                              | Ondas Inc                                                                        | CUSIP: 68236H204<br>LEI: 549300JWLHDUB82V8607 | Short            | EC               | CORP              | US        |     -105900 | NS      | $-957336.00    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Forum Markets Inc                                      | Forum Markets Inc                                                                | CUSIP: 68236V401<br>LEI: 98450063A2D8EF54EB11 | Short            | EC               | CORP              | US        |       -5726 | NS      | $-16548.14     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Once Upon a Farm PBC                                   | Once Upon a Farm PBC                                                             | CUSIP: 68237F108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-11445.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Onconetix Inc                                          | Onconetix Inc                                                                    | CUSIP: 68237Q203<br>LEI: 549300UCYUY1KG3FO613 | Short            | EC               | CORP              | US        |          -5 | NS      | $-7.45         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| 1-800-Flowers.com Inc                                  | 1-800-Flowers.com Inc                                                            | CUSIP: 68243Q106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-1824.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| One Stop Systems Inc                                   | One Stop Systems Inc                                                             | CUSIP: 68247W109<br>LEI: 549300JIBHBZNCC8X044 | Short            | EC               | CORP              | US        |       -5800 | NS      | $-43906.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ONEOK Inc                                              | ONEOK Inc                                                                        | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Short            | EC               | CORP              | US        |      -37299 | NS      | $-3371456.61   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| OneMedNet Corp                                         | OneMedNet Corp                                                                   | CUSIP: 68270C103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8451 | NS      | $-7184.19      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OnKure Therapeutics Inc                                | OnKure Therapeutics Inc                                                          | CUSIP: 68277Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         370 | NS      | $1531.80       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Onestream Inc                                          | Onestream Inc                                                                    | CUSIP: 68278B107<br>LEI: 254900CRBCHIYDC37W82 | Short            | EC               | CORP              | US        |      -31900 | NS      | $-765600.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| OneSpan Inc                                            | OneSpan Inc                                                                      | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |         300 | NS      | $3159.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 1261229 BC LTD                                         | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5473000 | PA      | $5603498.21    | 0.16%             | 2032-04-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Onto Innovation Inc                                    | Onto Innovation Inc                                                              | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |         500 | NS      | $102535.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ooma Inc                                               | Ooma Inc                                                                         | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         900 | NS      | $13095.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Opendoor Technologies Inc                              | Opendoor Technologies Inc                                                        | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |       74400 | NS      | $348192.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Open Text Corp                                         | Open Text Corp                                                                   | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Short            | EC               | CORP              | CA        |       -1300 | NS      | $-28912.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Open Lending Corp                                      | Open Lending Corp                                                                | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17600 | NS      | $22000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OPKO Health Inc                                        | OPKO Health Inc                                                                  | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Short            | EC               | CORP              | US        |       -4599 | NS      | $-5242.86      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Oportun Financial Corp                                 | Oportun Financial Corp                                                           | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |        8300 | NS      | $38263.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oportun Financial Corp                                 | Oportun Financial Corp                                                           | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Short            | EC               | CORP              | US        |       -3020 | NS      | $-13922.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Oportun Funding LLC                                    | Oportun Funding Trust 2025-1                                                     | CUSIP: 68377PAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      661000 | PA      | $662186.50     | 0.02%             | 2032-08-16      | Fixed         | 8.27%                 | No            | 2                  | On Loan: No      |
| Oppenheimer Holdings Inc                               | Oppenheimer Holdings Inc                                                         | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $53514.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OppFi Inc                                              | OppFi Inc                                                                        | CUSIP: 68386H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5800 | NS      | $44718.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp                                            | Oracle Corp                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        2396 | NS      | $352475.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp                                            | Oracle Corp                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Short            | EC               | CORP              | US        |        -580 | NS      | $-85323.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OR Royalties Inc                                       | OR Royalties Inc                                                                 | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |        9400 | NS      | $357388.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| OptimizeRx Corp                                        | OptimizeRx Corp                                                                  | CUSIP: 68401U204<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-1884.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OraSure Technologies Inc                               | OraSure Technologies Inc                                                         | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-3000.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Orchid Island Capital Inc                              | Orchid Island Capital Inc                                                        | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Short            | EC               |  | US        |      -13000 | NS      | $-91390.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Orchestra BioMed Holdings Inc                          | Orchestra BioMed Holdings Inc                                                    | CUSIP: 68572M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          62 | NS      | $263.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Organigram Global Inc                                  | Organigram Global Inc                                                            | CUSIP: 68617J100<br>LEI: 529900J3EQ1VWW76L728 | Short            | EC               | CORP              | CA        |       -1475 | NS      | $-1976.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Organogenesis Holdings Inc                             | Organogenesis Holdings Inc                                                       | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Short            | EC               | CORP              | US        |        -600 | NS      | $-1422.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Origin Bancorp Inc                                     | Origin Bancorp Inc                                                               | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |         300 | NS      | $12438.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Origin Materials Inc                                   | Origin Materials Inc                                                             | CUSIP: 68622D205<br>LEI: 549300VMLEEM8BI4DD65 | Long             | EC               | CORP              | US        |          10 | NS      | $22.80         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BARK Inc                                               | BARK Inc                                                                         | CUSIP: 68622E104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -9100 | NS      | $-4610.08      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Organon & Co                                           | Organon & Co                                                                     | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |       19400 | NS      | $116206.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Orion Digital Corp                                     | Orion Digital Corp                                                               | CUSIP: 68627G104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |           3 | NS      | $2.83          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Orion Properties Inc                                   | Orion Properties Inc                                                             | CUSIP: 68629Y103<br>LEI: 254900ZBXYX11W8ZL437 | Long             | EC               |  | US        |        1600 | NS      | $3440.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Orla Mining Ltd                                        | Orla Mining Ltd                                                                  | CUSIP: 68634K106<br>LEI: 529900DU63EUQ1UZKL30 | Short            | EC               | CORP              | CA        |        -700 | NS      | $-11291.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Orrstown Financial Services Inc                        | Orrstown Financial Services Inc                                                  | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Short            | EC               | CORP              | US        |         -13 | NS      | $-469.04       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Orthofix Medical Inc                                   | Orthofix Medical Inc                                                             | CUSIP: 68752M108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -194 | NS      | $-2225.18      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Oruka Therapeutics Inc                                 | Oruka Therapeutics Inc                                                           | CUSIP: 687604108<br>LEI: 529900TG7O4ESUDMGI54 | Short            | EC               | CORP              | US        |        -200 | NS      | $-9810.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OS Therapies Inc                                       | OS Therapies Inc                                                                 | CUSIP: 68764Y207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1500 | NS      | $-2115.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                                | Oscar AcquisitionCo LLC / Oscar Finance Inc                                      | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1284000 | PA      | $475252.52     | 0.01%             | 2030-04-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Oscar Health Inc                                       | Oscar Health Inc                                                                 | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | EC               | CORP              | US        |       23600 | NS      | $270692.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Oscar Health Inc                                       | Oscar Health Inc                                                                 | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Short            | EC               | CORP              | US        |          -5 | NS      | $-57.35        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Osisko Development Corp                                | Osisko Development Corp                                                          | CUSIP: 68828E809<br>LEI: 984500A8CC57F67DJ124 | Long             | EC               | CORP              | CA        |        7200 | NS      | $23400.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Otis Worldwide Corp                                    | Otis Worldwide Corp                                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        1200 | NS      | $92496.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Otter Tail Corp                                        | Otter Tail Corp                                                                  | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3100 | NS      | $272087.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ouster Inc                                             | Ouster Inc                                                                       | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          30 | NS      | $551.10        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Teads Holding Co                                       | Teads Holding Co                                                                 | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Short            | EC               | CORP              | US        |        -800 | NS      | $-526.88       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Outfront Media Inc                                     | Outfront Media Inc                                                               | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Short            | EC               |  | US        |      -19996 | NS      | $-529894.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Outlook Therapeutics Inc                               | Outlook Therapeutics Inc                                                         | CUSIP: 69012T305<br>LEI: 5493007AWUJ6HPMCBH11 | Short            | EC               | CORP              | US        |         -10 | NS      | $-2.06         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Outset Medical Inc                                     | Outset Medical Inc                                                               | CUSIP: 690145206<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -134 | NS      | $-514.56       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bed Bath & Beyond Inc                                  | Bed Bath & Beyond Inc                                                            | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Short            | EC               | CORP              | US        |       -5300 | NS      | $-24592.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ovid therapeutics Inc                                  | Ovid therapeutics Inc                                                            | CUSIP: 690469101<br>LEI: 549300H36NUI4L6U8F17 | Long             | EC               | CORP              | US        |        3200 | NS      | $7104.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ovintiv Inc                                            | Ovintiv Inc                                                                      | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |          18 | NS      | $1068.48       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Accendra Health Inc                                    | Accendra Health Inc                                                              | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |        7800 | NS      | $17784.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Owens Corning                                          | Owens Corning                                                                    | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |         800 | NS      | $86576.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oxford Industries Inc                                  | Oxford Industries Inc                                                            | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |         800 | NS      | $30808.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PBF Energy Inc                                         | PBF Energy Inc                                                                   | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |       25000 | NS      | $1190500.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| PC Connection Inc                                      | PC Connection Inc                                                                | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |         400 | NS      | $23384.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PDL BioPharma Inc                                      | PDL BioPharma Inc                                                                | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Short            | EC               | CORP              | US        |       -4500 | NS      | $-11115.00     | -0.00%            |  |  |  | No            | 3                  | On Loan: No      |
| PG&E Corp                                              | PG&E Corp                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |         600 | NS      | $10542.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PPL Corp                                               | PPL Corp                                                                         | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |        2000 | NS      | $76400.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PMV Pharmaceuticals Inc                                | PMV Pharmaceuticals Inc                                                          | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11700 | NS      | $14508.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PPM CLO 3 Ltd.                                         | PPM CLO 3 Ltd                                                                    | CUSIP: 69355BAE1<br>LEI: 549300UEAJV6RALDS969 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $386736.00     | 0.01%             | 2034-04-17      | Floating      | 10.54%                | No            | 2                  | On Loan: No      |
| PVH Corp                                               | PVH Corp                                                                         | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Short            | EC               | CORP              | US        |       -7102 | NS      | $-495435.52    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| PSQ Holdings Inc                                       | PSQ Holdings Inc                                                                 | CUSIP: 693691107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -15500 | NS      | $-8215.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PTC Inc                                                | PTC Inc                                                                          | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Short            | EC               | CORP              | US        |        -500 | NS      | $-71245.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ridgepost Capital Inc                                  | Ridgepost Capital Inc                                                            | CUSIP: 69376K106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -900 | NS      | $-6534.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PACS Group Inc                                         | PACS Group Inc                                                                   | CUSIP: 69380Q107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-12848.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PRKCM Trust                                            | PRKCM 2024-AFC1 Trust                                                            | CUSIP: 69380WAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1409000 | PA      | $1418937.68    | 0.04%             | 2059-03-25      | Variable      | 8.22%                 | No            | 2                  | On Loan: No      |
| PRKCM Trust                                            | PRKCM 2023-AFC2 Trust                                                            | CUSIP: 693964AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $99937.50      | 0.00%             | 2058-06-25      | Variable      | 8.14%                 | No            | 2                  | On Loan: No      |
| Pacific Biosciences of California Inc                  | Pacific Biosciences of California Inc                                            | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |        9600 | NS      | $12672.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pagaya AI Debt Selection Trust                         | PAGAYA AI Debt Trust 2022-2                                                      | CUSIP: 69546VAC1<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |     1708822 | PA      | $1714272.83    | 0.05%             | 2030-01-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| PagerDuty Inc                                          | PagerDuty Inc                                                                    | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |        5100 | NS      | $31671.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Palantir Technologies Inc                              | Palantir Technologies Inc                                                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       91900 | NS      | $13443132.00   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Palisade Bio Inc                                       | Palisade Bio Inc                                                                 | CUSIP: 696389402<br>LEI: 549300W6LIDX3I5XXT34 | Short            | EC               | CORP              | US        |      -19900 | NS      | $-34825.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Palmer Square CLO Ltd                                  | Palmer Square CLO 2018-2 Ltd                                                     | CUSIP: 69688MAU9<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $956505.00     | 0.03%             | 2037-04-16      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| Palmer Square Capital BDC Inc                          | Palmer Square Capital BDC Inc                                                    | CUSIP: 69702V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1400 | NS      | $13678.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Palmer Square CLO Ltd                                  | Palmer Square CLO 2025-2 Ltd                                                     | CUSIP: 69704BAJ8<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $991732.00     | 0.03%             | 2038-07-20      | Floating      | 6.77%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                                  | Palmer Square CLO 2025-2 Ltd                                                     | CUSIP: 69704DAA3<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1230072.50    | 0.03%             | 2038-07-20      | Floating      | 9.42%                 | No            | 2                  | On Loan: No      |
| Palo Alto Networks Inc                                 | Palo Alto Networks Inc                                                           | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Short            | EC               | CORP              | US        |      -20344 | NS      | $-3261550.08   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Pampa Energia SA                                       | Pampa Energia SA                                                                 | CUSIP: 697660207<br>LEI: 254900QNIK0CVURGML24 | Short            | EC               | CORP              | AR        |        -300 | NS      | $-26550.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pan American Silver Corp                               | Pan American Silver Corp                                                         | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |        4000 | NS      | $218520.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Palvella Therapeutics Inc                              | Palvella Therapeutics Inc                                                        | CUSIP: 697947109<br>LEI: 254900AJDH8PAOOI5T33 | Long             | EC               | CORP              | US        |        5310 | NS      | $661891.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Papa John's International Inc                          | Papa John's International Inc                                                    | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Short            | EC               | CORP              | US        |      -10500 | NS      | $-340305.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| PAR Technology Corp                                    | PAR Technology Corp                                                              | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Short            | EC               | CORP              | US        |       -1500 | NS      | $-19995.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Par Pacific Holdings Inc                               | Par Pacific Holdings Inc                                                         | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |        3100 | NS      | $194184.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Paramount Skydance Corp                                | Paramount Skydance Corp                                                          | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Short            | EC               | CORP              | US        |      -18500 | NS      | $-166870.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Park Hotels & Resorts Inc                              | Park Hotels & Resorts Inc                                                        | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |         100 | NS      | $1053.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Parker-Hannifin Corp                                   | Parker-Hannifin Corp                                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |           6 | NS      | $5371.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Parsons Corp                                           | Parsons Corp                                                                     | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Short            | EC               | CORP              | US        |        -100 | NS      | $-5417.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Patrick Industries Inc                                 | Patrick Industries Inc                                                           | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Short            | EC               | CORP              | US        |       -1150 | NS      | $-127730.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Patriot National Bancorp Inc                           | Patriot National Bancorp Inc                                                     | CUSIP: 70336F203<br>LEI: 549300T1270P6QIGPD23 | Short            | EC               | CORP              | US        |       -1800 | NS      | $-2322.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pattern Group Inc                                      | Pattern Group Inc                                                                | CUSIP: 70339W104<br>LEI: 549300G1UQH42SPEGM03 | Long             | EC               | CORP              | US        |       13276 | NS      | $165020.68     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pattern Group Inc                                      | Pattern Group Inc                                                                | CUSIP: 70339W104<br>LEI: 549300G1UQH42SPEGM03 | Short            | EC               | CORP              | US        |       -2500 | NS      | $-31075.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Patterson-UTI Energy Inc                               | Patterson-UTI Energy Inc                                                         | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |        4185 | NS      | $45323.55      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Patterson-UTI Energy Inc                               | Patterson-UTI Energy Inc                                                         | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Short            | EC               | CORP              | US        |       -7230 | NS      | $-78300.90     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Paychex Inc                                            | Paychex Inc                                                                      | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Short            | EC               | CORP              | US        |        -296 | NS      | $-27267.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Paycom Software Inc                                    | Paycom Software Inc                                                              | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       11900 | NS      | $1446326.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Paycom Software Inc                                    | Paycom Software Inc                                                              | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Short            | EC               | CORP              | US        |         -81 | NS      | $-9844.74      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Paylocity Holding Corp                                 | Paylocity Holding Corp                                                           | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |        3300 | NS      | $356532.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Paymentus Holdings Inc                                 | Paymentus Holdings Inc                                                           | CUSIP: 70439P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       49563 | NS      | $1258900.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| PayPal Holdings Inc                                    | PayPal Holdings Inc                                                              | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Short            | EC               | CORP              | US        |       -5086 | NS      | $-230039.78    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Paysign Inc                                            | Paysign Inc                                                                      | CUSIP: 70451A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2300 | NS      | $13570.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Payoneer Global Inc                                    | Payoneer Global Inc                                                              | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |       21200 | NS      | $102396.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Peabody Energy Corp                                    | Peabody Energy Corp                                                              | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |        1100 | NS      | $36245.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PDS Biotechnology Corp                                 | PDS Biotechnology Corp                                                           | CUSIP: 70465T107<br>LEI: 5493002KU8ACFTSMC935 | Short            | EC               | CORP              | US        |       -3900 | NS      | $-2359.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Peapack-Gladstone Financial Corp                       | Peapack-Gladstone Financial Corp                                                 | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |         500 | NS      | $17605.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pearson PLC                                            | Pearson PLC                                                                      | CUSIP: 705015105<br>LEI: 2138004JBXWWJKIURC57 | Short            | EC               | CORP              | GB        |       -3000 | NS      | $-39390.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pebblebrook Hotel Trust                                | Pebblebrook Hotel Trust                                                          | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |        8900 | NS      | $112407.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Peloton Interactive Inc                                | Peloton Interactive Inc                                                          | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |         500 | NS      | $2145.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Penguin Solutions Inc                                  | Penguin Solutions Inc                                                            | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Short            | EC               | CORP              | US        |        -300 | NS      | $-5280.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Penn Entertainment Inc                                 | Penn Entertainment Inc                                                           | CUSIP: 707569109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2001 | NS      | $-30075.03     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pennant Group Inc/The                                  | Pennant Group Inc/The                                                            | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |        1300 | NS      | $39624.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PennantPark Investment Corp                            | PennantPark Investment Corp                                                      | CUSIP: 708062104<br>LEI: 529900OK432R4C6NQQ73 | Long             | EC               | CORP              | US        |        7500 | NS      | $33675.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PennantPark Floating Rate Capital Ltd                  | PennantPark Floating Rate Capital Ltd                                            | CUSIP: 70806A106<br>LEI: 529900BH3IP6381K4L72 | Short            | EC               | CORP              | US        |        -100 | NS      | $-804.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PennyMac Financial Services Inc                        | PennyMac Financial Services Inc                                                  | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Short            | EC               | CORP              | US        |        -900 | NS      | $-78660.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| People's Choice Home Loan Securities Trust             | People's Choice Home Loan Securities Trust Series 2005-2                         | CUSIP: 71085PCE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      488000 | PA      | $343093.28     | 0.01%             | 2035-05-25      | Floating      | 4.77%                 | No            | 2                  | On Loan: No      |
| PepGen Inc                                             | PepGen Inc                                                                       | CUSIP: 713317105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -962 | NS      | $-1702.74      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Peraton Corp                                           | Peraton Corp Term Loan B                                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     3644975 | PA      | $3104315.69    | 0.09%             | 2028-02-01      | Floating      | 7.52%                 | No            | 2                  | On Loan: No      |
| Performance Food Group Co                              | Performance Food Group Co                                                        | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Short            | EC               | CORP              | US        |      -16700 | NS      | $-1430522.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Perimeter Solutions Inc                                | Perimeter Solutions Inc                                                          | CUSIP: 71385M107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-2442.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Revvity Inc                                            | Revvity Inc                                                                      | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Short            | EC               | CORP              | US        |       -1500 | NS      | $-131415.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Perma-Fix Environmental Services Inc                   | Perma-Fix Environmental Services Inc                                             | CUSIP: 714157203<br>LEI: 54930015OVD1T5P12U15 | Short            | EC               | CORP              | US        |       -3100 | NS      | $-33139.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Permian Resources Corp                                 | Permian Resources Corp                                                           | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Short            | EC               | CORP              | US        |        -303 | NS      | $-6459.96      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Perpetua Resources Corp                                | Perpetua Resources Corp                                                          | CUSIP: 714266103<br>LEI: 529900BQBMS383SEPY05 | Short            | EC               | CORP              | CA        |       -8200 | NS      | $-230584.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| PERSHING SQUARE SPARC HOLDINGS                         | PERSHING SQUARE SPARC HOLDINGS                                                   | CUSIP: 714920113<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | EC               | CORP              | US        |      505024 | NS      | $0.05          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Telkom Indonesia Persero Tbk PT                        | Telkom Indonesia Persero Tbk PT                                                  | CUSIP: 715684106<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |         100 | NS      | $1868.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ESC PERSHING SQUARE TO                                 | ESC PERSHING SQUARE TO                                                           | CUSIP: 715ESC018<br>LEI: 549300ZDVEYEVCF35B08 | Long             | EC               | CORP              | US        |     2020101 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Petco Health & Wellness Co Inc                         | Petco Health & Wellness Co Inc                                                   | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |       40300 | NS      | $112034.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PetMed Express Inc                                     | PetMed Express Inc                                                               | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Short            | EC               | CORP              | US        |       -2700 | NS      | $-6156.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PETROLEOS MEXICANOS                                    | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     7546000 | PA      | $6021068.48    | 0.17%             | 2047-09-21      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                    | Petroleos Mexicanos                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     5981000 | PA      | $5179472.42    | 0.14%             | 2050-01-23      | Fixed         | 7.69%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                    | Petroleos Mexicanos                                                              | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3240000 | PA      | $2552796.00    | 0.07%             | 2060-01-28      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Petroleo Brasileiro SA - Petrobras                     | Petroleo Brasileiro SA - Petrobras                                               | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Short            | EC               | CORP              | BR        |      -56600 | NS      | $-1174450.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Pfizer Inc                                             | Pfizer Inc                                                                       | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Short            | EC               | CORP              | US        |       -6446 | NS      | $-181003.68    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Phathom Pharmaceuticals Inc                            | Phathom Pharmaceuticals Inc                                                      | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $3333.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Philip Morris International Inc                        | Philip Morris International Inc                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Short            | EC               | CORP              | US        |       -9884 | NS      | $-1634220.56   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Phinia Inc                                             | Phinia Inc                                                                       | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |         100 | NS      | $6844.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Phio Pharmaceuticals Corp                              | Phio Pharmaceuticals Corp                                                        | CUSIP: 71880W501<br>LEI: 549300KOGMLSPLDVHR52 | Long             | EC               | CORP              | US        |           4 | NS      | $4.88          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Phoenix Education Partners Inc                         | Phoenix Education Partners Inc                                                   | CUSIP: 718968100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7071 | NS      | $222453.66     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Photronics Inc                                         | Photronics Inc                                                                   | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Short            | EC               | CORP              | US        |        -900 | NS      | $-36369.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Phreesia Inc                                           | Phreesia Inc                                                                     | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Short            | EC               | CORP              | US        |       -1900 | NS      | $-15922.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Phunware Inc                                           | Phunware Inc                                                                     | CUSIP: 71948P209<br>LEI: 549300HLAJYKT2FUQZ26 | Short            | EC               | CORP              | US        |       -2452 | NS      | $-4340.04      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Piedmont Realty Trust Inc                              | Piedmont Realty Trust Inc                                                        | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |        1300 | NS      | $8541.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pikes Peak CLO                                         | Pikes Peak CLO 18                                                                | CUSIP: 720917AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $981429.00     | 0.03%             | 2038-04-20      | Floating      | 9.42%                 | No            | 2                  | On Loan: No      |
| Pikes Peak CLO                                         | Pikes Peak CLO 10                                                                | CUSIP: 72132JAE8<br>LEI: 5493003SA5I7NBQCGD83 | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $928723.00     | 0.03%             | 2038-01-22      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| Pikes Peak CLO                                         | Pikes Peak Clo 20                                                                | CUSIP: 72132RAA8<br>LEI: 391200CF059MG1HQPV64 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $927817.00     | 0.03%             | 2039-01-20      | Floating      | 8.81%                 | No            | 2                  | On Loan: No      |
| Pikes Peak CLO                                         | Pikes Peak CLO 8                                                                 | CUSIP: 72133DAE0<br>LEI: 549300NJA5BS4BQQJL72 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $928333.00     | 0.03%             | 2038-01-20      | Floating      | 9.42%                 | No            | 2                  | On Loan: No      |
| Pikes Peak CLO                                         | Pikes Peak Clo 17 Ltd                                                            | CUSIP: 72133UAA0<br>LEI: 213800T13UEBKCDDLT29 | Long             | ABS-CBDO         | CORP              | JE        |     1500000 | PA      | $1437177.00    | 0.04%             | 2038-01-15      | Floating      | 9.42%                 | No            | 2                  | On Loan: No      |
| Pikes Peak CLO                                         | Pikes Peak CLO 14 2023 Ltd                                                       | CUSIP: 72134DAE9<br>LEI: 213800AO7LGLGDRRY278 | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $926994.00     | 0.03%             | 2038-07-20      | Floating      | 9.67%                 | No            | 2                  | On Loan: No      |
| PDD Holdings Inc                                       | PDD Holdings Inc                                                                 | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Short            | EC               | CORP              | KY        |       -1700 | NS      | $-173706.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pinnacle Financial Partners Inc                        | Pinnacle Financial Partners Inc                                                  | CUSIP: 72348N109<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |        6831 | NS      | $588422.34     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Pinnacle Financial Partners Inc                        | Pinnacle Financial Partners Inc                                                  | CUSIP: 72348N109<br>LEI: 54930098EZ8JMSAZGS24 | Short            | EC               | CORP              | US        |        -400 | NS      | $-34456.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pinterest Inc                                          | Pinterest Inc                                                                    | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |       20500 | NS      | $375970.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Piper Sandler Cos                                      | Piper Sandler Cos                                                                | CUSIP: 724078209<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       65120 | NS      | $4984936.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Pitney Bowes Inc                                       | Pitney Bowes Inc                                                                 | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Short            | EC               | CORP              | US        |        -200 | NS      | $-2210.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pixelworks Inc                                         | Pixelworks Inc                                                                   | CUSIP: 72581M404<br>LEI: 529900ORL14ENZ36HI70 | Short            | EC               | CORP              | US        |        -200 | NS      | $-1080.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ESC PIVOTAL SOFTWARE I                                 | ESC PIVOTAL SOFTWARE I                                                           | CUSIP: 725ESC016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       31000 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Planet Fitness Inc                                     | Planet Fitness Inc                                                               | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Short            | EC               | CORP              | US        |       -7300 | NS      | $-542974.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Planet Labs PBC                                        | Planet Labs PBC                                                                  | CUSIP: 72703X106<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | EC               | CORP              | US        |       45000 | NS      | $1257750.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Platinum Group Metals Ltd                              | Platinum Group Metals Ltd                                                        | CUSIP: 72765Q882<br>LEI: 529900YSNVVJI7YJAG63 | Long             | EC               | CORP              | CA        |        1000 | NS      | $1770.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Playboy Inc                                            | Playboy Inc                                                                      | CUSIP: 72814P109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -464 | NS      | $-705.28       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Playstudios Inc                                        | Playstudios Inc                                                                  | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4000 | NS      | $1876.80       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Playtika Holding Corp                                  | Playtika Holding Corp                                                            | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |       23900 | NS      | $66442.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pliant Therapeutics Inc                                | Pliant Therapeutics Inc                                                          | CUSIP: 729139105<br>LEI: 5493002Q5LITR7VHZH02 | Long             | EC               | CORP              | US        |       13600 | NS      | $17136.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Plug Power Inc                                         | Plug Power Inc                                                                   | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |      177900 | NS      | $402054.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Plus Therapeutics Inc                                  | Plus Therapeutics Inc                                                            | CUSIP: 72941H509<br>LEI: 549300XD2PHUC73HMY31 | Short            | EC               | CORP              | US        |       -2000 | NS      | $-325.20       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| POET Technologies Inc                                  | POET Technologies Inc                                                            | CUSIP: 73044W302<br>LEI: 529900HTWKO62IAAQD05 | Short            | EC               | CORP              | CA        |      -33100 | NS      | $-196614.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Polaris Inc                                            | Polaris Inc                                                                      | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |        2500 | NS      | $136250.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Polestar Automotive Holding UK PLC                     | Polestar Automotive Holding UK PLC                                               | CUSIP: 731105409<br>LEI: 894500HDA1DJKHYN4D83 | Short            | EC               | CORP              | GB        |         -11 | NS      | $-202.62       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pool Corp                                              | Pool Corp                                                                        | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Short            | EC               | CORP              | US        |        -167 | NS      | $-33789.11     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pony AI Inc                                            | Pony AI Inc                                                                      | CUSIP: 732908108<br>LEI: 9845006P7613D2A61368 | Short            | EC               | CORP              | KY        |      -11700 | NS      | $-110448.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Portland General Electric Co                           | Portland General Electric Co                                                     | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       14400 | NS      | $759888.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Post Holdings Inc                                      | Post Holdings Inc                                                                | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |        9500 | NS      | $939170.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Postal Realty Trust Inc                                | Postal Realty Trust Inc                                                          | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               |  | US        |        6000 | NS      | $111360.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aspire Biopharma Holdings Inc                          | Aspire Biopharma Holdings Inc                                                    | CUSIP: 738920206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          13 | NS      | $13.39         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Powell Industries Inc                                  | Powell Industries Inc                                                            | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Short            | EC               | CORP              | US        |        -980 | NS      | $-530258.40    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Power Integrations Inc                                 | Power Integrations Inc                                                           | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Short            | EC               | CORP              | US        |        -100 | NS      | $-5120.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Powerfleet Inc NJ                                      | Powerfleet Inc NJ                                                                | CUSIP: 73931J109<br>LEI: 2549007NKEFPYEH4MF81 | Short            | EC               | CORP              | US        |      -29300 | NS      | $-90244.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Power Solutions International Inc                      | Power Solutions International Inc                                                | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Short            | EC               | CORP              | US        |        -200 | NS      | $-12176.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PowerBank Corp                                         | PowerBank Corp                                                                   | CUSIP: 73933V100<br>LEI: 9845003BC9DC8EG01A86 | Short            | EC               | CORP              | CA        |       -1200 | NS      | $-642.47       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Prairie Operating Co                                   | Prairie Operating Co                                                             | CUSIP: 739650109<br>LEI: 549300NX50XL5HR17C26 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-2030.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Praxis Precision Medicines Inc                         | Praxis Precision Medicines Inc                                                   | CUSIP: 74006W207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -860 | NS      | $-277083.40    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Precigen Inc                                           | Precigen Inc                                                                     | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Short            | EC               | CORP              | US        |      -10600 | NS      | $-41022.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Precision BioSciences Inc                              | Precision BioSciences Inc                                                        | CUSIP: 74019P207<br>LEI: 549300I5QGRS3BLHZH41 | Long             | EC               | CORP              | US        |        2219 | NS      | $12204.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Preferred Bank/Los Angeles CA                          | Preferred Bank/Los Angeles CA                                                    | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |         400 | NS      | $36276.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Preferred Bank/Los Angeles CA                          | Preferred Bank/Los Angeles CA                                                    | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Short            | EC               | CORP              | US        |      -58787 | NS      | $-5331393.03   | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| Axe Compute Inc                                        | Axe Compute Inc                                                                  | CUSIP: 74039M408<br>LEI: 549300UQE748N2H9LE74 | Short            | EC               | CORP              | US        |        -153 | NS      | $-247.86       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Prelude Therapeutics Inc                               | Prelude Therapeutics Inc                                                         | CUSIP: 74065P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5900 | NS      | $20178.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Prestige Consumer Healthcare Inc                       | Prestige Consumer Healthcare Inc                                                 | CUSIP: 74112D101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -11300 | NS      | $-669751.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| PriceSmart Inc                                         | PriceSmart Inc                                                                   | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Short            | EC               | CORP              | US        |        -300 | NS      | $-45150.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Primo Brands Corp                                      | Primo Brands Corp                                                                | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-24479.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Primoris Services Corp                                 | Primoris Services Corp                                                           | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-243168.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| PRIMA Capital LTD                                      | Prima Capital CRE Securitization 2019-RK1 Ltd                                    | CUSIP: 74166GAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      339000 | PA      | $297080.62     | 0.01%             | 2038-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PRIMA Capital LTD                                      | Prima Capital CRE Securitization 2019-RK1 Ltd                                    | CUSIP: 74166HAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      121000 | PA      | $107217.74     | 0.00%             | 2038-04-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Primis Financial Corp                                  | Primis Financial Corp                                                            | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |       53362 | NS      | $708647.36     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Prime Medicine Inc                                     | Prime Medicine Inc                                                               | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4700 | NS      | $16356.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Procter & Gamble Co/The                                | Procter & Gamble Co/The                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        1825 | NS      | $263603.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Procter & Gamble Co/The                                | Procter & Gamble Co/The                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Short            | EC               | CORP              | US        |      -11600 | NS      | $-1675504.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Procore Technologies Inc                               | Procore Technologies Inc                                                         | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Short            | EC               | CORP              | US        |      -20100 | NS      | $-1145700.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Privia Health Group Inc                                | Privia Health Group Inc                                                          | CUSIP: 74276R102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1600 | NS      | $-32912.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Proficient Auto Logistics Inc                          | Proficient Auto Logistics Inc                                                    | CUSIP: 74317M104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-2712.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ProFrac Holding Corp                                   | ProFrac Holding Corp                                                             | CUSIP: 74319N100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -21 | NS      | $-130.20       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Progressive Corp/The                                   | Progressive Corp/The                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       47400 | NS      | $9396576.00    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Progyny Inc                                            | Progyny Inc                                                                      | CUSIP: 74340E103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1200 | NS      | $-20376.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ProMIS Neurosciences Inc                               | ProMIS Neurosciences Inc                                                         | CUSIP: 74346M505<br>LEI: 5299007HZF79F9IAXI53 | Short            | EC               | CORP              | CA        |        -404 | NS      | $-5131.96      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ProPetro Holding Corp                                  | ProPetro Holding Corp                                                            | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3300 | NS      | $47553.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Prospect Capital Corp                                  | Prospect Capital Corp                                                            | CUSIP: 74348T102<br>LEI: 549300FSD8T39P5Q0O47 | Long             | EC               | CORP              | US        |      106700 | NS      | $278487.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Volato Group Inc                                       | Volato Group Inc                                                                 | CUSIP: 74349W302<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1224 | NS      | $-282.25       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Prosperity Bancshares Inc                              | Prosperity Bancshares Inc                                                        | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       75252 | NS      | $5055429.36    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Protalix BioTherapeutics Inc                           | Protalix BioTherapeutics Inc                                                     | CUSIP: 74365A309<br>LEI: 549300SDVB3GP4XDFM60 | Short            | EC               | CORP              | US        |        -400 | NS      | $-868.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Protara Therapeutics Inc                               | Protara Therapeutics Inc                                                         | CUSIP: 74365U107<br>LEI: 549300VWUGH3220TG273 | Short            | EC               | CORP              | US        |        -300 | NS      | $-1563.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Protagonist Therapeutics Inc                           | Protagonist Therapeutics Inc                                                     | CUSIP: 74366E102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -20200 | NS      | $-2129080.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Provident Financial Services Inc                       | Provident Financial Services Inc                                                 | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |          43 | NS      | $909.88        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Prudential PLC                                         | Prudential PLC                                                                   | CUSIP: 74435K204<br>LEI: 5493001Z3ZE83NGK8Y12 | Short            | EC               | CORP              | GB        |      -10300 | NS      | $-292829.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| PubMatic Inc                                           | PubMatic Inc                                                                     | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1700 | NS      | $13906.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pulmonx Corp                                           | Pulmonx Corp                                                                     | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Short            | EC               | CORP              | US        |       -2500 | NS      | $-3225.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PulteGroup Inc                                         | PulteGroup Inc                                                                   | CUSIP: 745867101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -617 | NS      | $-72565.37     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pulse Biosciences Inc                                  | Pulse Biosciences Inc                                                            | CUSIP: 74587B101<br>LEI: 529900NJUBI06118FM73 | Short            | EC               | CORP              | US        |        -314 | NS      | $-6779.26      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PULSE BIOSCIENCES INC                                  | PULSE BIOSCIENCES INC                                                            | CUSIP: 74587B143<br>LEI: 529900NJUBI06118FM73 | Short            | EC               | CORP              | US        |         -44 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Puma Biotechnology Inc                                 | Puma Biotechnology Inc                                                           | CUSIP: 74587V107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-1917.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PureCycle Technologies Inc                             | PureCycle Technologies Inc                                                       | CUSIP: 74623V103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -17800 | NS      | $-92382.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Everpure Inc                                           | Everpure Inc                                                                     | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |        1800 | NS      | $106272.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Everpure Inc                                           | Everpure Inc                                                                     | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Short            | EC               | CORP              | US        |        -338 | NS      | $-19955.52     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Purple Biotech Ltd                                     | Purple Biotech Ltd                                                               | CUSIP: 74638P307<br>LEI: 5493008YRL2KK6TM3819 | Long             | EC               | CORP              | IL        |          10 | NS      | $40.40         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Q32 Bio Inc                                            | Q32 Bio Inc                                                                      | CUSIP: 746964105<br>LEI: 549300RWKPJEFTM3K452 | Long             | EC               | CORP              | US        |           7 | NS      | $44.94         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Quad/Graphics Inc                                      | Quad/Graphics Inc                                                                | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |        2100 | NS      | $13881.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Quaker Chemical Corp                                   | Quaker Chemical Corp                                                             | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Short            | EC               | CORP              | US        |        -300 | NS      | $-37269.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pyxis Oncology Inc                                     | Pyxis Oncology Inc                                                               | CUSIP: 747324101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-146.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Q2 Holdings Inc                                        | Q2 Holdings Inc                                                                  | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       46683 | NS      | $2208105.90    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Qnity Electronics Inc                                  | Qnity Electronics Inc                                                            | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |        4588 | NS      | $529363.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| QUALCOMM Inc                                           | QUALCOMM Inc                                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Short            | EC               | CORP              | US        |       -2657 | NS      | $-342168.46    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Quanex Building Products Corp                          | Quanex Building Products Corp                                                    | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Short            | EC               | CORP              | US        |        -600 | NS      | $-10782.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Quanta Services Inc                                    | Quanta Services Inc                                                              | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |          25 | NS      | $13725.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Quanta Services Inc                                    | Quanta Services Inc                                                              | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Short            | EC               | CORP              | US        |       -5960 | NS      | $-3272159.20   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Quantum-Si Inc                                         | Quantum-Si Inc                                                                   | CUSIP: 74765K105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5800 | NS      | $-4489.20      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Quanterix Corp                                         | Quanterix Corp                                                                   | CUSIP: 74766Q101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1554 | NS      | $-5470.08      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Quantum Computing Inc                                  | Quantum Computing Inc                                                            | CUSIP: 74766W108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5274 | NS      | $-36126.90     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Here Group Ltd                                         | Here Group Ltd                                                                   | CUSIP: 74767N107<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -3000 | NS      | $-10620.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| QuantumScape Corp                                      | QuantumScape Corp                                                                | CUSIP: 74767V109<br>LEI: 529900JQVOM1M73BJE28 | Long             | EC               | CORP              | US        |       45500 | NS      | $290290.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| High Templar Tech Limited                              | High Templar Tech Limited                                                        | CUSIP: 747798106<br>LEI: 549300MY8WXPOW8RKH11 | Long             | EC               | CORP              | KY        |        1000 | NS      | $1940.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Quantum Corp                                           | Quantum Corp                                                                     | CUSIP: 747906600<br>LEI: 5493007210175UIK7S88 | Short            | EC               | CORP              | US        |       -2300 | NS      | $-10925.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Quest Diagnostics Inc                                  | Quest Diagnostics Inc                                                            | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Short            | EC               | CORP              | US        |        -500 | NS      | $-97990.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| QuickLogic Corp                                        | QuickLogic Corp                                                                  | CUSIP: 74837P405<br>LEI: 529900V52LUN2EHHCH56 | Long             | EC               | CORP              | US        |         100 | NS      | $938.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| QuinStreet Inc                                         | QuinStreet Inc                                                                   | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-15613.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| QVC Group Inc                                          | QVC Group Inc                                                                    | CUSIP: 74915M605<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |         992 | NS      | $2152.64       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBB Bancorp                                            | RBB Bancorp                                                                      | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |         300 | NS      | $6411.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RB Global Inc                                          | RB Global Inc                                                                    | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Short            | EC               | CORP              | CA        |      -27300 | NS      | $-2616705.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| RCM Technologies Inc                                   | RCM Technologies Inc                                                             | CUSIP: 749360400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $9570.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RLI Corp                                               | RLI Corp                                                                         | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      169950 | NS      | $9693948.00    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| RLJ Lodging Trust                                      | RLJ Lodging Trust                                                                | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |        5100 | NS      | $37842.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RPC Inc                                                | RPC Inc                                                                          | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2800 | NS      | $19824.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RH                                                     | RH                                                                               | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |        1200 | NS      | $167784.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RXO Inc                                                | RXO Inc                                                                          | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Short            | EC               | CORP              | US        |       -6500 | NS      | $-95030.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RFR Trust                                              | RFR Trust 2025-SGRM                                                              | CUSIP: 74984NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1204000 | PA      | $2359.84       | 0.00%             | 2041-03-11      | Variable      | 0.11%                 | No            | 2                  | On Loan: No      |
| RFR Trust                                              | RFR Trust 2025-SGRM                                                              | CUSIP: 74984NAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1499000 | PA      | $1536199.18    | 0.04%             | 2041-03-11      | Variable      | 7.27%                 | No            | 2                  | On Loan: No      |
| RFR Trust                                              | RFR Trust 2025-SGRM                                                              | CUSIP: 74984NAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3022000 | PA      | $3098973.36    | 0.09%             | 2041-03-11      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| RR Ltd                                                 | RR 34 LTD                                                                        | CUSIP: 74988XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1935528.00    | 0.05%             | 2039-10-15      | Floating      | 9.17%                 | No            | 2                  | On Loan: No      |
| RR Ltd                                                 | RR 32 LTD /old                                                                   | CUSIP: 75009EAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $993349.00     | 0.03%             | 2039-10-15      | Floating      | 9.77%                 | No            | 2                  | On Loan: No      |
| Rackspace Technology Inc                               | Rackspace Technology Inc                                                         | CUSIP: 750102105<br>LEI: 529900TFVYSFOO980K68 | Short            | EC               | CORP              | US        |       -8000 | NS      | $-7838.39      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rad CLO Ltd                                            | Rad CLO 9 Ltd                                                                    | CUSIP: 75010FAA4<br>LEI: 254900102FXSL1683637 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $886923.00     | 0.02%             | 2038-01-15      | Floating      | 9.42%                 | No            | 2                  | On Loan: No      |
| Radian Group Inc                                       | Radian Group Inc                                                                 | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |        1500 | NS      | $49620.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Radiant Logistics Inc                                  | Radiant Logistics Inc                                                            | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |         300 | NS      | $2115.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RadNet Inc                                             | RadNet Inc                                                                       | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Short            | EC               | CORP              | US        |       -1225 | NS      | $-68465.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Residential Accredit Loans, Inc.                       | RALI Series 2006-QO7 Trust                                                       | CUSIP: 751150AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      292915 | PA      | $235598.12     | 0.01%             | 2046-09-25      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| Residential Accredit Loans, Inc.                       | RALI Series 2007-QH5 Trust                                                       | CUSIP: 75116EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1317442 | PA      | $984288.62     | 0.03%             | 2037-06-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Ralph Lauren Corp                                      | Ralph Lauren Corp                                                                | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        1740 | NS      | $598542.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ramaco Resources Inc                                   | Ramaco Resources Inc                                                             | CUSIP: 75134P600<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |       11200 | NS      | $173152.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Range Resources Corp                                   | Range Resources Corp                                                             | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Short            | EC               | CORP              | US        |       -4186 | NS      | $-189123.48    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Rani Therapeutics Holdings Inc                         | Rani Therapeutics Holdings Inc                                                   | CUSIP: 753018100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-220.44       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ranpak Holdings Corp                                   | Ranpak Holdings Corp                                                             | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-6069.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rapid7 Inc                                             | Rapid7 Inc                                                                       | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |       14400 | NS      | $79344.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rapport Therapeutics Inc                               | Rapport Therapeutics Inc                                                         | CUSIP: 75383L102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1100 | NS      | $-34419.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rate Mortgage Trust                                    | Rate Mortgage Trust 2025-J3                                                      | CUSIP: 75410ECU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      304000 | PA      | $252620.66     | 0.01%             | 2055-11-25      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Raymond James Financial Inc                            | Raymond James Financial Inc                                                      | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       10739 | NS      | $1554899.81    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Rayonier Inc                                           | Rayonier Inc                                                                     | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Short            | EC               |  | US        |         -38 | NS      | $-783.56       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RTX Corp                                               | RTX Corp                                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        1300 | NS      | $250770.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Bearings Inc                                       | RBC Bearings Inc                                                                 | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       40895 | NS      | $22210892.40   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Ready Capital Corp                                     | Ready Capital Corp                                                               | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Short            | EC               |  | US        |      -20300 | NS      | $-32886.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                     | ReadyCap Commercial Mortgage Trust 2019-6                                        | CUSIP: 75575QAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1691000 | PA      | $1553778.73    | 0.04%             | 2052-10-25      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                     | ReadyCap Commercial Mortgage Trust 2019-6                                        | CUSIP: 75575QAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      227000 | PA      | $194913.32     | 0.01%             | 2052-10-25      | Variable      | 4.61%                 | No            | 2                  | On Loan: No      |
| Real Brokerage Inc/The                                 | Real Brokerage Inc/The                                                           | CUSIP: 75585H206<br>LEI: 254900X7DGVQ8SUIC387 | Short            | EC               | CORP              | CA        |       -2700 | NS      | $-6750.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| REalloys Inc                                           | REalloys Inc                                                                     | CUSIP: 75606V101<br>LEI: 549300MNYTH4SEBRIO25 | Short            | EC               | CORP              | US        |        -300 | NS      | $-2928.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| reAlpha Tech Corp                                      | reAlpha Tech Corp                                                                | CUSIP: 75607T105<br>LEI: 5493000DBY9C4Z5C1X81 | Short            | EC               | CORP              | US        |      -16800 | NS      | $-4080.72      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Realty Income Corp                                     | Realty Income Corp                                                               | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Short            | EC               |  | US        |         -48 | NS      | $-2936.64      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nixxy Inc                                              | Nixxy Inc                                                                        | CUSIP: 75630B402<br>LEI: 5493007WH4V9MK8Y7L08 | Short            | EC               | CORP              | US        |       -7900 | NS      | $-8413.53      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Red Cat Holdings Inc                                   | Red Cat Holdings Inc                                                             | CUSIP: 75644T100<br>LEI: 5493005OGSQW28V2PY05 | Short            | EC               | CORP              | US        |      -14318 | NS      | $-187422.62    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Reddit Inc                                             | Reddit Inc                                                                       | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Short            | EC               | CORP              | US        |      -13400 | NS      | $-1804310.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Redwire Corp                                           | Redwire Corp                                                                     | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2600 | NS      | $22100.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Redwood Trust Inc                                      | Redwood Trust Inc                                                                | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Short            | EC               |  | US        |        -500 | NS      | $-2805.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Regal Rexnord Corp                                     | Regal Rexnord Corp                                                               | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Short            | EC               | CORP              | US        |        -800 | NS      | $-149808.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Regency Centers Corp                                   | Regency Centers Corp                                                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |         100 | NS      | $7566.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Regeneron Pharmaceuticals Inc                          | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       13960 | NS      | $10786054.40   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| REGENXBIO Inc                                          | REGENXBIO Inc                                                                    | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |        1700 | NS      | $14246.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Regional Management Corp                               | Regional Management Corp                                                         | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |         200 | NS      | $6450.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Regional Management Corp                               | Regional Management Corp                                                         | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Short            | EC               | CORP              | US        |       -8758 | NS      | $-282445.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Regions Financial Corp                                 | Regions Financial Corp                                                           | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Short            | EC               | CORP              | US        |     -295790 | NS      | $-7726034.80   | -0.21%            |  |  |  | No            | 1                  | On Loan: No      |
| Reinsurance Group of America Inc                       | Reinsurance Group of America Inc                                                 | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Short            | EC               | CORP              | US        |        -200 | NS      | $-40832.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rekor Systems Inc                                      | Rekor Systems Inc                                                                | CUSIP: 759419104<br>LEI: 549300BHH76SEFU1DD95 | Short            | EC               | CORP              | US        |       -7709 | NS      | $-6321.38      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Relay Therapeutics Inc                                 | Relay Therapeutics Inc                                                           | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16301 | NS      | $162194.95     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RELX PLC                                               | RELX PLC                                                                         | CUSIP: 759530108<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |         100 | NS      | $3315.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RELX PLC                                               | RELX PLC                                                                         | CUSIP: 759530108<br>LEI: 549300WSX3VBUFFJOO66 | Short            | EC               | CORP              | GB        |        -216 | NS      | $-7160.40      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Relmada Therapeutics Inc                               | Relmada Therapeutics Inc                                                         | CUSIP: 75955J402<br>LEI: 549300217EASRZ9JSF81 | Long             | EC               | CORP              | US        |        3700 | NS      | $25752.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Remitly Global Inc                                     | Remitly Global Inc                                                               | CUSIP: 75960P104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -10899 | NS      | $-170787.33    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Renasant Corp                                          | Renasant Corp                                                                    | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |        1007 | NS      | $36382.91      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Repligen Corp                                          | Repligen Corp                                                                    | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Short            | EC               | CORP              | US        |       -6300 | NS      | $-742266.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Rent the Runway Inc                                    | Rent the Runway Inc                                                              | CUSIP: 76010Y202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         125 | NS      | $597.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rentokil Initial PLC                                   | Rentokil Initial PLC                                                             | CUSIP: 760125104<br>LEI: 549300VN4WV7Z6T14K68 | Short            | EC               | CORP              | GB        |      -25100 | NS      | $-790148.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Repay Holdings Corp                                    | Repay Holdings Corp                                                              | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Short            | EC               | CORP              | US        |       -2000 | NS      | $-5200.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Replimune Group Inc                                    | Replimune Group Inc                                                              | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |         200 | NS      | $1530.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic Services Inc                                  | Republic Services Inc                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        5400 | NS      | $1182708.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Residential Asset Securities Corporation               | RASC Series 2003-KS4 Trust                                                       | CUSIP: 76110WRW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      301642 | PA      | $246982.13     | 0.01%             | 2033-06-25      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| Residential Asset Mortgage Products, INC.              | RAMP Series 2005-RS4 Trust                                                       | CUSIP: 76112BPH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2253000 | PA      | $2030527.52    | 0.06%             | 2035-04-25      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| Residential Asset Securities Corporation               | RASC Series 2006-KS1 Trust                                                       | CUSIP: 76113AAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      337000 | PA      | $264803.14     | 0.01%             | 2036-02-25      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| Residential Asset Securitization Trust                 | Residential Asset Securitization Trust 2006-A7CB                                 | CUSIP: 76113NAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      296308 | PA      | $233316.35     | 0.01%             | 2036-07-25      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ResMed Inc                                             | ResMed Inc                                                                       | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |         120 | NS      | $26937.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ResMed Inc                                             | ResMed Inc                                                                       | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Short            | EC               | CORP              | US        |       -1494 | NS      | $-335373.12    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Resideo Technologies Inc                               | Resideo Technologies Inc                                                         | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Short            | EC               | CORP              | US        |      -11300 | NS      | $-380923.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Restaurant Brands International Inc                    | Restaurant Brands International Inc                                              | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Short            | EC               | CORP              | CA        |      -23700 | NS      | $-1751430.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Revelation Biosciences Inc                             | Revelation Biosciences Inc                                                       | CUSIP: 76135L804<br>LEI: 549300UKS15BEXENY615 | Long             | EC               | CORP              | US        |          50 | NS      | $60.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Reviva Pharmaceuticals Holdings Inc                    | Reviva Pharmaceuticals Holdings Inc                                              | CUSIP: 76152G209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -705 | NS      | $-514.45       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Revolution Medicines Inc                               | Revolution Medicines Inc                                                         | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |        6455 | NS      | $627748.75     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Revolve Group Inc                                      | Revolve Group Inc                                                                | CUSIP: 76156B107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3500 | NS      | $-79135.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rexford Industrial Realty Inc                          | Rexford Industrial Realty Inc                                                    | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Short            | EC               |  | US        |       -9700 | NS      | $-317481.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Reynolds Consumer Products Inc                         | Reynolds Consumer Products Inc                                                   | CUSIP: 76171L106<br>LEI: 894500ZQLNYY77S80A06 | Long             | EC               | CORP              | US        |         100 | NS      | $2118.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rezolute Inc                                           | Rezolute Inc                                                                     | CUSIP: 76200L309<br>LEI: 549300T05L48T72P2G08 | Long             | EC               | CORP              | US        |         400 | NS      | $1220.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rhythm Pharmaceuticals Inc                             | Rhythm Pharmaceuticals Inc                                                       | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Short            | EC               | CORP              | US        |       -3300 | NS      | $-287001.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Richtech Robotics Inc                                  | Richtech Robotics Inc                                                            | CUSIP: 765504105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6700 | NS      | $14003.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rigel Pharmaceuticals Inc                              | Rigel Pharmaceuticals Inc                                                        | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Short            | EC               | CORP              | US        |         -10 | NS      | $-270.40       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rigetti Computing Inc                                  | Rigetti Computing Inc                                                            | CUSIP: 76655K103<br>LEI: 52990024JHY459DH8W71 | Long             | EC               | CORP              | US        |        1600 | NS      | $22464.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Riley Exploration Permian Inc                          | Riley Exploration Permian Inc                                                    | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |         500 | NS      | $18225.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rimini Street Inc                                      | Rimini Street Inc                                                                | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |         100 | NS      | $328.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RingCentral Inc                                        | RingCentral Inc                                                                  | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Short            | EC               | CORP              | US        |        -600 | NS      | $-22314.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ring Energy Inc                                        | Ring Energy Inc                                                                  | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |       24100 | NS      | $36873.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rivian Automotive Inc                                  | Rivian Automotive Inc                                                            | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |      161900 | NS      | $2436595.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Robert Half Inc                                        | Robert Half Inc                                                                  | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |        4300 | NS      | $109220.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Robinhood Markets Inc                                  | Robinhood Markets Inc                                                            | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |        1200 | NS      | $83160.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Robinhood Markets Inc                                  | Robinhood Markets Inc                                                            | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Short            | EC               | CORP              | US        |      -64632 | NS      | $-4478997.60   | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| ROBLOX Corp                                            | ROBLOX Corp                                                                      | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |      145500 | NS      | $8229480.00    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Rocket Cos Inc                                         | Rocket Cos Inc                                                                   | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       38741 | NS      | $552059.25     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Rocket Lab Corp                                        | Rocket Lab Corp                                                                  | CUSIP: 773121108<br>LEI: 254900LNRW7906KUMM93 | Short            | EC               | CORP              | US        |      -66800 | NS      | $-4289896.00   | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| Rocket Pharmaceuticals Inc                             | Rocket Pharmaceuticals Inc                                                       | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |       10600 | NS      | $37948.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rockwell Automation Inc                                | Rockwell Automation Inc                                                          | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Short            | EC               | CORP              | US        |        -848 | NS      | $-304330.24    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Rockwell Medical Inc                                   | Rockwell Medical Inc                                                             | CUSIP: 774374300<br>LEI: 529900Y6YUB5X93MMD77 | Short            | EC               | CORP              | US        |       -3736 | NS      | $-3336.99      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rogers Corp                                            | Rogers Corp                                                                      | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |         100 | NS      | $10733.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Roku Inc                                               | Roku Inc                                                                         | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |        8400 | NS      | $794808.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Rollins Inc                                            | Rollins Inc                                                                      | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |        8600 | NS      | $459326.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Romark CLO Ltd                                         | Romark CLO II Ltd                                                                | CUSIP: 77587EAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2250000 | PA      | $2059787.25    | 0.06%             | 2031-07-25      | Floating      | 10.18%                | No            | 2                  | On Loan: No      |
| Root Inc/OH                                            | Root Inc/OH                                                                      | CUSIP: 77664L207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -517 | NS      | $-22835.89     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Roper Technologies Inc                                 | Roper Technologies Inc                                                           | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Short            | EC               | CORP              | US        |        -120 | NS      | $-42463.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ross Stores Inc                                        | Ross Stores Inc                                                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       22297 | NS      | $4830199.11    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Shell PLC                                              | Shell PLC                                                                        | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |        3528 | NS      | $328104.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Shell PLC                                              | Shell PLC                                                                        | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Short            | EC               | CORP              | GB        |      -15200 | NS      | $-1413600.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Royal Gold Inc                                         | Royal Gold Inc                                                                   | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |         300 | NS      | $76347.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rubrik Inc                                             | Rubrik Inc                                                                       | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |        6900 | NS      | $337893.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Rubrik Inc                                             | Rubrik Inc                                                                       | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Short            | EC               | CORP              | US        |         -83 | NS      | $-4064.51      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rumble Inc                                             | Rumble Inc                                                                       | CUSIP: 78137L105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4900 | NS      | $-24990.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RideNow Group Inc                                      | RideNow Group Inc                                                                | CUSIP: 781386305<br>LEI: 549300HTVW82DG77Y276 | Short            | EC               | CORP              | US        |        -249 | NS      | $-1757.94      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Runway Growth Finance Corp                             | Runway Growth Finance Corp                                                       | CUSIP: 78163D100<br>LEI: 254900AXR3J2N1XT0V02 | Long             | EC               | CORP              | US        |        2100 | NS      | $14427.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rush Street Interactive Inc                            | Rush Street Interactive Inc                                                      | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10600 | NS      | $230550.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RxSight Inc                                            | RxSight Inc                                                                      | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8200 | NS      | $50512.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryanair Holdings PLC                                   | Ryanair Holdings PLC                                                             | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Short            | EC               | CORP              | IE        |       -4550 | NS      | $-262990.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ryan Specialty Holdings Inc                            | Ryan Specialty Holdings Inc                                                      | CUSIP: 78351F107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-13496.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ryder System Inc                                       | Ryder System Inc                                                                 | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Short            | EC               | CORP              | US        |        -400 | NS      | $-81884.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ryman Hospitality Properties Inc                       | Ryman Hospitality Properties Inc                                                 | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Short            | EC               |  | US        |       -7200 | NS      | $-664344.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| S&T Bancorp Inc                                        | S&T Bancorp Inc                                                                  | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $12549.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SES AI Corp                                            | SES AI Corp                                                                      | CUSIP: 78397Q109<br>LEI: 529900HSCKUBL8K4K759 | Long             | EC               | CORP              | US        |       18000 | NS      | $17316.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SAB Biotherapeutics Inc                                | SAB Biotherapeutics Inc                                                          | CUSIP: 78397T202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       38992 | NS      | $149339.36     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| S&P Global Inc                                         | S&P Global Inc                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |         852 | NS      | $362389.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SBA Communications Corp                                | SBA Communications Corp                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |         500 | NS      | $86055.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SEACOR Marine Holdings Inc                             | SEACOR Marine Holdings Inc                                                       | CUSIP: 78413P101<br>LEI: 5493003LNKFW1W43N030 | Short            | EC               | CORP              | US        |       -2000 | NS      | $-14320.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SG Commercial Mortgage Securities Trust                | SG Commercial Mortgage Securities Trust 2016-C5                                  | CUSIP: 78419CAV6<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |      205000 | PA      | $150568.81     | 0.00%             | 2048-10-10      | Variable      | 4.80%                 | No            | 2                  | On Loan: No      |
| SG Commercial Mortgage Securities Trust                | SG Commercial Mortgage Securities Trust 2019-PREZ                                | CUSIP: 78430EAL9<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |     1720000 | PA      | $1464359.84    | 0.04%             | 2039-09-15      | Variable      | 3.48%                 | No            | 2                  | On Loan: No      |
| Sezzle Inc                                             | Sezzle Inc                                                                       | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Short            | EC               | CORP              | US        |        -300 | NS      | $-18987.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SL Green Realty Corp                                   | SL Green Realty Corp                                                             | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Short            | EC               |  | US        |       -6751 | NS      | $-249381.94    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| SLM Corp                                               | SLM Corp                                                                         | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1000 | NS      | $21410.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SM Energy Co                                           | SM Energy Co                                                                     | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Short            | EC               | CORP              | US        |      -26904 | NS      | $-838866.72    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street SPDR S&P Regional Banking ETF             | State Street SPDR S&P Regional Banking ETF                                       | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Short            | EC               | RF                | US        |        -810 | NS      | $-52771.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street SPDR S&P Insurance ETF                    | State Street SPDR S&P Insurance ETF                                              | CUSIP: 78464A789<br>LEI: 5493000JPXJASDQETJ56 | Long             | EC               | RF                | US        |         126 | NS      | $6930.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street SPDR S&P Biotech ETF                      | State Street SPDR S&P Biotech ETF                                                | CUSIP: 78464A870<br>LEI: 549300Y3ODFMPD5XXL58 | Short            | EC               | RF                | US        |       -2107 | NS      | $-269127.11    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street SPDR S&P Homebuilders ETF                 | State Street SPDR S&P Homebuilders ETF                                           | CUSIP: 78464A888<br>LEI: 549300MSE80LL1UJS132 | Short            | EC               | RF                | US        |         -32 | NS      | $-3159.04      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SS&C Technologies Holdings Inc                         | SS&C Technologies Holdings Inc                                                   | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Short            | EC               | CORP              | US        |      -14707 | NS      | $-993751.99    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| SKYX Platforms Corp                                    | SKYX Platforms Corp                                                              | CUSIP: 78471E105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-560.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| STAR 2022-SFR3 Trust                                   | STAR 2022-SFR3 Trust                                                             | CUSIP: 78474PAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $997587.00     | 0.03%             | 2039-05-17      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| Solv Energy Inc                                        | Solv Energy Inc                                                                  | CUSIP: 78475V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17657 | NS      | $530239.71     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Starwood Commercial Mortgage Trust                     | STWD 2021-LIH Mortgage Trust                                                     | CUSIP: 78486EAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      125000 | PA      | $124451.13     | 0.00%             | 2036-11-15      | Floating      | 7.34%                 | No            | 2                  | On Loan: No      |
| SV RNO PROPERTY OWNER 1                                | SV RNO Property Owner 1 LLC                                                      | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      272000 | PA      | $268869.96     | 0.01%             | 2031-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Springs Windows Fashions LLC                           | Springs Windows Fashions LLC 2024 First Lien Second Out TL A2                    | CUSIP: 78489HAE8<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | LON              | CORP              | US        |     8742239 | PA      | $5449299.98    | 0.15%             | 2028-10-06      | Floating      | 7.78%                 | No            | 2                  | On Loan: No      |
| SWF HOLDINGS I CORP                                    | SWF Holdings I Corp                                                              | CUSIP: 78500CAA2<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |     3107589 | PA      | $1118732.04    | 0.03%             | 2029-10-06      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Sabra Health Care REIT Inc                             | Sabra Health Care REIT Inc                                                       | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |        6200 | NS      | $119226.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sabre Corp                                             | Sabre Corp                                                                       | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Short            | EC               | CORP              | US        |      -12500 | NS      | $-18125.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sable Offshore Corp                                    | Sable Offshore Corp                                                              | CUSIP: 78574H104<br>LEI: 254900IMMKZUOZF7V487 | Short            | EC               | CORP              | US        |      -24900 | NS      | $-411348.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Safe Pro Group Inc                                     | Safe Pro Group Inc                                                               | CUSIP: 78642D101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-762.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alarum Technologies Ltd                                | Alarum Technologies Ltd                                                          | CUSIP: 78643B500<br>LEI: 529900XJKCO2RK9HRG60 | Long             | EC               | CORP              | IL        |         200 | NS      | $1192.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sagimet Biosciences Inc                                | Sagimet Biosciences Inc                                                          | CUSIP: 786700104<br>LEI: 2549002OT2F8BV0VPD02 | Short            | EC               | CORP              | US        |       -2600 | NS      | $-13585.02     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Saia Inc                                               | Saia Inc                                                                         | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Short            | EC               | CORP              | US        |        -360 | NS      | $-126460.80    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Salesforce Inc                                         | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Short            | EC               | CORP              | US        |       -1406 | NS      | $-262458.02    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                | Saluda Grade Alternative Mortgage Trust 2023-FIG4                                | CUSIP: 79581UAC8<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |      674161 | PA      | $698856.40     | 0.02%             | 2053-11-25      | Variable      | 8.01%                 | No            | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                | Saluda Grade Alternative Mortgage Trust 2023-FIG3                                | CUSIP: 79582AAB3<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |     1122177 | PA      | $1136996.21    | 0.03%             | 2053-08-25      | Fixed         | 7.71%                 | No            | 2                  | On Loan: No      |
| SAMARCO MINERACAO SA                                   | Samarco Mineracao SA                                                             | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    10009424 | PA      | $9848341.33    | 0.27%             | 2031-06-30      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Samsara Inc                                            | Samsara Inc                                                                      | CUSIP: 79589L106<br>LEI: 529900IE80DQBIFK3M88 | Short            | EC               | CORP              | US        |      -11000 | NS      | $-348590.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                | Saluda Grade Alternative Mortgage Trust 2024-INV1                                | CUSIP: 795924AE9<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-MBS          | CORP              | US        |     1054000 | PA      | $1069576.01    | 0.03%             | 2059-08-25      | Variable      | 7.11%                 | No            | 2                  | On Loan: No      |
| Sana Biotechnology Inc                                 | Sana Biotechnology Inc                                                           | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $576.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sanara Medtech Inc                                     | Sanara Medtech Inc                                                               | CUSIP: 79957L100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-1718.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sandisk Corp/DE                                        | Sandisk Corp/DE                                                                  | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15800 | NS      | $10038372.00   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Sandisk Corp/DE                                        | Sandisk Corp/DE                                                                  | CUSIP: 80004C200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |          -5 | NS      | $-3176.70      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| John B Sanfilippo & Son Inc                            | John B Sanfilippo & Son Inc                                                      | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |        1500 | NS      | $118995.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sangamo Therapeutics Inc                               | Sangamo Therapeutics Inc                                                         | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |       66700 | NS      | $16468.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sanmina Corp                                           | Sanmina Corp                                                                     | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Short            | EC               | CORP              | US        |       -6839 | NS      | $-886607.96    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Santander Mortgage Asset Receivable Trust              | Santander Mortgage Asset Receivable Trust 2026-CES1                              | CUSIP: 802932AG8<br>LEI: 25490018SHMEBF8BBD83 | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1084780.40    | 0.03%             | 2056-01-25      | Variable      | 6.35%                 | No            | 2                  | On Loan: No      |
| SANUWAVE Health Inc                                    | SANUWAVE Health Inc                                                              | CUSIP: 80303D305<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-6916.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SAP SE                                                 | SAP SE                                                                           | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Short            | EC               | CORP              | DE        |        -169 | NS      | $-28934.49     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Palladyne AI Corp                                      | Palladyne AI Corp                                                                | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          33 | NS      | $200.31        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sarepta Therapeutics Inc                               | Sarepta Therapeutics Inc                                                         | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |       23000 | NS      | $500480.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sasol Ltd                                              | Sasol Ltd                                                                        | CUSIP: 803866300<br>LEI: 378900F4544561A97588 | Short            | EC               | CORP              | ZA        |       -3100 | NS      | $-40176.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Satellogic Inc                                         | Satellogic Inc                                                                   | CUSIP: 80401C100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7801 | NS      | $-42437.44     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Savers Value Village Inc                               | Savers Value Village Inc                                                         | CUSIP: 80517M109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-2976.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Saxon Asset Securities Trust                           | Saxon Asset Securities Trust 2004-2                                              | CUSIP: 805564QC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      333674 | PA      | $284336.25     | 0.01%             | 2035-08-25      | Variable      | 2.69%                 | No            | 2                  | On Loan: No      |
| Saxon Asset Securities Trust                           | Saxon Asset Securities Trust 2004-2                                              | CUSIP: 805564QD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      363971 | PA      | $289298.23     | 0.01%             | 2035-08-25      | Variable      | 2.69%                 | No            | 2                  | On Loan: No      |
| Henry Schein Inc                                       | Henry Schein Inc                                                                 | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Short            | EC               | CORP              | US        |       -1500 | NS      | $-110550.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SLB Ltd                                                | SLB Ltd                                                                          | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Short            | EC               | CORP              | CW        |      -23400 | NS      | $-1202526.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Scholastic Corp                                        | Scholastic Corp                                                                  | CUSIP: 807066105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-7812.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Scholar Rock Holding Corp                              | Scholar Rock Holding Corp                                                        | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Short            | EC               | CORP              | US        |        -100 | NS      | $-4916.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Charles Schwab Corp/The                                | Charles Schwab Corp/The                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      100790 | NS      | $9472244.20    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Mativ Holdings Inc                                     | Mativ Holdings Inc                                                               | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |         100 | NS      | $870.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Scienture Holdings Inc                                 | Scienture Holdings Inc                                                           | CUSIP: 80880X104<br>LEI: 549300GHZ32QH7U06I52 | Short            | EC               | CORP              | US        |      -13000 | NS      | $-3705.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sea Ltd                                                | Sea Ltd                                                                          | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |       33500 | NS      | $2774135.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Seacoast Banking Corp of Florida                       | Seacoast Banking Corp of Florida                                                 | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      394135 | NS      | $11938349.15   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Sealed Air Corp                                        | Sealed Air Corp                                                                  | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Short            | EC               | CORP              | US        |       -3600 | NS      | $-151380.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Seaport Entertainment Group Inc                        | Seaport Entertainment Group Inc                                                  | CUSIP: 812215200<br>LEI: 2549006G3SN205YAST27 | Short            | EC               | CORP              | US        |        -500 | NS      | $-10740.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SeaStar Medical Holding Corp                           | SeaStar Medical Holding Corp                                                     | CUSIP: 81256L302<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-2604.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United Parks & Resorts Inc                             | United Parks & Resorts Inc                                                       | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Short            | EC               | CORP              | US        |       -2900 | NS      | $-94714.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Materials Select Sector SPDR ETF          | State Street Materials Select Sector SPDR ETF                                    | CUSIP: 81369Y100<br>LEI: 549300N81BAQ1XPGBT65 | Short            | EC               | RF                | US        |        -116 | NS      | $-5796.52      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Consumer Staples Select Sector SPDR ETF   | State Street Consumer Staples Select Sector SPDR ETF                             | CUSIP: 81369Y308<br>LEI: 549300Z52QUV3UXHLA68 | Short            | EC               | RF                | US        |       -7670 | NS      | $-628786.60    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Energy Select Sector SPDR ETF             | State Street Energy Select Sector SPDR ETF                                       | CUSIP: 81369Y506<br>LEI: 54930064FLK0RD4TRU75 | Short            | EC               | RF                | US        |       -6072 | NS      | $-371970.72    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Industrial Select Sector SPDR ETF         | State Street Industrial Select Sector SPDR ETF                                   | CUSIP: 81369Y704<br>LEI: 549300HQI51T8KP6U325 | Short            | EC               | RF                | US        |       -2396 | NS      | $-387505.08    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Utilities Select Sector SPDR ETF          | State Street Utilities Select Sector SPDR ETF                                    | CUSIP: 81369Y886<br>LEI: 549300ERQDM80PRYUH21 | Long             | EC               | RF                | US        |         242 | NS      | $11105.38      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Seer Inc                                               | Seer Inc                                                                         | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4700 | NS      | $7896.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Select Water Solutions Inc                             | Select Water Solutions Inc                                                       | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |       22126 | NS      | $338527.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Select Water Solutions Inc                             | Select Water Solutions Inc                                                       | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Short            | EC               | CORP              | US        |        -300 | NS      | $-4590.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cartesian Therapeutics Inc                             | Cartesian Therapeutics Inc                                                       | CUSIP: 816212302<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |          40 | NS      | $246.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Selectquote Inc                                        | Selectquote Inc                                                                  | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Short            | EC               | CORP              | US        |       -1800 | NS      | $-1133.10      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SELLAS Life Sciences Group Inc                         | SELLAS Life Sciences Group Inc                                                   | CUSIP: 81642T209<br>LEI: 549300VZIH50VYURLQ98 | Long             | EC               | CORP              | US        |          33 | NS      | $139.59        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GeneDx Holdings Corp                                   | GeneDx Holdings Corp                                                             | CUSIP: 81663L200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2800 | NS      | $-179816.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Semtech Corp                                           | Semtech Corp                                                                     | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-130713.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sempra                                                 | Sempra                                                                           | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Short            | EC               | CORP              | US        |      -16200 | NS      | $-1574154.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| SEMrush Holdings Inc                                   | SEMrush Holdings Inc                                                             | CUSIP: 81686C104<br>LEI: 254900WQEX0OLGK16D27 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-13134.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sensient Technologies Corp                             | Sensient Technologies Corp                                                       | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |         100 | NS      | $8644.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Senti Biosciences Inc                                  | Senti Biosciences Inc                                                            | CUSIP: 81726A209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-81.20        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Senseonics Holdings Inc                                | Senseonics Holdings Inc                                                          | CUSIP: 81727U303<br>LEI: 549300RCH6Z07TBHJ258 | Short            | EC               | CORP              | US        |       -6160 | NS      | $-41025.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SentinelOne Inc                                        | SentinelOne Inc                                                                  | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Short            | EC               | CORP              | US        |       -2600 | NS      | $-33488.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sequans Communications SA                              | Sequans Communications SA                                                        | CUSIP: 817323405<br>LEI: 969500G8ZIY1D601KJ66 | Short            | EC               | CORP              | FR        |        -210 | NS      | $-531.30       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sequoia Mortgage Trust                                 | Sequoia Mortgage Trust 2019-4                                                    | CUSIP: 81748JCE3<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     2158000 | PA      | $1490612.60    | 0.04%             | 2049-11-25      | Variable      | 3.77%                 | No            | 2                  | On Loan: No      |
| Sera Prognostics Inc                                   | Sera Prognostics Inc                                                             | CUSIP: 81749D107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -629 | NS      | $-1276.87      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Seres Therapeutics Inc                                 | Seres Therapeutics Inc                                                           | CUSIP: 81750R201<br>LEI: 549300GMXBE5NUWISF13 | Short            | EC               | CORP              | US        |         -45 | NS      | $-399.15       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Seritage Growth Properties                             | Seritage Growth Properties                                                       | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |         500 | NS      | $1405.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Serve Robotics Inc                                     | Serve Robotics Inc                                                               | CUSIP: 81758H106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6700 | NS      | $-56548.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ServiceNow Inc                                         | ServiceNow Inc                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       50160 | NS      | $5244228.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| ServiceNow Inc                                         | ServiceNow Inc                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Short            | EC               | CORP              | US        |       -2452 | NS      | $-256356.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ServiceTitan Inc                                       | ServiceTitan Inc                                                                 | CUSIP: 81764X103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2200 | NS      | $-139612.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ServisFirst Bancshares Inc                             | ServisFirst Bancshares Inc                                                       | CUSIP: 81768T108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7561 | NS      | $-550667.63    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA CVR SESEN BIO                                   | CONTRA CVR SESEN BIO                                                             | CUSIP: 817CVR038<br>LEI: 549300DGKHONOZQIY116 | Short            | EC               | CORP              | US        |      -25568 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| SHARPLINK INC                                          | SHARPLINK INC                                                                    | CUSIP: 820014405<br>LEI: 254900CZRMKT24A29H69 | Short            | EC               | CORP              | US        |      -63000 | NS      | $-406350.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Sharps Technology Inc                                  | Sharps Technology Inc                                                            | CUSIP: 82003F309<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7400 | NS      | $-12432.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Shattuck Labs Inc                                      | Shattuck Labs Inc                                                                | CUSIP: 82024L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2300 | NS      | $14789.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sherwin-Williams Co/The                                | Sherwin-Williams Co/The                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        1873 | NS      | $600390.15     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Shift4 Payments Inc                                    | Shift4 Payments Inc                                                              | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -13500 | NS      | $-590355.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| ShiftPixy Inc                                          | ShiftPixy Inc                                                                    | CUSIP: 82452L500<br>LEI: 5299000XGQMB6TK04R72 | Long             | EC               | CORP              | US        |           1 | NS      | $6.53          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Shoals Technologies Group Inc                          | Shoals Technologies Group Inc                                                    | CUSIP: 82489W107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -12500 | NS      | $-82250.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SoundThinking Inc                                      | SoundThinking Inc                                                                | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |         200 | NS      | $1324.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sibanye Stillwater Ltd                                 | Sibanye Stillwater Ltd                                                           | CUSIP: 82575P107<br>LEI: 378900F238434B74D281 | Long             | EC               | CORP              | ZA        |       17000 | NS      | $209440.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sidus Space Inc                                        | Sidus Space Inc                                                                  | CUSIP: 826165201<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -21200 | NS      | $-49184.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sierra Bancorp                                         | Sierra Bancorp                                                                   | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $6784.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sight Sciences Inc                                     | Sight Sciences Inc                                                               | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1100 | NS      | $4147.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sigma Lithium Corp                                     | Sigma Lithium Corp                                                               | CUSIP: 826599102<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |      -19000 | NS      | $-234460.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Signal Peak CLO, LLC                                   | Signal Peak CLO 5 Ltd                                                            | CUSIP: 82666VAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $998883.00     | 0.03%             | 2037-04-25      | Floating      | 7.87%                 | No            | 2                  | On Loan: No      |
| Silence Therapeutics PLC                               | Silence Therapeutics PLC                                                         | CUSIP: 82686Q101<br>LEI: 213800SSURRJBX85SQ91 | Long             | EC               | CORP              | GB        |        1000 | NS      | $5270.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SIGA Technologies Inc                                  | SIGA Technologies Inc                                                            | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1300 | NS      | $6955.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Silver Point CLO, Ltd                                  | Silver Point Clo 5 Ltd                                                           | CUSIP: 82809BAL0<br>LEI: 254900IB4JHW6SUR0Q75 | Long             | ABS-CBDO         | CORP              | KY        |     1095000 | PA      | $1042337.07    | 0.03%             | 2037-10-20      | Floating      | 8.02%                 | No            | 2                  | On Loan: No      |
| Silver Point CLO, Ltd                                  | Silver Point CLO 9 Ltd                                                           | CUSIP: 82809VAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3500000 | PA      | $3504441.50    | 0.10%             | 2038-03-31      | Floating      | 8.67%                 | No            | 2                  | On Loan: No      |
| Silvercrest Asset Management Group Inc                 | Silvercrest Asset Management Group Inc                                           | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $4032.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Silvercorp Metals Inc                                  | Silvercorp Metals Inc                                                            | CUSIP: 82835P103<br>LEI: 52990092RT3UCQ7G3177 | Long             | EC               | CORP              | CA        |       27700 | NS      | $297498.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| QXO Inc                                                | QXO Inc                                                                          | CUSIP: 82846H405<br>LEI: 549300HDXQWWCBOYXP31 | Short            | EC               | CORP              | US        |      -36425 | NS      | $-707373.50    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Simmons First National Corp                            | Simmons First National Corp                                                      | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |       10700 | NS      | $208115.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Simmons First National Corp                            | Simmons First National Corp                                                      | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Short            | EC               | CORP              | US        |      -10192 | NS      | $-198234.40    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Simply Good Foods Co/The                               | Simply Good Foods Co/The                                                         | CUSIP: 82900L102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -900 | NS      | $-12915.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Simpson Manufacturing Co Inc                           | Simpson Manufacturing Co Inc                                                     | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |       46888 | NS      | $8046918.56    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Sinclair Inc                                           | Sinclair Inc                                                                     | CUSIP: 829242106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1200 | NS      | $-15528.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Algorhythm Holdings Inc                                | Algorhythm Holdings Inc                                                          | CUSIP: 829322502<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1795 | NS      | $-1956.55      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SiNtx Technologies Inc                                 | SiNtx Technologies Inc                                                           | CUSIP: 829392703<br>LEI: 549300DWWSMS2K42ZP12 | Long             | EC               | CORP              | US        |          43 | NS      | $106.21        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sionna Therapeutics Inc                                | Sionna Therapeutics Inc                                                          | CUSIP: 829401108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4425 | NS      | $177398.25     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sionna Therapeutics Inc                                | Sionna Therapeutics Inc                                                          | CUSIP: 829401108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-4009.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SITE Centers Corp                                      | SITE Centers Corp                                                                | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |        6000 | NS      | $32400.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SiteOne Landscape Supply Inc                           | SiteOne Landscape Supply Inc                                                     | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Short            | EC               | CORP              | US        |        -715 | NS      | $-95173.65     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SiTime Corp                                            | SiTime Corp                                                                      | CUSIP: 82982T106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-138140.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sirius XM Holdings Inc                                 | Sirius XM Holdings Inc                                                           | CUSIP: 829933100<br>LEI: 54930055RWDMVXAGZK98 | Short            | EC               | CORP              | US        |         -19 | NS      | $-438.52       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Six Flags Entertainment Corp                           | Six Flags Entertainment Corp                                                     | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Short            | EC               | CORP              | US        |      -32588 | NS      | $-578437.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| 60 Degrees Pharmaceuticals Inc                         | 60 Degrees Pharmaceuticals Inc                                                   | CUSIP: 83006G500<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-525.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sixth Street CLO XVI, LTD.                             | Sixth Street CLO XIX Ltd                                                         | CUSIP: 83012KAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1050000 | PA      | $1014997.20    | 0.03%             | 2038-07-17      | Floating      | 7.62%                 | No            | 2                  | On Loan: No      |
| Core AI Holdings Inc                                   | Core AI Holdings Inc                                                             | CUSIP: 83013Q871<br>LEI: 549300RWGZ0LQXV77115 | Short            | EC               | CORP              | CA        |        -150 | NS      | $-151.50       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Skillsoft Corp                                         | Skillsoft Corp                                                                   | CUSIP: 83066P309<br>LEI: 213800IN3X8SP8HFLL39 | Short            | EC               | CORP              | US        |        -800 | NS      | $-3432.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Skillz Inc                                             | Skillz Inc                                                                       | CUSIP: 83067L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $518.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Champion Homes Inc                                     | Champion Homes Inc                                                               | CUSIP: 830830105<br>LEI: 2549008RYT2Y0VBZTC29 | Short            | EC               | CORP              | US        |       -2100 | NS      | $-156177.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Skye Bioscience Inc                                    | Skye Bioscience Inc                                                              | CUSIP: 83086J200<br>LEI: 5493004823BTPRPZ8750 | Long             | EC               | CORP              | US        |         300 | NS      | $184.38        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SkyWest Inc                                            | SkyWest Inc                                                                      | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |         500 | NS      | $45915.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Skyworks Solutions Inc                                 | Skyworks Solutions Inc                                                           | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       21300 | NS      | $1140615.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SkyWater Technology Inc                                | SkyWater Technology Inc                                                          | CUSIP: 83089J108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-5482.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Skyward Specialty Insurance Group Inc                  | Skyward Specialty Insurance Group Inc                                            | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |        1200 | NS      | $52416.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sleep Number Corp                                      | Sleep Number Corp                                                                | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |        2600 | NS      | $4667.02       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Slide Insurance Holdings Inc                           | Slide Insurance Holdings Inc                                                     | CUSIP: 831349105<br>LEI: 2549004LDWZTPC69SX47 | Long             | EC               | CORP              | US        |         100 | NS      | $1800.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AiRWA Inc                                              | AiRWA Inc                                                                        | CUSIP: 831445507<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -12100 | NS      | $-10113.21     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Smith & Wesson Brands Inc                              | Smith & Wesson Brands Inc                                                        | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |        9400 | NS      | $134702.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Smith & Nephew PLC                                     | Smith & Nephew PLC                                                               | CUSIP: 83175M205<br>LEI: 213800ZTMDN8S67S1H61 | Short            | EC               | CORP              | GB        |       -9300 | NS      | $-295554.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| A O Smith Corp                                         | A O Smith Corp                                                                   | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Short            | EC               | CORP              | US        |        -849 | NS      | $-55983.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SmartFinancial Inc                                     | SmartFinancial Inc                                                               | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9450 | NS      | $369306.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Smartstop Self Storage REIT Inc                        | Smartstop Self Storage REIT Inc                                                  | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Short            | EC               |  | US        |       -1400 | NS      | $-42392.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Smart Share Global Ltd                                 | Smart Share Global Ltd                                                           | CUSIP: 83193E102<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -275 | NS      | $-310.75       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Smith Douglas Homes Corp                               | Smith Douglas Homes Corp                                                         | CUSIP: 83207R107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-1280.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Smithfield Foods Inc                                   | Smithfield Foods Inc                                                             | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               | CORP              | US        |       23500 | NS      | $657295.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Snap Inc                                               | Snap Inc                                                                         | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |      131100 | NS      | $603060.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SNDL Inc                                               | SNDL Inc                                                                         | CUSIP: 83307B101<br>LEI: 984500EBVC4BEACF6F53 | Short            | EC               | CORP              | CA        |      -14140 | NS      | $-18664.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Snowflake Inc                                          | Snowflake Inc                                                                    | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |         200 | NS      | $30164.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Snowflake Inc                                          | Snowflake Inc                                                                    | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               | CORP              | US        |         -98 | NS      | $-14780.36     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| So-Young International Inc                             | So-Young International Inc                                                       | CUSIP: 83356Q108<br>LEI: 984500B9F0H7D6BA5A92 | Short            | EC               | CORP              | KY        |       -2800 | NS      | $-7644.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                  | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833635105<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EC               | CORP              | CL        |         100 | NS      | $8094.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SoFi Technologies Inc                                  | SoFi Technologies Inc                                                            | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               | CORP              | US        |      -25100 | NS      | $-398588.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| SolarEdge Technologies Inc                             | SolarEdge Technologies Inc                                                       | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |       12900 | NS      | $658545.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Solaris Energy Infrastructure Inc                      | Solaris Energy Infrastructure Inc                                                | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |        9600 | NS      | $542496.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SolarMax Technology Inc                                | SolarMax Technology Inc                                                          | CUSIP: 83419H103<br>LEI: 549300XOTR3IDJBNZM16 | Short            | EC               | CORP              | US        |       -1500 | NS      | $-1051.80      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Solaris US Bidco LLC                                   | Solaris US Bidco LLC Term Loan B                                                 | CUSIP: 83419KAC0<br>LEI: 2549003TDWENUCVBGQ49 | Long             | LON              | CORP              | US        |     3862264 | PA      | $3688462.50    | 0.10%             | 2030-11-29      | Floating      | 8.92%                 | No            | 2                  | On Loan: No      |
| Soleno Therapeutics Inc                                | Soleno Therapeutics Inc                                                          | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Short            | EC               | CORP              | US        |        -700 | NS      | $-23436.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Soligenix Inc                                          | Soligenix Inc                                                                    | CUSIP: 834223604<br>LEI: 549300MN2EF9LQHLT817 | Short            | EC               | CORP              | US        |        -100 | NS      | $-118.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Solid Biosciences Inc                                  | Solid Biosciences Inc                                                            | CUSIP: 83422E204<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2727 | NS      | $-19634.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Solid Power Inc                                        | Solid Power Inc                                                                  | CUSIP: 83422N105<br>LEI: 5299001ZPFRA2QBIQK79 | Short            | EC               | CORP              | US        |       -7000 | NS      | $-21000.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Solstice Advanced Materials Inc                        | Solstice Advanced Materials Inc                                                  | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |        8900 | NS      | $677824.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Solventum Corp                                         | Solventum Corp                                                                   | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Short            | EC               | CORP              | US        |        -200 | NS      | $-13060.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sonic Automotive Inc                                   | Sonic Automotive Inc                                                             | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |         200 | NS      | $13714.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sony Group Corp                                        | Sony Group Corp                                                                  | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Short            | EC               | CORP              | JP        |       -2901 | NS      | $-60050.70     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sonos Inc                                              | Sonos Inc                                                                        | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Short            | EC               | CORP              | US        |      -10900 | NS      | $-146060.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                                  | Sotheby's/Bidfair Holdings Inc                                                   | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1505000 | PA      | $1412980.67    | 0.04%             | 2029-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SoundHound AI Inc                                      | SoundHound AI Inc                                                                | CUSIP: 836100107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -124700 | NS      | $-856689.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Sound Point CLO LTD                                    | Sound Point CLO XXIII                                                            | CUSIP: 83614CAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2400000 | PA      | $1598832.00    | 0.04%             | 2034-07-15      | Floating      | 10.40%                | No            | 2                  | On Loan: No      |
| South Bow Corp                                         | South Bow Corp                                                                   | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |         600 | NS      | $19992.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| South Plains Financial Inc                             | South Plains Financial Inc                                                       | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |         400 | NS      | $16760.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern Copper Corp                                   | Southern Copper Corp                                                             | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |         661 | NS      | $113731.66     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern First Bancshares Inc                          | Southern First Bancshares Inc                                                    | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $5450.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern Missouri Bancorp Inc                          | Southern Missouri Bancorp Inc                                                    | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $6394.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Southside Bancshares Inc                               | Southside Bancshares Inc                                                         | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |        2000 | NS      | $62180.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SOUTHSTATE BANK CORP                                   | SOUTHSTATE BANK CORP                                                             | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |          32 | NS      | $2960.64       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Southwest Airlines Co                                  | Southwest Airlines Co                                                            | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Short            | EC               | CORP              | US        |       -4400 | NS      | $-165308.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SOW GOOD INC                                           | SOW GOOD INC                                                                     | CUSIP: 84612H106<br>LEI: 549300WFA15FJEGWWF44 | Short            | EC               | CORP              | US        |       -3900 | NS      | $-1563.90      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Spectral AI Inc                                        | Spectral AI Inc                                                                  | CUSIP: 84757T105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5200 | NS      | $-7644.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Spectrum Brands Holdings Inc                           | Spectrum Brands Holdings Inc                                                     | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Short            | EC               | CORP              | US        |        -700 | NS      | $-51590.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Spero Therapeutics Inc                                 | Spero Therapeutics Inc                                                           | CUSIP: 84833T103<br>LEI: 54930074G13LHWJT2323 | Long             | EC               | CORP              | US        |        5800 | NS      | $13572.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sphere 3D Corp                                         | Sphere 3D Corp                                                                   | CUSIP: 84841L506<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |          -1 | NS      | $-1.45         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Spire Global Inc                                       | Spire Global Inc                                                                 | CUSIP: 848560306<br>LEI: 549300EZFBLFFHJ5MF06 | Short            | EC               | CORP              | US        |         -50 | NS      | $-629.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Splash Beverage Group Inc                              | Splash Beverage Group Inc                                                        | CUSIP: 84862C302<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -900 | NS      | $-323.28       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sportsman's Warehouse Holdings Inc                     | Sportsman's Warehouse Holdings Inc                                               | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |        5100 | NS      | $7191.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sprott Inc                                             | Sprott Inc                                                                       | CUSIP: 852066208<br>LEI: 254900QHJAD5TP2JNM15 | Long             | EC               | CORP              | CA        |        1100 | NS      | $157190.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sprouts Farmers Market Inc                             | Sprouts Farmers Market Inc                                                       | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Short            | EC               | CORP              | US        |       -3396 | NS      | $-261933.48    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Sprinklr Inc                                           | Sprinklr Inc                                                                     | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Short            | EC               | CORP              | US        |       -2500 | NS      | $-15000.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sprout Social Inc                                      | Sprout Social Inc                                                                | CUSIP: 85209W109<br>LEI: 254900QE3QH8EBRDOB65 | Long             | EC               | CORP              | US        |       11800 | NS      | $67260.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Block Inc                                              | Block Inc                                                                        | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Short            | EC               | CORP              | US        |      -63921 | NS      | $-3846765.78   | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| STAAR Surgical Co                                      | STAAR Surgical Co                                                                | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |         300 | NS      | $5610.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| STAG Industrial Inc                                    | STAG Industrial Inc                                                              | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |        2500 | NS      | $90150.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stagwell Inc                                           | Stagwell Inc                                                                     | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Short            | EC               | CORP              | US        |       -2700 | NS      | $-16983.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Standard Lithium Ltd                                   | Standard Lithium Ltd                                                             | CUSIP: 853606101<br>LEI: 549300LA4BSHAKT4SL33 | Short            | EC               | CORP              | CA        |      -17000 | NS      | $-57970.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Standard Motor Products Inc                            | Standard Motor Products Inc                                                      | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |         200 | NS      | $6948.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| StandardAero Inc                                       | StandardAero Inc                                                                 | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       56420 | NS      | $1457328.60    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| StandardAero Inc                                       | StandardAero Inc                                                                 | CUSIP: 85423L103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4300 | NS      | $-111069.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Stardust Power Inc                                     | Stardust Power Inc                                                               | CUSIP: 854936200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -760 | NS      | $-1793.60      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Starbucks Corp                                         | Starbucks Corp                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Short            | EC               | CORP              | US        |      -68800 | NS      | $-6163792.00   | -0.17%            |  |  |  | No            | 1                  | On Loan: No      |
| Starfighters Space Inc                                 | Starfighters Space Inc                                                           | CUSIP: 85529M104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-2368.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1          | Starwood Mortgage Residential Trust 2020-INV                                     | CUSIP: 85573EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      123000 | PA      | $112915.72     | 0.00%             | 2055-11-25      | Fixed         | 3.26%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential Trust                    | Starwood Mortgage Residential Trust 2021-4                                       | CUSIP: 85573PAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      268000 | PA      | $217316.64     | 0.01%             | 2056-08-25      | Variable      | 4.14%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential Trust                    | Starwood Mortgage Residential Trust 2022-1                                       | CUSIP: 85573TAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      135000 | PA      | $102182.58     | 0.00%             | 2066-12-25      | Variable      | 3.96%                 | No            | 2                  | On Loan: No      |
| Steel Dynamics Inc                                     | Steel Dynamics Inc                                                               | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Short            | EC               | CORP              | US        |       -3700 | NS      | $-666000.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Stepan Co                                              | Stepan Co                                                                        | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |         300 | NS      | $14994.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stem Inc                                               | Stem Inc                                                                         | CUSIP: 85859N300<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               | CORP              | US        |         300 | NS      | $2652.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| StepStone Group Inc                                    | StepStone Group Inc                                                              | CUSIP: 85914M107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5500 | NS      | $-262460.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Stereotaxis Inc                                        | Stereotaxis Inc                                                                  | CUSIP: 85916J409<br>LEI: 549300KPNOKI02O2ZP21 | Short            | EC               | CORP              | US        |       -2000 | NS      | $-3680.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sterling Infrastructure Inc                            | Sterling Infrastructure Inc                                                      | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Short            | EC               | CORP              | US        |        -160 | NS      | $-65163.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Stifel Financial Corp                                  | Stifel Financial Corp                                                            | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |        3874 | NS      | $286366.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Stitch Fix Inc                                         | Stitch Fix Inc                                                                   | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Short            | EC               | CORP              | US        |       -3000 | NS      | $-9930.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| STMicroelectronics NV                                  | STMicroelectronics NV                                                            | CUSIP: 861012102<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |        1400 | NS      | $48370.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| STMicroelectronics NV                                  | STMicroelectronics NV                                                            | CUSIP: 861012102<br>LEI: 213800Z8NOHIKRI42W10 | Short            | EC               | CORP              | NL        |        -564 | NS      | $-19486.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Stoke Therapeutics Inc                                 | Stoke Therapeutics Inc                                                           | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-39072.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Stoneridge Inc                                         | Stoneridge Inc                                                                   | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |        3200 | NS      | $15456.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| StoneX Group Inc                                       | StoneX Group Inc                                                                 | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Short            | EC               | CORP              | US        |      -43426 | NS      | $-3502306.90   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Storm King Park CLO, Ltd                               | Storm King Park CLO LTD                                                          | CUSIP: 862179AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1687000 | PA      | $1458549.83    | 0.04%             | 2037-10-15      | Floating      | 9.82%                 | No            | 2                  | On Loan: No      |
| Strategic Education Inc                                | Strategic Education Inc                                                          | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |         300 | NS      | $24888.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Strive Inc                                             | Strive Inc                                                                       | CUSIP: 862945300<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -18967 | NS      | $-190049.34    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Strawberry Fields REIT Inc                             | Strawberry Fields REIT Inc                                                       | CUSIP: 863182101<br>LEI: N/A                  | Long             | EC               |  | US        |         700 | NS      | $8330.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stride Inc                                             | Stride Inc                                                                       | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Short            | EC               | CORP              | US        |       -2100 | NS      | $-185157.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Structured Asset Investment Loan Trust                 | Structured Asset Investment Loan Trust 2005-HE3                                  | CUSIP: 86358EWZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      667429 | PA      | $548654.31     | 0.02%             | 2035-09-25      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| Structured Asset Securities Corporation                | Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003 26A         | CUSIP: 86359AU84<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      157707 | PA      | $101832.34     | 0.00%             | 2033-09-25      | Variable      | 4.66%                 | No            | 2                  | On Loan: No      |
| Structured Asset Mortgage Investments Inc              | Structured Asset Mortgage Investments II Trust 2007-AR1                          | CUSIP: 86362XAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      381214 | PA      | $427327.13     | 0.01%             | 2037-01-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Structure Therapeutics Inc                             | Structure Therapeutics Inc                                                       | CUSIP: 86366E106<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -1000 | NS      | $-48200.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Stubhub Holdings Inc                                   | Stubhub Holdings Inc                                                             | CUSIP: 86384P109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6800 | NS      | $-42432.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sturm Ruger & Co Inc                                   | Sturm Ruger & Co Inc                                                             | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |        2500 | NS      | $100225.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                    | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562M209<br>LEI: 35380028MYWPB6AUO129 | Short            | EC               | CORP              | JP        |      -13200 | NS      | $-260700.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Summit Therapeutics Inc                                | Summit Therapeutics Inc                                                          | CUSIP: 86627T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           1 | NS      | $18.96         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Summit Therapeutics Inc                                | Summit Therapeutics Inc                                                          | CUSIP: 86627T108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -10700 | NS      | $-202872.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Datavault AI Inc                                       | Datavault AI Inc                                                                 | CUSIP: 86633R609<br>LEI: 549300ZRVZV7FC0R7594 | Short            | EC               | CORP              | US        |      -86200 | NS      | $-53297.46     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sun Communities Inc                                    | Sun Communities Inc                                                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Short            | EC               |  | US        |        -900 | NS      | $-113364.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sun Country Airlines Holdings Inc                      | Sun Country Airlines Holdings Inc                                                | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Short            | EC               | CORP              | US        |        -200 | NS      | $-3304.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sun Life Financial Inc                                 | Sun Life Financial Inc                                                           | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Short            | EC               | CORP              | CA        |        -300 | NS      | $-18768.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Helios Issuer, LLC                                     | Sunnova Helios XIV Issuer LLC                                                    | CUSIP: 866974AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1077235 | PA      | $631509.37     | 0.02%             | 2051-05-22      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SunCoke Energy Inc                                     | SunCoke Energy Inc                                                               | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |        3900 | NS      | $25389.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Helios Issuer VI, LLC                                  | SUNNOVA HELIOS II ISSUER LLC 2021-B                                              | CUSIP: 86744TAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      315027 | PA      | $232100.88     | 0.01%             | 2048-07-20      | Fixed         | 2.01%                 | No            | 2                  | On Loan: No      |
| Helios Issuer, LLC                                     | Sunnova Helios XIII Issuer LLC                                                   | CUSIP: 86745CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      644698 | PA      | $561469.27     | 0.02%             | 2051-02-20      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Sunococorp LLC                                         | Sunococorp LLC                                                                   | CUSIP: 86765Q106<br>LEI: 529900W6BS3KGM2OOQ61 | Long             | EC               | CORP              | US        |        7200 | NS      | $443880.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SunOpta Inc                                            | SunOpta Inc                                                                      | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Short            | EC               | CORP              | CA        |        -800 | NS      | $-5184.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sunrun Inc                                             | Sunrun Inc                                                                       | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |       51385 | NS      | $696780.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Super Micro Computer Inc                               | Super Micro Computer Inc                                                         | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |      -11490 | NS      | $-261627.30    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Superior Group of Cos Inc                              | Superior Group of Cos Inc                                                        | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |         200 | NS      | $2032.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Supernus Pharmaceuticals Inc                           | Supernus Pharmaceuticals Inc                                                     | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |         300 | NS      | $15507.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Surgery Partners Inc                                   | Surgery Partners Inc                                                             | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Short            | EC               | CORP              | US        |      -10100 | NS      | $-120392.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SurgePays Inc                                          | SurgePays Inc                                                                    | CUSIP: 86882L204<br>LEI: 549300107QZQ6Y0W4S20 | Short            | EC               | CORP              | US        |        -800 | NS      | $-600.80       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CEA Industries Inc                                     | CEA Industries Inc                                                               | CUSIP: 86887P309<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-292.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Surf Air Mobility Inc                                  | Surf Air Mobility Inc                                                            | CUSIP: 868927203<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -24571 | NS      | $-28256.65     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sutro Biopharma Inc                                    | Sutro Biopharma Inc                                                              | CUSIP: 869367201<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |         770 | NS      | $19180.70      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Suzano SA                                              | Suzano SA                                                                        | CUSIP: 86959K105<br>LEI: 391200AW174YQSDMGG41 | Short            | EC               | CORP              | BR        |        -300 | NS      | $-3003.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sweetgreen Inc                                         | Sweetgreen Inc                                                                   | CUSIP: 87043Q108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-2076.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Symbotic Inc                                           | Symbotic Inc                                                                     | CUSIP: 87151X101<br>LEI: 529900UN9QT55OG9I235 | Long             | EC               | CORP              | US        |        7200 | NS      | $383040.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ascent Industries Co                                   | Ascent Industries Co                                                             | CUSIP: 871565107<br>LEI: 549300U2S5125001TS43 | Long             | EC               | CORP              | US        |         100 | NS      | $1331.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Synaptics Inc                                          | Synaptics Inc                                                                    | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Short            | EC               | CORP              | US        |       -1600 | NS      | $-112064.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Synopsys Inc                                           | Synopsys Inc                                                                     | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |          39 | NS      | $15462.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Synopsys Inc                                           | Synopsys Inc                                                                     | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Short            | EC               | CORP              | US        |         -49 | NS      | $-19427.52     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Syndax Pharmaceuticals Inc                             | Syndax Pharmaceuticals Inc                                                       | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |       10100 | NS      | $235936.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Theriva Biologics Inc                                  | Theriva Biologics Inc                                                            | CUSIP: 87164U508<br>LEI: 529900RVC1I52VWB3G55 | Long             | EC               | CORP              | US        |          31 | NS      | $6.07          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Synchrony Financial                                    | Synchrony Financial                                                              | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Short            | EC               | CORP              | US        |       -4265 | NS      | $-290105.30    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Tao Synergies Inc                                      | Tao Synergies Inc                                                                | CUSIP: 87167T300<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-569.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Syntec Optics Holdings Inc                             | Syntec Optics Holdings Inc                                                       | CUSIP: 87169M105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |          -9 | NS      | $-63.27        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Symphony CLO Ltd                                       | Symphony CLO 46 Ltd                                                              | CUSIP: 87171LAA1<br>LEI: 2549003KA6F4T4Q34J34 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1895060.00    | 0.05%             | 2038-01-20      | Floating      | 9.32%                 | No            | 2                  | On Loan: No      |
| Sysco Corp                                             | Sysco Corp                                                                       | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Short            | EC               | CORP              | US        |       -2800 | NS      | $-199724.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Symplr Software Inc                                    | Symplr Software Inc 2020 Term Loan                                               | CUSIP: 87190HAC3<br>LEI: 254900NR8M8HYDVR0M34 | Long             | LON              | CORP              | US        |     7897291 | PA      | $5528103.58    | 0.15%             | 2027-12-22      | Floating      | 8.27%                 | No            | 2                  | On Loan: No      |
| Symphony CLO Ltd                                       | Symphony CLO 40 Ltd                                                              | CUSIP: 871989AX7<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |     2700000 | PA      | $2621783.70    | 0.07%             | 2038-01-05      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| System1 Inc                                            | System1 Inc                                                                      | CUSIP: 87200P208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          20 | NS      | $60.40         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tela Bio Inc                                           | Tela Bio Inc                                                                     | CUSIP: 872381108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2100 | NS      | $-1302.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TFI International Inc                                  | TFI International Inc                                                            | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Short            | EC               | CORP              | CA        |        -400 | NS      | $-43452.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BAIYU Holdings Inc                                     | BAIYU Holdings Inc                                                               | CUSIP: 87250W301<br>LEI: 54930031878K0FR3JC36 | Short            | EC               | CORP              | US        |       -5388 | NS      | $-964.45       | -0.00%            |  |  |  | No            | 3                  | On Loan: No      |
| TGP Holdings III LLC                                   | TGP Holdings III LLC 2021 Term Loan                                              | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |     3059382 | PA      | $2632598.26    | 0.07%             | 2028-06-29      | Floating      | 7.02%                 | No            | 2                  | On Loan: No      |
| TIC Home Improvement Trust                             | TIC Home Improvement Trust 2024-A                                                | CUSIP: 87252DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      364000 | PA      | $363665.48     | 0.01%             | 2046-10-15      | Fixed         | 7.89%                 | No            | 2                  | On Loan: No      |
| TJX Cos Inc/The                                        | TJX Cos Inc/The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       43200 | NS      | $6899040.00    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| TJX Cos Inc/The                                        | TJX Cos Inc/The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Short            | EC               | CORP              | US        |       -1017 | NS      | $-162414.90    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TKO Group Holdings Inc                                 | TKO Group Holdings Inc                                                           | CUSIP: 87256C101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3700 | NS      | $-746105.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| TKC HOLDINGS INC                                       | TKC Holdings Inc 2026 Term Loan                                                  | CUSIP: 87256FAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1394607 | PA      | $1384579.82    | 0.04%             | 2030-08-19      | Floating      | 8.18%                 | No            | 2                  | On Loan: No      |
| TKC HOLDINGS INC                                       | TKC Holdings Inc                                                                 | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2795000 | PA      | $2818296.33    | 0.08%             | 2030-08-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| TKC HOLDINGS INC                                       | TKC Holdings Inc                                                                 | CUSIP: 87256YAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3405000 | PA      | $3512298.36    | 0.10%             | 2031-02-15      | Fixed         | 12.00%                | No            | 2                  | On Loan: No      |
| T-Mobile US Inc                                        | T-Mobile US Inc                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       63249 | NS      | $13284187.47   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| TMC the metals co Inc                                  | TMC the metals co Inc                                                            | CUSIP: 87261Y106<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |      -14502 | NS      | $-67724.34     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Toorak Mortgage Corp.                                  | TRK 2022-INV1 Trust                                                              | CUSIP: 872635AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      111000 | PA      | $83838.52      | 0.00%             | 2057-02-25      | Variable      | 3.99%                 | No            | 2                  | On Loan: No      |
| Toorak Mortgage Corp.                                  | TRK 2022-INV1 Trust                                                              | CUSIP: 872635AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $71214.40      | 0.00%             | 2057-02-25      | Variable      | 3.99%                 | No            | 2                  | On Loan: No      |
| Tri Pointe Homes Inc                                   | Tri Pointe Homes Inc                                                             | CUSIP: 87265H109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-9346.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TPC Group Inc                                          | TPC Group Inc 2024 Term Loan B                                                   | CUSIP: 87266EAG0<br>LEI: 549300K276KVW5JD1583 | Long             | LON              | CORP              | US        |     2598779 | PA      | $2373984.21    | 0.07%             | 2031-12-16      | Floating      | 9.39%                 | No            | 2                  | On Loan: No      |
| TPG RE Finance Trust Inc                               | TPG RE Finance Trust Inc                                                         | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               |  | US        |        9700 | NS      | $75757.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Toorak Mortgage Corp.                                  | TRK 2021-INV2 Trust                                                              | CUSIP: 87267TAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $780005.00     | 0.02%             | 2056-11-25      | Variable      | 4.33%                 | No            | 2                  | On Loan: No      |
| TSS Inc/MD                                             | TSS Inc/MD                                                                       | CUSIP: 87288V101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6899 | NS      | $-89755.99     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| T Stamp Inc                                            | T Stamp Inc                                                                      | CUSIP: 873048508<br>LEI: 254900FML4M5OMJRDG60 | Short            | EC               | CORP              | US        |        -500 | NS      | $-1195.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TTM Technologies Inc                                   | TTM Technologies Inc                                                             | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |         300 | NS      | $29226.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tactile Systems Technology Inc                         | Tactile Systems Technology Inc                                                   | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |         300 | NS      | $7839.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd              | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |        9720 | NS      | $3284874.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd              | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Short            | EC               | CORP              | TW        |       -3511 | NS      | $-1186542.45   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Take-Two Interactive Software Inc                      | Take-Two Interactive Software Inc                                                | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |         513 | NS      | $101317.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                           | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060205<br>LEI: 549300ZLMVP4X0OGR454 | Short            | EC               | CORP              | JP        |      -36500 | NS      | $-675980.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Talen Energy Corp                                      | Talen Energy Corp                                                                | CUSIP: 87422Q109<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | EC               | CORP              | US        |        4839 | NS      | $1544753.97    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Talen Energy Corp                                      | Talen Energy Corp                                                                | CUSIP: 87422Q109<br>LEI: K5K33XN0PQAU1XF7NN66 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-383076.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Tandem Diabetes Care Inc                               | Tandem Diabetes Care Inc                                                         | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |       14200 | NS      | $272214.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tapestry Inc                                           | Tapestry Inc                                                                     | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Short            | EC               | CORP              | US        |        -100 | NS      | $-14111.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| VisionSys AI Inc                                       | VisionSys AI Inc                                                                 | CUSIP: 876108309<br>LEI: 5493003SGWGFEXTC4U52 | Short            | EC               | CORP              | KY        |        -100 | NS      | $-60.00        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Target Corp                                            | Target Corp                                                                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        8836 | NS      | $1070923.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Target Corp                                            | Target Corp                                                                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Short            | EC               | CORP              | US        |       -4600 | NS      | $-557520.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Targa Resources Corp                                   | Targa Resources Corp                                                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        3458 | NS      | $867024.34     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Targa Resources Corp                                   | Targa Resources Corp                                                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Short            | EC               | CORP              | US        |       -7700 | NS      | $-1930621.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Tarsus Pharmaceuticals Inc                             | Tarsus Pharmaceuticals Inc                                                       | CUSIP: 87650L103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -900 | NS      | $-63135.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Taseko Mines Ltd                                       | Taseko Mines Ltd                                                                 | CUSIP: 876511106<br>LEI: 549300XKUO1JSLU7KX54 | Long             | EC               | CORP              | CA        |       33400 | NS      | $215430.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Taysha Gene Therapies Inc                              | Taysha Gene Therapies Inc                                                        | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1000 | NS      | $4470.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                               | Team Health Holdings Inc                                                         | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     1614453 | PA      | $1670958.85    | 0.05%             | 2028-06-30      | Fixed         | 13.50%                | No            | 2                  | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                               | Team Health Holdings Inc 2026 Repriced Term Loan B                               | CUSIP: 87817JAJ7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00          | 0.00%             | 2028-06-30      | Floating      | 7.66%                 | No            | 2                  | On Loan: No      |
| Teck Resources Ltd                                     | Teck Resources Ltd                                                               | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |        4500 | NS      | $232875.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TechTarget Inc                                         | TechTarget Inc                                                                   | CUSIP: 87874R308<br>LEI: 529900YQA5JL2H2VMB84 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-5044.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tectonic Therapeutic Inc                               | Tectonic Therapeutic Inc                                                         | CUSIP: 878972108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -550 | NS      | $-17000.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA TECTONIC THERAP                                 | CONTRA TECTONIC THERAP                                                           | CUSIP: 878CVR018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         450 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Teladoc Health Inc                                     | Teladoc Health Inc                                                               | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Short            | EC               | CORP              | US        |       -1400 | NS      | $-7630.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Telecom Argentina SA                                   | Telecom Argentina SA                                                             | CUSIP: 879273209<br>LEI: 549300MKPIRSJD8SB782 | Long             | EC               | CORP              | AR        |        3098 | NS      | $36215.62      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Teledyne Technologies Inc                              | Teledyne Technologies Inc                                                        | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       32620 | NS      | $19735426.20   | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Teleflex Inc                                           | Teleflex Inc                                                                     | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Short            | EC               | CORP              | US        |       -6000 | NS      | $-717660.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Telephone and Data Systems Inc                         | Telephone and Data Systems Inc                                                   | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Short            | EC               | CORP              | US        |      -23900 | NS      | $-1006190.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Telos Corp                                             | Telos Corp                                                                       | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |        8700 | NS      | $36453.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TELUS Corp                                             | TELUS Corp                                                                       | CUSIP: 87971M103<br>LEI: 894500TX134IMF6NW757 | Long             | EC               | CORP              | CA        |         600 | NS      | $7698.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenaya Therapeutics Inc                                | Tenaya Therapeutics Inc                                                          | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4400 | NS      | $3046.55       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tempus AI Inc                                          | Tempus AI Inc                                                                    | CUSIP: 88023B103<br>LEI: 2549009LA0KWRAGQBX50 | Short            | EC               | CORP              | US        |        -700 | NS      | $-31654.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Somnigroup International Inc                           | Somnigroup International Inc                                                     | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Short            | EC               | CORP              | US        |      -18000 | NS      | $-1330560.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Tenable Holdings Inc                                   | Tenable Holdings Inc                                                             | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |         800 | NS      | $13532.02      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 10X Genomics Inc                                       | 10X Genomics Inc                                                                 | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |        2100 | NS      | $44583.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenet Healthcare Corp                                  | Tenet Healthcare Corp                                                            | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |         548 | NS      | $103413.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tenon Medical Inc                                      | Tenon Medical Inc                                                                | CUSIP: 88066N303<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -167 | NS      | $-121.18       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Teradyne Inc                                           | Teradyne Inc                                                                     | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        4200 | NS      | $1245132.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Teradyne Inc                                           | Teradyne Inc                                                                     | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Short            | EC               | CORP              | US        |          -4 | NS      | $-1185.84      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Terawulf Inc                                           | Terawulf Inc                                                                     | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Long             | EC               | CORP              | US        |       88000 | NS      | $1269840.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Terns Pharmaceuticals Inc                              | Terns Pharmaceuticals Inc                                                        | CUSIP: 880881107<br>LEI: 254900S1ZDQMF4MYP709 | Short            | EC               | CORP              | US        |       -3000 | NS      | $-158160.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Terrestrial Energy Inc                                 | Terrestrial Energy Inc                                                           | CUSIP: 881454102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2700 | NS      | $-16213.52     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Terreno Realty Corp                                    | Terreno Realty Corp                                                              | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |        1000 | NS      | $61420.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tesla Inc                                              | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       35980 | NS      | $13375565.00   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Tesla Inc                                              | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | EC               | CORP              | US        |        -206 | NS      | $-76580.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TETRA Technologies Inc                                 | TETRA Technologies Inc                                                           | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Short            | EC               | CORP              | US        |       -6400 | NS      | $-54528.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tetra Tech Inc                                         | Tetra Tech Inc                                                                   | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Short            | EC               | CORP              | US        |        -500 | NS      | $-15060.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Texas Capital Bancshares Inc                           | Texas Capital Bancshares Inc                                                     | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |         200 | NS      | $18976.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Capital Bancshares Inc                           | Texas Capital Bancshares Inc                                                     | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Short            | EC               | CORP              | US        |      -47019 | NS      | $-4461162.72   | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| Texas Instruments Inc                                  | Texas Instruments Inc                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Short            | EC               | CORP              | US        |       -1758 | NS      | $-341298.12    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Texas Pacific Land Corp                                | Texas Pacific Land Corp                                                          | CUSIP: 88262P102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -240 | NS      | $-113894.40    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Textron Inc                                            | Textron Inc                                                                      | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        6700 | NS      | $586652.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TG Therapeutics Inc                                    | TG Therapeutics Inc                                                              | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |        5700 | NS      | $189354.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Thames Water Super Senior Issuer PLC                   | Thames Water Super Senior Issuer PLC                                             | CUSIP: 000000000<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |      612832 | PA      | $882687.06     | 0.02%             | 2027-10-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Beauty Health Co/The                                   | Beauty Health Co/The                                                             | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Short            | EC               | CORP              | US        |      -12700 | NS      | $-11303.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| The9 Ltd                                               | The9 Ltd                                                                         | CUSIP: 88337K401<br>LEI: 529900PMX9KSG4W5TA36 | Short            | EC               | CORP              | KY        |        -237 | NS      | $-1298.76      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ONE Group Hospitality Inc/The                          | ONE Group Hospitality Inc/The                                                    | CUSIP: 88338K103<br>LEI: 549300QFZD4IE5DEBE98 | Short            | EC               | CORP              | US        |        -400 | NS      | $-712.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Trade Desk Inc/The                                     | Trade Desk Inc/The                                                               | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       90700 | NS      | $2057983.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| RealReal Inc/The                                       | RealReal Inc/The                                                                 | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |       22800 | NS      | $207024.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Thermo Fisher Scientific Inc                           | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Short            | EC               | CORP              | US        |       -2754 | NS      | $-1353673.62   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Thermon Group Holdings Inc                             | Thermon Group Holdings Inc                                                       | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |        1500 | NS      | $75600.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Thomson Reuters Corp                                   | Thomson Reuters Corp                                                             | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Short            | EC               | CORP              | CA        |       -1590 | NS      | $-143089.16    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Thornburg Mortgage Securities Trust                    | Thornburg Mortgage Securities Trust 2005-3                                       | CUSIP: 885220JJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      574432 | PA      | $480316.87     | 0.01%             | 2045-10-25      | Variable      | 5.57%                 | No            | 2                  | On Loan: No      |
| 3D Systems Corp                                        | 3D Systems Corp                                                                  | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |       32100 | NS      | $60348.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ThredUp Inc                                            | ThredUp Inc                                                                      | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |       12200 | NS      | $40016.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Qfin Holdings Inc                                      | Qfin Holdings Inc                                                                | CUSIP: 88557W101<br>LEI: 836800R59NKEPDR6I240 | Long             | EC               | CORP              | KY        |         200 | NS      | $2582.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 374Water Inc                                           | 374Water Inc                                                                     | CUSIP: 88583P203<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -910 | NS      | $-2584.40      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Thryv Holdings Inc                                     | Thryv Holdings Inc                                                               | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         700 | NS      | $1918.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tidewater Inc                                          | Tidewater Inc                                                                    | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Short            | EC               | CORP              | US        |       -4200 | NS      | $-350910.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Tigo Energy Inc                                        | Tigo Energy Inc                                                                  | CUSIP: 88675P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2100 | NS      | $7896.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tikehau US CLO Ltd                                     | Tikehau US CLO VII Ltd                                                           | CUSIP: 88677GAA9<br>LEI: 254900CXO5NATO3A5N33 | Long             | ABS-CBDO         | CORP              | BM        |     1000000 | PA      | $930440.00     | 0.03%             | 2038-02-25      | Floating      | 9.17%                 | No            | 2                  | On Loan: No      |
| Tilly's Inc                                            | Tilly's Inc                                                                      | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5000 | NS      | $20250.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tilray Brands Inc                                      | Tilray Brands Inc                                                                | CUSIP: 88688T209<br>LEI: 549300Y4V60733TO1478 | Short            | EC               | CORP              | US        |      -37232 | NS      | $-240891.04    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Timken Co/The                                          | Timken Co/The                                                                    | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |        1700 | NS      | $170969.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Metallus Inc                                           | Metallus Inc                                                                     | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |         800 | NS      | $13072.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Titan International Inc                                | Titan International Inc                                                          | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |         900 | NS      | $6219.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Titan Machinery Inc                                    | Titan Machinery Inc                                                              | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |        1000 | NS      | $16720.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tivic Health Systems Inc                               | Tivic Health Systems Inc                                                         | CUSIP: 888705308<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -25 | NS      | $-22.15        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tompkins Financial Corp                                | Tompkins Financial Corp                                                          | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |         100 | NS      | $7884.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tonix Pharmaceuticals Holding Corp                     | Tonix Pharmaceuticals Holding Corp                                               | CUSIP: 890260839<br>LEI: 529900ACPKP9QW20GX48 | Short            | EC               | CORP              | US        |        -235 | NS      | $-3231.25      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tootsie Roll Industries Inc                            | Tootsie Roll Industries Inc                                                      | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |          46 | NS      | $1965.12       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TopBuild Corp                                          | TopBuild Corp                                                                    | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Short            | EC               | CORP              | US        |       -5780 | NS      | $-2030514.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank/The                              | Toronto-Dominion Bank/The                                                        | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Short            | EC               | CORP              | CA        |      -40200 | NS      | $-3751062.00   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Torrid Holdings Inc                                    | Torrid Holdings Inc                                                              | CUSIP: 89142B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $890.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TOTAL PLAY TELECOM                                     | Total Play Telecomunicaciones SA de CV                                           | CUSIP: 89157PAD0<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |     1290500 | PA      | $1167068.53    | 0.03%             | 2032-12-31      | Fixed         | 11.13%                | No            | 2                  | On Loan: No      |
| Townsquare Media Inc                                   | Townsquare Media Inc                                                             | CUSIP: 892231101<br>LEI: 549300XBA8C68H0DR538 | Long             | EC               | CORP              | US        |        1200 | NS      | $6516.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Toyota Motor Corp                                      | Toyota Motor Corp                                                                | CUSIP: 892331307<br>LEI: 5493006W3QUS5LMH6R84 | Short            | EC               | CORP              | JP        |       -9100 | NS      | $-1875419.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Tractor Supply Co                                      | Tractor Supply Co                                                                | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Short            | EC               | CORP              | US        |       -3462 | NS      | $-156828.60    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tradeweb Markets Inc                                   | Tradeweb Markets Inc                                                             | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22902 | NS      | $2694649.32    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Traeger Inc                                            | Traeger Inc                                                                      | CUSIP: 89269P202<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -16 | NS      | $-464.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TransCode Therapeutics Inc                             | TransCode Therapeutics Inc                                                       | CUSIP: 89357L501<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -199 | NS      | $-1713.39      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TransMedics Group Inc                                  | TransMedics Group Inc                                                            | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |         900 | NS      | $89469.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Transportadora de Gas del Sur SA                       | Transportadora de Gas del Sur SA                                                 | CUSIP: 893870204<br>LEI: 5299002TRC7IFQYSW596 | Short            | EC               | CORP              | AR        |       -2100 | NS      | $-72681.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TransUnion                                             | TransUnion                                                                       | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Short            | EC               | CORP              | US        |       -9978 | NS      | $-690377.82    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Travel + Leisure Co                                    | Travel + Leisure Co                                                              | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Short            | EC               | CORP              | US        |       -1600 | NS      | $-110704.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Travelzoo                                              | Travelzoo                                                                        | CUSIP: 89421Q205<br>LEI: 5493003SM75HBCOOU310 | Long             | EC               | CORP              | US        |         100 | NS      | $592.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Travere Therapeutics Inc                               | Travere Therapeutics Inc                                                         | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13500 | NS      | $401085.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Treace Medical Concepts Inc                            | Treace Medical Concepts Inc                                                      | CUSIP: 89455T109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-938.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tredegar Corp                                          | Tredegar Corp                                                                    | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |         400 | NS      | $3180.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Trestles CLO LTD                                       | Trestles CLO IX Ltd                                                              | CUSIP: 894932AN2<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1905866.00    | 0.05%             | 2039-01-15      | Floating      | 7.52%                 | No            | 2                  | On Loan: No      |
| Trex Co Inc                                            | Trex Co Inc                                                                      | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5400 | NS      | $196668.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Trevi Therapeutics Inc                                 | Trevi Therapeutics Inc                                                           | CUSIP: 89532M101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -14500 | NS      | $-172985.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Trestles CLO LTD                                       | Trestles Clo IV Ltd                                                              | CUSIP: 89532WBA6<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $962625.00     | 0.03%             | 2038-10-30      | Floating      | 7.69%                 | No            | 2                  | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas CLO XXXIII Ltd                                                          | CUSIP: 895981AA6<br>LEI: 254900BD1TVMJI9ACK12 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $981242.00     | 0.03%             | 2038-07-22      | Floating      | 9.62%                 | No            | 2                  | On Loan: No      |
| TriCo Bancshares                                       | TriCo Bancshares                                                                 | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22104 | NS      | $1050824.16    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Tricolor Auto Securitization Trust                     | Tricolor Auto Securitization Trust 2025-1                                        | CUSIP: 89617CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      498000 | PA      | $62129.98      | 0.00%             | 2031-04-15      | Fixed         | 6.84%                 | No            | 2                  | On Loan: No      |
| Trimble Inc                                            | Trimble Inc                                                                      | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |         100 | NS      | $6523.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Trimaran CAVU Ltd                                      | Trimaran CAVU 2023-1 Ltd                                                         | CUSIP: 89624XAE6<br>LEI: 254900IFDJE1IJQ1HT84 | Long             | ABS-CBDO         | CORP              | KY        |     2600000 | PA      | $2473322.80    | 0.07%             | 2038-03-20      | Floating      | 9.52%                 | No            | 2                  | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas CLO XXVIII LTD                                                          | CUSIP: 89640FAN5<br>LEI: 254900DPIAGU6GHOTB83 | Long             | ABS-CBDO         | CORP              | KY        |     4750000 | PA      | $4741687.50    | 0.13%             | 2037-04-25      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas CLO XXVI Ltd                                                            | CUSIP: 89642MAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     1000000 | PA      | $1000692.00    | 0.03%             | 2038-07-20      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas CLO XXVII LTD                                                           | CUSIP: 89642VAJ7<br>LEI: 254900JOSDBR04E6JB79 | Long             | ABS-CBDO         | CORP              | KY        |     3940000 | PA      | $3942364.00    | 0.11%             | 2037-04-18      | Floating      | 7.97%                 | No            | 2                  | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas CLO XXVII LTD                                                           | CUSIP: 89642WAA4<br>LEI: 254900JOSDBR04E6JB79 | Long             | ABS-CBDO         | CORP              | KY        |     2750000 | PA      | $2740342.00    | 0.08%             | 2037-04-18      | Floating      | 11.00%                | No            | 2                  | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas CLO XXIV Ltd                                                            | CUSIP: 89643AAA1<br>LEI: 254900AOUW3M5TVDRO96 | Long             | ABS-CBDO         | CORP              | BM        |     1000000 | PA      | $996605.00     | 0.03%             | 2037-04-25      | Floating      | 11.01%                | No            | 2                  | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas CLO XXX Ltd                                                             | CUSIP: 89643DAJ6<br>LEI: 254900TSX6348DURD845 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2990970.00    | 0.08%             | 2037-10-23      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas CLO XXX Ltd                                                             | CUSIP: 89643EAA3<br>LEI: 254900TSX6348DURD845 | Long             | ABS-CBDO         | CORP              | KY        |     1750000 | PA      | $1745644.25    | 0.05%             | 2037-10-23      | Floating      | 10.57%                | No            | 2                  | On Loan: No      |
| Trip.com Group Ltd                                     | Trip.com Group Ltd                                                               | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | US        |       16600 | NS      | $826514.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TriplePoint Venture Growth BDC Corp                    | TriplePoint Venture Growth BDC Corp                                              | CUSIP: 89677Y100<br>LEI: 549300ATPBY6JIFH9Z88 | Long             | EC               | CORP              | US        |        3700 | NS      | $18463.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Triumph Financial Inc                                  | Triumph Financial Inc                                                            | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Short            | EC               | CORP              | US        |      -32646 | NS      | $-1947660.36   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Triple Flag Precious Metals Corp                       | Triple Flag Precious Metals Corp                                                 | CUSIP: 89679M104<br>LEI: 254900R7NJ1TEYIM4E61 | Long             | EC               | CORP              | CA        |        4700 | NS      | $163137.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TripAdvisor Inc                                        | TripAdvisor Inc                                                                  | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Short            | EC               | CORP              | US        |      -10000 | NS      | $-106600.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TrueBlue Inc                                           | TrueBlue Inc                                                                     | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         700 | NS      | $2737.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Trupanion Inc                                          | Trupanion Inc                                                                    | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |         300 | NS      | $7683.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Truist Financial Corp                                  | Truist Financial Corp                                                            | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |         300 | NS      | $13791.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TrustCo Bank Corp NY                                   | TrustCo Bank Corp NY                                                             | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         520 | NS      | $22765.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Trustmark Corp                                         | Trustmark Corp                                                                   | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      118024 | NS      | $4973531.36    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| TTEC Holdings Inc                                      | TTEC Holdings Inc                                                                | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |        9100 | NS      | $22750.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TScan Therapeutics Inc                                 | TScan Therapeutics Inc                                                           | CUSIP: 89854M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7100 | NS      | $7171.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TuHURA Biosciences Inc                                 | TuHURA Biosciences Inc                                                           | CUSIP: 898920103<br>LEI: 549300N7OBMRNSOQC133 | Short            | EC               | CORP              | US        |      -16866 | NS      | $-30190.14     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Turning Point Brands Inc                               | Turning Point Brands Inc                                                         | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |         400 | NS      | $34716.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Turtle Beach Corp                                      | Turtle Beach Corp                                                                | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Short            | EC               | CORP              | US        |        -700 | NS      | $-7098.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tutor Perini Corp                                      | Tutor Perini Corp                                                                | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |        1800 | NS      | $138942.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tuya Inc                                               | Tuya Inc                                                                         | CUSIP: 90114C107<br>LEI: 254900XKWS2MIZHXCO08 | Short            | EC               | CORP              | KY        |       -1600 | NS      | $-3696.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vnet Group Inc                                         | Vnet Group Inc                                                                   | CUSIP: 90138A103<br>LEI: 529900672GYJQ3T38I58 | Long             | EC               | CORP              | KY        |       29600 | NS      | $248344.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Twilio Inc                                             | Twilio Inc                                                                       | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |        1013 | NS      | $127455.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Two Harbors Investment Corp                            | Two Harbors Investment Corp                                                      | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Short            | EC               |  | US        |        -249 | NS      | $-2843.58      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tyler Technologies Inc                                 | Tyler Technologies Inc                                                           | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Short            | EC               | CORP              | US        |        -120 | NS      | $-41085.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tyra Biosciences Inc                                   | Tyra Biosciences Inc                                                             | CUSIP: 90240B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-3830.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tyson Foods Inc                                        | Tyson Foods Inc                                                                  | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Short            | EC               | CORP              | US        |       -3069 | NS      | $-196630.83    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UDR Inc                                                | UDR Inc                                                                          | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Short            | EC               |  | US        |      -11000 | NS      | $-371580.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Udemy Inc                                              | Udemy Inc                                                                        | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Short            | EC               | CORP              | US        |       -7900 | NS      | $-36498.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UBS Commercial Mortgage Trust                          | UBS Commercial Mortgage Trust 2018-C11                                           | CUSIP: 90276XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      112000 | PA      | $89081.89      | 0.00%             | 2051-06-15      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| UMB Financial Corp                                     | UMB Financial Corp                                                               | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |          20 | NS      | $2255.80       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UMB Financial Corp                                     | UMB Financial Corp                                                               | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Short            | EC               | CORP              | US        |      -46829 | NS      | $-5281842.91   | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| UBS Commercial Mortgage Trust                          | UBS Commercial Mortgage Trust                                                    | CUSIP: 90278MAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      103000 | PA      | $78980.91      | 0.00%             | 2052-10-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| US Renal Care Inc                                      | US Renal Care Inc 2023 Superpriority Term Loan                                   | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |     5794873 | PA      | $5436344.07    | 0.15%             | 2028-06-28      | Floating      | 8.78%                 | No            | 2                  | On Loan: No      |
| US Gold Corp                                           | US Gold Corp                                                                     | CUSIP: 90291C201<br>LEI: 5299003C2TFXIV9QAV34 | Short            | EC               | CORP              | US        |        -700 | NS      | $-10633.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UBS Commercial Mortgage Trust                          | UBS Commercial Mortgage Trust 2018-C9                                            | CUSIP: 90291JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      331000 | PA      | $140430.39     | 0.00%             | 2051-03-15      | Variable      | 4.91%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                             | US Bancorp                                                                       | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Short            | EC               | CORP              | US        |     -107061 | NS      | $-5568242.61   | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| UMH Properties Inc                                     | UMH Properties Inc                                                               | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               |  | US        |        2000 | NS      | $28860.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| USANA Health Sciences Inc                              | USANA Health Sciences Inc                                                        | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |         400 | NS      | $6988.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Uber Technologies Inc                                  | Uber Technologies Inc                                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Short            | EC               | CORP              | US        |     -135782 | NS      | $-9766799.26   | -0.27%            |  |  |  | No            | 1                  | On Loan: No      |
| Ubiquiti Inc                                           | Ubiquiti Inc                                                                     | CUSIP: 90353W103<br>LEI: 5299007MITA4DMQCU747 | Short            | EC               | CORP              | US        |        -600 | NS      | $-474174.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| USCB Financial Holdings Inc                            | USCB Financial Holdings Inc                                                      | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1981 | NS      | $36727.74      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| US RENAL CARE INC                                      | US Renal Care Inc                                                                | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |     1647250 | PA      | $1367217.50    | 0.04%             | 2028-06-28      | Fixed         | 10.63%                | No            | 2                  | On Loan: No      |
| UiPath Inc                                             | UiPath Inc                                                                       | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |        9800 | NS      | $108780.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UiPath Inc                                             | UiPath Inc                                                                       | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Short            | EC               | CORP              | US        |       -4554 | NS      | $-50549.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UL Solutions Inc                                       | UL Solutions Inc                                                                 | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |       23542 | NS      | $2017784.82    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| UL Solutions Inc                                       | UL Solutions Inc                                                                 | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Short            | EC               | CORP              | US        |        -100 | NS      | $-8571.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ulta Beauty Inc                                        | Ulta Beauty Inc                                                                  | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Short            | EC               | CORP              | US        |      -13960 | NS      | $-7297031.60   | -0.20%            |  |  |  | No            | 1                  | On Loan: No      |
| Ultra Clean Holdings Inc                               | Ultra Clean Holdings Inc                                                         | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |        2600 | NS      | $161668.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ultralife Corp                                         | Ultralife Corp                                                                   | CUSIP: 903899102<br>LEI: 529900NVAFLKA00F3U05 | Long             | EC               | CORP              | US        |         400 | NS      | $2608.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                          | Ultragenyx Pharmaceutical Inc                                                    | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |       19400 | NS      | $406430.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Under Armour Inc                                       | Under Armour Inc                                                                 | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Short            | EC               | CORP              | US        |        -700 | NS      | $-4137.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Unicycive Therapeutics Inc                             | Unicycive Therapeutics Inc                                                       | CUSIP: 90466Y202<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1100 | NS      | $-7238.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Unifi Inc                                              | Unifi Inc                                                                        | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |        1300 | NS      | $4641.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UniFirst Corp/MA                                       | UniFirst Corp/MA                                                                 | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Short            | EC               | CORP              | US        |        -200 | NS      | $-50318.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Unilever PLC                                           | Unilever PLC                                                                     | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |          12 | NS      | $683.64        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Union Pacific Corp                                     | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Short            | EC               | CORP              | US        |        -100 | NS      | $-24262.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Unisys Corp                                            | Unisys Corp                                                                      | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Short            | EC               | CORP              | US        |        -500 | NS      | $-1035.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United Auto Credit Securitization Trust                | United Auto Credit Securitization Trust 2025-1                                   | CUSIP: 90945JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1402000 | PA      | $1405186.75    | 0.04%             | 2031-10-10      | Fixed         | 7.71%                 | No            | 2                  | On Loan: No      |
| United Bankshares Inc/WV                               | United Bankshares Inc/WV                                                         | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Short            | EC               | CORP              | US        |       -3356 | NS      | $-139005.52    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United Airlines Holdings Inc                           | United Airlines Holdings Inc                                                     | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Short            | EC               | CORP              | US        |        -973 | NS      | $-89584.11     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United Fire Group Inc                                  | United Fire Group Inc                                                            | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $7412.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Coastal Insurance Corp                        | American Coastal Insurance Corp                                                  | CUSIP: 910710102<br>LEI: 5299002P9105LJQA8G51 | Long             | EC               | CORP              | US        |        1500 | NS      | $16875.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United Microelectronics Corp                           | United Microelectronics Corp                                                     | CUSIP: 910873405<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |       34500 | NS      | $309810.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United Microelectronics Corp                           | United Microelectronics Corp                                                     | CUSIP: 910873405<br>LEI: 391200YJCAGH9LF96P73 | Short            | EC               | CORP              | TW        |         -12 | NS      | $-107.76       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United Natural Foods Inc                               | United Natural Foods Inc                                                         | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Short            | EC               | CORP              | US        |        -400 | NS      | $-18024.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United Natural Foods Inc                               | United Natural Foods Inc 2024 Term Loan                                          | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |     1325828 | PA      | $1329473.75    | 0.04%             | 2031-05-01      | Floating      | 8.42%                 | No            | 2                  | On Loan: No      |
| United Parcel Service Inc                              | United Parcel Service Inc                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Short            | EC               | CORP              | US        |        -300 | NS      | $-29514.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United States Antimony Corp                            | United States Antimony Corp                                                      | CUSIP: 911549103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-873.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Array Digital Infrastructure Inc                       | Array Digital Infrastructure Inc                                                 | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Short            | EC               | CORP              | US        |       -1500 | NS      | $-69210.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| US Foods Holding Corp                                  | US Foods Holding Corp                                                            | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Short            | EC               | CORP              | US        |       -9500 | NS      | $-875995.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bills                                                              | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    12500000 | PA      | $12483614.63   | 0.35%             | 2026-04-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -4162800 | PA      | $-4056778.69   | -0.11%            | 2055-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -6927600 | PA      | $-6757657.31   | -0.19%            | 2035-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Uniti Group Inc                                        | Uniti Group Inc                                                                  | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Short            | EC               | CORP              | US        |      -17199 | NS      | $-161326.62    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United Therapeutics Corp                               | United Therapeutics Corp                                                         | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Short            | EC               | CORP              | US        |       -1620 | NS      | $-960627.60    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| UnitedHealth Group Inc                                 | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       12500 | NS      | $3382375.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Unitil Corp                                            | Unitil Corp                                                                      | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $20896.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Unity Software Inc                                     | Unity Software Inc                                                               | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |       46900 | NS      | $1028986.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Corp/VA                                      | Universal Corp/VA                                                                | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |        1800 | NS      | $94860.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Display Corp                                 | Universal Display Corp                                                           | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         800 | NS      | $73328.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Electronics Inc                              | Universal Electronics Inc                                                        | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |        1200 | NS      | $4944.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Insurance Holdings Inc                       | Universal Insurance Holdings Inc                                                 | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |        4300 | NS      | $146888.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Logistics Holdings Inc                       | Universal Logistics Holdings Inc                                                 | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $6342.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Health Services Inc                          | Universal Health Services Inc                                                    | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |         300 | NS      | $53691.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Technical Institute Inc                      | Universal Technical Institute Inc                                                | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Short            | EC               | CORP              | US        |        -200 | NS      | $-7220.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Univest Financial Corp                                 | Univest Financial Corp                                                           | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |         900 | NS      | $30834.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Unum Group                                             | Unum Group                                                                       | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |        1500 | NS      | $109545.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Up Fintech Holding Ltd                                 | Up Fintech Holding Ltd                                                           | CUSIP: 91531W106<br>LEI: 213800JJDNMAG3L84P54 | Short            | EC               | CORP              | KY        |        -200 | NS      | $-1260.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Unusual Machines Inc /US                               | Unusual Machines Inc /US                                                         | CUSIP: 91532F102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3800 | NS      | $-47120.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Upland Software Inc                                    | Upland Software Inc                                                              | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |        4700 | NS      | $3130.22       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Upstream Bio Inc                                       | Upstream Bio Inc                                                                 | CUSIP: 91678A107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-3600.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Upstart Securitization Trust                           | Upstart Securitization Trust 2025-2                                              | CUSIP: 91679EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1187000 | PA      | $1221660.40    | 0.03%             | 2035-06-20      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Upstart Securitization Trust                           | Upstart Securitization Trust 2021-5                                              | CUSIP: 91679JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       93772 | PA      | $93696.31      | 0.00%             | 2031-11-20      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Upstart Holdings Inc                                   | Upstart Holdings Inc                                                             | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Short            | EC               | CORP              | US        |        -700 | NS      | $-17955.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Upstart Securitization Trust                           | Upstart Securitization Trust 2025-1                                              | CUSIP: 91684PAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1415000 | PA      | $1493524.01    | 0.04%             | 2035-04-20      | Fixed         | 9.27%                 | No            | 2                  | On Loan: No      |
| Ur-Energy Inc                                          | Ur-Energy Inc                                                                    | CUSIP: 91688R108<br>LEI: 5493004ZEMNWEC7T6X93 | Short            | EC               | CORP              | CA        |       -2400 | NS      | $-3576.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Uranium Energy Corp                                    | Uranium Energy Corp                                                              | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Short            | EC               | CORP              | US        |       -6000 | NS      | $-81000.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Uranium Royalty Corp                                   | Uranium Royalty Corp                                                             | CUSIP: 91702V101<br>LEI: 5493005KEPCD7QSX6305 | Short            | EC               | CORP              | CA        |       -9100 | NS      | $-33215.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Urban Outfitters Inc                                   | Urban Outfitters Inc                                                             | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Short            | EC               | CORP              | US        |        -100 | NS      | $-6335.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Urban Edge Properties                                  | Urban Edge Properties                                                            | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |         100 | NS      | $1998.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Urban-Gro Inc                                          | Urban-Gro Inc                                                                    | CUSIP: 91704K301<br>LEI: 875500E2RDVCV5RN8835 | Short            | EC               | CORP              | US        |        -200 | NS      | $-4416.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| USA Rare Earth Inc                                     | USA Rare Earth Inc                                                               | CUSIP: 91733P107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -69700 | NS      | $-1054909.60   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Utz Brands Inc                                         | Utz Brands Inc                                                                   | CUSIP: 918090101<br>LEI: 5299009BHBU2NH5HRN16 | Long             | EC               | CORP              | US        |        4900 | NS      | $38808.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Uxin Ltd                                               | Uxin Ltd                                                                         | CUSIP: 91818X306<br>LEI: 549300OV7Z440PI54J04 | Short            | EC               | CORP              | KY        |       -1188 | NS      | $-3647.16      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| VEON Ltd                                               | VEON Ltd                                                                         | CUSIP: 91822M502<br>LEI: 5493008CA3NMHYEVT131 | Long             | EC               | CORP              | BM        |         400 | NS      | $18520.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UWM Holdings Corp                                      | UWM Holdings Corp                                                                | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       67154 | NS      | $243097.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| VSE Corp                                               | VSE Corp                                                                         | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |        7965 | NS      | $1468746.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| VSE Corp                                               | VSE Corp                                                                         | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Short            | EC               | CORP              | US        |       -4200 | NS      | $-774480.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| VAALCO Energy Inc                                      | VAALCO Energy Inc                                                                | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Short            | EC               | CORP              | US        |         -41 | NS      | $-259.94       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vail Resorts Inc                                       | Vail Resorts Inc                                                                 | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |         847 | NS      | $108687.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Valero Energy Corp                                     | Valero Energy Corp                                                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Short            | EC               | CORP              | US        |       -1757 | NS      | $-434119.56    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Valley National Bancorp                                | Valley National Bancorp                                                          | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Short            | EC               | CORP              | US        |     -230757 | NS      | $-2833695.96   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Valmont Industries Inc                                 | Valmont Industries Inc                                                           | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Short            | EC               | CORP              | US        |         -60 | NS      | $-23974.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Valvoline Inc                                          | Valvoline Inc                                                                    | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Short            | EC               | CORP              | US        |       -4700 | NS      | $-158296.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vanda Pharmaceuticals Inc                              | Vanda Pharmaceuticals Inc                                                        | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |       10700 | NS      | $73937.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Varex Imaging Corp                                     | Varex Imaging Corp                                                               | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |        3700 | NS      | $39257.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Varonis Systems Inc                                    | Varonis Systems Inc                                                              | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |       13100 | NS      | $281257.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Veeco Instruments Inc                                  | Veeco Instruments Inc                                                            | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |        1830 | NS      | $61963.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| V2X Inc                                                | V2X Inc                                                                          | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18057 | NS      | $1236904.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Vaxcyte Inc                                            | Vaxcyte Inc                                                                      | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Short            | EC               | CORP              | US        |      -13900 | NS      | $-807729.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Veeva Systems Inc                                      | Veeva Systems Inc                                                                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |        8520 | NS      | $1496623.20    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Velo3D Inc                                             | Velo3D Inc                                                                       | CUSIP: 92259N302<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2800 | NS      | $-26292.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ventas Inc                                             | Ventas Inc                                                                       | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |       14162 | NS      | $1158168.36    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| VeraDermics Inc                                        | VeraDermics Inc                                                                  | CUSIP: 922967104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8806 | NS      | $556098.90     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Venture Global Inc                                     | Venture Global Inc                                                               | CUSIP: 92333F101<br>LEI: 2549007XC91CAB3E0N98 | Long             | EC               | CORP              | US        |        5471 | NS      | $86222.96      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vera Bradley Inc                                       | Vera Bradley Inc                                                                 | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |         500 | NS      | $1580.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Verastem Inc                                           | Verastem Inc                                                                     | CUSIP: 92337C203<br>LEI: 549300IY0EFBIU8NQC81 | Long             | EC               | CORP              | US        |        5708 | NS      | $30252.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vera Therapeutics Inc                                  | Vera Therapeutics Inc                                                            | CUSIP: 92337R101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-4023.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TON Strategy Co                                        | TON Strategy Co                                                                  | CUSIP: 92337U302<br>LEI: 54930048C3BMORBXZM88 | Short            | EC               | CORP              | US        |       -2591 | NS      | $-6399.77      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Veralto Corp                                           | Veralto Corp                                                                     | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Short            | EC               | CORP              | US        |        -899 | NS      | $-79489.58     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| VeriSign Inc                                           | VeriSign Inc                                                                     | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        2880 | NS      | $715276.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| VeriSign Inc                                           | VeriSign Inc                                                                     | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Short            | EC               | CORP              | US        |         -85 | NS      | $-21110.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Verizon Communications Inc                             | Verizon Communications Inc                                                       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Short            | EC               | CORP              | US        |      -36114 | NS      | $-1812922.80   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Verisk Analytics Inc                                   | Verisk Analytics Inc                                                             | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       10977 | NS      | $2082885.75    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Vericel Corp                                           | Vericel Corp                                                                     | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |        1200 | NS      | $38604.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Verrica Pharmaceuticals Inc                            | Verrica Pharmaceuticals Inc                                                      | CUSIP: 92511W207<br>LEI: 5493002L68H6THU5GW50 | Long             | EC               | CORP              | US        |          90 | NS      | $476.10        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Versant Media Group Inc                                | Versant Media Group Inc                                                          | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Short            | EC               | CORP              | US        |       -2903 | NS      | $-107469.06    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Pharmaceuticals Inc                             | Vertex Pharmaceuticals Inc                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |         720 | NS      | $321508.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Veru Inc                                               | Veru Inc                                                                         | CUSIP: 92536C202<br>LEI: 529900ER63TFLEIJV631 | Short            | EC               | CORP              | US        |       -2182 | NS      | $-4822.22      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vertiv Holdings Co                                     | Vertiv Holdings Co                                                               | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Short            | EC               | CORP              | US        |       -9238 | NS      | $-2314858.04   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Inc                                             | Vertex Inc                                                                       | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |         100 | NS      | $1189.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pursuit Attractions and Hospitality Inc                | Pursuit Attractions and Hospitality Inc                                          | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Short            | EC               | CORP              | US        |        -300 | NS      | $-10989.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Viasat Inc                                             | Viasat Inc                                                                       | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Short            | EC               | CORP              | US        |      -12100 | NS      | $-554180.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Viavi Solutions Inc                                    | Viavi Solutions Inc                                                              | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |        3400 | NS      | $113152.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Viatris Inc                                            | Viatris Inc                                                                      | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Short            | EC               | CORP              | US        |      -17800 | NS      | $-240478.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Vibrant CLO Ltd                                        | Vibrant CLO XVI Ltd                                                              | CUSIP: 92558PAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $946003.00     | 0.03%             | 2036-07-15      | Floating      | 10.73%                | No            | 2                  | On Loan: No      |
| VICI Properties Inc                                    | VICI Properties Inc                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |          27 | NS      | $737.64        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vicor Corp                                             | Vicor Corp                                                                       | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Short            | EC               | CORP              | US        |        -400 | NS      | $-64400.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Victoria's Secret & Co                                 | Victoria's Secret & Co                                                           | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Short            | EC               | CORP              | US        |       -4700 | NS      | $-217892.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Victory Capital Holdings Inc                           | Victory Capital Holdings Inc                                                     | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |         200 | NS      | $13096.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Viemed Healthcare Inc                                  | Viemed Healthcare Inc                                                            | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        1600 | NS      | $14736.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Viking Therapeutics Inc                                | Viking Therapeutics Inc                                                          | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               | CORP              | US        |       25300 | NS      | $823262.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Village Farms International Inc                        | Village Farms International Inc                                                  | CUSIP: 92707Y108<br>LEI: 529900TR69X5FFZ6K955 | Long             | EC               | CORP              | CA        |       10600 | NS      | $30104.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Village Super Market Inc                               | Village Super Market Inc                                                         | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |         200 | NS      | $8446.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vince Holding Corp                                     | Vince Holding Corp                                                               | CUSIP: 92719W207<br>LEI: 5493002NOQOX2DHRRF35 | Long             | EC               | CORP              | US        |         100 | NS      | $241.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Viomi Technology Co Ltd                                | Viomi Technology Co Ltd                                                          | CUSIP: 92762J103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        1200 | NS      | $1332.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vir Biotechnology Inc                                  | Vir Biotechnology Inc                                                            | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7900 | NS      | $70784.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Virgin Galactic Holdings Inc                           | Virgin Galactic Holdings Inc                                                     | CUSIP: 92766K403<br>LEI: 549300C631IMXCSMN048 | Short            | EC               | CORP              | US        |         -10 | NS      | $-24.30        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vista Gold Corp                                        | Vista Gold Corp                                                                  | CUSIP: 927926303<br>LEI: 5493002WCFTLKVBI8D48 | Long             | EC               | CORP              | CA        |        3200 | NS      | $6272.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Visa Inc                                               | Visa Inc                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       26841 | NS      | $8112423.84    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Visa Inc                                               | Visa Inc                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Short            | EC               | CORP              | US        |         -40 | NS      | $-12089.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vishay Intertechnology Inc                             | Vishay Intertechnology Inc                                                       | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |        6400 | NS      | $115200.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Visio Trust                                            | Visio 2023-2 Trust                                                               | CUSIP: 92839CAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $99821.30      | 0.00%             | 2058-10-25      | Variable      | 7.71%                 | No            | 2                  | On Loan: No      |
| Vistagen Therapeutics Inc                              | Vistagen Therapeutics Inc                                                        | CUSIP: 92840H400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1847 | NS      | $1055.57       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistra Corp                                            | Vistra Corp                                                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Short            | EC               | CORP              | US        |      -11593 | NS      | $-1742775.69   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Vital Farms Inc                                        | Vital Farms Inc                                                                  | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |        9800 | NS      | $138376.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vivid Seats Inc                                        | Vivid Seats Inc                                                                  | CUSIP: 92854T209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -30 | NS      | $-177.30       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vizsla Silver Corp                                     | Vizsla Silver Corp                                                               | CUSIP: 92859G608<br>LEI: 549300ADJF7HWIEDL366 | Long             | EC               | CORP              | CA        |       20000 | NS      | $66000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Empery Digital Inc                                     | Empery Digital Inc                                                               | CUSIP: 92864V608<br>LEI: 254900YNQ643TK62S464 | Short            | EC               | CORP              | US        |       -4751 | NS      | $-20096.73     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vontier Corp                                           | Vontier Corp                                                                     | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Short            | EC               | CORP              | US        |       -2500 | NS      | $-88675.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Voyager Technologies Inc                               | Voyager Technologies Inc                                                         | CUSIP: 92892B103<br>LEI: 254900DDCLSP240FE187 | Long             | EC               | CORP              | US        |       29427 | NS      | $688297.53     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Voyager Technologies Inc                               | Voyager Technologies Inc                                                         | CUSIP: 92892B103<br>LEI: 254900DDCLSP240FE187 | Short            | EC               | CORP              | US        |       -8400 | NS      | $-196476.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Vor BioPharma Inc                                      | Vor BioPharma Inc                                                                | CUSIP: 929033207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4700 | NS      | $-83848.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vornado Realty Trust                                   | Vornado Realty Trust                                                             | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |         600 | NS      | $15594.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Voyager Therapeutics Inc                               | Voyager Therapeutics Inc                                                         | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |        1100 | NS      | $4246.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vox Royalty Corp                                       | Vox Royalty Corp                                                                 | CUSIP: 92919F103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |         300 | NS      | $1572.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Voya CLO Ltd                                           | Voya CLO 2024-4 Ltd                                                              | CUSIP: 92920KAL3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |      875000 | PA      | $865757.38     | 0.02%             | 2037-07-20      | Floating      | 8.12%                 | No            | 2                  | On Loan: No      |
| Vuzix Corp                                             | Vuzix Corp                                                                       | CUSIP: 92921W300<br>LEI: 549300EWPW64TZQXJG66 | Short            | EC               | CORP              | US        |       -2300 | NS      | $-5313.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                | WaMu Mortgage Pass-Through Certificates Series 2005-AR17 Trust                   | CUSIP: 92922F7X0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      367004 | PA      | $323980.03     | 0.01%             | 2045-12-25      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                | WaMu Mortgage Pass-Through Certificates Series 2005-AR6 Trust                    | CUSIP: 92922FJ74<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      435480 | PA      | $352754.63     | 0.01%             | 2045-04-25      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                | WaMu Mortgage Pass-Through Certificates Series 2005-AR9 Trust                    | CUSIP: 92922FV39<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      135813 | PA      | $127276.18     | 0.00%             | 2045-07-25      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| W&T Offshore Inc                                       | W&T Offshore Inc                                                                 | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |       23000 | NS      | $78430.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                | WaMu Mortgage Pass-Through Certificates Series 2006-AR1 Trust                    | CUSIP: 92925CCG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      175325 | PA      | $173612.26     | 0.00%             | 2046-01-25      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                | WaMu Mortgage Pass-Through Certificates Series 2006-AR17 Trust                   | CUSIP: 92925DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1116381 | PA      | $940709.22     | 0.03%             | 2046-12-25      | Floating      | 3.83%                 | No            | 2                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                | WaMu Mortgage Pass-Through Certificates Series 2007-HY6 Trust                    | CUSIP: 92927XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250100 | PA      | $215612.03     | 0.01%             | 2037-06-25      | Variable      | 4.01%                 | No            | 2                  | On Loan: No      |
| WMRK Commercial Mortgage Trust                         | WMRK Commercial Mortgage Trust 2022-WMRK                                         | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      874744 | PA      | $879375.33     | 0.02%             | 2027-11-15      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| WP Carey Inc                                           | WP Carey Inc                                                                     | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |       13576 | NS      | $922624.96     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| WPP PLC                                                | WPP PLC                                                                          | CUSIP: 92937A102<br>LEI: 549300LSGBXPYHXGDT93 | Short            | EC               | CORP              | JE        |       -7300 | NS      | $-113515.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| VYNE Therapeutics Inc                                  | VYNE Therapeutics Inc                                                            | CUSIP: 92941V308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3700 | NS      | $2210.76       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WR GRACE HOLDING LLC                                   | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     3578000 | PA      | $3290756.13    | 0.09%             | 2029-08-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Vyome Holdings Inc                                     | Vyome Holdings Inc                                                               | CUSIP: 92943X104<br>LEI: 549300TKI48OFOSV4780 | Short            | EC               | CORP              | US        |        -545 | NS      | $-1171.75      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wabash National Corp                                   | Wabash National Corp                                                             | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |         100 | NS      | $862.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WM Technology Inc                                      | WM Technology Inc                                                                | CUSIP: 92971A109<br>LEI: 549300APSNIYJ4PTIL34 | Short            | EC               | CORP              | US        |        -400 | NS      | $-263.36       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Walmart Inc                                            | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Short            | EC               | CORP              | US        |       -4421 | NS      | $-549441.88    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Walker & Dunlop Inc                                    | Walker & Dunlop Inc                                                              | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $4438.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                | WaMu Mortgage Pass-Through Certificates Series 2006-AR7 Trust                    | CUSIP: 93363CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      268588 | PA      | $264920.15     | 0.01%             | 2046-07-25      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| Warby Parker Inc                                       | Warby Parker Inc                                                                 | CUSIP: 93403J106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1800 | NS      | $-37926.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Warner Bros Discovery Inc                              | Warner Bros Discovery Inc                                                        | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       17735 | NS      | $487003.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Warner Bros Discovery Inc                              | Warner Bros Discovery Inc                                                        | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Short            | EC               | CORP              | US        |     -382874 | NS      | $-10513720.04  | -0.29%            |  |  |  | No            | 1                  | On Loan: No      |
| AEOLUS CAT KEYSTNE PF FND J20                          | AEOLUS CAT KEYSTNE PF FND J20 HEDGE FUND                                         | CUSIP: 000000000<br>LEI: 549300M81L7DY2FLM778 | Long             |  | PF                | US        |           1 | NS      | $174111.95     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| ASGARD FIXED INCOME RSK PREMIA                         | ASGARD FIXED INCOME RSK PREMIA                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             |  | PF                | US        |       60782 | NS      | $99707475.75   | 2.76%             |  |  |  | No            | N/A                | On Loan: No      |
| Warrior Met Coal Inc                                   | Warrior Met Coal Inc                                                             | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |        1000 | NS      | $93150.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Warwick Capital CLO Ltd                                | Warwick Capital CLO 7 Ltd                                                        | CUSIP: 93656KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1380907.50    | 0.04%             | 2038-10-21      | Floating      | 9.20%                 | No            | 2                  | On Loan: No      |
| ATI EQUITY                                             | ATI EQUITY                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        3039 | NS      | $2013337.50    | 0.06%             |  |  |  | No            | 3                  | On Loan: No      |
| MILLENNIUM EQUITY                                      | MILLENNIUM EQUITY                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       60879 | NS      | $2891752.45    | 0.08%             |  |  |  | No            | 3                  | On Loan: No      |
| WaFd Inc                                               | WaFd Inc                                                                         | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1067 | NS      | $33503.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                | WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust                    | CUSIP: 939336Y23<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      202036 | PA      | $183325.21     | 0.01%             | 2045-01-25      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS           | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-AR1 Trust | CUSIP: 93934FHD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      223546 | PA      | $256996.27     | 0.01%             | 2035-12-25      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS           | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 Trust  | CUSIP: 93934FHW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      188750 | PA      | $165890.46     | 0.00%             | 2036-01-25      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS           | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust   | CUSIP: 93934NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      316891 | PA      | $250873.19     | 0.01%             | 2036-07-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS           | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust | CUSIP: 939355AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      208043 | PA      | $182586.91     | 0.01%             | 2047-02-25      | Floating      | 4.61%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS           | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-3 Trust   | CUSIP: 93936JBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      421816 | PA      | $391848.17     | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Elme Communities                                       | Elme Communities                                                                 | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               |  | US        |        7300 | NS      | $14673.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Washington Trust Bancorp Inc                           | Washington Trust Bancorp Inc                                                     | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |        1000 | NS      | $33460.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Washington Trust Bancorp Inc                           | Washington Trust Bancorp Inc                                                     | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Short            | EC               | CORP              | US        |      -15403 | NS      | $-515384.38    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| WaterBridge Infrastructure LLC                         | WaterBridge Infrastructure LLC                                                   | CUSIP: 940923105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       29427 | NS      | $788349.33     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Waste Connections Inc                                  | Waste Connections Inc                                                            | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |       15000 | NS      | $2436600.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Waste Management Inc                                   | Waste Management Inc                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        8400 | NS      | $1930236.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Waters Corp                                            | Waters Corp                                                                      | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |         521 | NS      | $155153.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Waters Corp                                            | Waters Corp                                                                      | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Short            | EC               | CORP              | US        |      -11797 | NS      | $-3513146.60   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Waterstone Financial Inc                               | Waterstone Financial Inc                                                         | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |         300 | NS      | $5409.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Watsco Inc                                             | Watsco Inc                                                                       | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |         400 | NS      | $145516.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Watsco Inc                                             | Watsco Inc                                                                       | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Short            | EC               | CORP              | US        |        -169 | NS      | $-61480.51     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ROKOS GLOBAL MACRO FUND LTD                            | ROKOS GLOBAL MACRO FUND LTD                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             |  | PF                | US        |      289714 | NS      | $107305529.94  | 2.97%             |  |  |  | No            | N/A                | On Loan: No      |
| Rokos Global Macro Fund Ltd.                           | ROKOS GLOBAL MACRO FUND LTD CLASS B                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | US        |      238208 | NS      | $24838521.40   | 0.69%             |  |  |  | No            | N/A                | On Loan: No      |
| Wayfair Inc                                            | Wayfair Inc                                                                      | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |       19600 | NS      | $1474116.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AEOLUS CAT KEYSTNE PF FND J22                          | AEOLUS CAT KEYSTNE PF FND J22                                                    | CUSIP: 000000000<br>LEI: 549300M81L7DY2FLM778 | Long             |  | CORP              | US        |           1 | NS      | $1956322.99    | 0.05%             |  |  |  | No            | N/A                | On Loan: No      |
| Wealthfront Corp                                       | Wealthfront Corp                                                                 | CUSIP: 947002101<br>LEI: 254900H4LJLUHGFJYM32 | Long             | EC               | CORP              | US        |      195706 | NS      | $1810280.50    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Weave Communications Inc                               | Weave Communications Inc                                                         | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         700 | NS      | $3234.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Webster Financial Corp                                 | Webster Financial Corp                                                           | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-83304.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Webtoon Entertainment Inc                              | Webtoon Entertainment Inc                                                        | CUSIP: 94845U105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2900 | NS      | $-26651.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Weis Markets Inc                                       | Weis Markets Inc                                                                 | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         800 | NS      | $54712.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ATI Holdings Acquisition Inc                           | ATI Holdings Acquisition Inc 2023 2nd Lien Delayed Draw Term Loan                | CUSIP: 000000000<br>LEI: 549300EJ9DE34K9D1P94 | Long             | LON              | CORP              | US        |      912946 | PA      | $912945.51     | 0.03%             | 2028-08-24      | Fixed         | 8.00%                 | No            | 3                  | On Loan: No      |
| Wellgistics Health Inc                                 | Wellgistics Health Inc                                                           | CUSIP: 949503106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-19.28        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                                       | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |        1100 | NS      | $87571.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                                       | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Short            | EC               | CORP              | US        |       -1093 | NS      | $-87013.73     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Home Equity Trust                          | Wells Fargo Home Equity Asset-Backed Securities 2005-4 Trust                     | CUSIP: 9497EUAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3149480 | PA      | $3223067.31    | 0.09%             | 2036-05-25      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2014-LC18                                  | CUSIP: 94989AAA3<br>LEI: 5493007CD1Q2V06I4172 | Long             | ABS-MBS          | CORP              | US        |      992000 | PA      | $952178.14     | 0.03%             | 2047-12-15      | Variable      | 3.96%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2015-C27                                   | CUSIP: 94989DAG4<br>LEI: 5493001SKB2HKIF64L70 | Long             | ABS-MBS          | CORP              | US        |     2991000 | PA      | $1629763.00    | 0.05%             | 2048-02-15      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2016-C32                                   | CUSIP: 94989YAJ2<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |       81932 | PA      | $81562.22      | 0.00%             | 2059-01-15      | Variable      | 3.79%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2025-5C4                                   | CUSIP: 949931AJ8<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $81633.00      | 0.00%             | 2058-05-15      | Variable      | 2.23%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2016-NXS5                                  | CUSIP: 95000CAJ2<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $65728.60      | 0.00%             | 2059-01-15      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2016-LC24                                  | CUSIP: 95000HAL6<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |     3576000 | PA      | $2815763.86    | 0.08%             | 2049-10-15      | Fixed         | 3.21%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2025-5C6                                   | CUSIP: 95004TAJ1<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $89003.00      | 0.00%             | 2058-10-15      | Variable      | 2.22%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2025-5C7                                   | CUSIP: 95004XAE3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $37204.00      | 0.00%             | 2058-12-15      | Variable      | 0.85%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2025-5C7                                   | CUSIP: 95004XAJ2<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $96140.00      | 0.00%             | 2058-12-15      | Variable      | 2.30%                 | No            | 2                  | On Loan: No      |
| Welltower Inc                                          | Welltower Inc                                                                    | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Short            | EC               |  | US        |        -100 | NS      | $-19771.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wendy's Co/The                                         | Wendy's Co/The                                                                   | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |       11800 | NS      | $82010.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Werewolf Therapeutics Inc                              | Werewolf Therapeutics Inc                                                        | CUSIP: 95075A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $416.30        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WesBanco Inc                                           | WesBanco Inc                                                                     | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $20694.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WESCO International Inc                                | WESCO International Inc                                                          | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-273620.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| WeRide Inc                                             | WeRide Inc                                                                       | CUSIP: 950915108<br>LEI: 254900R1B7IWBCPDQ262 | Short            | EC               | CORP              | KY        |      -26201 | NS      | $-211966.09    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| West BanCorp Inc                                       | West BanCorp Inc                                                                 | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |         200 | NS      | $4758.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Revlon Intermediate Holdings IV LLC                    | Revlon Intermediate Holdings IV LLC 2023 Exit Term Loan                          | CUSIP: 000000000<br>LEI: 2MKZBE7NMX7EJWQLHS95 | Long             | LON              | CORP              | US        |     8538159 | PA      | $8379605.73    | 0.23%             | 2028-05-02      | Floating      | 10.50%                | No            | 2                  | On Loan: No      |
| West Pharmaceutical Services Inc                       | West Pharmaceutical Services Inc                                                 | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |          40 | NS      | $10025.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Westamerica BanCorp                                    | Westamerica BanCorp                                                              | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |         900 | NS      | $46935.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Alliance Bancorp                               | Western Alliance Bancorp                                                         | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |         500 | NS      | $35425.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Digital Corp                                   | Western Digital Corp                                                             | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        2520 | NS      | $681634.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Digital Corp                                   | Western Digital Corp                                                             | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |       -9200 | NS      | $-2488508.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Western Union Co/The                                   | Western Union Co/The                                                             | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |       11800 | NS      | $103014.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                          | BOUGHT TRY/SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TR        |           1 | NC      | $88220.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Westlake Corp                                          | Westlake Corp                                                                    | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-198594.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America NA                                     | BOUGHT EGP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |           1 | NC      | $-65155.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Westrock Coffee Co                                     | Westrock Coffee Co                                                               | CUSIP: 96145W103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2200 | NS      | $-9350.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Westwater Resources Inc                                | Westwater Resources Inc                                                          | CUSIP: 961684206<br>LEI: 5493006CMF043V56K243 | Long             | EC               | CORP              | US        |        2700 | NS      | $1765.53       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Next Technology Holding Inc                            | Next Technology Holding Inc                                                      | CUSIP: 961884301<br>LEI: 529900KMKRM7VE8RY236 | Short            | EC               | CORP              | US        |       -1500 | NS      | $-3075.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| WEX Inc                                                | WEX Inc                                                                          | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Short            | EC               | CORP              | US        |       -5434 | NS      | $-831619.36    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Weyerhaeuser Co                                        | Weyerhaeuser Co                                                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Short            | EC               |  | US        |        -400 | NS      | $-9772.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America NA                                     | BOUGHT EGP/SOLD USD                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |           1 | NC      | $-62591.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Wheels Up Experience Inc                               | Wheels Up Experience Inc                                                         | CUSIP: 96328L205<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7310 | NS      | $-3775.61      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| WhiteHorse Finance Inc                                 | WhiteHorse Finance Inc                                                           | CUSIP: 96524V106<br>LEI: 5493006LP9COIV2ZIB05 | Long             | EC               | CORP              | US        |        2000 | NS      | $14800.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bridger Aerospace Group Holdings Inc                   | Bridger Aerospace Group Holdings Inc                                             | CUSIP: 96812F102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2100 | NS      | $-4158.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| John Wiley & Sons Inc                                  | John Wiley & Sons Inc                                                            | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Short            | EC               | CORP              | US        |        -100 | NS      | $-3810.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Willdan Group Inc                                      | Willdan Group Inc                                                                | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |        1700 | NS      | $130152.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Williams Cos Inc/The                                   | Williams Cos Inc/The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Short            | EC               | CORP              | US        |        -800 | NS      | $-58224.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Williams-Sonoma Inc                                    | Williams-Sonoma Inc                                                              | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Short            | EC               | CORP              | US        |       -3716 | NS      | $-677538.28    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Willis Lease Finance Corp                              | Willis Lease Finance Corp                                                        | CUSIP: 970646105<br>LEI: 54930023EP1OE5MKWF89 | Long             | EC               | CORP              | US        |         800 | NS      | $136208.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WillScot Holdings Corp                                 | WillScot Holdings Corp                                                           | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Short            | EC               | CORP              | US        |        -100 | NS      | $-1736.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wingstop Inc                                           | Wingstop Inc                                                                     | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Short            | EC               | CORP              | US        |        -680 | NS      | $-105379.60    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wintrust Financial Corp                                | Wintrust Financial Corp                                                          | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Short            | EC               | CORP              | US        |        -105 | NS      | $-14588.70     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| WISeKey International Holding Ltd                      | WISeKey International Holding Ltd                                                | CUSIP: 97727L408<br>LEI: 529900Y5PNKBOZG3YE28 | Short            | EC               | CORP              | CH        |        -500 | NS      | $-3070.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wolfspeed Inc                                          | Wolfspeed Inc                                                                    | CUSIP: 97785W106<br>LEI: 549300OGU88P3AW3TO93 | Short            | EC               | CORP              | US        |        -300 | NS      | $-4896.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wolverine World Wide Inc                               | Wolverine World Wide Inc                                                         | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Short            | EC               | CORP              | US        |        -100 | NS      | $-1632.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Women's Care Enterprises LLC                           | Women's Care Enterprises LLC 2nd Lien Term Loan                                  | CUSIP: 97815UAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3321104 | PA      | $2590460.87    | 0.07%             | 2029-01-12      | Floating      | 12.02%                | No            | 2                  | On Loan: No      |
| Women's Care Enterprises LLC                           | Women's Care Enterprises LLC Term Loan                                           | CUSIP: 97815UAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3417623 | PA      | $3195477.95    | 0.09%             | 2028-01-15      | Floating      | 8.27%                 | No            | 2                  | On Loan: No      |
| Woodside Energy Group Ltd                              | Woodside Energy Group Ltd                                                        | CUSIP: 980228308<br>LEI: 2549005ZC5RXAOO7FH41 | Short            | EC               | CORP              | AU        |       -2900 | NS      | $-69252.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Workhorse Group Inc                                    | Workhorse Group Inc                                                              | CUSIP: 98138J503<br>LEI: 5493006JUAG258V8X854 | Long             | EC               | CORP              | US        |          17 | NS      | $51.34         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Workiva Inc                                            | Workiva Inc                                                                      | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |         300 | NS      | $17889.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Worksport Ltd                                          | Worksport Ltd                                                                    | CUSIP: 98139Q308<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3670 | NS      | $-3853.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Worldwide Plaza Trust                                  | Worldwide Plaza Trust 2017-WWP                                                   | CUSIP: 98162JAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      109000 | PA      | $3766.71       | 0.00%             | 2036-11-10      | Variable      | 3.60%                 | No            | 2                  | On Loan: No      |
| Worthington Enterprises Inc                            | Worthington Enterprises Inc                                                      | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |         100 | NS      | $5214.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WW International Inc                                   | WW International Inc                                                             | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Short            | EC               | CORP              | US        |        -400 | NS      | $-5496.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wyndham Hotels & Resorts Inc                           | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Short            | EC               | CORP              | US        |        -415 | NS      | $-33710.45     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wynn Resorts Ltd                                       | Wynn Resorts Ltd                                                                 | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |         100 | NS      | $10155.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| X Financial                                            | X Financial                                                                      | CUSIP: 98372W202<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |         600 | NS      | $2472.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| XPEL Inc                                               | XPEL Inc                                                                         | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Short            | EC               | CORP              | US        |        -900 | NS      | $-39834.00     | -0.00%            |  |  |  | Yes           | 1                  | On Loan: No      |
| XTL Biopharmaceuticals Ltd                             | XTL Biopharmaceuticals Ltd                                                       | CUSIP: 98386D307<br>LEI: 529900NDDXEAPTUTXP41 | Short            | EC               | CORP              | IL        |         -10 | NS      | $-24.10        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| XCF Global Inc                                         | XCF Global Inc                                                                   | CUSIP: 98400U103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -66000 | NS      | $-24123.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Xencor Inc                                             | Xencor Inc                                                                       | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |        8900 | NS      | $107334.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Xenon Pharmaceuticals Inc                              | Xenon Pharmaceuticals Inc                                                        | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |        2500 | NS      | $145375.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| X4 Pharmaceuticals Inc                                 | X4 Pharmaceuticals Inc                                                           | CUSIP: 98420X202<br>LEI: 549300R0UFVPXWP86U94 | Short            | EC               | CORP              | US        |       -1549 | NS      | $-6397.37      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Xerox Holdings Corp                                    | Xerox Holdings Corp                                                              | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |       27600 | NS      | $35604.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| XPeng Inc                                              | XPeng Inc                                                                        | CUSIP: 98422D105<br>LEI: 549300TZNMIREMWQU857 | Short            | EC               | CORP              | KY        |      -37700 | NS      | $-645047.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Xeris Biopharma Holdings Inc                           | Xeris Biopharma Holdings Inc                                                     | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8164 | NS      | $47351.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Xponential Fitness Inc                                 | Xponential Fitness Inc                                                           | CUSIP: 98422X101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3900 | NS      | $-23478.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Xos Inc                                                | Xos Inc                                                                          | CUSIP: 98423B306<br>LEI: 254900ZQWJF169CBQB40 | Long             | EC               | CORP              | US        |         700 | NS      | $1141.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Xiao I Corp                                            | Xiao I Corp                                                                      | CUSIP: 98423X209<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -1400 | NS      | $-164.37       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| YPF SA                                                 | YPF SA                                                                           | CUSIP: 984245100<br>LEI: 5493003N7447U18U5U53 | Short            | EC               | CORP              | AR        |       -4100 | NS      | $-189502.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Yatsen Holding Ltd                                     | Yatsen Holding Ltd                                                               | CUSIP: 985194208<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |         -20 | NS      | $-61.60        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Yelp Inc                                               | Yelp Inc                                                                         | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Short            | EC               | CORP              | US        |       -5500 | NS      | $-136070.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Yext Inc                                               | Yext Inc                                                                         | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |          84 | NS      | $322.56        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Yext Inc                                               | Yext Inc                                                                         | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Short            | EC               | CORP              | US        |         -92 | NS      | $-353.28       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| YETI Holdings Inc                                      | YETI Holdings Inc                                                                | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-43908.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| York Space Systems Inc                                 | York Space Systems Inc                                                           | CUSIP: 987084100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13276 | NS      | $294328.92     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Youdao Inc                                             | Youdao Inc                                                                       | CUSIP: 98741T104<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -2100 | NS      | $-20643.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Youlife Group Inc                                      | Youlife Group Inc                                                                | CUSIP: 98743K101<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -300 | NS      | $-296.94       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Yum! Brands Inc                                        | Yum! Brands Inc                                                                  | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Short            | EC               | CORP              | US        |      -42200 | NS      | $-6561256.00   | -0.18%            |  |  |  | No            | 1                  | On Loan: No      |
| Yum China Holdings Inc                                 | Yum China Holdings Inc                                                           | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Short            | EC               | CORP              | US        |        -600 | NS      | $-29268.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Zai Lab Ltd                                            | Zai Lab Ltd                                                                      | CUSIP: 98887Q104<br>LEI: 549300P2UYQ9U5LY1T58 | Long             | EC               | CORP              | KY        |         400 | NS      | $7524.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ZenaTech Inc                                           | ZenaTech Inc                                                                     | CUSIP: 98936T208<br>LEI: 984500EC7LEQEU100570 | Short            | EC               | CORP              | CA        |       -7200 | NS      | $-16488.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Zenas Biopharma Inc                                    | Zenas Biopharma Inc                                                              | CUSIP: 98937L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $5865.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zentalis Pharmaceuticals Inc                           | Zentalis Pharmaceuticals Inc                                                     | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15600 | NS      | $36504.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zevia PBC                                              | Zevia PBC                                                                        | CUSIP: 98955K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1100 | NS      | $1287.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zhihu Inc                                              | Zhihu Inc                                                                        | CUSIP: 98955N207<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |          34 | NS      | $96.56         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zeta Global Holdings Corp                              | Zeta Global Holdings Corp                                                        | CUSIP: 98956A105<br>LEI: 2549008P9XSJQHGQ9S27 | Short            | EC               | CORP              | US        |      -11900 | NS      | $-189448.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ZeroStack Corp                                         | ZeroStack Corp                                                                   | CUSIP: 98956L101<br>LEI: 98450048403E01089069 | Short            | EC               | CORP              | CA        |        -175 | NS      | $-1081.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Zions Bancorp NA                                       | Zions Bancorp NA                                                                 | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |        9400 | NS      | $541628.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Zions Bancorp NA                                       | Zions Bancorp NA                                                                 | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Short            | EC               | CORP              | US        |      -13560 | NS      | $-781327.20    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Zoetis Inc                                             | Zoetis Inc                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Short            | EC               | CORP              | US        |       -7000 | NS      | $-827470.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| ZTO Express Cayman Inc                                 | ZTO Express Cayman Inc                                                           | CUSIP: 98980A105<br>LEI: 549300SCJPK3YZJTJR78 | Short            | EC               | CORP              | KY        |      -17700 | NS      | $-445509.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ZipRecruiter Inc                                       | ZipRecruiter Inc                                                                 | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |        4000 | NS      | $7360.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ZoomInfo Technologies Inc                              | ZoomInfo Technologies Inc                                                        | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |         500 | NS      | $2990.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ZoomInfo Technologies Inc                              | ZoomInfo Technologies Inc                                                        | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Short            | EC               | CORP              | US        |       -1436 | NS      | $-8587.28      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Zscaler Inc                                            | Zscaler Inc                                                                      | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |        1940 | NS      | $272162.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Zoom Communications Inc                                | Zoom Communications Inc                                                          | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Short            | EC               | CORP              | US        |        -180 | NS      | $-14470.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                          | SOLD RON/BOUGHT USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $371.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ATI PENNY WARRANT                                      | ATI PENNY WARRANT                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      111184 | NS      | $1890.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ATI 3 WARRANT                                          | ATI 3 WARRANT                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      100595 | NS      | $0.02          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CMB Tech NV                                            | CMB Tech NV                                                                      | CUSIP: 000000000<br>LEI: 549300D80RYON74MEJ03 | Long             | EC               | CORP              | BE        |        1600 | NS      | $20240.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyxoah SA                                              | Nyxoah SA                                                                        | CUSIP: 000000000<br>LEI: 5493002O1ESKZ18OXR80 | Short            | EC               | CORP              | BE        |        -200 | NS      | $-584.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Titan America SA                                       | Titan America SA                                                                 | CUSIP: 000000000<br>LEI: 9845007APCB6462D6C46 | Short            | EC               | CORP              | BE        |       -1500 | NS      | $-22470.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CURO GROUP HOLDINGS CORP                               | Curo Group Holdings Corp 2024 PIK 1st Out Term Loan                              | CUSIP: 000000000<br>LEI: 54930007KH8KCGJ4YE72 | Long             | LON              | CORP              | US        |     1484675 | PA      | $1499521.42    | 0.04%             | 2028-07-19      | Floating      | 13.87%                | No            | 3                  | On Loan: No      |
| CURO GROUP HOLDINGS CORP                               | Curo Group Holdings Corp 2024 PIK 2nd Out Term Loan                              | CUSIP: 000000000<br>LEI: 54930007KH8KCGJ4YE72 | Long             | LON              | CORP              | US        |     6923745 | PA      | $6658357.46    | 0.18%             | 2028-07-19      | Fixed         | 13.00%                | No            | 2                  | On Loan: No      |
| HB ACQUISITIONS LLC                                    | HB Acquisitions LLC 2024 AUD Term Loan A                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AU        |     3574470 | PA      | $2441543.73    | 0.07%             | 2029-08-07      | Floating      | 10.49%                | No            | 3                  | On Loan: No      |
| INFINITY BIDCO US LLC                                  | Infinity Bidco US LLC 2025 PIK Tranche 1 Term Loan                               | CUSIP: 000000000<br>LEI: 9845004UA0038RFF8C33 | Long             | LON              | CORP              | US        |     5645294 | PA      | $5927558.72    | 0.16%             | 2026-04-30      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| H-Food Holdings LLC                                    | H-Food Holdings LLC 2025 Exit Term Loan                                          | CUSIP: 000000000<br>LEI: 549300JY2LK0EQ95YT44 | Long             | LON              | CORP              | US        |     1788850 | PA      | $1788850.04    | 0.05%             | 2030-03-29      | Floating      | 10.17%                | No            | 2                  | On Loan: No      |
| FTAI Infrastructure Inc                                | FTAI Infrastructure Inc 2026 Fixed Term Loan                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    12319397 | PA      | $11949815.44   | 0.33%             | 2028-02-01      | Fixed         | 9.75%                 | No            | 3                  | On Loan: No      |
| Taurus CMBS Trust 2020-NL1X                            | Taurus 2020-1 NL DAC                                                             | CUSIP: 000000000<br>LEI: 635400KCMIB1QHAROM23 | Long             | ABS-MBS          | CORP              | IE        |      472428 | PA      | $510733.69     | 0.01%             | 2030-02-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MENLO 2024-1X E FLOAT 01/20/38                         | MENLO 2024-1X E FLOAT 01/20/38                                                   | CUSIP: 000000000<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-MBS          | CORP              | KY        |      500000 | PA      | $496638.00     | 0.01%             | 2038-01-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Bausch & Lomb Corporation                              | Bausch & Lomb Corporation 2025 Repriced Term Loan                                | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      306581 | PA      | $306964.14     | 0.01%             | 2031-01-15      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| Bausch Health Companies Inc                            | Bausch Health Companies Inc 2025 Term Loan B                                     | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |     1249829 | PA      | $1204347.89    | 0.03%             | 2030-10-08      | Floating      | 9.92%                 | No            | 2                  | On Loan: No      |
| adidas AG                                              | adidas AG                                                                        | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Short            | EC               | CORP              | DE        |         -69 | NS      | $-11168.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BASF SE                                                | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Short            | EC               | CORP              | DE        |        -700 | NS      | $-43113.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Mercedes-Benz Group AG                                 | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Short            | EC               | CORP              | DE        |       -4068 | NS      | $-250030.99    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |        8300 | NS      | $247174.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Lufthansa AG                                  | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Short            | EC               | CORP              | DE        |       -4148 | NS      | $-35323.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Post AG                                       | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Short            | EC               | CORP              | DE        |       -1153 | NS      | $-60771.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Daimler Truck Holding AG                               | Daimler Truck Holding AG                                                         | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Short            | EC               | CORP              | DE        |       -1363 | NS      | $-67121.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Dr Ing hc F Porsche AG                                 | Dr Ing hc F Porsche AG                                                           | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Short            | EP               | CORP              | DE        |         -92 | NS      | $-4190.97      | -0.00%            |  |  |  | Yes           | 2                  | On Loan: No      |
| Infineon Technologies AG                               | Infineon Technologies AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |       14631 | NS      | $663752.58     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Hensoldt AG                                            | HENSOLDT AG                                                                      | CUSIP: 000000000<br>LEI: 894500686FYLLZD3M624 | Short            | EC               | CORP              | DE        |        -167 | NS      | $-14821.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Knorr-Bremse AG                                        | Knorr-Bremse AG                                                                  | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Short            | EC               | CORP              | DE        |        -133 | NS      | $-15195.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Rheinmetall AG                                         | Rheinmetall AG                                                                   | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |         219 | NS      | $369406.33     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SAP SE                                                 | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Short            | EC               | CORP              | DE        |        -251 | NS      | $-42791.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Siemens AG                                             | Siemens AG                                                                       | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |        4071 | NS      | $991834.03     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| RENK Group AG                                          | RENK Group AG                                                                    | CUSIP: 000000000<br>LEI: 894500H8CNSZ53EI6K63 | Short            | EC               | CORP              | DE        |         -48 | NS      | $-2869.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Siemens Energy AG                                      | Siemens Energy AG                                                                | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |        5312 | NS      | $916051.34     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Volkswagen AG                                          | Volkswagen AG                                                                    | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Short            | EP               | CORP              | DE        |        -273 | NS      | $-27925.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Curo Group Holdings Corp.                              | CURO GROUP HOLDINGS CORP                                                         | CUSIP: 000000000<br>LEI: 54930007KH8KCGJ4YE72 | Long             | EC               | CORP              | US        |       24194 | NS      | $241940.00     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Aeolus Property Catastrophe Keystone Fund LP           | Aeolus Property Catastrophe Keystone Fund LP                                     | CUSIP: 000000000<br>LEI: 549300M81L7DY2FLM778 | Long             | EC               | CORP              | US        |           1 | NS      | $4024770.49    | 0.11%             |  |  |  | No            | N/A                | On Loan: No      |
| Kirkoswald Global Ltd.                                 | Kirkoswald Global Ltd.                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             |  | PF                | US        |      476987 | NS      | $70088427.28   | 1.94%             |  |  |  | No            | N/A                | On Loan: No      |
| HEARTHSIDE EQUITY                                      | HEARTHSIDE EQUITY                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      161707 | NS      | $2991579.50    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| ASML Holding NV                                        | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |          74 | NS      | $98401.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ImageneBio, Inc.                                       | IMAGENEBIO INC RIGHTS                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1700 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| ATI Physical Therapy, Inc.                             | ATI Physical Therapy, Inc.                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      214905 | NS      | $290121.75     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| ATI Physical Therapy, Inc.                             | ATI Physical Therapy, Inc.                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |         912 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| TransCode Therapeutics, Inc.                           | TRANSCODE THERAPEUTICS INC CVR RTS                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           1 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Datavault AI, Inc.                                     | DATAVAULT AI INC                                                                 | CUSIP: 000000000<br>LEI: 549300ZRVZV7FC0R7594 | Short            | EC               | CORP              | US        |       -1328 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Hearthside LLC                                         | HEARTHSIDE CPS1145 EQUITY                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       60595 | NS      | $1121007.50    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Shell PLC                                              | SHELL PLC-DRP                                                                    | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | XX        |       34348 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Credit Suisse AG                                       | CREDIT SUISSE 6.25% PERP AT1 NON FINMA_TRADE CLAIM                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      235000 | NS      | $65212.50      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Doncasters/DPC Equity                                  | DONCASTERS/ DPC EQUITY                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       32640 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| BE SEMICONDUCTOR INDUSTRIES                            | BE SEMICONDUCTOR INDUSTRIES                                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | NL        |         -37 | NS      | $-7925.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WOLTERS KLUWER - CVA                                   | WOLTERS KLUWER - CVA                                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | NL        |       -1317 | NS      | $-98364.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ferrari NV                                             | Ferrari NV                                                                       | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |         950 | NS      | $322338.55     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MeiraGTx Holdings plc                                  | MeiraGTx Holdings plc                                                            | CUSIP: 000000000<br>LEI: 54930007YV6NYIOGFZ57 | Short            | EC               | CORP              | KY        |       -5400 | NS      | $-46764.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pharvaris NV                                           | Pharvaris NV                                                                     | CUSIP: 000000000<br>LEI: 9845003BE146D3B75D32 | Long             | EC               | CORP              | NL        |         700 | NS      | $19775.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Safe Bulkers Inc                                       | Safe Bulkers Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | MH        |        8000 | NS      | $50640.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zhong Yang Financial Group Ltd.                        | TOP Financial Group Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -500 | NS      | $-414.05       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SciSparc Ltd.                                          | SCISPARC LTD                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |        -125 | NS      | $-457.50       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ECARX Holdings Inc                                     | ECARX Holdings Inc                                                               | CUSIP: 000000000<br>LEI: 52990069BMNV7U0HPL62 | Short            | EC               | CORP              | KY        |      -17047 | NS      | $-16668.55     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ruffer SICAV - Ruffer Total Return International       | Ruffer SICAV - Ruffer Total Return International                                 | CUSIP: 000000000<br>LEI: 213800VFUQ1XSQZPAR79 | Long             | EC               | RF                | LU        |    40229307 | NS      | $84171779.14   | 2.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Zura Bio Ltd                                           | Zura Bio Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300LQXD6M2MIQFN24 | Long             | EC               | CORP              | KY        |        1500 | NS      | $8925.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Viking Holdings Ltd                                    | Viking Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: 52990032GOPN7BVQMN13 | Long             | EC               | CORP              | BM        |       24100 | NS      | $1770868.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PANASONIC CORP- CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -44848450 | OU      | $-17617.16     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EASYJET AIRLINE CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      119961 | OU      | $-4255.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | 3I GROUP PLC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -262793 | OU      | $29679.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEW CHINA LIFE INSURANCE C-H CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      403536 | OU      | $-1454.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AAC TECHNOLOGIES HOLDINGS INC CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      352000 | OU      | $2290.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SWIRE PROPERTIES LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |      -27936 | OU      | $47.62         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NORTHERN STAR RESOURCES LTD (CFD)                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -113414 | OU      | $-17547.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CITIGROUP INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      907075 | OU      | $14381.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CITIGROUP INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      899270 | OU      | $14247.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GENERAL MOTORS CO CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     2832004 | OU      | $-45629.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GENERAL MOTORS CO CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      300010 | OU      | $-2009.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PVH CORP CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      678683 | OU      | $35310.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PVH CORP CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -11074 | OU      | $-576.15       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JAPAN TOBACCO INC CFD - DB 9.11.12 OPP                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   105397069 | OU      | $45624.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JAPAN AIRLINES CO LTD CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     1799000 | OU      | $92.98         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TRS INTEL CORP CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1289009 | OU      | $-3514.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRS INTEL CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       52020 | OU      | $141.84        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WPP GROUP PLC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |     -128964 | OU      | $-8641.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VODAFONE GROUP PLC CMN CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      241227 | OU      | $18365.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | QBE INSURANCE STK CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STANDARD CHARTERED PLC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      745317 | OU      | $6621.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BRITISH LAND CO PLC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      143136 | OU      | $4621.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | T-MOBILE US INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1121459 | OU      | $-6822.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | T-MOBILE US INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     1090562 | OU      | $6634.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DCC PLC (GBP) CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      113342 | OU      | $4946.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CFD RIO TINTO PLC ORD 10P (REG) 100.0 DIV                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -682762 | OU      | $-89901.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEXT PLC CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      409533 | OU      | $30509.64      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | E.ON SE CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |    -1178280 | OU      | $-30798.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZOETIS INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7375 | OU      | $190.72        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COMPAGNIE DE ST-GOBAIN EUR 4.00 100 CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -512383 | OU      | $-6779.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GSK PLC                                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -65645 | OU      | $-6463.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HISCOX LTD-CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      120894 | OU      | $3019.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA MERCHANTS BANK - H (CFD)                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      849600 | OU      | $6025.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PEOPLE'S INSURANCE CO GROU-H CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |       23400 | OU      | $-198.52       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LLOYDS TSB GROUP PLC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      974811 | OU      | $13380.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EXTREME NETWORKS CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       24060 | OU      | $-142.74       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MONOTARO CO LTD CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -4020400 | OU      | $401.64        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DIAGEO PLC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -203908 | OU      | $-5197.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BHP BILLITON  LTD CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      229488 | OU      | $16317.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DMG MORI CO LTD SWAP                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -3566250 | OU      | $-701.36       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SK HYNIX INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |     1569400 | OU      | $-126591.41    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STEADFAST GROUP LTD CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -87051 | OU      | $-381.87       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GLENCORE XSTRATA PLC CMN CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |      602680 | OU      | $87595.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INDUSTRIA DE DISENO TEXTIL S.A*. CMN CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      838424 | OU      | $5032.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OCADO GROUP PLC CMN CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       21267 | OU      | $-1442.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RENAULT CMN EUR3.81 CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      159109 | OU      | $10448.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FORTINET INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -844006 | OU      | $10706.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FORTINET INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -495378 | OU      | $6284.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PBF ENERGY INC SWAP                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       41092 | OU      | $908.46        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VONOVIA SE CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       85113 | OU      | $2997.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NEXSTAR BROADCASTING GROUP INC CFD                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      199388 | OU      | $-42789.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEXSTAR BROADCASTING GROUP INC CFD                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -65849 | OU      | $14131.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RUBIS CFD                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       59421 | OU      | $4461.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RENESAS ELECTRONICS CORP CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    43926800 | OU      | $-846.31       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA LIFE INSURANCE CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |     3096380 | OU      | $-15248.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | XINYI SOLAR HOLDINGS LTD CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -648000 | OU      | $7682.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VALMET CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |     -189851 | OU      | $2233.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SWEDISH ORPHAN BIOVITRUM AB CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -1952640 | OU      | $-21057.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SCHLUMBERGER STK CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CW        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SCHLUMBERGER STK CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CW        |     -849513 | OU      | $-36912.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SCHLUMBERGER STK CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CW        |     -114162 | OU      | $-4960.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HERBALIFE LTD CFD (CS)                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -36301 | OU      | $60.55         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SCHINDLER HOLDING-PART CERT CHF CFD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      142637 | OU      | $804.41        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MITSUBISHI UFJ FINANCIAL GROUP BACL SHORT JPYCFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    41544900 | OU      | $12555.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CYBER AGENT ORD CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     7520800 | OU      | $520.31        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PETS AT HOME GROUP PLC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       13706 | OU      | $283.67        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ISS A/S CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      232632 | OU      | $1643.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PROTECTOR FORSIKRING ASA                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     -203375 | OU      | $1567.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TAIWAN SEMICON CFD (USD)                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | TW        |     3384762 | OU      | $85309.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KOREA AEROSPACE INDUSTRIES CFD(USD)                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |      -11575 | OU      | $499.72        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PAYLOCITY HOLDING CORP CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -329618 | OU      | $20191.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PAYLOCITY HOLDING CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      124642 | OU      | $-7635.15      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NORTHLAND POWER INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      144006 | OU      | $5907.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EURONEXT ORD CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -20732 | OU      | $-1087.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SSP GROUP LTD-WI CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -59783 | OU      | $850.36        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALLY FINANCIAL INC - CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -115268 | OU      | $-29.39        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALLY FINANCIAL INC - CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       56634 | OU      | $14.44         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SAMSUNG LIFE INSURANCE CO LT CFD (USD)                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |       -5179 | OU      | $-11.52        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MPLX LP CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     9954195 | OU      | $-268160.76    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOFTBANK CORP-MLI-CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -54358500 | OU      | $-34908.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHARTER COMMUNICATION-A CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -199714 | OU      | $673.06        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INWIDO AB-WHEN ISSUED- CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -198288 | OU      | $-839.36       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PRAIRIESKY ROYALTY LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       15624 | OU      | $-27.84        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AKER SOLUTIONS HOLDING ASA CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      520567 | OU      | $3532.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KADOKAWA DWANGO CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -3397000 | OU      | $-2778.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SKYLARK CO LTD CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    11854800 | OU      | $2906.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CITIZENS FINANCIAL GROUP CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      783368 | OU      | $26886.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SAIZAEIYA CO LTD CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3930000 | OU      | $-464.19       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUMITOMO MITSUI TRUST HOLDINGS - CFD                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     8715600 | OU      | $2424.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENTRA ASA CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |       14545 | OU      | $-8.55         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RECRUIT HOLDINGS CO LTD CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    73838700 | OU      | $44510.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZENSHO CO LTD CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -8286300 | OU      | $-332.54       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HUBSPOT INC - CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       -1310 | OU      | $89.80         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HUBSPOT INC - CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      297176 | OU      | $-20366.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MEDIBANK PRIVATE LTD AU CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       40510 | OU      | $489.67        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOKIO MARINE HOLDINGS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    62669900 | OU      | $107385.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HULIC CO LTD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -10669211 | OU      | $-1547.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WAYFAIR INC- CLASS A CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1437950 | OU      | $-25355.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WAYFAIR INC- CLASS A CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -188720 | OU      | $3327.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LIBERTY BROADBAND C - CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1981102 | OU      | $-2753.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MINERVA SA CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BR        |      -26526 | OU      | $-2190.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHANGHAI FOSUN PHARMACEUTI-H CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      234072 | OU      | $3280.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NIKON CORPORATION CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3080000 | OU      | $132.45        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RITHM CAPITAL CORP CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -885307 | OU      | $-41040.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RITHM CAPITAL CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       60747 | OU      | $2816.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LENDINGCLUB CORP CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4944 | OU      | $118.47        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CGN POWER CO LTD-H - CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      118660 | OU      | $171.41        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AGL ENERGY LTD CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       66557 | OU      | $2499.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SAMSUNG C&T CORP CFD (USD)                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |       69360 | OU      | $-2411.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMADEUS IT HOLDING SA CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |     -224916 | OU      | $311.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RENTOKIL INITIAL PLC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -181453 | OU      | $-3622.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WHITBREAD PLC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      128981 | OU      | $870.53        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HEIDELBERGER CEMENT AG CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -96228 | OU      | $-2734.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MERLIN PROPERTIES SOCIMI SA CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      264281 | OU      | $14185.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | K+S AG CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       39965 | OU      | $3832.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOYOTA BOSHOKU CORP EQ                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      254050 | OU      | $-33.03        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OPEN HOUSE CO LTD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     1931600 | OU      | $647.34        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WH GROUP LTD CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      744910 | OU      | $12127.05      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AVON RUBBER PLC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        4514 | OU      | $-181.70       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HONG KONG EXCHANGE & CLEAR CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |     4208600 | OU      | $18198.64      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ZILLOW GROUP INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -369944 | OU      | $28393.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUMCO CORP CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     2713200 | OU      | $1686.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SWISS PRIME SITE-REG CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -350084 | OU      | $-3079.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INTERNATIONAL GAME TECHNOLOGY PLC CFD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        5403 | OU      | $-128.34       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CELLNEX TELECOM SAU CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      106300 | OU      | $11861.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GODADDY INC - CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -269048 | OU      | $4669.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GODADDY INC - CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      312627 | OU      | $-5425.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ETSY INC CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -147969 | OU      | $7075.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ETSY INC CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -153638 | OU      | $7346.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VIRTU FINANCIAL INC-CLASS A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       47683 | OU      | $1223.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IMCD GROUP NV - W/I CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |     -298246 | OU      | $-76785.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOUTH32 LTD CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       40333 | OU      | $3893.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRAVELSKY TECHNOLOGY LTD-H - CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      221295 | OU      | $-844.85       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CREDIT AGRICOLE SA CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |        7702 | OU      | $-17.77        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COLLIERS INTERNATIONAL GROUP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -26665 | OU      | $-1145.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CK ASSET HOLDINGS LTD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -376040 | OU      | $-678.26       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DBV TECHNOLOGIES SA CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |        4238 | OU      | $422.08        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VOLKSWAGEN AG PFD - CFD (EUR)                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -281633 | OU      | $-9073.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PAYCOM SOFTWARE INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -214697 | OU      | $8564.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PAYCOM SOFTWARE INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       40382 | OU      | $-1610.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PAYPAL HOLDINGS  INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -509943 | OU      | $2914.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PAYPAL HOLDINGS  INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      158715 | OU      | $-907.14       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | QUAKER CHEMICAL CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10759 | OU      | $-546.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASAHI INTECC CO LTD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     4157400 | OU      | $1564.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GLAUKOS CORP                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1141265 | OU      | $-8759.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GLAUKOS CORP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13218 | OU      | $-23.69        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HANNOVER RUECKVERSICHERU-REG CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      276304 | OU      | $20501.64      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WELLS FARGO & COMPANY CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -684324 | OU      | $-11626.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENTAIN PLC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IM        |     -244093 | OU      | $11647.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ICG PLC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       62817 | OU      | $2973.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TELADOC INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -31307 | OU      | $51.17         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AIXTRON AG CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -40876 | OU      | $265.73        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SHOPIFY INC - CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      986481 | OU      | $-20202.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHOPIFY INC - CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      475802 | OU      | $-9743.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TECHNOLOGY ONE LIMITED CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -95800 | OU      | $399.66        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TARGET CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -28158 | OU      | $-1536.15      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CIA DISTRIB INTEGRAL LOGISTA CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       89432 | OU      | $5082.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASML HOLDING NV CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |     1119588 | OU      | $-22828.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SMA SOLAR TECHNOLOGY AG - CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -14881 | OU      | $-4499.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ELEVANCE HEALTH INC                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      112147 | OU      | $1732.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TAYLOR WIMPEY PLC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       87333 | OU      | $1511.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COSMO ENERGY HOLDINGS CO LTD CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     9116100 | OU      | $1967.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BRAVIDA HOLDING AB CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -861323 | OU      | $-1743.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SINCH AB                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -1632682 | OU      | $-22045.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALTRIA GROUP IN CFD (USD)                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1459077 | OU      | $36256.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALTRIA GROUP IN CFD (USD)                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     1208805 | OU      | $29035.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DIPLOMA PLC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       11952 | OU      | $548.61        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HEWLETT PACKARD ENTERPRIS CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      315337 | OU      | $21050.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HEWLETT PACKARD ENTERPRIS CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -687682 | OU      | $-39142.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMUNDI SW MSIN CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -46793 | OU      | $-1688.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TECO ELECTRIC & MACHINERY CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |    -2008800 | OU      | $1956.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KIWOOM SECURITIES CO LTD (USD) CFD                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |   -13714718 | OU      | $-381.34       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SAMSUNG ELECTRO-MECHANICS CO CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |    -6362725 | OU      | $-143.49       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SAMSUNG ELECTRONICS CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |  -516199420 | OU      | $10348.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SAMSUNG ENGINEERING CO LTD CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |    63343900 | OU      | $1924.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SAMSUNG LIFE INSURANCE CO LT CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |    -2611854 | OU      | $-25.00        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PARADISE CO LTD KQPARADISE CO CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |     6713400 | OU      | $24.61         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MELROSE INDUSTRIES PLC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       58590 | OU      | $3161.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SCANDIC HOTELS GROUP AB-W/I CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -1205786 | OU      | $-6137.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PURE STORAGE-B  PIPE (CFD)                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       41770 | OU      | $-3512.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HON HAI PRECISION INDUSTRY CFD USD                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | TW        |      -18326 | OU      | $-11.89        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CIE FINANCIERE RICHEMONT-REG  SWP                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      891870 | OU      | $12619.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ATLASSIAN CORP PLC-CLASS A CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1132892 | OU      | $-93786.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ATLASSIAN CORP PLC-CLASS A CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      328905 | OU      | $-19459.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NANYA TECHNOLOGY CORPORATION CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |    13603000 | OU      | $-18895.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HYUNDAI MOBIS CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |    -8038945 | OU      | $-169.83       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NOKIA OYJ (CFD) EUR                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |     -249325 | OU      | $-4228.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HYUNDAI MOTOR CO LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |    -2881079 | OU      | $32.66         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MICRO-STAR INTERNATIONAL CO CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |     -181723 | OU      | $251.90        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHUNGHWA TELECOM CO LTD CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      810807 | OU      | $-348.64       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ONEMAIN HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      526811 | OU      | $8303.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ONEMAIN HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       60401 | OU      | $952.01        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HORNBACH HOLDING AG CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |        7253 | OU      | $204.53        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LEGAL & GENERAL GROUP PLC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -35277 | OU      | $-1507.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SCANDINAVIAN TOBACCO GROUP A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      159125 | OU      | $899.09        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WESFARMERS LIMITED CFD AUD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -56022 | OU      | $-507.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BEAZLEY PLC/UK CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |      225315 | OU      | $2427.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SILERGY CORP - CFD - TWD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -557000 | OU      | $-804.74       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SARTORIUS STEDIM BIOTECH CFD EUR                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -318467 | OU      | $-11491.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | 3SBIO INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     1222080 | OU      | $12179.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | S&P GLOABAL INC                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     2479297 | OU      | $-20406.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | S&P GLOABAL INC                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -187416 | OU      | $1542.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KONINKLIJKE AHOLD DELHAIZE NV CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      305898 | OU      | $2029.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | APPLE INC - BSK A                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1610039 | OU      | $14724.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | APPLE INC - BSK A CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     2968588 | OU      | $27149.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EDENRED CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       94112 | OU      | $-5300.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DEXUS PROPERTY GROUP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |        6522 | OU      | $26.80         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENCE ENERGIA Y CELULOSA SA CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       11105 | OU      | $422.93        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FORVIA CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -142991 | OU      | $-5567.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COVIVIO                                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       76262 | OU      | $-1251.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FRASERS GROUP PLC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        2008 | OU      | $54.87         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASTRAZENECA CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |    -1365955 | OU      | $-135688.63    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ING GROEP N.V  CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |     -188870 | OU      | $-3624.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ROYAL CARIBBEAN CRUISES LTD CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | LR        |      181882 | OU      | $-2464.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ROYAL CARIBBEAN CRUISES LTD CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LR        |     -746497 | OU      | $10115.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BARRATT REDROW PLC                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -170797 | OU      | $3661.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NESTLE SA-REGISTERED CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -341511 | OU      | $-20093.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA OVERSEAS LAND & INVEST CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |     -380480 | OU      | $801.74        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BRITISH AMERICAN TOB PLC                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |     2092128 | OU      | $19866.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BRITISH AMERICAN TOB PLC                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      282708 | OU      | $2684.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KYUSHU RAILWAY COMPANY CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     8146600 | OU      | $831.72        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ADIENT PLC                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |       30807 | OU      | $-492.44       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LAMB WESTON HOLDING INC                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -82242 | OU      | $-2785.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VALVOLINE INC CFD (USD)                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -734408 | OU      | $217.99        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WINNEBAGO STK CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        6353 | OU      | $-619.75       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WORKIVA INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -41438 | OU      | $1188.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IWG PLC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |      -73032 | OU      | $-2523.85      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HANNSTAR BOARD CORP - CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |    -1230496 | OU      | $-310.04       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HILTON WORLDWIDE HOLDINGS IN CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      348477 | OU      | $3952.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SBA COMMUNICATIONS CORP CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1546100 | OU      | $1168.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BASIC-FIT NV-W/I CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       -6969 | OU      | $-125.62       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PERSIMMON PLC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      227827 | OU      | $-16087.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PING AN INSURANCE GROUP CO-H CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      805000 | OU      | $4986.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALIBABA HEALTH INFORMATION TECHNOLOGY LTD CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |     -864800 | OU      | $-665.86       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UNILEVER PLC CFD GBP                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -56098 | OU      | $6340.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PARK24 CO LTD CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -4901000 | OU      | $-836.46       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SNAP INC - A CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -856458 | OU      | $-17091.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SNAP INC - A CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       77252 | OU      | $1541.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CONVATEC GROUP PLC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -54359 | OU      | $-107.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SEGA SAMMY HOLDING INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -1495200 | OU      | $183.78        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | THYSSENKRUPP AG                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -87435 | OU      | $3439.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INTERNATIONAL PETROLEUM CORP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      498043 | OU      | $5460.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARCELORMITTAL CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |      -31699 | OU      | $-545.89       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TECHNIPFMC PLC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |       47396 | OU      | $787.61        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TECHNIPFMC PLC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -107236 | OU      | $-1782.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHARP CORP CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     2374680 | OU      | $629.07        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HYUNDAI ROBOTICS CO LTD CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |    23473818 | OU      | $774.32        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AYVENS SA CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -193891 | OU      | $-6576.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DELIVERY HERO AG (CFD)                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -393417 | OU      | $11366.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GATX CORP CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2875 | OU      | $-27.54        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LYNAS RARE EARTHS LTD SWAP                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -97953 | OU      | $-2599.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PTC THERAPEUTICS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       55062 | OU      | $1417.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZEHNDER GROUP AG-RG CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |        9447 | OU      | $-186.80       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BANCO BTG PACTUAL SA-UNIT CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |      109911 | OU      | $819.52        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KOMATSU LTD CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     2974500 | OU      | $1167.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CAPCOM CO LTD CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -17666400 | OU      | $3543.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GUOTAI JUNAN SECURITIES CO-H CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |     -353460 | OU      | $832.12        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VISTRA ENERGY CORP CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -756299 | OU      | $4799.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VISTRA ENERGY CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      153559 | OU      | $-974.40       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GLOBAL BRANDS MANUFACTURE (CFD)                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |     -278400 | OU      | $79.87         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA LITERATURE LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -593152 | OU      | $2215.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COSMO PHARMACEUTICALS NV CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -11766 | OU      | $-926.55       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LATOUR INVESTMENT AB-B SHS CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -329876 | OU      | $-2210.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BLACKLINE INC                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1368844 | OU      | $-103296.08    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BLACKLINE INC                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       10805 | OU      | $-815.40       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MEDPACE HOLDINGS INC                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -588526 | OU      | $-29958.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MEDPACE HOLDINGS INC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      123371 | OU      | $6280.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NOVOCURE LTD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |       16749 | OU      | $-1303.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TRADE DESK INC                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -433639 | OU      | $22813.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRADE DESK INC                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       91896 | OU      | $-4834.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TWILIO INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      248334 | OU      | $-2481.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TWILIO INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       43780 | OU      | $-371.68       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | APPIAN CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -469485 | OU      | $33792.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | APPIAN CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7378 | OU      | $531.08        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SIEMENS HEALTHINEERS AG SWP                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -699049 | OU      | $-6200.73      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WUXI BIOLOGICS CAYMAN INC SWAP W/GS                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -307800 | OU      | $-1600.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZURICH FINANCIAL SERVICE-REG CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      785386 | OU      | $51144.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TESLA INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     1180324 | OU      | $-27527.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EDP RENOVAVEIS SA SWAP W/ CS                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |     -228110 | OU      | $-19438.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GMO PAYMENT GATEWAY INC  SWP CITI                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -3817500 | OU      | $-2077.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ADYEN NV CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |    -1373914 | OU      | $21707.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RIO TINTO LIMITED CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -341818 | OU      | $-33085.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RAIA DROGASIL SA CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |     -223395 | OU      | $-463.14       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MEITUAN-W ORD CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |    -1714720 | OU      | $-25753.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KNORR-BREMSE AG CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       92857 | OU      | $-274.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DUFRY AG-REG  SWP GS                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -59039 | OU      | $-2848.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KONICA CORPORATION CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -145650 | OU      | $-88.81        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KUNLUN ENERGY CO LTD  SWP JFP                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      334979 | OU      | $-6170.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COCA-COLA EUROPEAN PARTNERS CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |     -907567 | OU      | $18819.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COCA-COLA EUROPEAN PARTNERS CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -18162 | OU      | $572.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TAKEDA PHARMACEUTIC-SP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      -64949 | OU      | $-2278.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DELL TECHNOLOGIES -C  SWP BOA                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -1145053 | OU      | $3200.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NORWEGIAN AIR SHUTTLE-RTS SWP HSBC                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     1312246 | OU      | $-481.54       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DAITO TRUST CONSTRUCT CO LTD SWAP W/MS                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -6904000 | OU      | $-3366.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GDS HOLDINGS LTD - ADR CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      694101 | OU      | $-32982.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ELANCO ANIMAL HEALTH INC  SWP DB                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      633729 | OU      | $-13224.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ELANCO ANIMAL HEALTH INC  SWP DB                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -39585 | OU      | $866.34        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | 3071 (EQUITY SWAP (ACCRUE) )                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -191657 | OU      | $-759.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MEDACTA GROUP SA CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -21727 | OU      | $-608.83       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STADLER RAIL AG CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -18463 | OU      | $-496.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CIGNA CORP CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      527164 | OU      | $10604.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CIGNA CORP CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       31640 | OU      | $636.46        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FIRST MAJESTIC SILVER CORP CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -85843 | OU      | $-10193.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | H WORLD GROUP LTD CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      700032 | OU      | $7598.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INNOVATIVE INDUSTRIAL PROPER CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        5552 | OU      | $-235.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MONGODB INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -795431 | OU      | $82905.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MONGODB INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -137445 | OU      | $14325.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SSR MINING INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |       51647 | OU      | $10916.64      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SSR MINING INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       63387 | OU      | $13229.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ST GALLER KANTONALBANK AG                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -20860 | OU      | $-652.87       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ANTERO MIDSTREAM CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -58089 | OU      | $404.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CANON INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     5588461 | OU      | $858.66        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ELEMENT SOLUTIONS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -69101 | OU      | $-2149.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CFD MAN GROUP PLC CITGBE                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |      -30291 | OU      | $-1941.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SAMSUNG ELECTRONICS CFD (USD)                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |      150095 | OU      | $-7636.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | C&C GROUP PLC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |        6683 | OU      | $676.36        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | YETI HOLDINGS INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -57699 | OU      | $1460.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | YETI HOLDINGS INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       13214 | OU      | $-334.40       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CYTOKINETICS INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -31511 | OU      | $-2564.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DYNATRACE INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -61504 | OU      | $2150.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DYNATRACE INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      129554 | OU      | $-3895.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GEN DIGITAL INC                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -147560 | OU      | $15373.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GEN DIGITAL INC                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       44899 | OU      | $-4677.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CARLYLE GROUP INC/THE CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      255040 | OU      | $3797.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CARLYLE GROUP INC/THE CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -17260 | OU      | $-257.02       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DATADOG INC - CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -381745 | OU      | $33025.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DATADOG INC - CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -115179 | OU      | $7871.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CLOUDFLARE INC - CLASS A CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -874657 | OU      | $56724.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CLOUDFLARE INC - CLASS A CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -446816 | OU      | $28977.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | O-I GLASS INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        4467 | OU      | $-126.12       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BUDWEISER BREWING CO APAC LT CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -122670 | OU      | $-439.71       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEOGENOMICS INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -26398 | OU      | $2216.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CARNIVAL CORP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      251889 | OU      | $4193.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HELVETIA HOLDING AG-REG CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -243560 | OU      | $-12958.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FUJITSU LIMITED CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    35735665 | OU      | $-2258.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AVANTOR INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3332 | OU      | $-118.09       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EVERSOURCE ENERGY                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -53660 | OU      | $-1140.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SL GREEN REALTY CORP                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -569648 | OU      | $26888.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SL GREEN REALTY CORP                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -43244 | OU      | $1908.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EVONIK INDUSTRIES AG CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       99687 | OU      | $21664.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PHILLIPS 66                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -799485 | OU      | $-24514.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PHILLIPS 66                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -166861 | OU      | $-5116.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMER ELEC PWR STK                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      569500 | OU      | $14068.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HARTFORD FINANCIAL SVCV                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -384350 | OU      | $567.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HARTFORD FINANCIAL SVCV                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2031 | OU      | $3.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UNITED PARCEL SERVICE - CL B                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      312837 | OU      | $2274.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UNITED PARCEL SERVICE - CL B                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -392047 | OU      | $-2849.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VINCI S.A. CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -416425 | OU      | $-12201.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WESBANCO INC                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8467 | OU      | $-224.28       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WHIRLPOOL STK CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      177115 | OU      | $-1659.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WHIRLPOOL STK CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      110928 | OU      | $-1039.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CROWDSTRIKE HOLDINGS INC - A                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -559622 | OU      | $31006.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CROWDSTRIKE HOLDINGS INC - A                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -119033 | OU      | $6595.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COUSINS PROPERTIES INC                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -178543 | OU      | $-2242.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COUSINS PROPERTIES INC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6620 | OU      | $-83.16        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NATIONAL RETAIL PROPERTIES INC CFD                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        2126 | OU      | $-24.50        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KRAFT HEINZ CO/THE                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      133220 | OU      | $8039.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MICROSOFT SWP GS                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     4640811 | OU      | $-155461.11    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MICROSOFT SWP GS                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      622758 | OU      | $-20861.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BURLINGTON STORES INC                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -455584 | OU      | $-9709.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NATERA INC                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |        7804 | OU      | $-3.90         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NATERA INC                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      171677 | OU      | $-85.80        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PING AN HEALTHCARE AND TECHN CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -468561 | OU      | $-1365.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HOWMET AEROSPACE INC                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -201578 | OU      | $4765.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HOWMET AEROSPACE INC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      311101 | OU      | $-7354.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PINTEREST INC- CLASS A                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      348185 | OU      | $-10673.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PINTEREST INC- CLASS A                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      194214 | OU      | $-5953.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ZOOM VIDEO COMMUNICATIONS-A                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -78496 | OU      | $-2457.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZOOM VIDEO COMMUNICATIONS-A                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -211712 | OU      | $-6627.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ADVANCED MICRO DEVICES CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -945300 | OU      | $-3498.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ADVANCED MICRO DEVICES CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       59993 | OU      | $222.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MOODYS CORPORATION                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1592263 | OU      | $-17400.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MOODYS CORPORATION                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      202451 | OU      | $-2212.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | POST HOLDINGS INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -72331 | OU      | $-1121.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | POST HOLDINGS INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       68048 | OU      | $1055.49       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARES MANAGEMENT CORP                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      140434 | OU      | $2595.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MATCH GROUP INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      528840 | OU      | $-8305.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MATCH GROUP INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -19032 | OU      | $298.90        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DENSO CORP CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -17894400 | OU      | $-5050.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PALOMAR HOLDINGS INC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -27112 | OU      | $225.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | APPFOLIO INC - A                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        4341 | OU      | $-237.90       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FLAGSTAR FINANCIAL INC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       99411 | OU      | $4250.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ACCENTURE PLC                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |      131013 | OU      | $-1133.15      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ACCENTURE PLC CFD (USD)                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |     -226223 | OU      | $1956.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VITAL FARMS INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -16661 | OU      | $-523.31       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CAMPING WORLD HOLDINGS INC-A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -32372 | OU      | $551.45        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RAYMOND JAMES STK                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       47413 | OU      | $-211.90       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RAYTHEON TECHNOLOGIES CORP CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -788631 | OU      | $7772.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RAYTHEON TECHNOLOGIES CORP CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      539846 | OU      | $-5320.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PROGYNY INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       47889 | OU      | $-2738.77      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TWIST BIOSCIENCE CORP                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -19435 | OU      | $-1094.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PARSONS CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -286259 | OU      | $-15250.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PARSONS CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -60893 | OU      | $-3244.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TG THERAPEUTICS INC                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        9135 | OU      | $831.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CONSTRUCTION PARTNERS INC-A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -85063 | OU      | $833.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AXSOME THERAPEUTICS INC                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1019146 | OU      | $-79145.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AXSOME THERAPEUTICS INC                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       20860 | OU      | $1619.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NOVAVAX INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4724 | OU      | $767.88        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MOLSON COORS BREWING CO -B 1                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9856 | OU      | $-263.20       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUN COMMUNITIES STK CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -27615 | OU      | $659.12        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STATE STREET CORP                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -316701 | OU      | $-8558.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STATE STREET CORP                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8749 | OU      | $-236.43       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ADAPTIVE BIOTECHNOLOGIES                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -769891 | OU      | $-12399.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ADAPTIVE BIOTECHNOLOGIES                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       13838 | OU      | $222.86        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UNDER ARMOUR INC-CLASS A CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -76097 | OU      | $2806.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZALANDO SE CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -393843 | OU      | $1789.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VISTEON CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -615158 | OU      | $-36551.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VISTEON CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2660 | OU      | $-164.31       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CENTERPOINT ENERGY INC                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1087848 | OU      | $36470.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CENTERPOINT ENERGY INC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -56084 | OU      | $-1880.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LEVI STRAUSS & CO- CLASS A CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       96612 | OU      | $-575.42       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | APPLE HOSPITALITY REIT INCN CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       17288 | OU      | $-552.52       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PLANET FITNESS INC - CL A CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      398209 | OU      | $-3028.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PLANET FITNESS INC - CL A CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      125131 | OU      | $-1065.07      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ACI WORLDWIDE INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -364534 | OU      | $-1069.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ACI WORLDWIDE INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        2576 | OU      | $7.56          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EXPEDITORS INTL WASH CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      258734 | OU      | $4952.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALLISON TRANSMISSION HOLDING CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1227091 | OU      | $-25684.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALLISON TRANSMISSION HOLDING CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -15479 | OU      | $-324.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DANSKE BANK A/S CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     2886554 | OU      | $3277.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DOMINOS PIZZA INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      189269 | OU      | $-4133.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DOMINOS PIZZA INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       73360 | OU      | $-1602.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LENNOX INTERNATIONAL INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -36726 | OU      | $987.91        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LENNOX INTERNATIONAL INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -32910 | OU      | $885.27        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NRG ENERGY INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -318413 | OU      | $11811.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NRG ENERGY INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      248903 | OU      | $-9233.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EPAM SYSTEMS INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      322878 | OU      | $-761.28       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BLACKSTONE MORTGAGE TRUST IN CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        2194 | OU      | $46.80         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | QUEST DIAGNOSTICS INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1761965 | OU      | $-3423.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | QUEST DIAGNOSTICS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       45379 | OU      | $88.16         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RYMAN HOSPITALITY PROPERTIES CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -56782 | OU      | $-241.02       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COSTAR GROUP INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      502905 | OU      | $-30120.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COSTAR GROUP INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -30123 | OU      | $1804.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VERISK ANALYTICS INC-CL A CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       64152 | OU      | $-3242.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NEWS CORP/NEW-CL  CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -363997 | OU      | $-10052.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEWS CORP/NEW-CL  CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      123022 | OU      | $3397.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MGIC INVESTMENT STK                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      285786 | OU      | $4197.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MGIC INVESTMENT STK                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       40280 | OU      | $591.66        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMERICOLD REALTY TRUST CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      335677 | OU      | $5659.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMERICOLD REALTY TRUST CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -49160 | OU      | $-828.78       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CF INDUSTRIES HOLDINGS INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -242643 | OU      | $-19503.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CF INDUSTRIES HOLDINGS INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -132679 | OU      | $-10664.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARMSTRONG WORLD INDUSTRIES CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       21721 | OU      | $-132.31       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CARGURUS INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -568046 | OU      | $4961.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CARGURUS INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       29404 | OU      | $-256.80       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHUBB LTD CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -135444 | OU      | $182.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BJS WHOLESALE CLUB HOLDINGS CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      261133 | OU      | $6471.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ROYALTY PHARMA PLC - CL A CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       23900 | OU      | $1236.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BRUKER BIOSCIENCES CORP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -47305 | OU      | $-1709.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EXELON CORP                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1488025 | OU      | $-58360.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EXELON CORP                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      186888 | OU      | $7329.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SWISS LIFE HOLDINGB CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -610354 | OU      | $-42693.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SEMPRA ENERGY CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      541601 | OU      | $21499.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SEMPRA ENERGY CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      234117 | OU      | $9293.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RANGE RESOURCES CORP                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      134592 | OU      | $1445.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RANGE RESOURCES CORP                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       27178 | OU      | $291.84        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VOYA FINANCIAL INC                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -21672 | OU      | $-54.06        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GROUP 1 AUTOMOTIVE INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -924449 | OU      | $-24128.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GROUP 1 AUTOMOTIVE INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       57355 | OU      | $1496.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AGIOS PHARMACEUTICALS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       45791 | OU      | $9317.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INTERCONTINENTAL EXCHANGE INC CFD                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      529034 | OU      | $370.26        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INTERCONTINENTAL EXCHANGE INC CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -356933 | OU      | $-249.81       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RESTAURANT BRANDS INTL INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |     -216104 | OU      | $3197.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RESTAURANT BRANDS INTL INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       -5101 | OU      | $75.48         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MONOLITHIC POWER SYSTEMS INC                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -218499 | OU      | $-3451.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MONOLITHIC POWER SYSTEMS INC                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -746987 | OU      | $-11798.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INGREDION INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       30816 | OU      | $616.59        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHEWY INC - CLASS A                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        6690 | OU      | $302.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GENERAC HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -634011 | OU      | $20479.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GENERAC HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -162468 | OU      | $5227.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | 10X GENOMICS INC-CLASS A CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -430305 | OU      | $-46987.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | 10X GENOMICS INC-CLASS A CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -38146 | OU      | $-4165.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ICON PLC                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |      880772 | OU      | $90490.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ICON PLC                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |     -216455 | OU      | $-22238.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | POOL CORP                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6363 | OU      | $90.83         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ENTEGRIS INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -40829 | OU      | $-791.65       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENTEGRIS INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -101554 | OU      | $-1969.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALLEGIANT TRAVEL CO - CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -47129 | OU      | $936.13        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GROCERY OUTLET HOLDING CORP -CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       16957 | OU      | $1577.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MERCK KGAA CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -229758 | OU      | $-18399.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CLARIANT AG-REG CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -24629 | OU      | $-3497.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MURPHY USA INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      475286 | OU      | $36467.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MURPHY USA INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       21562 | OU      | $1654.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KILROY REALTY CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       46252 | OU      | $-805.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COPT DEFENSE PROPERTIES                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        3529 | OU      | $-101.92       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | POWER INTEGRATIONS INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       16701 | OU      | $1270.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | POWER INTEGRATIONS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9231 | OU      | $-702.28       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BIO-RAD LABORATORIES -CL A CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      531590 | OU      | $27582.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BIO-RAD LABORATORIES -CL A CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -16722 | OU      | $-838.87       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HIGHWOODS PROP STK - CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      333306 | OU      | $2509.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HIGHWOODS PROP STK - CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       33575 | OU      | $252.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CINCINNATI FINANCIAL CORP - CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7048 | OU      | $124.96        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HUNTINGTON BANCSHARES-CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14143 | OU      | $-333.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TEXAS CAPITAL BANCSHARES INC CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -190007 | OU      | $-1840.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TEXAS CAPITAL BANCSHARES INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       28073 | OU      | $295.63        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RADIAN GROUP INC - CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       33093 | OU      | $252.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GLOBUS MEDICAL INC - A CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -480876 | OU      | $5789.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GLOBUS MEDICAL INC - A CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        6279 | OU      | $-75.60        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CACI INTERNATIONAL INC -CL A - CFD                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      263997 | OU      | $-20343.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CACI INTERNATIONAL INC -CL A - CFD                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -98935 | OU      | $7565.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KINDER MORGAN INC - CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      540607 | OU      | $-2886.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KINDER MORGAN INC - CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     5717418 | OU      | $-30529.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KINDER MORGAN INC - CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -49351 | OU      | $263.52        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LEIDOS HOLDINGS INC -CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -50062 | OU      | $2162.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LEIDOS HOLDINGS INC -CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       33413 | OU      | $-286.86       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IDEX CORP -CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -224257 | OU      | $-1117.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PORTLAND GENERAL ELECTRIC CO - CFD                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       96233 | OU      | $3555.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PUBLIC STORAGE INC - CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |        -271 | OU      | $0.44          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PUBLIC STORAGE INC - CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -187753 | OU      | $304.48        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | T ROWE PRICE ASSOCIATES-CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       13109 | OU      | $321.84        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | US FOODS HOLDING CORP - CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -237641 | OU      | $-7545.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CHEMED CORP-CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -454826 | OU      | $-5261.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHEMED CORP-CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       20165 | OU      | $233.28        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALASKA AIRLINES STK-CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -24723 | OU      | $1184.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BEST BUY COMPANY INC                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -308272 | OU      | $-915.04       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BEST BUY COMPANY INC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -143574 | OU      | $-426.17       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FLOOR & DECOR HOLDINGS- CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -375912 | OU      | $11269.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FLOOR & DECOR HOLDINGS- CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -38754 | OU      | $1161.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WATSCO STK-CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -382573 | OU      | $21329.64      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WATSCO STK-CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -299355 | OU      | $16689.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LATTICE SEMICONDUCTOR CORP-CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1207507 | OU      | $-5886.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LATTICE SEMICONDUCTOR CORP-CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       20585 | OU      | $100.35        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LYFT INC- CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -29590 | OU      | $-1239.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CHIPOTLE MEXICAN GRILL-CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      402722 | OU      | $-16297.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHIPOTLE MEXICAN GRILL-CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      199960 | OU      | $-8091.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TOPBUILD CORP-CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       89176 | OU      | $1107.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOPBUILD CORP-CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -45109 | OU      | $-560.30       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ELASTIC NV-CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       37182 | OU      | $-2038.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SITEONE LANDSCAPE SUPPLY INC-CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -329850 | OU      | $2532.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SITEONE LANDSCAPE SUPPLY INC-CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       43327 | OU      | $-332.69       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LEMONADE INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      214720 | OU      | $-13454.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BENTLEY SYSTEMS INC - CLASS B CFD                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |        8602 | OU      | $-699.75       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BENTLEY SYSTEMS INC - CLASS B CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       15942 | OU      | $-1296.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STANDARD LIFE PLC                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -75724 | OU      | $-3595.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZOOMINFO TECHNOLOGIES INC-A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19930 | OU      | $-645.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BANCO BRADESCO SA-PREF CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |       68417 | OU      | $436.82        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BM&F BOVESPA SA CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |     -789576 | OU      | $-10067.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ILLINOIS TOOL WORKS                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      377046 | OU      | $-3530.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ESTEE LAUDER COMPANIES                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -862992 | OU      | $81847.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ESTEE LAUDER COMPANIES                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -153188 | OU      | $14528.64      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JFROG LTD CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |      -73182 | OU      | $-6176.35      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SONOS INC                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -44494 | OU      | $622.06        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CONCENTRIX CORP - WI CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -30463 | OU      | $5236.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INTELLIA THERAPEUTICS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      104185 | OU      | $-2304.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARRAY TECHNOLOGIES INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       34243 | OU      | $2435.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CAMECO CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      637960 | OU      | $18370.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CAMECO CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |        8446 | OU      | $243.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TREASURY WINE ESTATES LTD SWAP W/UBS                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       58675 | OU      | $1808.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | REDO DOR SAO LUIZ CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |      -87601 | OU      | $-572.45       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LOWES COMPANIES CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      169597 | OU      | $1469.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LOWES COMPANIES CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -701813 | OU      | $-6081.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STRIDE INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -407482 | OU      | $-3919.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PAPA JOHNS INTL INC-CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -63576 | OU      | $2677.49       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GREEN PLAINS INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3133 | OU      | $-222.36       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GREEN BRICK PARTNERS INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9522 | OU      | $-145.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AFFIRM HOLDINGS INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      108938 | OU      | $-802.40       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STELLANTIS NV                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      150702 | OU      | $10886.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMERICAN TOWER CORP - CL A CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      759126 | OU      | $-16859.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMERICAN TOWER CORP - CL A CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      113136 | OU      | $-2512.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WASHINGTON H. SOUL PATTINSON  SWP UBS                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       58334 | OU      | $3087.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ACADEMY SPORTS & OUTDOORS CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      141129 | OU      | $10157.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARGENX SE - ADR CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | NL        |     -458885 | OU      | $-32573.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARGENX SE - ADR CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       65458 | OU      | $4646.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ADT INC CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -323454 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UNITY SOFTWARE INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      683243 | OU      | $120529.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CLEVELAND-CLIFFS INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      127412 | OU      | $6664.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CLEVELAND-CLIFFS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       38255 | OU      | $2000.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | REYNOLDS CONSUMER PROD CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -86588 | OU      | $-1118.07      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | REYNOLDS CONSUMER PROD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       31588 | OU      | $414.91        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OPENDOOR TECHNOLOGIES INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       89197 | OU      | $-7363.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALLEGRO MICROSYSTEMS INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      344950 | OU      | $-2282.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GFL ENVIRONMENTAL INC SUB VT CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      739893 | OU      | $22664.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GFL ENVIRONMENTAL INC SUB VT CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       84765 | OU      | $2596.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VOLUTION GROUP PLC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -3526 | OU      | $64.59         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SITIME CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -67157 | OU      | $159.08        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SITIME CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -26309 | OU      | $62.32         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AIRBNB INC CL A CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -459822 | OU      | $21883.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AIRBNB INC CL A CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      718903 | OU      | $-34212.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARTISAN PARTNERS ASSET MGT CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6144 | OU      | $-78.66        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FRESHPET INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -327216 | OU      | $28937.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FRESHPET INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       62725 | OU      | $-4119.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRONOX HOLDINGS PLC-CL A CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        2815 | OU      | $926.86        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CENOVUS ENERGY INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      567418 | OU      | $39826.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STEPSTONE GROUP INC CL A CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -44543 | OU      | $-74.80        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VICI PROPERTIES INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      328658 | OU      | $3280.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CACTUS INC-CLASS A                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      786495 | OU      | $-5932.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CACTUS INC-CLASS A                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -53330 | OU      | $512.31        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VERIZON COMMUNICATIONS INC - CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -2759695 | OU      | $20733.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VERIZON COMMUNICATIONS INC - CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -1396564 | OU      | $10492.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRYG A/S  SWP MS                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     -593059 | OU      | $-1512.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OSCAR HEALTH INC CL A CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -313138 | OU      | $18978.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | QUANTUMSCAPE CORP CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -25662 | OU      | $2438.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MP MATERIALS CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1814717 | OU      | $170981.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MP MATERIALS CORP CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       51309 | OU      | $-4834.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BROADSTONE NET LEASE INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19860 | OU      | $-383.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | APPIER GROUP INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -3132600 | OU      | $-3580.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NIPPON YUSEN KABUSHIKI KAISH CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     9713800 | OU      | $1242.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FISHER & PAYKEL HEALTHCARE C CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NZ        |      -52057 | OU      | $-422.89       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NETSTREIT CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       24136 | OU      | $-241.11       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UIPATH INC - CLASS A CFD USD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      929595 | OU      | $-78935.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UIPATH INC - CLASS A CFD USD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -125485 | OU      | $10655.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INVITATION HOMES INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      108969 | OU      | $396.09        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TENABLE HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      612985 | OU      | $-101458.55    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TENABLE HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       56959 | OU      | $-8903.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COURSERA INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -27723 | OU      | $741.76        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OREILLY AUTOMOTIVE INC                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      860834 | OU      | $35035.05      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OREILLY AUTOMOTIVE INC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      382752 | OU      | $8919.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GLOBANT SA CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | LU        |      655169 | OU      | $18406.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GLOBANT SA CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |       -2512 | OU      | $-70.56        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HOLCIM LTD - CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      297830 | OU      | $10168.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHIMANO INC SWAP W/UBS                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -16215000 | OU      | $-2232.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FIRST ADVANTAGE CORP CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -462588 | OU      | $-20112.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SENTINELONE INC - CL A CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       74071 | OU      | $-7726.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SENTINELONE INC - CL A CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        2387 | OU      | $-249.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LEGALZOOMCOM INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       20366 | OU      | $-1978.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PALANTIR TECHNOLOGIES INC-A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      521765 | OU      | $-47232.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | XOMETRY INC-A CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      323627 | OU      | $-4993.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | XOMETRY INC-A CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3941 | OU      | $60.80         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INDEPENDENCE REALTY TRUST IN                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -19260 | OU      | $305.52        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MISTER CAR WASH INC                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1013154 | OU      | $-1451.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MAKITA CORP                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3584700 | OU      | $419.26        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TECHNOGYM SPA CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |        2536 | OU      | $17.53         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WENDYS CO THE                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -60839 | OU      | $1784.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CASEYS GENERAL STORES INC CS                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      296535 | OU      | $22267.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CASEYS GENERAL STORES INC CS                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -69733 | OU      | $-5236.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VICTORIAS SECRET  CO - CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -451912 | OU      | $-9555.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VICTORIAS SECRET  CO - CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      159717 | OU      | $3377.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LG ENERGY SOLUTION CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |     -105495 | OU      | $-17064.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STRAUMANN HOLDING AG REG CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -276450 | OU      | $-33732.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SEIGA MIX                                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |   180874038 | OU      | $-2426906.98   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NEW ORIENTAL EDUCATIO-SP ADR CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |    -1329161 | OU      | $-38396.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NATWEST GROUP PLC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     1177590 | OU      | $86667.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SEAGATE TECHNOLOGY HOLDINGS CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |      182213 | OU      | $-5529.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SEAGATE TECHNOLOGY HOLDINGS CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -12121 | OU      | $367.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GANFENG LITHIUM CO LTD-H CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      831410 | OU      | $28624.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DAIMLER TRUCK HOLDING AG CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       26177 | OU      | $1161.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RENTOKIL INITIAL PLC-SP USD CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       10652 | OU      | $113.74        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MARKS & SPENCER GROUP PLC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       70982 | OU      | $2178.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NOBLE CORP PLC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |     1274922 | OU      | $31959.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NOBLE CORP PLC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -253137 | OU      | $-6345.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INTERNATIONAL CONSOLIDATED AIR CFD GBP                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      512545 | OU      | $-8806.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FORT BAKER ALPHASWAP                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |   208440363 | OU      | $-536262.07    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GE HEALTHCARE TECHNOLOGIES ORD SHRS                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      746736 | OU      | $-4898.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GE HEALTHCARE TECHNOLOGIES ORD SHRS                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -236588 | OU      | $1551.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WORTHINGTON STEEL INC-W/I                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -287275 | OU      | $20073.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MOBICO GROUP ORD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        3087 | OU      | $-449.66       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOYOTA MOTOR CORP CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -77048700 | OU      | $-7176.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOYOTA TSUSHO CORPORATION CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -20813292 | OU      | $-4504.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SWIRE PACIFIC LTD A CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |     -383276 | OU      | $-304.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JERONIMO MARTINS CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PT        |      -18940 | OU      | $-351.15       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VIVENDI SE CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      119049 | OU      | $7888.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SANDOZ GROUP AG CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -491598 | OU      | $-30805.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KEISEI ELECTRIC RAILWAY CO CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -4316400 | OU      | $262.58        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PUBLICIS GROUPE (CFD-MLI) EUR                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -90809 | OU      | $-1893.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ADDTECH AB-B SHARES CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -726524 | OU      | $-5047.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FERROVIAL SE SWAP                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |     -333213 | OU      | $-13781.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TAKASAGO THERMAL ENGINEERING CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3083500 | OU      | $31.42         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ELECNOR  SA CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       40132 | OU      | $3410.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IRIDIUM COMMUNICATIONS INC (CFD-JPM)                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -284198 | OU      | $-15560.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IRIDIUM COMMUNICATIONS INC (CFD-JPM)                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -16068 | OU      | $-742.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OAK THISTLE MS ALPHASWAP MF SWAP                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |   174482646 | OU      | $556138.70     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KOKUSAI ELECTRIC CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -19524900 | OU      | $-2087.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LIFEDRINK CO INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -403200 | OU      | $-491.48       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SEIBU HOLDINGS INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    14086200 | OU      | $6234.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ELS EQUITY 8411.JP VS JPY ON TONAR + 30BPS                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |  -120951600 | OU      | $-20309.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CATALIO MS ALPHASWAP MF SWAP                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |   138869230 | OU      | $890186.85     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SAAB AB-B SWAP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -1349407 | OU      | $1932.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LIONTRUST ASSET MANAGEMENT SWAP CFD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        7587 | OU      | $-99.10        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMS-OSRAM AG CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AT        |      -48923 | OU      | $-3590.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MSHVHEAT                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |   -97600309 | OU      | $264254.34     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STABILUS SE CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -1906 | OU      | $-51.11        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HAMMERSON PLC SWAP                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -18602 | OU      | $1440.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FORTUNA MINING CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       87168 | OU      | $8160.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INTERDIGITAL INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      771798 | OU      | $-23441.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INTERDIGITAL INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      151270 | OU      | $-4498.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DIETEREN GROUP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |     -109658 | OU      | $1029.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VZ HOLDING AG CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |        5572 | OU      | $72.04         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | XPS PENSIONS GROUP PLC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -22739 | OU      | $103.43        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GOODWIN PLC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -1792 | OU      | $100.74        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SECTRA ORD CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      430271 | OU      | $1564.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PICTON PROPERTY INCOME LTD CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GE        |       11401 | OU      | $-6.87         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RIGAKU HOLDINGS CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -3715176 | OU      | $997.51        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FRIEDRICH VORWERK GROUP SE CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |        3768 | OU      | $-301.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHRYSALIS INVESTMENTS LTD CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GE        |       10963 | OU      | $-96.73        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ATTENDO AB-W/I                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      587932 | OU      | $2308.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BEIJER ALMA AB CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -46431 | OU      | $-236.19       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EMBRACER GROUP AB CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      660018 | OU      | $4037.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CALB CO LTD CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      138552 | OU      | $1121.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HBX GROUP INTERNATIONAL PLC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -13179 | OU      | $-671.97       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEWLAT FOOD SPA CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |        1537 | OU      | $367.22        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CAPRICORN METALS LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       18184 | OU      | $2676.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MEDINCELL SA CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -59942 | OU      | $-4013.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HORIZON ROBOTICS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |    -3959670 | OU      | $25351.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALZCHEM GROUP AG CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |        5651 | OU      | $273.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PAN AFRICAN RESOURCES PLC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       27045 | OU      | $4101.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INFICON HOLDING AG                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -42806 | OU      | $3922.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MEREN ENERGY INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -84708 | OU      | $-1498.85      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CALLODINE MS ALPHASWAP MF SWAP                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |   136674007 | OU      | $1413881.01    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LOGISTEA AB-B CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -99134 | OU      | $-229.42       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CARMILA CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |      637059 | OU      | $5831.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CARMILA CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       41166 | OU      | $376.85        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MYCRONIC AB CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      590897 | OU      | $1645.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COREM PROPERTY GROUP-B SHARE CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -146582 | OU      | $-104.87       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GRENERGY RENOVABLES                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |     -103223 | OU      | $-6728.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | GS JAPAN PHARM .GSPB.CFD (GSGAPHRM)                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |  -505351086 | OU      | $-181286.02    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PENGUIN SOLUTIONS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -15117 | OU      | $157.03        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CIRSA ENTERPRISES SA                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       -4812 | OU      | $-121.61       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KBC ANCORA CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |      -59672 | OU      | $-1132.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SVEAFASTIGHETER AB CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      195690 | OU      | $298.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LASERTEC CORP (CFD-ML)                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    28827000 | OU      | $18677.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EMEIS SA                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       15359 | OU      | $-351.59       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AQ GROUP AB                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       38067 | OU      | $86.36         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SCHAEFFLER AG                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -93775 | OU      | $-4447.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PINEWOOD TECHNOLOGIES GROUP CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -8021 | OU      | $1581.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALPHABET CL A ORD CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     4214341 | OU      | $-202304.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALPHABET CL A ORD CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      607745 | OU      | $-29174.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TF BANK AB CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -123881 | OU      | $-1049.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UNIBAIL-RODAMCO-WESTFIELD CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -264880 | OU      | $-2749.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LISI ORD                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       16628 | OU      | $957.41        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PRAXIS PRECISION MEDICINES INC (CFD-GS)                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       23529 | OU      | $2246.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRIMAS CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       11964 | OU      | $183.25        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | GS JP PC-PRINTER.GSPB.CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |  -749223959 | OU      | $-97556.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMCOR PLC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |      111882 | OU      | $1206.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | B&M EUROPEAN VALUE RETAIL PL CFD GBP                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |       74260 | OU      | $3699.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | TOPIX MACHINERY INDEX.GSPB.CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |  -256358562 | OU      | $50361.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NAGARRO SE USD (CFD-GSI)                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       35530 | OU      | $143.32        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | GSCBBXMS INDEX CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -1926670 | OU      | $5550.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | GSCBBXHV CFD                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     1960000 | OU      | $-31840.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DAMICO INTERNATIONAL SHIPPI CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |       36630 | OU      | $224.19        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | GS JAPAN CONSUMPTION.GSPB.CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |  -187953234 | OU      | $4806.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KINGFISHER CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       98428 | OU      | $-1649.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PEARSON PLC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      381513 | OU      | $25600.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CURRYS PLC                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        6602 | OU      | $-13.13        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BP P.L.C. ORD CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |       81948 | OU      | $10618.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BP P.L.C. ORD CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     1124311 | OU      | $145682.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TATE & LYLE PLC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -53098 | OU      | $-6861.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IMPERIAL BRANDS PLC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      114571 | OU      | $2232.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NATIONAL GRID GROUP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |       10088 | OU      | $709.15        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NATIONAL GRID GROUP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      211102 | OU      | $14839.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RECKITT BENCKISER GROUP CFD PL                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      222199 | OU      | $6.29          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BRITISH AMER TOBACCO CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |       24353 | OU      | $744.07        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BRITISH AMER TOBACCO CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -782515 | OU      | $-24764.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IMI PLC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -19879 | OU      | $695.81        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CARREFOUR S.A. (ORD) - CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      137026 | OU      | $10705.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TESCO PLC-CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      261618 | OU      | $16048.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HOWDEN JOINERY GROUP PLC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      131564 | OU      | $594.94        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASSOCIATION BRITISH FOODS CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      150558 | OU      | $11919.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JD SPORTS FASHION PLC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -184888 | OU      | $-8348.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SENIOR PLC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -25966 | OU      | $-2658.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SMITHS GROUP- CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      157093 | OU      | $5319.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BALFOUR BEATTY PLC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       97599 | OU      | $191.05        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RS GROUP PLC                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       19654 | OU      | $-727.44       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RELX PLC CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |      -73281 | OU      | $-2996.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RELX PLC CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      310554 | OU      | $2379.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRAVIS PERKINS PLC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -31150 | OU      | $-394.86       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PAGEGROUP PLC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -6252 | OU      | $-266.13       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SMITH & NEPHEW ASSOC CFD GBP                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      109868 | OU      | $1168.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WETHERSPOON (J.D.) PLC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       15054 | OU      | $-508.53       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BURBERRY GROUP PLC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       70483 | OU      | $4509.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INTERTEK TESTING SERVICES CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -31117 | OU      | $-367.63       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UNITED UTILITIES GROUP PLC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -109121 | OU      | $-7052.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SEVERN TRENT CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -85884 | OU      | $-6452.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INVESTEC CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       27721 | OU      | $1191.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LAND SECURITIES PLC-CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -51896 | OU      | $-1163.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BT GROUP PLC - CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -381933 | OU      | $-29861.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COMPUTACENTER PLC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       18016 | OU      | $1245.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BARCLAYS PLC ORD CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |        -386 | OU      | $-17.58        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BARCLAYS PLC ORD CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     1576296 | OU      | $71762.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BANCO SANTANDERCENTRAL HISP CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |     -896549 | OU      | $-8630.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LONZA GROUP AG-REG CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      627718 | OU      | $76518.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GROUPE DANONE CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     1051307 | OU      | $15176.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VESUVIUS PLC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        4349 | OU      | $-31.71        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RWE AG CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -355556 | OU      | $-22910.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BAYN GY EQUITY (EUR CFD)                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      125896 | OU      | $3480.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CONSOLIDATED EDISON CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1478877 | OU      | $-55164.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CONSOLIDATED EDISON CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      530658 | OU      | $19170.06      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CONOCOPHILLIPS CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -380934 | OU      | $-14405.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DUKE ENERGY CORP CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      951739 | OU      | $26906.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AT&T INC CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -2868695 | OU      | $-22941.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AT&T INC CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      300686 | OU      | $2404.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ENTERGY CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      925437 | OU      | $100634.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENTERGY CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -59359 | OU      | $-753.58       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DOMINION RESOURCES INC/VA CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      172999 | OU      | $5784.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GOLDMAN SACHS CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -708242 | OU      | $-12541.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GOLDMAN SACHS CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      485462 | OU      | $8596.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MUENCHENER RUECKVER AG-REG CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      137227 | OU      | $8112.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CAP GEMINI SA - CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -174412 | OU      | $-9268.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AXA - CFD                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     1934665 | OU      | $111343.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MERCEDES-BENZ GROUP AG CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      853366 | OU      | $23656.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DHL GROUP CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      701752 | OU      | $19119.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WOLTERS KLUWER CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |     1198157 | OU      | $17306.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | REPSOL YPF SA CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | ES        |       81707 | OU      | $6921.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | REPSOL YPF SA CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |     1622948 | OU      | $137491.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AIRBUS GROUP NV CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -16640 | OU      | $326.07        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | THE SWATCH GROUP AG-B CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      230166 | OU      | $9293.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SECURITAS AB-B SHS CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -2167924 | OU      | $-11242.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CATHAY PAC AIR CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |     -156260 | OU      | $1157.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SVENSKA HANDELSBANKEN-A SHS CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -1757159 | OU      | $10865.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VEOLIA ENVIRONMENT - CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -465088 | OU      | $-25415.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EURAZEO CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      120162 | OU      | $7390.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EQUINOR ASA CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     6255648 | OU      | $65612.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HEIJMANS N.V. -CVA CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -34448 | OU      | $-519.70       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DEUTSCHE BOERSE AG CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      302057 | OU      | $19099.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEXANS SA CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       21442 | OU      | $384.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TOTALENERGIES SE CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |     -107616 | OU      | $-5564.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOTALENERGIES SE CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      577600 | OU      | $29864.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENDESA S.A. CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      133102 | OU      | $8504.49       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOC GEN SURVEILLANCE HLD CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -374396 | OU      | $3358.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ROLLS-ROYCE HOLDINGS PLC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |      -30461 | OU      | $89.15         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ROLLS-ROYCE HOLDINGS PLC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     1021532 | OU      | $-40219.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CARNIVAL PLC CFD (GBP)                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       97569 | OU      | $1917.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOCIETE VIRBAC SA CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -7719 | OU      | $-164.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RICOH COMPANY LIMITED CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    10716350 | OU      | $-741.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUN HUNG KAI PROPERTIES CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |    -1073550 | OU      | $-4620.67      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KONINKLIJKE KPN NV CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      368508 | OU      | $14722.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMGEN CFD                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -632034 | OU      | $-3758.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CHURCH & DWIGHT INC - CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -424789 | OU      | $5969.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHURCH & DWIGHT INC - CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -27115 | OU      | $239.21        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FAIR ISAAC & COMPANY INC - CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      580578 | OU      | $2298.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FAIR ISAAC & COMPANY INC - CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -95700 | OU      | $-378.90       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CADENCE DESIGN STK - CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      403093 | OU      | $-20187.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CADENCE DESIGN STK - CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -176097 | OU      | $8819.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ISHIKAWAJIMA-HARIMA HVY IND - CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    36088000 | OU      | $-12807.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOKYO GAS CO LTD- TRS- 12.20.2027                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     4248000 | OU      | $1490.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CREST NICHOLSON CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       10245 | OU      | $-513.61       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STANLEY ELECTRIC TRS                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3088250 | OU      | $738.85        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HARBOUR ENERGY PLC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -126655 | OU      | $-10077.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ELEKTA AB-B SHS CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -256525 | OU      | $-45.64        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EVERGREEN MARINE - CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |     1019302 | OU      | $-343.33       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BYD CO LTD CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |     8448000 | OU      | $50498.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UNITE GROUP PLC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       89549 | OU      | $717.08        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ABB LTD - CFD (CHF)                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      833200 | OU      | $3761.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NITORI CO LTD CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -17527200 | OU      | $3992.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHUBU ELECTRIC POWER CO CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     7552500 | OU      | $1872.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | QUANTA COMPUTER INC CFD (USD)                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | TW        |      -61088 | OU      | $-1905.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BANK OF AMERICA CORP CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -484847 | OU      | $-12549.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BANK OF AMERICA CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      341479 | OU      | $8838.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMERICAN EXPRESS CO - CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -80006 | OU      | $-151.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMERICAN EXPRESS CO - CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      262511 | OU      | $646.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FLS INDS A/S - B SHS CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     -963977 | OU      | $-3774.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VALERO ENERGY STK - CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      133413 | OU      | $5445.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VALERO ENERGY STK - CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -66963 | OU      | $-1478.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RESMED INC CFD (USD)                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      317790 | OU      | $-4865.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RESMED INC CFD (USD)                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -351074 | OU      | $5374.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MITCHELLS & BUTLERS CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        3001 | OU      | $-39.51        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FEDERAL EXPRESS CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      349376 | OU      | $392.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FEDERAL EXPRESS CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -149072 | OU      | $-167.60       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ERAMET SLN CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |        4676 | OU      | $215.31        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GECINA SA CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       14321 | OU      | $489.98        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INFINEON TECHNOLOGIES AG - CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |    -1088459 | OU      | $-24813.34     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DICKS SPORTING GOODS INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -421212 | OU      | $-12646.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DICKS SPORTING GOODS INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -76234 | OU      | $-2288.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LENNAR CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      314493 | OU      | $-22276.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WALT DISNEY CO CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -106668 | OU      | $1709.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | A P MOLLER - MAERSK A/S CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     2171070 | OU      | $-13582.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EDISON INTERNATIONAL - CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -304517 | OU      | $-10815.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EDISON INTERNATIONAL - CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       53002 | OU      | $1882.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AVALON BAY CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     1810638 | OU      | $-136300.40    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AVALON BAY CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -108085 | OU      | $-52.96        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BORG WARNER CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -179375 | OU      | $-497.25       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BORG WARNER CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      155620 | OU      | $431.40        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CINTAS CFD                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -266197 | OU      | $17730.83      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CINTAS CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      289983 | OU      | $-16314.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TAPESTRY INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -56613 | OU      | $1297.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TAPESTRY INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      223707 | OU      | $-5127.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DEERE & CO CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -4119208 | OU      | $41479.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DEERE & CO CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -283377 | OU      | $2853.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EAGLE MATERIALS CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       32295 | OU      | $1237.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KIMCO REALTY CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       26014 | OU      | $-263.58       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KIMCO REALTY CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9761 | OU      | $98.90         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CLARKSON PLC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        9705 | OU      | $316.87        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VORNADO REALTY CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       10876 | OU      | $-12.54        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VF STK CFD                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      606079 | OU      | $1788.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VF STK CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -16991 | OU      | $-50.15        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UNION PACIFIC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     2799417 | OU      | $49912.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TOLL BROTHERS CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      121974 | OU      | $-1334.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOLL BROTHERS CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       35549 | OU      | $206.48        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MATTEL CFD                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      104218 | OU      | $-3801.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MATTEL CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      116884 | OU      | $-3869.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NIKE CFD                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      346568 | OU      | $723.25        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NIKE CFD                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -1203158 | OU      | $-2510.86      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NVR INC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      104491 | OU      | $946.24        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PROGRESSIVE CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1320434 | OU      | $-44164.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TELENOR CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      139696 | OU      | $258.70        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JCDECAUX SA CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -22442 | OU      | $913.15        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VERISIGN CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -62639 | OU      | $-1934.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | T&D HOLDINGS INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3626000 | OU      | $2767.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JP MORGAN CHASE & CO CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      556137 | OU      | $13650.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMAZON.COM CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     4650188 | OU      | $-41381.23     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMAZON.COM CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      858842 | OU      | $-7642.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EQUIFAX CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      438705 | OU      | $1025.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EQUIFAX CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      142642 | OU      | $333.48        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COCA COLA CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -318091 | OU      | $-3980.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COCA COLA CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     1264627 | OU      | $15826.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LILLY CFD                                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1137277 | OU      | $-11515.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LILLY CFD                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      912371 | OU      | $9238.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PACIFIC G & E CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      321715 | OU      | $3330.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PACIFIC G & E CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -66412 | OU      | $-687.42       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PFIZER CFD                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -2307494 | OU      | $-112918.07    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PFIZER CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      299461 | OU      | $14445.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ELISA OYJ CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |     -120109 | OU      | $830.83        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HEINEKEN  NV CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -72971 | OU      | $-1035.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INFORMA PLC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -54278 | OU      | $-612.82       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PETROCHINA CO CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |     3056271 | OU      | $-162.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ZIMMER HOLDINGS CFD (USD)                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      903462 | OU      | $26959.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZIMMER HOLDINGS CFD (USD)                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -83086 | OU      | $-2360.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GROUPE BRUXELLES LAMBERT CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |      -41538 | OU      | $-1836.35      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PREMIER FOODS PLC - CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -3544 | OU      | $-103.77       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RYDER SYSTEM CFD (DB)                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      297780 | OU      | $9285.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RYDER SYSTEM CFD (DB)                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -32557 | OU      | $-1015.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NAMCO BANDAI HOLDINGS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    22258800 | OU      | $-7032.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LG CORP CFD (USD)                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |       14067 | OU      | $-213.60       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HANWHA CORPORATION CFD (USD)                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |       21981 | OU      | $811.38        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | THE BRINKS CO CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -11660 | OU      | $-257.60       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WH SMITH PLC. CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -52483 | OU      | $-3397.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FORD CFD                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1009278 | OU      | $-18881.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FORD CFD                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      191629 | OU      | $-3584.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SCOR REGROUPE CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      214597 | OU      | $6429.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CYRELA BRAZIL REALTY CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |      107127 | OU      | $-74.76        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CVS/CAREMARK CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1541718 | OU      | $11461.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CVS/CAREMARK CORP CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -102586 | OU      | $-762.67       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KBR INC CFD (USD)                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -246565 | OU      | $6385.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PETROBRAS-PETROLOE CFD BRL                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |      919587 | OU      | $10182.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INTUIT CFD                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      675933 | OU      | $-36442.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHARLES SCHWAB CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -22681 | OU      | $314.16        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EXPERIAN LTD CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |      297250 | OU      | $-2660.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AUTOZONE STK CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      184428 | OU      | $1349.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AUTOZONE STK CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -211254 | OU      | $-1546.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WESTERN DIGITAL CORP CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     2778985 | OU      | $-229076.10    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WESTERN DIGITAL CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      255878 | OU      | $-21092.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FIRST QUANTUM MINERALS TRS CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       -8733 | OU      | $-512.43       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LG CHEM LTD CFD (USD)                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |       51409 | OU      | $3370.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FRESNILLO PLC-WI CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      207329 | OU      | $15205.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VISA INC CLASS A CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     3012738 | OU      | $-21771.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PACIFIC METALS CO LTD CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -1336500 | OU      | $-145.82       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CVS GROUP PLC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -8519 | OU      | $-309.01       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SINORTRUK HONG KONG LTD CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |     -500850 | OU      | $-3480.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA MOLYBDENUM CO LTD-H CFD HKD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |     1063260 | OU      | $3209.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JUPITER FUND MANAGEMENT CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       19689 | OU      | $208.83        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA RAILWAY GROUP LTD CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |     -557184 | OU      | $-1125.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OC OERLIKON CORP AG CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -31210 | OU      | $5684.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EMS-CHEMIE HOLDING AG-REG CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       42595 | OU      | $1769.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WALLENIUS WILHELMSEN LOGISTICS                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      916648 | OU      | $4445.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WILLIAMS- SONOMA INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -480047 | OU      | $2707.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA RESOURCES GAS GROUP LT CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       67060 | OU      | $-23.90        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AURIZON HOLDINGS LTD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       74101 | OU      | $1732.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SGH LTD                                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -59702 | OU      | $-1712.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DENA CO LTD CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     9264800 | OU      | $-704.71       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KINGSOFT CORP LTD (ES) CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      191060 | OU      | $-474.52       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CRH PLC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |     -125755 | OU      | $-420.68       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GREENCORE GROUP PLC CFD GBP                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |       -2287 | OU      | $-31.53        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | JEFFERIES FINANCIAL GROUP INC                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -298128 | OU      | $-12965.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JEFFERIES FINANCIAL GROUP INC                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      222271 | OU      | $9666.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KEYCORP CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      185300 | OU      | $3772.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ADOBE SYSTEMS INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      466554 | OU      | $-8591.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ADOBE SYSTEMS INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      772624 | OU      | $-10081.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALFA LAVAL AB CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -2654918 | OU      | $-4974.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DEMANT A/S                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |       15130 | OU      | $235.58        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | S.O.I.T.E.C. CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -70295 | OU      | $-1923.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NOVONESIS (NOVOZYMES) B                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |    -1774542 | OU      | $-26144.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KESKO OYJ-B SHS CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |      -46113 | OU      | $-599.94       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TEMENOS GROUP AG CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -67536 | OU      | $2249.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FRAPORT AG CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -165560 | OU      | $-2557.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUESS MICROTEC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -16866 | OU      | $3095.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DRAEGERWERK AG -VORZ AKT CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |        9459 | OU      | $455.43        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GENMAB A/S CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     3145450 | OU      | $25190.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GETINGE AB-B SHS CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -239214 | OU      | $-1256.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BILLERUD AKTIEBOLAG CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      293030 | OU      | $1085.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DSV DE SAMMENSLUT VOGN CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |   -10523021 | OU      | $-28138.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PROXIMUS CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |       30656 | OU      | $384.99        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GS YUASA CORP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -8755200 | OU      | $-6709.03      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOPRA GROUP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       37306 | OU      | $2109.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KEMIRA OYJ CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |      -37484 | OU      | $-212.92       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RHEINMETALL AG CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -633037 | OU      | $3003.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RAKUTEN INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -19723380 | OU      | $-2403.21      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CHEVRON CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1257732 | OU      | $-10358.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHEVRON CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     1445704 | OU      | $11906.05      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ACS ACTIVIDADES CONS Y  SERV CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       13478 | OU      | $31.28         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IPSOS CFD                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       41124 | OU      | $420.24        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GREAT PORTLAND ESTATES PLC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -18630 | OU      | $308.67        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FRESENIUS SE & CO KGAA CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -500613 | OU      | $-12095.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MARSHALLS PLC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       10190 | OU      | $-692.58       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ACERINOX SA CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -21822 | OU      | $29.29         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SALZGITTER AG  SWP CS                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       10612 | OU      | $419.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DNO ASA CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |       57441 | OU      | $288.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SAVILLS PLC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        3604 | OU      | $-135.01       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AKER ASA-A SHARES CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     -192689 | OU      | $96.40         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | MORGAN STANLEY CFD                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    -5049389 | OU      | $-7682.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ADMIRAL GROUP PLC CFD 1                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       82389 | OU      | $2038.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ANHEUSER-BUSCH INBEV NV CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |    -1865816 | OU      | $-31336.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ANALOG DEVICES CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -2883387 | OU      | $-54954.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ANALOG DEVICES CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -332170 | OU      | $-6330.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ATMOS ENERGY CORP CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      110428 | OU      | $2250.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COPART INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      990781 | OU      | $-5637.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COPART INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       33085 | OU      | $612.75        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CALIFORNIA WATER SERVICE GRP CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      369291 | OU      | $7394.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CALIFORNIA WATER SERVICE GRP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       18180 | OU      | $364.01        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EOG RESOURCES INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -139680 | OU      | $-4890.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EOG RESOURCES INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -34840 | OU      | $721.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ENTERPRISE PRODUCTS PARTNERS CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    11315031 | OU      | $-88092.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CHENIERE ENERGY INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     6356023 | OU      | $-76130.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHENIERE ENERGY INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      119188 | OU      | $-1427.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PLAINS ALL AMER PIPELINE LP CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -22608 | OU      | $-570.90       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PLAINS ALL AMER PIPELINE LP CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     4439448 | OU      | $96601.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NEWMONT MINING CORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      152411 | OU      | $15700.83      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEWMONT MINING CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      173082 | OU      | $16138.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AES CORP CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -420260 | OU      | $-298.48       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CONAGRA FOODS INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      643662 | OU      | $10824.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CONAGRA FOODS INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       28767 | OU      | $-125.16       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARCHER-DANIELS-MIDLAND CO CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      728989 | OU      | $50393.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MURPHY OIL CORP CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       21174 | OU      | $2049.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TYSON FOODS INC-CL A CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -80177 | OU      | $-5868.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TYSON FOODS INC-CL A CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      237964 | OU      | $17418.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALLIANCE RESOURCE PARTNERS CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       59170 | OU      | $-635.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MILLICOM INTL CELLULAR S.A. CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |      -17668 | OU      | $-92.43        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UMICORE CFD (BRU)                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |      -76134 | OU      | $-4279.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CENTRICA PLC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      374325 | OU      | $43509.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NCC AB-B SHS CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      734822 | OU      | $1379.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PRUDENTIAL FINANCIAL INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -34227 | OU      | $-1234.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PRUDENTIAL FINANCIAL INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       97213 | OU      | $3505.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LINCOLN NATIONAL CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       10028 | OU      | $231.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IP GROUP PLC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -1071 | OU      | $-42.88        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GEBERIT AG-REG CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      258256 | OU      | $2383.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COLOPLAST-B CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |    -2405025 | OU      | $-16145.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LANXESS CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       52007 | OU      | $15544.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BIG YELLOW GROUP PLC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -12700 | OU      | $283.15        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NESTE OYJ CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |     -205155 | OU      | $-4946.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COMPUTERSHARE LIMITED CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      196667 | OU      | $1479.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CSL LIMITED CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      286282 | OU      | $3631.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SIMS GROUP LTD CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       12907 | OU      | $-835.22       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ORICA LTD CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      227592 | OU      | $12063.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARISTOCRAT LEISURE LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -71874 | OU      | $385.65        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMPOL LTD                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       21034 | OU      | $76.44         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BLUESCOPE STEEL LTD CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -29669 | OU      | $469.11        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SES GLOBAL-FDR CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |       52569 | OU      | $1207.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IG GROUP HOLDINGS PLC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       81694 | OU      | $1192.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SONAE SGPS SA CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PT        |       62606 | OU      | $2910.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PSP SWISS PROPERTY AG CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -86829 | OU      | $-2994.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SROLT-NIELSEN LTD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      308364 | OU      | $3538.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UGI CORP CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      649979 | OU      | $7948.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WYNN RESORTS LTD CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -570778 | OU      | $-2370.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WYNN RESORTS LTD CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -174368 | OU      | $-1109.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WOOLWORTHS LIMITED CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -390555 | OU      | $-887.11       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ILLUMINA INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      928425 | OU      | $-3975.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ILLUMINA INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10867 | OU      | $-349.38       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | THERMO FISHER SCIENTIFIC INC CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -617253 | OU      | $-17312.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | THERMO FISHER SCIENTIFIC INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18169 | OU      | $-509.58       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALBEMARLE CORP CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -319369 | OU      | $-22814.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALBEMARLE CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      647309 | OU      | $45856.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RATHBONE BROTHERS PLC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -30124 | OU      | $86.22         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WORKSPACE GROUP PLC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        4379 | OU      | $-50.45        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GRAINGER TRUST PLC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       14403 | OU      | $23.56         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ROCKWELL AUTOMATION INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      429754 | OU      | $1261.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ROCKWELL AUTOMATION INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      285906 | OU      | $838.95        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NKT HOLDING A/S CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |    -1116207 | OU      | $-14030.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NOKIAN RENKAAT OYJ CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |      -44902 | OU      | $-275.67       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KONE OYJ-B CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |      155715 | OU      | $302.59        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MERCK & CO. INC. CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1916933 | OU      | $-76392.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MERCK & CO. INC. CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -753655 | OU      | $-30034.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CIRRUS LOGIC INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -24228 | OU      | $-1369.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CIRRUS LOGIC INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       85961 | OU      | $4860.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SYNAPTICS INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2129 | OU      | $-41.91        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HEXAGON AB-B SHS CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -6002565 | OU      | $16338.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SEVEN & I HOLDINGS CO LTD CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    22758400 | OU      | $7235.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INPEX CORP CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      896600 | OU      | $266.42        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BROWN & BROWN INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       27288 | OU      | $-617.59       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BROWN & BROWN INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -128169 | OU      | $2900.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALSTOM CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -298342 | OU      | $-12525.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DARDEN RESTAURANTS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -478755 | OU      | $-171.01       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ON SEMICONDUCTOR CORPORATION CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -47613 | OU      | $-1613.85      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ON SEMICONDUCTOR CORPORATION CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      208836 | OU      | $7078.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NETFLIX INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      740877 | OU      | $21977.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NETFLIX INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -455228 | OU      | $-13503.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARC RESOURCES LTD CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      141337 | OU      | $-210.13       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TOPGOLF CALLAWAY BRANDS CORP CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -20975 | OU      | $-718.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOPGOLF CALLAWAY BRANDS CORP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6936 | OU      | $-239.91       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DAIICHI SANKYO CO LTD CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     7402500 | OU      | $-1916.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MITSUBISHI CHEMICAL HOLDINGS CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      519660 | OU      | $233.30        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TEXAS INSTRUMENTS INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -3075801 | OU      | $-89846.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TEXAS INSTRUMENTS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -172219 | OU      | $-5030.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHINHAN FINANCIAL GROUP LTD CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |    26340700 | OU      | $265.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BOYD GAMING CORP CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -541705 | OU      | $-1586.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOYD GAMING CORP CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -70223 | OU      | $-205.68       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GREENBRIER COMPANIES INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4084 | OU      | $-75.84        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HIKMA PHARMACEUTICALS PL-W/I CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      112034 | OU      | $4487.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WORLEY LTD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      267136 | OU      | $14215.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FORTESCUE METALS GROUP LTD CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      633635 | OU      | $32694.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AGILENT TECHNOLOGIES INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      529519 | OU      | $9264.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AGILENT TECHNOLOGIES INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      147082 | OU      | $2573.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HORMEL FOODS CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -102235 | OU      | $-1048.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | YUM! BRANDS INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1322382 | OU      | $25523.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | YUM! BRANDS INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -291714 | OU      | $5630.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DRAX GROUP PLC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      120005 | OU      | $9292.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LG TELECOM LTD CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |    64378150 | OU      | $2218.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BABCOCK INTL GROUP PLC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       65926 | OU      | $-6671.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MORGAN SINDALL PLC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       40957 | OU      | $-902.43       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NOS SGPS - CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PT        |       26623 | OU      | $1100.49       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | QINETIQ PLC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       11500 | OU      | $-599.60       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LANCASHIRE HOLDINGS LTD CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       34140 | OU      | $1265.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RIGHTMOVE GROUP PLC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      345676 | OU      | $5501.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BOSTON SCIENTIFIC CORP CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     2334110 | OU      | $-227906.35    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOSTON SCIENTIFIC CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      970292 | OU      | $-94740.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FORMOSA PETROCHEMICAL CORP CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      112239 | OU      | $-70.31        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TONG YANG INDUSTRY CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |     -573872 | OU      | $20.62         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WINBOND ELECTRONICS CORP CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |     3762500 | OU      | $-11421.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARKEMA CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       83232 | OU      | $11451.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FORMOSA CHEMICALS & FIBRE CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      431000 | OU      | $795.46        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AALBERTS INDUSTRIES NV CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -98845 | OU      | $1342.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MTU AERO ENGINES HOLDING AG CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      135372 | OU      | $2226.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ESPRINET SPA CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |        4688 | OU      | $232.73        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LEGRAND SA CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -179219 | OU      | $373.49        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SIKA AG-BR CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -319202 | OU      | $-12275.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AURUBIS AG CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      128482 | OU      | $3028.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KIA MOTORS CORPORATION CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |    -7861451 | OU      | $294.85        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ORION OYJ CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |      -90854 | OU      | $-4263.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SEEK LTD CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       21829 | OU      | $-16.43        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ABRDN PLC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       99559 | OU      | $1458.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COSTCO WHOLESALE CORP CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1099001 | OU      | $-34936.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COSTCO WHOLESALE CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      122648 | OU      | $3898.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LIGAND PHARMACEUTICALS-CL B CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -24644 | OU      | $87.33         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IPSEN CFD                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      102368 | OU      | $10440.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DYNO NOBEL LTD CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       62543 | OU      | $3642.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASHMORE GROUP LTD. CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        7878 | OU      | $378.27        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | METLIFE INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -880246 | OU      | $-19594.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | METLIFE INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      350429 | OU      | $8828.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MASTERCARD INC-CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     3674791 | OU      | $-5287.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MASTERCARD INC-CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      220167 | OU      | $-316.80       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HOCHSCHILD MINING PLC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       87683 | OU      | $9642.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GRIFOLS SA CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |     -222538 | OU      | $-7259.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PIAGGIO & C. S.P.A. CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |       -1142 | OU      | $-44.29        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BRAMBLES LTD CFD (AUD)                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      100940 | OU      | $2299.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PALADIN RESOURCES LIMITED CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -155668 | OU      | $-14825.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENGIE CFD                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      848490 | OU      | $57414.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UNITED INTERNET AG-REG SHARE CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -97654 | OU      | $-2216.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ADP CFD                                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -146632 | OU      | $-3259.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BARRY CALLEBAUT AG-REG CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -269165 | OU      | $-23887.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HUSQVARNA AB-B SHS CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -188177 | OU      | $-730.47       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JM AB CFD                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      421462 | OU      | $3708.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RATIONAL AG CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       35448 | OU      | $111.83        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HAYS PLC CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        7937 | OU      | $505.72        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BUNZL PLC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      117462 | OU      | $7487.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FIRSTGROUP PLC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       50144 | OU      | $-1825.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INCHCAPE PLC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -39544 | OU      | $2397.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SERCO GROUP PLC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        5955 | OU      | $-409.04       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AIR LIQUIDE CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -203564 | OU      | $-15642.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ADIDAS AG CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      455582 | OU      | $26803.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LOREAL CFD                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |      135201 | OU      | $3778.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LOREAL CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -244534 | OU      | $-6833.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LVMH MOET HENNESSY LOUIS VUI CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |       45260 | OU      | $710.97        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LVMH MOET HENNESSY LOUIS VUI CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     2056097 | OU      | $33089.64      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | THALES SA CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      575992 | OU      | $40667.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IBERDROLA SA CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -89214 | OU      | $-3958.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GEA GROUP AG CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      155289 | OU      | $5970.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MICHELIN (CGDE)-B CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      577542 | OU      | $21907.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PERNOD-RICARD CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -45312 | OU      | $-572.14       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SGL CARBON AG CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |        3551 | OU      | $143.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SULZER AG-REG CFD (CHF)                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -45597 | OU      | $-2304.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AIR FRANCE CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -255889 | OU      | $15933.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ORANGE SA CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |    -1322373 | OU      | $-68640.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DEUTSCHE LUFTHANSA CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      687155 | OU      | $-23187.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BANKINTER S.A. CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      277520 | OU      | $10815.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BANCO BILBAO VIZCAYA ARGENTA CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |     -663453 | OU      | $-10278.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KERING CFD                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |       -8337 | OU      | $-688.48       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KERING CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      156192 | OU      | $12898.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SWISSCOM AG-REG CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -351929 | OU      | $12158.05      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ACCIONA S.A. CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |     -296910 | OU      | $-25752.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SANOFI-AVENTIS CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     1649463 | OU      | $166723.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DEUTSCHE BANK AG CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     1187190 | OU      | $35109.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BAYERISCHE MOTOREN WERKE CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -261620 | OU      | $-8521.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ACCOR SA CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       38337 | OU      | $1349.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOCIETE GENERALE-A CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -94611 | OU      | $1144.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GIVAUDAN-REG CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -414115 | OU      | $-9610.85      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PHILIPS ELECTRONICS NV CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |     -159875 | OU      | $-4759.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TELEVISION FRANCAISE (T.F.1) CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       16740 | OU      | $320.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ADECCO SA-REG CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       53134 | OU      | $2065.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FASTENAL CO CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      235496 | OU      | $10331.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FASTENAL CO CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -78318 | OU      | $-2835.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HONEYWELL INTERNATIONAL INC CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -3526234 | OU      | $-47752.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HONEYWELL INTERNATIONAL INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      292589 | OU      | $3962.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BOEING CO CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1574383 | OU      | $-4919.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SOUTHWEST AIRLINES CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      613401 | OU      | $-42261.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOUTHWEST AIRLINES CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       90747 | OU      | $-6252.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KNIGHT SWIFT TRANSPORTATION CO INC CFD                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -895863 | OU      | $-56394.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KNIGHT SWIFT TRANSPORTATION CO INC CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -155197 | OU      | $-9769.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FOMENTO ECONOMICO MEX-SP ADR CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | MX        |      -62049 | OU      | $-4920.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALCOA INC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1848004 | OU      | $-337768.25    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALCOA INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      296777 | OU      | $54241.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ABBOTT LABORATORIES CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1641427 | OU      | $-34127.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ABBOTT LABORATORIES CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -345279 | OU      | $6981.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AFLAC INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       39780 | OU      | $1141.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BAXTER INTERNATIONAL INC. CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      821697 | OU      | $9399.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BAXTER INTERNATIONAL INC. CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        8087 | OU      | $531.86        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BECTON DICKINSON & CO CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -294494 | OU      | $-1885.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BECTON DICKINSON & CO CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -907477 | OU      | $-6658.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BROWN-FORMAN CORP -CL B CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -193667 | OU      | $-29645.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BALL CORP CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      118093 | OU      | $1722.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COGNEX CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      178894 | OU      | $-6155.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CAMPBELL SOUP CO CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      205212 | OU      | $12410.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CAMPBELL SOUP CO CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -108423 | OU      | $-6557.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FIRSTENERGY CORP CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       41650 | OU      | $1614.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HASBRO INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -118748 | OU      | $-778.97       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | H&R BLOCK INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      342959 | OU      | $1737.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | H&R BLOCK INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      133694 | OU      | $788.03        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MASCO CORP CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -185287 | OU      | $-894.36       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MCDONALDS CORP CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1624095 | OU      | $12214.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MCDONALDS CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      521006 | OU      | $3918.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | M & T BANK CORP CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      114978 | OU      | $3472.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | M & T BANK CORP CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -88892 | OU      | $-2684.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NUCOR CORP CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1138796 | OU      | $60123.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NUCOR CORP CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -31482 | OU      | $-1662.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEW YORK TIMES CO -CL A CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -193420 | OU      | $-2424.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ONEOK INC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      975362 | OU      | $5098.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ONEOK INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -449109 | OU      | $-1846.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PROCTER & GAMBLE CO CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      752204 | OU      | $2350.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PROCTER & GAMBLE CO CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -627076 | OU      | $-1959.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PINNACLE WEST CAPITAL CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -54151 | OU      | $-1764.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PINNACLE WEST CAPITAL CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      241291 | OU      | $7864.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SIMON PROPERTY GROUP INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -63340 | OU      | $-1758.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UNUMPROVIDENT CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      113757 | OU      | $-341.66       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZIONS BANCORPORATION CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       34131 | OU      | $1593.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ANTOFAGASTA PLC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      136248 | OU      | $1506.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VISTRY GROUP PLC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -102545 | OU      | $2334.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BELLWAY PLC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -12882 | OU      | $-41.42        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CRODA INTERNATIONAL PLC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -189114 | OU      | $-13008.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DERWENT LONDON PLC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       66701 | OU      | $3152.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AUTODESK INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -888804 | OU      | $28879.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AUTODESK INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      128174 | OU      | $-4164.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMERIPRISE FINANCIAL INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1827447 | OU      | $-6147.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BLACK HILLS CORP CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       30772 | OU      | $532.18        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BUILDERS FIRSTSOURCE INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -372504 | OU      | $10252.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BUILDERS FIRSTSOURCE INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       36996 | OU      | $-1018.21      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BADGER METER STK CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       45688 | OU      | $-439.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COEUR DALENE STK CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      245093 | OU      | $12056.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COEUR DALENE STK CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2816 | OU      | $-393.45       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HALMA PLC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       77568 | OU      | $3169.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CENTENE CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -807717 | OU      | $1723.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CENTENE CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      112760 | OU      | $-789.15       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CAPITAL ONE FINANCIAL CORP CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      833152 | OU      | $-7108.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CAPITAL ONE FINANCIAL CORP CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -163024 | OU      | $1391.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CARTER HOLDINGS CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        5688 | OU      | $212.85        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DAVITA INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -79895 | OU      | $-638.94       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EURONET SERVICES INC. CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -328654 | OU      | $6361.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EURONET SERVICES INC. CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -82637 | OU      | $1599.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EMCOR GROUP INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -17127 | OU      | $146.05        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EQUINIX INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -124738 | OU      | $-1713.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EQUINIX INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -196293 | OU      | $-2695.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ERIE INDEMNITY COMPANY-CL A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       24298 | OU      | $582.16        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EXTRA SPACE STORAGE INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      619996 | OU      | $-3292.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EXTRA SPACE STORAGE INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -153450 | OU      | $814.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FTI CONSULTING INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      432819 | OU      | $12287.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FTI CONSULTING INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       79757 | OU      | $2264.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FLUOR CORP (NEW) CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      574650 | OU      | $-3793.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FLUOR CORP (NEW) CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       52454 | OU      | $-346.27       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HAEMONETICS STK CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -19350 | OU      | $695.10        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HUNTSMAN CORP CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -251927 | OU      | $-57689.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HUNTSMAN CORP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       87216 | OU      | $19330.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HEXCEL - HXL CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       16676 | OU      | $561.62        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ITRON INC - ITRI CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -272354 | OU      | $10993.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ITRON INC - ITRI CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        5791 | OU      | $-233.74       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CARMAX INC-W/I CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      726857 | OU      | $-22200.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KROGER CO CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -941538 | OU      | $4403.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KROGER CO CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -187057 | OU      | $874.82        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LIVE NATION CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1103349 | OU      | $-4941.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LIVE NATION CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -545995 | OU      | $-5786.21      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MGM RESORTS INTERANTIONAL CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1325840 | OU      | $2152.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MGM RESORTS INTERANTIONAL CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -282113 | OU      | $-458.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MICRON TECHNOLOGY INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     3861947 | OU      | $-635237.01    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MICRON TECHNOLOGY INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      323397 | OU      | $-51098.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KELLER GROUP PLC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       31317 | OU      | $-1179.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OSI SYSTEMS INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      405939 | OU      | $-33162.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OSI SYSTEMS INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -133000 | OU      | $10865.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PENN ENTERTAINMENT INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -110146 | OU      | $-5013.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PAR TECHNOLOGY STK CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -15837 | OU      | $787.25        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RAMBUS INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       33046 | OU      | $-2591.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STARBUCKS CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -555849 | OU      | $25117.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SYNOPSYS INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -242621 | OU      | $20196.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SYNOPSYS INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -607634 | OU      | $50580.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VERTEX PHARMACEUTICALS CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      271702 | OU      | $-2438.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VIASAT INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      673541 | OU      | $-46035.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VIASAT INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -169405 | OU      | $11578.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WABTEC CFD                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1192449 | OU      | $-40606.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WABTEC CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -353094 | OU      | $-12024.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WESCO INTERNATIONAL CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      932518 | OU      | $30624.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WESCO INTERNATIONAL CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -219416 | OU      | $-6594.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WAL MART STORES STK CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1420874 | OU      | $41901.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WAL MART STORES STK CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -1286875 | OU      | $-37949.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LG ELECTRONICS INC CFD (USD)                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |       -3694 | OU      | $-3.57         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DUNELM GROUP PLC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       50730 | OU      | $-1387.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SYMRISE AG CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       38610 | OU      | $2593.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SEGRO PLC-CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -3673 | OU      | $266.26        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SPIRAX GROUP PLC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -9805 | OU      | $-299.78       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ST JAMESS PLACE CAPITAL PLC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      173071 | OU      | $-5147.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WEIR GROUP PLC (THE) CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -310802 | OU      | $-11165.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ACADIA PHARMACEUTICALS INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -50880 | OU      | $-3078.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARCH CAPITAL GROUP LTD CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BM        |      308984 | OU      | $7686.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARCH CAPITAL GROUP LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      153883 | OU      | $3828.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALIGN TECHNOLOGY INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -319218 | OU      | $16643.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALIGN TECHNOLOGY INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      118644 | OU      | $-6186.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | APPLIED MATERIALS INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |   -54268500 | OU      | $3000000.00    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | APPLIED MATERIALS INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1400489 | OU      | $-77420.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | APPLIED MATERIALS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      308704 | OU      | $-6561.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BRIGHT HORIZONS FAMILY SOLUT CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -72280 | OU      | $-3690.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COGENT COMMUNICATIONS GROUP CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -11253 | OU      | $5.97          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CHURCHILL DOWNS INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -807529 | OU      | $-49719.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHURCHILL DOWNS INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -63127 | OU      | $-3886.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COLUMBIA SPORTSWEAR CO CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       30864 | OU      | $-60.75        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DEXCOM INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -191160 | OU      | $9102.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DEXCOM INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      383705 | OU      | $-18271.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FRANKLIN ELECTRIC CO INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       24694 | OU      | $8.04          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FISERV INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       56325 | OU      | $-1864.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FISERV INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -323678 | OU      | $6845.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FIRST SOLAR INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1798922 | OU      | $69524.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FIRST SOLAR INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       74939 | OU      | $2978.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HALOZYME THERAPEUTICS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      111451 | OU      | $3138.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HENRY SCHEIN INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1565000 | OU      | $15973.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HENRY SCHEIN INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       72008 | OU      | $-592.25       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IDEXX LABORATORIES INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1474043 | OU      | $42347.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IDEXX LABORATORIES INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      269586 | OU      | $-7744.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IPG PHOTONICS CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -26570 | OU      | $1016.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INTUITIVE SURGICAL INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1605258 | OU      | $57253.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INTUITIVE SURGICAL INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      239976 | OU      | $-8559.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KLA-TENCOR CORPORATION CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -3786132 | OU      | $97745.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MANHATTAN ASSOCIATES INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      532937 | OU      | $-23753.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MANHATTAN ASSOCIATES INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      130551 | OU      | $-4752.73      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MICROCHIP TECHNOLOGY INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1529169 | OU      | $-6417.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MICROCHIP TECHNOLOGY INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       72061 | OU      | $302.40        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MARKETAXESS HOLDINGS INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -66387 | OU      | $2209.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MARKETAXESS HOLDINGS INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -94887 | OU      | $3158.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEUROCRINE BIOSCIENCES INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      215350 | OU      | $7949.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OLD DOMINION FREIGHT LINE CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -634051 | OU      | $-26010.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OLD DOMINION FREIGHT LINE CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -280424 | OU      | $-11503.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OMNICELL INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6793 | OU      | $184.14        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UNIVERSAL DISPLAY CORP CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      201438 | OU      | $-5285.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UNIVERSAL DISPLAY CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      114293 | OU      | $-2926.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BREAD FINANCIAL HOLDINGS INC                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       77121 | OU      | $165.12        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMERICAN EAGLE OUTFITTERS CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      104193 | OU      | $-285.87       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AERCAP HOLDINGS NV CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | NL        |      427399 | OU      | $6227.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AERCAP HOLDINGS NV CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      108979 | OU      | $1587.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SMITH (A.O.) CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       29021 | OU      | $388.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SMITH (A.O.) CORP CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        2863 | OU      | $38.28         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CINEMARK HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -279685 | OU      | $-7140.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CINEMARK HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       45414 | OU      | $1159.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COPA HOLDINGS SA-CLASS A CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PA        |       13719 | OU      | $27.83         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CURTISS-WRIGHT CORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      453059 | OU      | $-4882.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DELTA AIR LINES INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -954089 | OU      | $-19776.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DELTA AIR LINES INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       58617 | OU      | $1215.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EQUITY LIFESTYLE PROPERTIES CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -79051 | OU      | $901.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FACTSET RESEARCH SYSTEMS INC CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       51075 | OU      | $2087.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FACTSET RESEARCH SYSTEMS INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -60873 | OU      | $-2487.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FMC CORP CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      196949 | OU      | $38706.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GRACO INC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      303702 | OU      | $-1925.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GRACO INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       92857 | OU      | $-588.60       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GOODYEAR TIRE & RUBBER CO CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       11944 | OU      | $526.68        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HOME DEPOT INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -866627 | OU      | $5264.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HOME DEPOT INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -1325585 | OU      | $8052.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IDACORP INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      209074 | OU      | $9669.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IDACORP INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       58486 | OU      | $2704.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GARTNER INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       13007 | OU      | $-340.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | JONES LANG LASALLE INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1313446 | OU      | $20692.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JONES LANG LASALLE INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -42543 | OU      | $-670.24       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KIRBY CORP CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -536116 | OU      | $-8692.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KIRBY CORP CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2545 | OU      | $20.28         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KOHLS CORP CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       18857 | OU      | $-358.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LITHIA MOTORS INC-CL A CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -61049 | OU      | $616.47        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MARRIOTT INTERNATIONAL-CL A CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      436231 | OU      | $734.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MARRIOTT INTERNATIONAL-CL A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13387 | OU      | $-22.55        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MDU RESOURCES GROUP INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -31742 | OU      | $-995.40       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MDU RESOURCES GROUP INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       42993 | OU      | $1348.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MAXIMUS INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      748444 | OU      | $-48279.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MAXIMUS INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -31656 | OU      | $2042.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | METTLER-TOLEDO INTERNATIONAL CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      479520 | OU      | $8564.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | METTLER-TOLEDO INTERNATIONAL CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      174709 | OU      | $3120.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ANNALY CAPITAL MANAGEMENT IN CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -103589 | OU      | $59.33         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | REALTY INCOME CORP CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      419378 | OU      | $2274.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | REALTY INCOME CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -180071 | OU      | $-960.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OGE ENERGY CORP CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      668821 | OU      | $18781.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OGE ENERGY CORP CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       94140 | OU      | $2643.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ORMAT TECHNOLOGIES INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      305701 | OU      | $7786.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ORMAT TECHNOLOGIES INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       11241 | OU      | $286.34        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PEGASYSTEMS INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -424880 | OU      | $17240.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PEGASYSTEMS INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       35577 | OU      | $-1443.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PROGRESS SOFTWARE CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       45963 | OU      | $-7590.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | REGENERON PHARMACEUTICALS CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -237163 | OU      | $-11627.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ROYAL GOLD INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      353424 | OU      | $50196.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ROYAL GOLD INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       35209 | OU      | $5000.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STEVEN MADDEN LTD CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -35793 | OU      | $-297.92       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STEVEN MADDEN LTD CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -40065 | OU      | $-333.48       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SILGAN HOLDINGS INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -334354 | OU      | $-2430.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SEMTECH CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9106 | OU      | $-44.03        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TTM TECHNOLOGIES CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      273327 | OU      | $-10780.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TTM TECHNOLOGIES CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       42495 | OU      | $-1676.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TAKE-TWO INTERACTIVE SOFTWRE CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -140588 | OU      | $2338.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UNITED CONTINENTAL HOLDINGS-  CFD                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      774700 | OU      | $-15583.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UNITED CONTINENTAL HOLDINGS-  CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      524955 | OU      | $-10559.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WD-40 CO CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -36233 | OU      | $1970.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WD-40 CO CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       27174 | OU      | $-1477.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WOODWARD INC                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      605764 | OU      | $-6247.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WOODWARD INC                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       15775 | OU      | $-26.83        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DENTSPLY SIRONA INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       74710 | OU      | $388.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DENTSPLY SIRONA INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       14640 | OU      | $80.02         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PACKAGING CORP OF AMERICA CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -234147 | OU      | $-3539.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ROLLINS INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      125842 | OU      | $473.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SYNNEX CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       27834 | OU      | $2196.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SIMPSON MANUFACTURING CO INC CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      506965 | OU      | $858.11        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SIMPSON MANUFACTURING CO INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12678 | OU      | $21.46         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOUTHWEST GAS CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       49438 | OU      | $616.32        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TRANSDIGM GROUP INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1720231 | OU      | $8937.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRANSDIGM GROUP INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      159110 | OU      | $826.62        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TREX COMPANY INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -446769 | OU      | $6050.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TREX COMPANY INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       90749 | OU      | $-1229.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UNIVERSAL HEALTH SERVICES-B CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        6019 | OU      | $-291.84       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WEST PHARMACEUTICAL SERVICES CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       76041 | OU      | $2910.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WEX INC                                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -119262 | OU      | $2033.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OXFORD BIOMEDICA PLC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -7856 | OU      | $815.18        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ELEMENTIS PLC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -6745 | OU      | $-220.14       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AVANZA AB CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -520087 | OU      | $-5568.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DAETWYLER HOLDING AG-BR CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -6778 | OU      | $-185.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EMMI AG-REG CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -4794 | OU      | $-419.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FORBO HOLDING AG-REG CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -10038 | OU      | $-517.52       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INTERPARFUMS SA CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -2697 | OU      | $-47.75        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEXITY CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |        2089 | OU      | $56.93         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BILIA AB-A SHS CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -27526 | OU      | $-116.24       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PER AARSLEFF A/S-CL B CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      269005 | OU      | $656.32        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BAVARIAN NORDIC A/S CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     1344970 | OU      | $8296.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEMETSCHEK AG CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      232655 | OU      | $-15213.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PHARMING GROUP NV CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      124115 | OU      | $9988.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SARTORIUS AG-VORZUG CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -93660 | OU      | $-3339.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KARDEX AG-BR CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -6096 | OU      | $402.84        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | YPSOMED HOLDING AG CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -29561 | OU      | $861.40        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IMPLENIA AG-REG CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -39337 | OU      | $2865.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NIBE INDUSTRIER AB-B SHS CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -3498371 | OU      | $-39772.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MEKONOMEN AB CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -98269 | OU      | $-582.72       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TELEFONICA SA CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      168811 | OU      | $12712.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HOLMEN AB-B SHARES CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       81046 | OU      | $332.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STOREBRAND ASA CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     1066410 | OU      | $3092.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HOCHTIEF AG CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -349386 | OU      | $821.58        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EIFFAGE CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -451923 | OU      | $-9369.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ELECTRICIDADE DE PORTUGAL SA CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PT        |      305557 | OU      | $17519.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VALEO CFD                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       18355 | OU      | $18.92         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INDRA SISTEMAS SA CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |     -111785 | OU      | $-4148.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FUGRO NV-CVA CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       36070 | OU      | $3184.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SACYR VALLEHERMOSO SA CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |     -197368 | OU      | $-7467.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SEB SA CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -35387 | OU      | $-1206.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STORA ENSO OYJ-R SHS CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |     -146125 | OU      | $-4848.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ELECTROLUX AB-SER B CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -1567732 | OU      | $2080.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IMERYS SA CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       13721 | OU      | $537.62        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AEGON NV CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      632408 | OU      | $37548.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COLRUYT NV CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |       31270 | OU      | $3400.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SKF AB-B SHS CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -1543630 | OU      | $-9852.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SABADELL SWP CSFB                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      435853 | OU      | $10160.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KAINOS GROUP PLC                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       10380 | OU      | $173.30        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHIMIZU CORPORATION CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    21124950 | OU      | $5038.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JGC CORPORATION CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     6959800 | OU      | $6153.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | YAKULT HONSHA CO LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     8530500 | OU      | $1469.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASAHI KASEI CORP CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      589800 | OU      | $197.46        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUMITOMO CHEMICAL CO LTD CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    19278000 | OU      | $14422.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NISSAN CHEMICAL INDUSTRIES CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     9468800 | OU      | $2555.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOKYO OHKA KOGYO CO LTD CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -9483600 | OU      | $1033.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KAO CORPORATION CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    14412000 | OU      | $2616.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KANSAI PAINT CO LTD CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -3107000 | OU      | $88.40         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OTSUKA CORPORATION CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     6430600 | OU      | $1599.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUMITOMO ELECTRIC INDUSTRIES CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -3685600 | OU      | $494.95        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NHK SPRING CO LTD CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -4631400 | OU      | $480.51        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DAIFUKU CO LTD CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -21476870 | OU      | $-2379.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NSK LTD CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     6859566 | OU      | $714.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OMRON CORPORATION CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -16338852 | OU      | $-6371.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FANUC CORP CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -5085900 | OU      | $675.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ROHM COMPANY LIMITED CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -22334400 | OU      | $-2727.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HAMAMATSU PHOTONICS KK CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -7467600 | OU      | $-1809.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MURATA MANUFACTURING CO LTD CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     8068400 | OU      | $766.61        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HINO MOTORS LTD CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     1830825 | OU      | $-562.84       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ONO PHARMACEUTICAL CO LTD CFD (JPY)                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    11660000 | OU      | $6780.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FURUKAWA ELECTRIC CO LTD/THE CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    38752000 | OU      | $24595.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MINEBEA MITSUMI INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     1524600 | OU      | $356.54        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MITSUI O.S.K. LINES LTD CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     8296600 | OU      | $1752.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MISUMI GROUP INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      794550 | OU      | $136.08        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KOITO MANUFACTURING CO LTD CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3910400 | OU      | $636.08        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOPPAN PRINTING CO LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -9515100 | OU      | $4567.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UNI-CHARM CORPORATION CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    12346080 | OU      | $1945.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHIMAMURA CO LTD CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -2049000 | OU      | $348.76        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MITSUI FUDOSAN CO LTD CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    54762500 | OU      | $1405.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MITSUBISHI ESTATE CO LTD CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -60172000 | OU      | $-9446.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUMITOMO REALTY & DEVELOPMNT CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    19548000 | OU      | $4519.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOBU RAILWAY CO LTD CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      282650 | OU      | $25.86         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOKYU CORPORATION CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -7328120 | OU      | $-1041.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EAST JAPAN RAILWAY CO CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    14939400 | OU      | $1926.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WEST JAPAN RAILWAY CO CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -1570000 | OU      | $37.80         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HANKYU CORPORATION CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -16710536 | OU      | $-10367.11     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SANKYU INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      854000 | OU      | $209.16        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MITSUBISHI LOGISTICS CORP CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      667000 | OU      | $19.01         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KANSAI ELECTRIC POWER CO INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    10653250 | OU      | $4365.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KYUSHU ELECTRIC POWER CO INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     2576250 | OU      | $1154.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HOKKAIDO ELECTRIC POWER CO CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      102850 | OU      | $32.64         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BANK OF QUEENSLAND LIMITED CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       28861 | OU      | $-185.67       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ORIGIN ENERGY LIMITED CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      225020 | OU      | $3047.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LION CORPORATION  EQ SWAP                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     1116850 | OU      | $304.34        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BILFINGER SE                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      143622 | OU      | $-1351.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PUMA AG CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -188150 | OU      | $-21481.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BENETEAU CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       12258 | OU      | $225.05        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHRISTIAN DIOR CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -60738 | OU      | $-1366.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | REMY COINTREAU CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -65118 | OU      | $-4170.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HACHIJUNI BANK LTD/THE CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3907000 | OU      | $527.96        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TAISEI CORPORATION CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -31130000 | OU      | $-11053.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUZUKI MOTOR CORP CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    16126426 | OU      | $1991.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IWATANI INTERNATIONAL CORP CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -1983000 | OU      | $-370.03       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOKYO TATEMONO CO LTD CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      714800 | OU      | $110.12        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALLIANZ SE - REG CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     1175342 | OU      | $60893.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CONTINENTAL AG CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      341655 | OU      | $4115.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HEIDELBERGER DRUCKMASCHINEN CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       13713 | OU      | $-334.83       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ILUKA RESOURCES LIMITED CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       61924 | OU      | $6943.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TELEPERFORMANCE- CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |      -11193 | OU      | $-812.77       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TELEPERFORMANCE- CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -37761 | OU      | $-1542.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUEDZUCKER AG CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       14127 | OU      | $5270.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRELLEBORG AB-B SHS CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     2277691 | OU      | $13976.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRIGANO CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -28506 | OU      | $1174.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WESTPAC BANKING CORPORATION CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | AU        |       25824 | OU      | $-130.71       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WESTPAC BANKING CORPORATION CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -125022 | OU      | $451.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KYOWA EXEO CORPORATION CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      787500 | OU      | $194.57        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COCA-COLA WEST JAPAN CO LTD CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     5082527 | OU      | $-267.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHIN-ETSU CHEMICAL CO LTD CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -51013200 | OU      | $-20603.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NIPPON PAINT HOLDINGS CO LTD CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -8833370 | OU      | $-1402.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FUJI FILM HOLDINGS CORP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     7807050 | OU      | $2258.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DAIDO STEEL CO LTD CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -753400 | OU      | $1.95          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEC CORP CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    17283200 | OU      | $584.12        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOHO CO LTD CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    11669050 | OU      | $3150.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AZBIL CORP CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      676750 | OU      | $104.59        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NISSAN MOTOR CO LTD CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -9905870 | OU      | $-2387.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HONDA MOTOR CO LTD CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -41986800 | OU      | $-100.91       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AEON CO LTD CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -15321150 | OU      | $-304.55       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DAIWA SECURITIES GROUP INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -15094650 | OU      | $-2485.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KAWASAKI KISEN KAISHA LTD CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    34796250 | OU      | $8772.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KDDI CORPORATION CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    30369600 | OU      | $2745.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AUST AND NZ BANKING GROUP LT CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | AU        |       28653 | OU      | $95.40         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AUST AND NZ BANKING GROUP LT CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -379275 | OU      | $-1262.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KONINKLIJKE BAM GROEP NV CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      104522 | OU      | $-2472.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOLVAY SA CFD (BRU)                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |      179862 | OU      | $13328.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUNCORP-GROUP LIMITED CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      281455 | OU      | $1757.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | 77 BANK LTD/THE CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3509200 | OU      | $1654.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALPS ELECTRIC CO LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3439133 | OU      | $30.82         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DAIWA HOUSE INDUSTRY CO LTD CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -4543200 | OU      | $391.06        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DENKI KAGAKU KOGYO K K CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -2233000 | OU      | $-1922.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HITACHI LTD CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    72480000 | OU      | $-13730.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SANWA HOLDINGS CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3509000 | OU      | $632.04        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUMITOMO RUBBER INDUSTRIES CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -6984250 | OU      | $-2154.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HENNES & MAURITZ AB-B SHS CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -2491902 | OU      | $-7113.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KEIO CORP CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -1934440 | OU      | $-78.26        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OBAYASHI CORPORATION CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -5530500 | OU      | $-1483.03      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HASEKO CORPORATION CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3432000 | OU      | $543.73        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KAJIMA CORPORATION CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -17772300 | OU      | $-6277.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KANDENKO CO LTD CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     1183600 | OU      | $138.06        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KINDEN CORPORATION CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     4855900 | OU      | $894.90        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NISSHIN SEIFUN GROUP INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     1818450 | OU      | $425.32        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | YAMAZAKI BAKING CO LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      965400 | OU      | $622.93        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NH FOODS LTD CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    13422000 | OU      | $4247.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SAPPORO HOLDINGS LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     1894200 | OU      | $1004.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASAHI BREWERIES LTD CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    37380000 | OU      | $4099.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KEWPIE CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3647700 | OU      | $-124.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NICHIREI CORPORATION CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     4030950 | OU      | $661.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NISSIN FOOD PRODUCTS CO LTD CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     1999900 | OU      | $684.42        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TORAY INDUSTRIES INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     5454800 | OU      | $2666.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RESONAC HOLDINGS CORP                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -35428000 | OU      | $1947.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IBIDEN CO LTD CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    20358000 | OU      | $6833.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AIR WATER INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     2467800 | OU      | $704.90        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NIPPON SHOKUBAI CO LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      911000 | OU      | $48.89         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUMITOMO BAKELITE CO LTD CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -1476000 | OU      | $-162.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SEKISUI CHEMICAL CO LTD CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -23850410 | OU      | $-5853.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UBE INDUSTRIES LTD CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      242500 | OU      | $39.75         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DENTSU INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3249000 | OU      | $152.71        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TAKEDA PHARAMACEUTICAL CO CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -37014277 | OU      | $-9837.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASTELLAS PHARMA INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    20776800 | OU      | $12541.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHIONOGI & CO LTD CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -9827779 | OU      | $-4438.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NIPPON SHINYAKU CO LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     1970400 | OU      | $743.18        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EISAI CO LTD CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    12170600 | OU      | $4710.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SANTEN PHARMACEUTICAL CO LTD CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     6105000 | OU      | $3159.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OBIC CO LTD CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    25792800 | OU      | $-2328.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TREND MICRO INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -12178500 | OU      | $62.59         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | USS CO LTD CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     5916600 | OU      | $587.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHISEIDO COMPANY LIMITED CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -15890356 | OU      | $-10198.14     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | YOKOHAMA RUBBER CO LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -6444900 | OU      | $-1595.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOYO TIRE & RUBBER CO LTD CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    13539400 | OU      | $3838.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BRIDGESTONE CORP CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    18507900 | OU      | $2159.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASAHI GLASS CO LTD CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      531000 | OU      | $196.92        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NIPPON ELECTRIC GLASS CO LTD CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3565800 | OU      | $624.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NGK INSULATORS LTD CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     5308800 | OU      | $2630.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NICHIAS CORPORATION CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -2476800 | OU      | $-1185.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NIPPON STEEL CORPORATION CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -45306500 | OU      | $-308.57       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KOBE STEEL LTD CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     6795250 | OU      | $-340.36       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JFE HOLDINGS INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -23981100 | OU      | $81.21         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MITSUBISHI MATERIALS CORP CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -1893200 | OU      | $-676.01       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FUJIKURA LIMITED CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -9732000 | OU      | $-4683.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RINNAI CORPORATION CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3276685 | OU      | $384.71        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HITACHI CONSTRUCTION MACHINE CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     6751762 | OU      | $2095.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DAIKIN INDUSTRIES LTD CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     5589000 | OU      | $767.77        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SANKYO CO LTD GUNMA CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     8848400 | OU      | $-1327.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BROTHER INDUSTRIES LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     4871350 | OU      | $777.78        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JTEKT CORPORATION CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     1299200 | OU      | $396.28        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | THK CO LTD CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -899600 | OU      | $-244.44       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MITSUBISHI ELECTRIC CORP CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    13374400 | OU      | $766.34        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SONY CORP CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   144327650 | OU      | $32682.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TDK CORP CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    63930250 | OU      | $3770.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HIROSE ELECTRIC CO LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     2067500 | OU      | $64.09         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KEYENCE CORPORATION CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -45024000 | OU      | $-1029.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SYSMEX CORPORATION CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -12499200 | OU      | $-2346.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CASIO COMPUTER CO LTD CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -2531700 | OU      | $-208.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NITTO DENKO CORPORATION CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3687600 | OU      | $769.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MITSUBISHI HEAVY INDS LTD CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   100277400 | OU      | $-21866.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PAN PACIFIC INTERNATIONAL HOLD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     9535400 | OU      | $-300.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHIMADZU CORPORATION CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     5168800 | OU      | $699.39        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOKYO SEIMITSU CO LTD CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     4126500 | OU      | $675.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OLYMPUS CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     2340900 | OU      | $1446.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HOYA CORPORATION CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -54530000 | OU      | $-3127.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CITIZEN WATCH CO LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     7689200 | OU      | $2448.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | YAMAHA CORPORATION CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -109500 | OU      | $-18.00        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NINTENDO CO LTD CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    19807200 | OU      | $-4925.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MARUBENI CORPORATION CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -23363553 | OU      | $-17405.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MITSUI & CO LTD CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -56977800 | OU      | $-15913.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUMITOMO CORPORATION CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -21888000 | OU      | $-11759.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BIPROGY INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     9609600 | OU      | $1262.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SANRIO CO LTD CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -43566600 | OU      | $19605.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TAKASHIMAYA CO LTD CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      539700 | OU      | $197.96        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MARUI CO LTD CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     5416200 | OU      | $760.05        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUMITOMO MITSUI FINANCIAL GR CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -82147600 | OU      | $-21625.14     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHIBA BANK LTD/THE CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -9350400 | OU      | $-3217.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ORIX CORP CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -19160400 | OU      | $-3889.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MITSUBISHI UFJ LEASE & FINANCE CFD                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ANA HOLDING INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    26857018 | OU      | $-2669.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NIPPON TELEVISION NETWORK CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     2175600 | OU      | $400.25        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NIPPON TELEGRAPH & TELEPHONE CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -94211627 | OU      | $-7452.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SQUARE ENIX HOLDINGS CO TRS                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     7771700 | OU      | $432.07        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KONAMI CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    13881000 | OU      | $-1204.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | YAMADA DENKI CO LTD CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      316800 | OU      | $-4.78         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FAST RETAILING CO LTD CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -61830000 | OU      | $-5515.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AUSTRALIAN STOCK EXCHANGE CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       13012 | OU      | $637.57        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COMMONWEALTH BANK OF AUSTRAL CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | AU        |     -602382 | OU      | $10775.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HARVEY NORMAN HOLDINGS LTD CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -20903 | OU      | $117.19        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JAMES HARDIE INDUSTRIES SE CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |     -335885 | OU      | $3520.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NATIONAL AUSTRALIA BANK LTD CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | AU        |       24607 | OU      | $-1068.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NATIONAL AUSTRALIA BANK LTD CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -472226 | OU      | $17262.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SANTOS LTD CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      449850 | OU      | $-4501.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WOODSIDE ENERGY GROUP LTD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      280964 | OU      | $-2146.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DUERR AG CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       30518 | OU      | $1665.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KLEPIERRE CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      420099 | OU      | $14791.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HERMES INTERNATIONAL CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |     -211147 | OU      | $1577.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SODEXO CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -315539 | OU      | $-20429.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SWEDBANK AB CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      608927 | OU      | $-1030.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SKANDINAVISKA ENSKILDA BAN-A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -2951581 | OU      | $2783.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KYUDENKO CORPORATION CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3679200 | OU      | $1011.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FREEPORT-MCMORAN COPPER CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      807838 | OU      | $56463.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FREEPORT-MCMORAN COPPER CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      473363 | OU      | $33085.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GILEAD SCIENCES INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      696176 | OU      | $10290.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GILEAD SCIENCES INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -475334 | OU      | $-7025.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CENCORA INC                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      332473 | OU      | $-6709.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CENCORA INC                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -113817 | OU      | $2296.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMERICAN INTERNATIONAL GROUP CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1079193 | OU      | $-2299.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMERICAN INTERNATIONAL GROUP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      691203 | OU      | $1472.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DEVON ENERGY CORPORATION CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1710000 | OU      | $-64534.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DEVON ENERGY CORPORATION CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      166903 | OU      | $6298.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EDWARDS LIFESCIENCES CORP CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      134923 | OU      | $-3191.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEXTERA ENERGY INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -559080 | OU      | $-15661.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OMNICOM GROUP CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      824930 | OU      | $-3598.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OMNICOM GROUP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -221225 | OU      | $-185.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TENET HEALTHCARE CORP CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -322608 | OU      | $23314.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TENET HEALTHCARE CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       72007 | OU      | $-5203.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VISHAY INTERTECHNOLOGY INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -212872 | OU      | $-6583.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VISHAY INTERTECHNOLOGY INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       28242 | OU      | $900.34        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PARAGON GROUP COMPANIES PLC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       37528 | OU      | $-2460.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | REINSURANCE GROUP OF AMERICA CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       15278 | OU      | $237.88        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MERSEN CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -10597 | OU      | $-423.15       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CARLSBERG AS-B CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      425948 | OU      | $830.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VIRIDIEN CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -105285 | OU      | $-7591.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CORPORACION MAPFRE SA CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -49943 | OU      | $-2525.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ATEA SA CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     -127644 | OU      | $-410.71       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UBI SOFT ENTERTAINMENT CFD (EUR)                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       56211 | OU      | $-1798.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VALLOUREC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      160003 | OU      | $21442.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VISCOFAN S.A. CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       90994 | OU      | $6378.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SAFRAN S.A. CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     1592791 | OU      | $-26868.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BE SEMICONDUCTOR INDUSTRIES CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      357492 | OU      | $5970.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SBM OFFSHORE NV CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      162248 | OU      | $6351.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PROSIEBEN SAT.1 MEDIA AG-PFD CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -1414 | OU      | $38.30         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NORSK HYDRO ASA CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     1028642 | OU      | $18811.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOMRA SYSTEMS ASA CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |    -1086065 | OU      | $-5480.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SVENSKA CELLULOSA AB-B SHS CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -222368 | OU      | $-696.25       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VOLVO AB-B SHS CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -2158398 | OU      | $-10703.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UPM-KYMMENE OYJ CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |       57943 | OU      | $4484.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RANDSTAD HOLDING NV CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |     -188246 | OU      | $10246.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ORKLA ASA CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      322293 | OU      | $1801.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | QUADIENT SAS CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |        3003 | OU      | $-518.74       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ACEA SPA CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |        2696 | OU      | $107.30        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ERICSSON LM-B SHS CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     4298532 | OU      | $11970.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SANDVIK AB CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -5879664 | OU      | $-39799.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NOVO NORDISK A/S-B CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |    -1632511 | OU      | $4721.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BIC CFD (EUR)                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       11292 | OU      | $590.33        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WARTSILA OYJ-B SHARES CFD (EUR)                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |      -35478 | OU      | $-263.31       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AGEAS CFD                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |     -163272 | OU      | $-12613.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KONECRANES OYJ CFD - EUR                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KONECRANES OYJ CFD - EUR                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |        5761 | OU      | $6704.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NATURGY ENERGY GROUP CFD-EUR                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      235785 | OU      | $4709.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RED ELECTRICA CORPORATION SA CFD-EUR                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      792785 | OU      | $13622.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MELIA HOTELS INTERNATIONAL SA CFD-EUR                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       53162 | OU      | $2633.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SAMPO OYJ CFD (EUR)                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |      202884 | OU      | $3150.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SKANSKA AB-B SHS CFD (SEK)                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -985579 | OU      | $-4951.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TELE2  AB -B SHS CFD (SEK)                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -1062060 | OU      | $-5992.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FIELMANN AG CFD-EUR                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       63087 | OU      | $1308.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BEIERSDORF AG CFD (EUR)                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       42822 | OU      | $3537.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BIOMARIN PHARMACEUTICAL INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       92085 | OU      | $2874.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BIOGEN IDEC INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      279684 | OU      | $-472.13       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BIOGEN IDEC INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -114408 | OU      | $193.13        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BRISTOL-MYERS SQUIBB CO CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1658700 | OU      | $-106215.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BRISTOL-MYERS SQUIBB CO CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      360302 | OU      | $22580.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DANAHER CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      516420 | OU      | $-1087.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DANAHER CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       90654 | OU      | $-24.74        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SLM CORP CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -24416 | OU      | $-1490.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WENDEL INVESTISSEMENT CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -24187 | OU      | $-1233.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VOSSLOH AG CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -42110 | OU      | $830.15        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ITV PLC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       20375 | OU      | $-14.15        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOJITZ CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -598900 | OU      | $-186.02       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DEUTZ AG CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       39617 | OU      | $-2306.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OPMOBILITY                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |        6465 | OU      | $116.97        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GREGGS PLC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -125931 | OU      | $-3278.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ROTORK PLC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       60020 | OU      | $1587.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BEKAERT NV CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |       21357 | OU      | $742.03        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VICTREX PLC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        4008 | OU      | $172.97        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BASILEA PHARMACEUTICA CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |        6128 | OU      | $470.18        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | YARA INTERNATIONAL ASA CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      749778 | OU      | $11358.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ABC-MART INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      492600 | OU      | $78.76         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JAPAN REAL ESTATE INVESTMENT CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     5997600 | OU      | $-1821.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | JAPAN REAL ESTATE INVESTMENT CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | JP        |     9040044 | OU      | $295.87        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HIKARI TSUSHIN INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -12510000 | OU      | $2502.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JAPAN STEEL WORKS LTD CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -11482800 | OU      | $6252.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KYORITSU MAINTENANCE CO LTD CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -719550 | OU      | $-122.02       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COMSYS HOLDINGS CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     6431100 | OU      | $1030.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NABTESCO CORP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -3658500 | OU      | $452.59        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ROHTO PHARMACEUTICAL CO LTD CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -1172250 | OU      | $-294.30       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NIDEC CORP CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    45449400 | OU      | $-18444.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SAMSUNG SDI CO LTD CFD (USD)                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |     -112566 | OU      | $-12676.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CATHAY GENERAL BANCORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       14572 | OU      | $336.53        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COMMERCE BANCSHARES INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       33478 | OU      | $765.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FIFTH THIRD BANCORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      608321 | OU      | $14614.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FIFTH THIRD BANCORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -502654 | OU      | $-12076.11     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CNX RESOURCES CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       76078 | OU      | $-3912.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CLOROX COMPANY CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       73057 | OU      | $-1552.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CLOROX COMPANY CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       82854 | OU      | $-1607.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DONALDSON CO INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       73916 | OU      | $-673.14       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PEPSICO INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -3823299 | OU      | $-111749.40    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PRUDENTIAL CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      155345 | OU      | $-2532.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENAGAS CFD DMG                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      615661 | OU      | $124087.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FREENET AG CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       49250 | OU      | $1669.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HUBER & SUHNER AG-REG CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -39861 | OU      | $-852.95       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CRANSWICK PLC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       12598 | OU      | $492.38        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LEROY SEAFOOD GROUP ASA CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      186966 | OU      | $630.45        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AARHUSKARLSHAMN AB CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -318699 | OU      | $-3238.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VALIANT HOLDING-REG CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       13728 | OU      | $630.17        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HUNTING PLC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       23150 | OU      | $1396.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IVANHOE MINES LTD CFD (CAD)                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -53297 | OU      | $-1576.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LUNDIN MINING CORP CFD (CAD)                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       83120 | OU      | $5185.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MOWI ASA CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |    -2017374 | OU      | $-7744.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DOOSAN CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |    -3198000 | OU      | $-90.72        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GALP ENERGIA SGPS SA-B SHRS CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PT        |     -102659 | OU      | $-165.49       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | APA GROUP CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       95231 | OU      | $2844.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALUMINUM CORP OF CHINA LTD-H CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      851200 | OU      | $8482.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TECNICAS REUNIDAS SA CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |        7971 | OU      | $265.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DIGITAL REALTY TRUST INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      256764 | OU      | $5441.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DIGITAL REALTY TRUST INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -313411 | OU      | $-6642.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CEMEX SAB-SPONS ADR PART CER CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | MX        |      246138 | OU      | $18755.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HILL & SMITH HOLDINGS PLC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       23564 | OU      | $122.54        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STOCKLAND CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       41816 | OU      | $585.01        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MONDI PLC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -22196 | OU      | $-570.21       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SCHOUW & CO CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      115900 | OU      | $1685.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DFDS A/S CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      131929 | OU      | $1352.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CME GROUP INC CFD (USD)                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      164929 | OU      | $-6030.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CME GROUP INC CFD (USD)                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -298283 | OU      | $10907.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LENOVO GROUP LTD CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | HK        |     -248080 | OU      | $-2037.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LENOVO GROUP LTD CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |      177200 | OU      | $1455.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SA DES CIMENTS VICAT-VICAT CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       39614 | OU      | $999.67        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SAFESTORE HOLDINGS LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       22762 | OU      | $-305.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GARMIN LTD CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CH        |     -707059 | OU      | $19845.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GARMIN LTD CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      162628 | OU      | $-4629.67      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AKAMAI TECHNOLOGIES INC  SWP JPM                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -625589 | OU      | $-2296.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WR BERKLEY CORP CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       -5703 | OU      | $-63.51        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WR BERKLEY CORP CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -120481 | OU      | $-1341.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BAML International Ltd.                                | NVIDIA CORP CFD                                                                  | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DE               |  | US        |      230791 | OU      | $-1629.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NVIDIA CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     3929945 | OU      | $-27745.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NVIDIA CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -128920 | OU      | $910.16        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NATIONAL BANK OF CANADA CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      763844 | OU      | $2543.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GREAT-WEST LIFECO INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -72219 | OU      | $-1147.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CORNING INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       19384 | OU      | $740.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CORNING INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -87619 | OU      | $-3345.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COMCAST CORP-CL A CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -3445750 | OU      | $35633.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COMCAST CORP-CL A CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -292421 | OU      | $3024.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TELECOM PLUS PLC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -25848 | OU      | $-707.84       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BARR (A.G.) PLC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        4361 | OU      | $268.70        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FABEGE AB CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -443795 | OU      | $-882.74       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BURE EQUITY AB CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -89303 | OU      | $-624.21       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SANMINA-SCI CORP CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -64775 | OU      | $862.75        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SANMINA-SCI CORP CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -24570 | OU      | $327.25        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MAGNA INTERNATIONAL INC-CL A CFD (CAD)                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      149391 | OU      | $5645.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA COAL ENERGY CO - H CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |       14330 | OU      | $-142.17       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DOMINO S PIZZA GROUP PLC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -13527 | OU      | $191.12        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ATKINSREALIS GROUP INC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -148065 | OU      | $2982.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TECHNE CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -274612 | OU      | $-1373.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TECHNE CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -155005 | OU      | $-1043.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WACKER CHEMIE AG CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -82466 | OU      | $-16745.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | REXEL SA CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -178289 | OU      | $-10401.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | D/S NORDEN CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      303998 | OU      | $4158.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FAIRFAX FINANCIAL HLDGS LTD CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      173739 | OU      | $-507.45       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | POWER CORP OF CANADA CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      513317 | OU      | $5253.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MMG LTD MSIL CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |       85440 | OU      | $473.12        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | TAIWAN SEMICONDUCTOR-SP ADR CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |     2047961 | OU      | $-3025.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | TAIWAN SEMICONDUCTOR-SP ADR CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      806526 | OU      | $-1191.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LULULEMON ATHLETICA INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -131504 | OU      | $9024.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LULULEMON ATHLETICA INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -389745 | OU      | $26744.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JB HI-FI LTD CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       10465 | OU      | $15.50         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZIJIN MINING GROUP CO LTD-H CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      585360 | OU      | $6321.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA CONSTRUCTION BANK-H CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |     4120910 | OU      | $45358.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BIOMERIEUX CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -31898 | OU      | $-1377.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TSINGTAO BREWERY CO LTD-H CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      475000 | OU      | $1544.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IDEMITSU KOSAN CO LTD CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3659500 | OU      | $2467.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CAIXABANK CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |     1387124 | OU      | $22938.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AOZORA BANK LTD CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3675000 | OU      | $877.12        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CAN IMPERIAL BK OF COMMERCE CFD (CAD)                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -80970 | OU      | $-1881.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HEICO CORP CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1806474 | OU      | $35142.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BURCKHARDT COMPRESSION HOLDI CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       33475 | OU      | $-2960.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZHAOJIN MINING INDUSTRY - H CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |     -646560 | OU      | $-17252.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA CITIC BANK - H CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      123250 | OU      | $1501.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TSURUHA HOLDINGS INC EQ SWAP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -7981500 | OU      | $-2849.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CIA SANEAMENTO BASICO DE SP CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |     -332382 | OU      | $-2948.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FURUKAWA-SKY ALUMINUM CORP CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      214000 | OU      | $148.32        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IGM FINANCIAL INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -53441 | OU      | $-1701.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA RESOURCES BEER HOLDINGS CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |      324270 | OU      | $3322.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ANHUI CONCH CEMENT CO LTD-H CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      -31290 | OU      | $-92.30        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | YANZHOU COAL MINING CO-H CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      199200 | OU      | $-3061.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TECHTRONIC INDUSTRIES CO CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |    -2667600 | OU      | $-5082.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CONSTRUCC Y AUX DE FERROCARR CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |        3018 | OU      | $313.91        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | REDES ENERGETICAS NACIONAIS CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PT        |       13731 | OU      | $150.13        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CASTELLUM AB CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -581668 | OU      | $-3909.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TECAN GROUP AG-REG CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       46338 | OU      | $9282.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KUEHNE & NAGEL INTL AG-REG CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -272390 | OU      | $-29872.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MACQUARIE GROUP LTD CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | AU        |       21391 | OU      | $867.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STMICROELECTRONICS CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |     -266354 | OU      | $-23940.79     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOLARIA ENERGIA Y MEDIO AMBI CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      172514 | OU      | $16742.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GRENKELEASING AG CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -6251 | OU      | $-32.65        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOFINA CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |      -69805 | OU      | $2008.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WACKER CONSTRUCTION EQUIPMEN CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       17043 | OU      | $657.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOLLORE CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       15884 | OU      | $367.28        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KORIAN CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -22678 | OU      | $215.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CLAS OHLSON AB-B SHS CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      674478 | OU      | $589.34        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RINGKJOEBING LANDBOBANK A/S CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      450296 | OU      | $2001.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KRONES AG CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       27798 | OU      | $196.86        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALMIRALL SA CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       17207 | OU      | $1570.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PARTNERS GROUP-REG CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -619045 | OU      | $-54665.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CTS EVENTIM CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       30676 | OU      | $-7050.35      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KAUFMAN & BROAD SA CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       12197 | OU      | $-369.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ACKERMANS & VAN HAAREN CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |       10440 | OU      | $233.31        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LUNDBERGS AB-B SHS CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -620471 | OU      | $-3761.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FLUGHAFEN ZUERICH AG-REG CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -146198 | OU      | $-5042.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MERCIALYS CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       42548 | OU      | $619.18        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ICADE CFD (ICAD FP)                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       20674 | OU      | $165.15        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MELEXIS NV CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |      -40109 | OU      | $-2351.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FAES FARMA SA CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       -6866 | OU      | $-363.31       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GENUS PLC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -15565 | OU      | $1130.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LINDAB INTERNATIONAL AB CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       55818 | OU      | $247.18        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EUROFINS SCIENTIFIC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |      123525 | OU      | $4464.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SK INNOVATION CO LTD CFD (USD)                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |      -11036 | OU      | $-558.71       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BUREAU VERITAS SA CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      119782 | OU      | $-556.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DERICHEBOURG CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       14609 | OU      | $459.40        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VIDRALA SA CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       14948 | OU      | $840.17        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WEG SA CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |     -480769 | OU      | $-7385.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALLREAL HOLDING AG-REG CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -40040 | OU      | $-1265.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KOMAX HOLDING AG-REG CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |        5515 | OU      | $309.58        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PHILIP MORRIS INTERNAT CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -544732 | OU      | $-7007.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PHILIP MORRIS INTERNAT CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      111330 | OU      | $1432.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MERCADOLIBRE INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       64977 | OU      | $2454.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MERCADOLIBRE INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      151613 | OU      | $5727.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MS&AD INSURANCE GROUP HOLDINGS CFD                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    14004000 | OU      | $5704.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ISETAN MITSUKOSHI HOLDINGS L CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     6405500 | OU      | $2017.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VAN LANSCHOT KEMPEN NV -CVA CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -17033 | OU      | $-368.66       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA RESOURCES LAND LTD CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |    -1140000 | OU      | $-2867.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HANG LUNG PROPERTIES LTD CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |      127500 | OU      | $524.61        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOC HONG KONG HOLDINGS LTD CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |      643840 | OU      | $6162.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MTR CORP CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |     -883680 | OU      | $-2045.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BRILLIANCE CHINA AUTOMOTIVE CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       21680 | OU      | $96.54         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HONG KONG & CHINA GAS CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |     -467280 | OU      | $-444.03       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LI NING CO LTD CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       63240 | OU      | $223.38        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | POWER ASSET HOLDINGS LTD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |      241800 | OU      | $370.76        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CLP HOLDINGS LTD CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA MENGNIU DAIRY CO CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -124080 | OU      | $-1850.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GUANGDONG INVESTMENT LTD CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |      144800 | OU      | $1565.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GALAXY ENTERTAINMENT GROUP L CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |     -310320 | OU      | $-1103.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA RESOURCES POWER HOLDIN CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |     -559200 | OU      | $1235.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RAMSAY HEALTH CARE LIMITED CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -116932 | OU      | $767.30        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEW HOPE CORP LTD CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       22578 | OU      | $660.65        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MINERAL RESOURCES LTD CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      136285 | OU      | $9070.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WHITEHAVEN COAL LTD CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      194044 | OU      | $-541.28       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KINGDEE INTERNATIONAL SFTWR CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -204160 | OU      | $1613.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA PHARMACEUTICAL GROUP CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |      396960 | OU      | $6022.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SINO BIOPHARMACEUTICAL CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      898040 | OU      | $4747.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MINTH GROUP LTD CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -533922 | OU      | $1668.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UNITED LABORATORIES CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -141400 | OU      | $680.45        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COSTAIN GROUP PLC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       23158 | OU      | $-822.20       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KINGBOARD LAMINATES HOLDING CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -311680 | OU      | $-93.38        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GROUPE EUROTUNNEL SE - REGR CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       41893 | OU      | $3711.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SWISSQUOTE GROUP HOLDING-REG CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -158509 | OU      | $-6917.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | REA GROUP LTD CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -62912 | OU      | $-198.18       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DOMINO'S PIZZA ENTERPRISES L CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -80597 | OU      | $2658.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHARTER HALL GROUP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       11464 | OU      | $130.34        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INVENTEC CO LTD CFD (USD)                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | TW        |       -1308 | OU      | $25.87         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RAYSEARCH LABORATORIES AB                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       95472 | OU      | $534.07        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SALMAR ASA CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |    -2684670 | OU      | $-10174.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LOJAS RENNER S.A. CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |      117152 | OU      | $-1010.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZIGUP PLC                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       28187 | OU      | $196.11        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FLUIDRA SA CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -67996 | OU      | $-2291.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JIANGXI COPPER COMPANY LTD-H CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      102540 | OU      | $246.62        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MATSUMOTOKIYOSHI HOLDINGS CO CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     5008500 | OU      | $1865.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA SOUTHERN AIRLINES CO-H CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      -78800 | OU      | $-7.13         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SONOVA HOLDING AG-REG CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      305347 | OU      | $32425.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BANK OF CHINA LTD - H CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |     3447090 | OU      | $39927.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA PACIFIC INSURANCE GR-H CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |     1002352 | OU      | $1589.49       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CITIC PACIFIC LIMITED CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |     1010700 | OU      | $8159.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA NATIONAL BUILDING MA-H CSFB HLDG CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |     -358731 | OU      | $352.55        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZTE CORP-H CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |    -1048500 | OU      | $2016.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GEELY AUTOMOBILE HOLDINGS LT CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -400000 | OU      | $-2346.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUGI HOLDINGS CO LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      681400 | OU      | $110.51        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | J FRONT RETAILING CO LTD CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -3755200 | OU      | $-1009.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JULIUS BAER GROUP LTD CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -249367 | OU      | $-10375.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MEIJI HOLDINGS CO LTD EQ CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     7720000 | OU      | $131.64        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LINK REIT CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |      177300 | OU      | $562.72        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SANDFIRE RESOURCES NL CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       79795 | OU      | $7060.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CANCOM IT SYSTEME AG CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -6535 | OU      | $-1071.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FUJI ELECTRIC HOLDINGS CO LT CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -1050500 | OU      | $-386.01       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NORDIC SEMICONDUCTOR ASA CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     1276989 | OU      | $7356.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SINOPHARM GROUP CO-H CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      196032 | OU      | $-94.37        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHANDONG WEIGAO GP MEDICAL-H CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      -78369 | OU      | $1526.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BANK OF COMMUNICATIONS CO-H CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      213760 | OU      | $1660.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GREAT WALL MOTOR COMPANY-H CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      303840 | OU      | $106.10        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WEICHAI POWER CO LTD-H CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |     -809311 | OU      | $-6720.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BYD ELECTRONIC INTL CO LTD CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |     -820800 | OU      | $7556.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHAFTESBURY CAPITAL PLC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       43371 | OU      | $-357.97       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CIE AUTOMOTIVE SA CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       -7503 | OU      | $-174.62       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA SOUTH LOCOMOTIVE - H CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      -41680 | OU      | $104.49        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRANSMISSORA ALIANCA DE-UNIT CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |      150436 | OU      | $376.19        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOSIDENG INTL HLDGS LTD CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -105560 | OU      | $79.27         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KKR & CO INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      485176 | OU      | $8866.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA LONGYUAN POWER GROUP-H CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      177100 | OU      | $-1532.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOMY COMPANY LTD CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     2187200 | OU      | $-428.57       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HUANENG POWER INTL INC-H CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |     -266800 | OU      | $-805.47       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA MINSHENG BANKING-H CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      134685 | OU      | $-10.81        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STROER OUT-OF-HOME MEDIA AG CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -67993 | OU      | $-2265.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LONDONMETRIC PROPERTY PLC                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       39815 | OU      | $378.57        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PERSEUS MINING LTD CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       18775 | OU      | $2056.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SANDS CHINA LTD-REG S CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -429750 | OU      | $-1460.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ANTA SPORTS PRODUCTS LTD CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |    -1327920 | OU      | $-2700.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BAKKAFROST P/F CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FO        |     -206507 | OU      | $-576.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHONGQING RURAL COMMERCIAL-H CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      126400 | OU      | $1198.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PANDORA A/S CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     2410370 | OU      | $-14952.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENEOS HOLDINGS INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    19919900 | OU      | $13240.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SCREEN HOLDINGS CO LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    22608000 | OU      | $530.74        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GJENSIDIGE FORSIKRING ASA CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      431252 | OU      | $-1480.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HORIBA LTD CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -1809000 | OU      | $-297.11       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INTERROLL HOLDING AG-REG CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       22650 | OU      | $-571.99       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RESONA HOLDINGS INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -22191400 | OU      | $-9613.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AGNC INVESTMENT CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       91491 | OU      | $182.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LONDON STOCK EXCHANGE GROUP CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |      -64579 | OU      | $-5923.21      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LONDON STOCK EXCHANGE GROUP CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       71875 | OU      | $5477.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SAINSBURY (J) PLC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       92498 | OU      | $5125.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DIOS FASTIGHETER AB CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       30138 | OU      | $36.47         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AUTONEUM HOLDING AG CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |        2023 | OU      | $79.69         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SWISS RE LTD CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -777193 | OU      | $-49660.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SCHNEIDER ELECTRIC SA CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |     -121893 | OU      | $4427.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SCHNEIDER ELECTRIC SA CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |    -1093390 | OU      | $39712.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMBU A/S-B CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     -544831 | OU      | $-1793.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHEFS' WAREHOUSE INC/THE CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -24602 | OU      | $-545.67       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOUYGUES SA CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      337656 | OU      | $6666.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEL ASA CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |       89706 | OU      | $-81.13        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SK HOLDINGS CO LTD CFD (USD)                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |       62240 | OU      | $-3439.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VITROLIFE AB CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -248488 | OU      | $-1840.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DKSH HOLDING LTD CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |        9272 | OU      | $-190.43       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HUGO BOSS AG  -ORD CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      211256 | OU      | $3501.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SPAREBANK 1 SR BANK ASA CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     -364372 | OU      | $-1067.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JOHNSON MATTHEY PLC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       74908 | OU      | $5165.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NOMURA REAL ESTATE HOLDINGS CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -1518000 | OU      | $-160.74       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALS LTD CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -112480 | OU      | $-8035.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RAMELIUS RESOURCES LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       95067 | OU      | $8938.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EXPEDIA INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1668619 | OU      | $-40613.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EXPEDIA INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      347402 | OU      | $-8455.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COCA-COLA HBC AG-CDI CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -24512 | OU      | $-509.16       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA MEDICAL SYSTEM HOLDING CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -156960 | OU      | $-626.93       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEXTDC LTD CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -41725 | OU      | $2036.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LOBLAW COMPANIES LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      107846 | OU      | $159.24        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | REGIS RESOURCES LTD CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       33956 | OU      | $4304.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUNNY OPTICAL TECH CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      258230 | OU      | $1231.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA COSCO HOLDINGS-H CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |     1455966 | OU      | $-1919.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SITC INTERNATIONAL HOLDINGS CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       33220 | OU      | $141.93        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZHONGSHENG GROUP HOLDINGS SWAP W/ BAML                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      331561 | OU      | $1661.49       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LONGFOR PROPERTIES CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -20400 | OU      | $167.74        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DAI-ICHI LIFE INSURANCE CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    13710750 | OU      | $6750.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOMPO HOLDINGS INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    25948600 | OU      | $15567.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZHUZHOU CSR TIMES ELECTRIC-H CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      -29056 | OU      | $-35.43        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WPG HOLDINGS LTD CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      276808 | OU      | $-257.55       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VOPAK CFD                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      133054 | OU      | $4904.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KINTETSU CORP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -4752000 | OU      | $-799.11       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ODFJELL DRILLING LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      433299 | OU      | $2045.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HANWHA LIFE INSURANCE CO LTD CFD  USD                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |        -797 | OU      | $36.23         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VICINITY CENTRES CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -14563 | OU      | $-62.01        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PIGEON CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     2056600 | OU      | $417.75        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OSAKA GAS CO LTD CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    17178000 | OU      | $5174.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MARATHON PETROLEUM CORP CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -57435 | OU      | $-2877.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MARATHON PETROLEUM CORP CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      211370 | OU      | $10589.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SAPUTO INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       54554 | OU      | $54.21         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PEBBLEBROOK HOTEL TRUST CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       24624 | OU      | $396.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KAR AUCTION SERVICES INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -458616 | OU      | $-27693.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KAR AUCTION SERVICES INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        2254 | OU      | $136.12        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SERVICENOW INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1175071 | OU      | $67782.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SERVICENOW INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      573390 | OU      | $-33075.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WORKDAY INC-CLASS A CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -462440 | OU      | $24090.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WORKDAY INC-CLASS A CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       38651 | OU      | $-2013.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COTY INC-CL A  SWP CITI                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      188414 | OU      | $-11445.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EMPIRE CO LTD 'A' CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      130260 | OU      | $-75.10        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SAREPTA THERAPEUTICS INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       55556 | OU      | $12704.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GUIDEWIRE SOFTWARE INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      113687 | OU      | $-5256.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GUIDEWIRE SOFTWARE INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -29480 | OU      | $1363.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DIAMONDBACK ENERGY INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1047886 | OU      | $32838.64      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DIAMONDBACK ENERGY INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -588866 | OU      | $-13206.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MITSUI MINING & SMELTING CO CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    29190000 | OU      | $5758.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | M3 INC CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -3604100 | OU      | $-898.62       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PEPTIDREAM INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      935547 | OU      | $254.82        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PRIMERICA INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       18491 | OU      | $44.40         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | META PLATFORMS INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     2570275 | OU      | $-135862.15    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | META PLATFORMS INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     1156079 | OU      | $64846.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | META PLATFORMS INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -63426 | OU      | $3352.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BLOOMIN' BRANDS INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7709 | OU      | $262.01        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRIPADVISOR INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3783 | OU      | $-214.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOKYU FUDOSAN HOLDINGS CORP CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     1058000 | OU      | $161.58        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PROLOGIS INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -307401 | OU      | $-4411.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RH CFD                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      382439 | OU      | $28351.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RH CFD                                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -20957 | OU      | $-1553.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KEYERA CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       28532 | OU      | $184.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EVOLUTION MINING LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -65884 | OU      | $-6131.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HUNTINGTON INGALLS INDUSTRIE CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -689239 | OU      | $28972.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HUNTINGTON INGALLS INDUSTRIE CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -55520 | OU      | $2333.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PLUS500 LTD CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |       32111 | OU      | $-1231.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PILGRIMS PRIDE CORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1567530 | OU      | $-125061.75    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PILGRIMS PRIDE CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       60767 | OU      | $4595.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALTAGAS LTD CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       43510 | OU      | $493.86        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CBOE HOLDINGS INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -216562 | OU      | $-423.83       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BASF SE CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      384498 | OU      | $60618.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CORPAY INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1441325 | OU      | $11400.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CORPAY INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -234941 | OU      | $1858.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MARRIOTT VACATIONS WORLD CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -83389 | OU      | $6287.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PERSOL HOLDINGS CO LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3484400 | OU      | $918.18        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TAIHEIYO CEMENT CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -3665200 | OU      | $-1692.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COSMOS PHARMACEUTICAL CORP CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     6533000 | OU      | $1921.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEXON CO LTD CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -2561850 | OU      | $-810.80       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUNTORY BEVERAGE & FOOD LTD CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     2166500 | OU      | $468.93        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | XERO LTD CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NZ        |      193378 | OU      | $341.46        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CANADIAN UTILITIES LTD-A CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       65919 | OU      | $1645.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | METHANEX CORP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -49284 | OU      | $-3600.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | QUEBECOR INC  -CL B CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      113536 | OU      | $-1318.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WEST FRASER TIMBER CO LTD CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       35944 | OU      | $1594.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOURMALINE OIL CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      348348 | OU      | $-5409.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ELEMENT FINANCIAL CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -12464 | OU      | $154.68        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MONSTER BEVERAGE CORP CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -252130 | OU      | $5113.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MONSTER BEVERAGE CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -298355 | OU      | $6051.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DOLLARAMA INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       41136 | OU      | $-2447.67      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GIBSON ENERGY INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |        6550 | OU      | $-36.21        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CONSTELLATION SOFTWARE INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      126895 | OU      | $-3447.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WESTON (GEORGE) LTD CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      199859 | OU      | $1089.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | METRO INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       28803 | OU      | $-110.35       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CANADIAN TIRE CORP-CLASS A CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      178912 | OU      | $3047.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CAN APARTMENT PROP REAL ESTA CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      115474 | OU      | $-302.78       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ATCO LTD -CLASS I CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       67070 | OU      | $2152.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INTACT FINANCIAL CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      138689 | OU      | $-757.51       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PALO ALTO NETWORKS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -597054 | OU      | $12366.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NIHON M&A CENTER INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -2948780 | OU      | $-450.79       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JAPAN EXCHANGE GROUP INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    10782250 | OU      | $961.12        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHENZHOU INTERNATIONAL GROUP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -260500 | OU      | $2671.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ABBVIE INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -1430206 | OU      | $-87656.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ANTERO RESOURCES CORP CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     2156771 | OU      | $-6081.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ANTERO RESOURCES CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      221865 | OU      | $-625.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WISTRON NEWEB CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |     -178133 | OU      | $86.57         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RYOHIN KEIKAKU CO LTD CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    38657400 | OU      | $-308.83       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LIXIL GROUP CORP CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     2120300 | OU      | $64.22         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA GALAXY SECURITIES CO-H CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |     -450840 | OU      | $4486.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALKERMES PLC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |       62431 | OU      | $17235.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NOMURA HOLDINGS INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -37497150 | OU      | $-7038.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OTSUKA HOLDINGS CO LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    18855000 | OU      | $8942.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | JAZZ PHARMACEUTICALS PLC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |     -322889 | OU      | $-11918.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JAZZ PHARMACEUTICALS PLC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -22790 | OU      | $-841.25       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TALANX AG CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -17725 | OU      | $-731.57       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HOSHIZAKI ELECTRIC CO LTD CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -3944318 | OU      | $-900.57       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CCL INDUSTRIES INC - CL B CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -50821 | OU      | $-308.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALLIED PROPERTIES REAL ESTAT CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       51713 | OU      | $-80.81        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GRAFTON GROUP PLC-UTS CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -20363 | OU      | $517.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KIRIN HOLDINGS CO LTD CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -1434000 | OU      | $-508.08       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WIX.COM LTD CFD (USD)                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IL        |     -297097 | OU      | $-2025.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WIX.COM LTD CFD (USD)                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |     -294234 | OU      | $-2006.29      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PICC PROPERTY & CASUALTY -H CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |     2597020 | OU      | $-3543.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TIS INC                                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     8790600 | OU      | $202.15        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INTL BUSINESS MACHINES CORP CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -5328541 | OU      | $129760.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INTL BUSINESS MACHINES CORP CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      442720 | OU      | $-10781.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VEEVA SYSTEMS INC-CLASS A CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     2151632 | OU      | $-111165.12    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VEEVA SYSTEMS INC-CLASS A CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      364903 | OU      | $-18852.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INMOBILIARIA COLONIAL SA CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -66627 | OU      | $-1713.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CLOETTA AB-B SHS CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      155722 | OU      | $855.29        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SALVATORE FERRAGAMO SPA CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |       19837 | OU      | $1770.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EBARA CORP CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -10476000 | OU      | $-1930.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUMITOMO FORESTRY CO LTD CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -7114500 | OU      | $-1574.67      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASM INTERNATIONAL NV CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |     -346173 | OU      | $6746.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NETAPP INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -461219 | OU      | $-4962.77      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NETAPP INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6290 | OU      | $-57.82        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HEWLETT-PACKARD CO CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -503127 | OU      | $-18463.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HEWLETT-PACKARD CO CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -111532 | OU      | $-4092.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BORREGAARD ASA CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     -138607 | OU      | $-795.26       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KOSE CORP CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      581100 | OU      | $78.86         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MACY S INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      293456 | OU      | $976.56        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MACY S INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      112940 | OU      | $375.84        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DOLLAR GENERAL CORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      481423 | OU      | $-24550.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DOLLAR GENERAL CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       79889 | OU      | $-2832.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MEBUKI FINANCIAL GROUP INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     8431500 | OU      | $3804.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NOMURA RESEARCH INSTITUTE LT CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    21145000 | OU      | $3603.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MADISON SQUARE GARDEN SPORTS C                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      677717 | OU      | $24220.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MADISON SQUARE GARDEN SPORTS C                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -148949 | OU      | $-5323.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ULVAC INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     4323500 | OU      | $-305.02       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GOODMAN GROUP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       59823 | OU      | $1652.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ULTRAGENYX PHARMACEUTICAL IN CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2534 | OU      | $-85.00        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RINGCENTRAL INC-CLASS A  SWP MS                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -2197998 | OU      | $82481.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RINGCENTRAL INC-CLASS A  SWP MS                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18663 | OU      | $700.35        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BIZLINK HOLDING INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |    -3540000 | OU      | $-4114.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GENUIT GROUP PLC 12 DEC 41 CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       13414 | OU      | $-244.90       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEXTEER AUTOMOTIVE GROUP LTD CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -38640 | OU      | $352.45        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CEMBRA MONEY BANK AG CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -46768 | OU      | $-2258.03      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SFS GROUP AG CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -7888 | OU      | $-312.25       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SAGA LTD-WI CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        3760 | OU      | $-526.39       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CARD FACTORY PLC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -5843 | OU      | $-242.20       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ELIOR SCA - W/I CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -41862 | OU      | $-263.85       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COFACE SA - W/I CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       42587 | OU      | $1856.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NN GROUP NV CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      449659 | OU      | $13344.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SALESFORCE.COM INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      885922 | OU      | $-38626.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SALESFORCE.COM INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      339613 | OU      | $-14807.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRITAX BIG BOX REIT PLC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       90003 | OU      | $-2553.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ELIS SA CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -85624 | OU      | $80.33         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AUTO TRADER GROUP PLC-WI CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      345128 | OU      | $10823.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALGONQUIN POWER & UTILITIES CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       12324 | OU      | $-82.41        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOLAREDGE TECHNOLOGIES INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      237902 | OU      | $21993.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SCHIBSTED ASA-B SHS CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |    -1188472 | OU      | $772.92        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GUOTAI JUNAN INTERNATIONAL CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |      742118 | OU      | $2265.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SPIE SA - W/I CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -90733 | OU      | $2218.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HEALTHEQUITY INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       79844 | OU      | $1887.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HEALTHEQUITY INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       15255 | OU      | $289.18        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CHEMOURS CO/THE CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -420542 | OU      | $-80243.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHEMOURS CO/THE CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       80494 | OU      | $15359.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AXFOOD AB CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -995225 | OU      | $-6230.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KOBE BUSSAN CO LTD CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -7450800 | OU      | $1505.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VIAVI SOLUTIONS INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1103315 | OU      | $-10832.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VIAVI SOLUTIONS INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18078 | OU      | $505.71        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LUMENTUM HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     3651311 | OU      | $-131185.71    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LUMENTUM HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -95492 | OU      | $3430.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GALAPAGOS NV CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |        7288 | OU      | $-337.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OVS SPA CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |        5735 | OU      | $137.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SUNRUN INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      453776 | OU      | $44459.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUNRUN INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       30258 | OU      | $2964.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IBSTOCK PLC-WI CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       10232 | OU      | $-262.96       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DEXERIALS CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HUA HONG SEMICONDUCTOR LTD CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |    -1915900 | OU      | $12258.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TORIDOLL.CORP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     1294500 | OU      | $79.39         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PANDOX AB CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      177377 | OU      | $232.63        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EUROPRIS ASA CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     -230154 | OU      | $-670.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA INTERNATIONAL CAPITA-H CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      -13808 | OU      | $-15.18        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PHARMA MAR SA CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       28625 | OU      | $363.56        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LIVANOVA PLC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |     -259158 | OU      | $-1311.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LIVANOVA PLC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -23349 | OU      | $-105.06       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOFTCAT PLC-WI CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       65436 | OU      | $340.69        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SCOUT24 AG CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      132096 | OU      | $5337.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ON THE BEACH GROUP PLC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       15217 | OU      | $-1163.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WILLIS TOWERS WATSON PLC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      144368 | OU      | $-1343.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COATS GROUP PLC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -36611 | OU      | $563.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DOMETIC GROUP AB CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -140921 | OU      | $-608.52       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HYDRO ONE LTD CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      174596 | OU      | $2020.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WISETECH GLOBAL LTD CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       16243 | OU      | $-117.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FORTERRA PLC-WI CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       11445 | OU      | $-455.57       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PILBARA MINERALS LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      437154 | OU      | $72272.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GB GROUP PLC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       26918 | OU      | $797.40        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FORTIVE CORP -  CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       33733 | OU      | $-66.99        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | THULE GROUP AB/THE CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -826984 | OU      | $-2404.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VAT GROUP AG CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -442366 | OU      | $21097.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOX INC - CLASS A CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       90329 | OU      | $-2506.67      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FIVE9 INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        3728 | OU      | $-208.80       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IONIS PHARMACEUTICALS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       95081 | OU      | $5389.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NEXTERA ENERGY PARTNERS LP CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -439077 | OU      | $-22605.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PATRICK INDUSTRIES INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      239489 | OU      | $-1244.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PATRICK INDUSTRIES INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -25568 | OU      | $132.82        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | Q2 HOLDINGS INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -450177 | OU      | $12131.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | REPLIGEN CORP CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      388725 | OU      | $4911.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | REPLIGEN CORP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -136595 | OU      | $-1725.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WINGSTOP INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -196617 | OU      | $30333.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WINGSTOP INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -152822 | OU      | $23577.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NEBIUS GROUP NV                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | NL        |      718004 | OU      | $-65353.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEBIUS GROUP NV                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |        6392 | OU      | $-581.84       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WSP GLOBAL INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      163146 | OU      | $-1954.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SIEMENS AG-REG CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      222141 | OU      | $-1189.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CLEANAWAY WASTE MANAGEMENT L CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       14940 | OU      | $23.40         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SAMSUNG BIOLOGICS CO LTD CFD  (USD)                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |       -7052 | OU      | $-122.20       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TBC BANK GROUP PLC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -47998 | OU      | $-292.39       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HILTON GRAND VACATIONS-WI CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -558133 | OU      | $33651.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PARK HOTELS & RESORTS INC-WI CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       53087 | OU      | $457.65        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SIGNIFY NV                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |        4888 | OU      | $185.99        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ORSTED A/S CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     -407084 | OU      | $-9819.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOKMANNI GROUP CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |      -15578 | OU      | $-703.86       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | A2 MILK CO LTD CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NZ        |       -9669 | OU      | $-208.42       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RUMO SA CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |     -196035 | OU      | $1188.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEINOR HOMES SLU CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       35095 | OU      | $1159.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UNITEDHEALTH GROUP INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -833148 | OU      | $-3245.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UNITEDHEALTH GROUP INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -314284 | OU      | $-1224.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DXC TECHNOLOGY CO CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       79961 | OU      | $2900.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASR NEDERLAND NV CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -79424 | OU      | $-2174.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GESTAMP AUTOMOCION SA CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |        3519 | OU      | $-76.07        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AXON ENTERPRISE INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      241465 | OU      | $-39312.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AXON ENTERPRISE INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -498785 | OU      | $80465.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ESSILOR INTERNATIONAL CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      992084 | OU      | $50815.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOOZT AB CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       43960 | OU      | $286.12        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GENSCRIPT BIOTECH CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -254400 | OU      | $-1594.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IDORSIA LTD CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -34954 | OU      | $-4483.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ACADEMEDIA AB CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      440776 | OU      | $2328.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UNICAJA BANCO SA CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      319948 | OU      | $4901.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BAKER HUGHES CO                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      100673 | OU      | $-2382.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NUTANIX INC - A CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -303814 | OU      | $17902.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NUTANIX INC - A CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -106266 | OU      | $6261.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FUYAO GLASS INDUSTRY GROUP-H CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      435324 | OU      | $1653.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SMCP SA-WI CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -6568 | OU      | $238.92        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LANDIS+GYR GROUP AG CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       38777 | OU      | $1166.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JOST WERKE AG CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -13018 | OU      | $1654.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARROWHEAD PHARMACEUTICALS IN CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -36779 | OU      | $-3913.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IMPINJ INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      566248 | OU      | $8563.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IMPINJ INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -21853 | OU      | $-330.48       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RAPID7 INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       10001 | OU      | $-1295.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OKTA INC CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -130976 | OU      | $3859.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OKTA INC CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -295628 | OU      | $6684.01       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INTEGRAFIN HOLDINGS PLC-WI CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       22713 | OU      | $210.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARGENX SE CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      148815 | OU      | $11604.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ELKEM AS CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      206787 | OU      | $811.95        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SENSIRION HOLDING AG CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |        2544 | OU      | $153.39        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ATRESMEDIA CORP DE MEDIOS DE CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       43450 | OU      | $981.66        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZHONGAN ONLINE P&C INSURAN-H CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      235385 | OU      | $-590.60       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALTEN SA CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -22464 | OU      | $172.91        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NATIONAL VISION HOLDINGS INC CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -815766 | OU      | $43531.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NATIONAL VISION HOLDINGS INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -73215 | OU      | $3906.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALSO HOLDING AG-REG CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -16422 | OU      | $256.78        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SG HOLDINGS CO LTD CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -20047569 | OU      | $2416.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GALENICA AG CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -26443 | OU      | $-286.84       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SEA LTD-ADR CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      496134 | OU      | $18778.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SEA LTD-ADR CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      198358 | OU      | $7507.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NETWEALTH GROUP LTD CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -21362 | OU      | $-1026.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ZSCALER INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      262614 | OU      | $-19912.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZSCALER INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -510498 | OU      | $36036.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AISIN SEIKI CO LTD CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    15107550 | OU      | $-934.75       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMNEAL PHARMACEUTICALS INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -119963 | OU      | $-5132.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMNEAL PHARMACEUTICALS INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -31254 | OU      | $-1337.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BANK OF GEORGIA GROUP PLC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       53581 | OU      | $821.81        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HOLLYWOOD BOWL GROUP PLC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -14513 | OU      | $98.81         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUBARU CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     8229257 | OU      | $-296.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CARVANA CO CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -671104 | OU      | $-33107.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EVERGY INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      157391 | OU      | $4974.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BHP BILLITON LTD-SPON ADR CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | AU        |    -1765889 | OU      | $-117277.17    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | XIAOMI CORP-CLASS B CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |    -2481007 | OU      | $-2480.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KEURIG DR PEPPER INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      175071 | OU      | $-1450.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KEURIG DR PEPPER INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       25010 | OU      | $-207.11       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PRO MEDICUS LTD CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -70708 | OU      | $983.04        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DROPBOX INC-CLASS A CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -659438 | OU      | $45906.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DROPBOX INC-CLASS A CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       46960 | OU      | $-3269.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DOCUSIGN INC  SWP MS                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      583187 | OU      | $-16495.14     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DOCUSIGN INC  SWP MS                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      643052 | OU      | $-18188.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PDD HOLDINGS INC-ADR CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |    -3117538 | OU      | $-192072.70    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SIG COMBIBLOC GROUP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -172299 | OU      | $-15954.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FRONTDOOR INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      596693 | OU      | $-58631.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FRONTDOOR INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       15398 | OU      | $-1284.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LIVERAMP HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4523 | OU      | $146.85        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GARRETT MOTION INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -715598 | OU      | $-8367.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RESIDEO TECHNOLOGIES INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -74397 | OU      | $2122.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RESIDEO TECHNOLOGIES INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8745 | OU      | $-289.49       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARLO TECHNOLOGIES INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       30589 | OU      | $-1018.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARCOSA INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -51106 | OU      | $-1008.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEWMARK GROUP INC-CLASS A CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        2692 | OU      | $81.40         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOFTBANK CORP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    28227150 | OU      | $-3234.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FUTURE PLC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       49892 | OU      | $-17642.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CAPRI HOLDINGS LTD CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | VG        |     -578494 | OU      | $21191.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CAPRI HOLDINGS LTD CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | VG        |      -21271 | OU      | $779.21        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INFOSYS LTD-SP ADR CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IN        |       28090 | OU      | $443.52        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOTVS SA CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |       96738 | OU      | $-58.61        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GUARDANT HEALTH INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1353413 | OU      | $-118041.30    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GUARDANT HEALTH INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       59727 | OU      | $5209.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FOX CORP - CLASS A CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      202370 | OU      | $3956.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CONCORDIA FINANCIAL GROUP LT CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -3332500 | OU      | $-1317.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DOW INC-W/I CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      187228 | OU      | $29143.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DONGYUE GROUP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      299320 | OU      | $927.05        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TMX GROUP LTD CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      120589 | OU      | $512.63        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AJ BELL PLC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       88301 | OU      | $5251.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EVOLUTION GAMING GROUP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -1792038 | OU      | $-2764.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ENPHASE ENERGY INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -140377 | OU      | $10159.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENPHASE ENERGY INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       57268 | OU      | $-4144.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MONTEA CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |      -35548 | OU      | $-294.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INNOVENT BIOLOGICS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -465000 | OU      | $-6695.21      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ATLANTIC UNION BANKSHARES CO CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      916059 | OU      | $27727.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ATLANTIC UNION BANKSHARES CO CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -63830 | OU      | $-1932.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ECOPETROL SA-SPONSORED ADR CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CO        |      -29383 | OU      | $-987.20       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HARMONY GOLD MNG-SPON ADR CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ZA        |       32440 | OU      | $2972.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENERGEAN OIL & GAS PLC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -63236 | OU      | $-2762.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TURNING POINT BRANDS INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      455881 | OU      | $-2403.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TURNING POINT BRANDS INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14222 | OU      | $74.98         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TANDEM DIABETES CARE INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5294 | OU      | $1249.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IA FINANCIAL CORP INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       64970 | OU      | $1460.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CORTEVA INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      311351 | OU      | $23823.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CORTEVA INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -340310 | OU      | $-25586.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KONTOOR BRANDS INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -483780 | OU      | $-2977.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KONTOOR BRANDS INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -22774 | OU      | $-140.18       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | L3HARRIS TECHNOLOGIES INC CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |   -11052686 | OU      | $-119819.85    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | L3HARRIS TECHNOLOGIES INC CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      117463 | OU      | $-112.20       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | L3HARRIS TECHNOLOGIES INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -200033 | OU      | $191.07        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SANSAN INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      226634 | OU      | $60.49         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TEAMVIEWER AG CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -107668 | OU      | $-357.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ROKU INC CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -89692 | OU      | $2925.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ROKU INC CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      174724 | OU      | $-812.64       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HUB24 LTD CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -72733 | OU      | $-3370.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | M&G PLC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -31838 | OU      | $-82.43        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DUPONT DE NEMOURS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      127499 | OU      | $4633.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UBIQUITI INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1536975 | OU      | $36213.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UBIQUITI INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -125451 | OU      | $2955.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FDJ UNITED CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       12263 | OU      | $158.09        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALIBABA GROUP HOLDING LTD CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |    -2549610 | OU      | $-8710.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TRUIST FINANCIAL CORP CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      952961 | OU      | $23579.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GALLIFORD TRY HOLDINGS PLC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        6585 | OU      | $-256.66       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EQUITABLE HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14508 | OU      | $369.57        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PVA TEPLA AG CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |        6043 | OU      | $-132.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MIPS AB CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      171345 | OU      | $1383.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GLOBE LIFE INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       25415 | OU      | $331.15        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OVINTIV INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       47602 | OU      | $2023.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FREEHOLD ROYALTIES LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       16804 | OU      | $6.96          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FOOD & LIFE COMPANIES LTD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     5657400 | OU      | $147.40        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KINAXIS INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       27327 | OU      | $36.45         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MODERNA INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      138097 | OU      | $-1292.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HALLIBURTON CO CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      303418 | OU      | $11971.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HALLIBURTON CO CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       77110 | OU      | $1337.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NORWEGIAN CRUISE LINE HOLDIN CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       70487 | OU      | $-3241.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KINEPOLIS CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |       -5828 | OU      | $-366.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CTT-CORREIOS DE PORTUGAL CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PT        |       36749 | OU      | $283.66        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MONEY FORWARD INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -6855200 | OU      | $-5842.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EQT AB CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -8865497 | OU      | $-72584.11     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STONECO LTD-A CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |     -399318 | OU      | $-1704.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STONECO LTD-A CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -69513 | OU      | $-296.64       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HAMILTON LANE INC-CLASS A CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       25502 | OU      | $-652.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LAMAR ADVERTISING CO-A CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       -6229 | OU      | $22.54         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LAMAR ADVERTISING CO-A CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -28094 | OU      | $101.66        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WESTGOLD RESOURCES LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -18002 | OU      | $-2666.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AKER BP ASA CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |    -6912910 | OU      | $-61678.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NORDEX SE CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       87956 | OU      | $6829.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BLOOM ENERGY CORP- A CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -40420 | OU      | $1670.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BLOOM ENERGY CORP- A CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      201961 | OU      | $-8345.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ENVISTA HOLDINGS CORP CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      398351 | OU      | $-6942.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENVISTA HOLDINGS CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        9889 | OU      | $-172.35       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CATENA AB CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -440031 | OU      | $-1604.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EQUITY RESIDENTIAL CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -128802 | OU      | $-1623.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EVERCORE INC - A CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       34053 | OU      | $2365.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TONGCHENG-ELONG HOLDINGS LTD CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -118815 | OU      | $345.61        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KIMBERLY-CLARK CORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1675732 | OU      | $-50213.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KIMBERLY-CLARK CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      206259 | OU      | $-6180.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRATON SE CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -94524 | OU      | $-3136.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HARVIA OYJ CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |      -13002 | OU      | $-136.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | XP INC - CLASS A CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -219620 | OU      | $5400.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | REALREAL INC/THE CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        4572 | OU      | $-122.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LEGEND BIOTECH CORP-ADR TRS 11.23.2026                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      650346 | OU      | $32460.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NETEASE INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      562560 | OU      | $-240.75       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HARMONIC DRIVE SYSTEMS INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -8797500 | OU      | $2456.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SEIKO EPSON CORP CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      965500 | OU      | $97.99         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INTERNET INITIATIVE JAPAN CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     2386500 | OU      | $496.18        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BELLEVUE GOLD LTD CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |        7446 | OU      | $1237.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JUNGFRAUBAHN HOLDING AG-REG CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -30140 | OU      | $1107.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JD.COM INC - CL A CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -136630 | OU      | $-1342.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CORTICEIRA AMORIM SA CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PT        |        7338 | OU      | $325.67        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RAKUS CO LTD CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     1456000 | OU      | $359.94        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | METSA BOARD OYJ CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |       16182 | OU      | $2178.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MAGNOLIA OIL & GAS CORP - A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       25973 | OU      | $546.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BAYCURRENT CONSULTING INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    14419200 | OU      | $1772.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | 3M CO CFD                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      415058 | OU      | $-3766.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JENOPTIK AG CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -55299 | OU      | $-8199.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INNOCARE PHARMA LTD CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      270480 | OU      | $5532.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA FEIHE LTD CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -14800 | OU      | $99.55         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SPHERE ENTERTAINMENT CO                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        3002 | OU      | $167.40        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SIXT SE CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       94882 | OU      | $8028.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INDUSTRIVARDEN AB-C SHS CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -3803613 | OU      | $-19295.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CODAN LTD CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -55038 | OU      | $1041.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AON PLC-CLASS A CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |     -105940 | OU      | $1036.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SIEMENS ENERGY AG CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      547448 | OU      | $6846.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SNOWFLAKE INC-CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -708471 | OU      | $95086.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SNOWFLAKE INC-CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -135179 | OU      | $18142.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUPERMARKET INCOME REIT PLC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        7189 | OU      | $-118.64       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INNOSPEC INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       22821 | OU      | $1932.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DAQO NEW ENERGY CORP-ADR CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |        3230 | OU      | $3.04          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TC ENERGY CORP CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      352830 | OU      | $-7340.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TC ENERGY CORP CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |     3713054 | OU      | $-77246.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BRENNTAG AG CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -286356 | OU      | $-45707.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LEG IMMOBILIEN AG CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       16052 | OU      | $509.73        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FIVERR INTERNATIONAL LTD CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |        4267 | OU      | $-58.80        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HENKEL AG & CO KGAA VORZUG CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      121835 | OU      | $620.48        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOFTWAREONE HOLDING AG CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -49999 | OU      | $-1937.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OVZON AB CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       35628 | OU      | $-201.36       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | F5 NETWORKS INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      338138 | OU      | $-490.14       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | F5 NETWORKS INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -50416 | OU      | $73.08         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KADANT INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -55903 | OU      | $3572.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DOOSAN HEAVY INDUSTRIES CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |      397125 | OU      | $-22484.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INGERSOLL-RAND INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -241686 | OU      | $6373.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NICE LTD - SPON ADR CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |        7606 | OU      | $-438.75       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HELLOFRESH SE CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       16911 | OU      | $959.98        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GN STORE NORD A/S CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |    -1374834 | OU      | $-16980.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MYR GROUP INC/DELAWARE CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      857743 | OU      | $24789.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MYR GROUP INC/DELAWARE CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       51585 | OU      | $1490.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MACOM TECHNOLOGY SOLUTIONS H CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      274195 | OU      | $-8599.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MACOM TECHNOLOGY SOLUTIONS H CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -232729 | OU      | $7327.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LAS VEGAS SANDS CORP CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      183276 | OU      | $-407.28       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LAS VEGAS SANDS CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -126996 | OU      | $-1292.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VALMONT INDUSTRIES CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       79176 | OU      | $338.07        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MERIT MEDICAL SYSTEMS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       39136 | OU      | $361.14        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MERCURY GENERAL CORP CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       14882 | OU      | $103.70        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MERCURY GENERAL CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9279 | OU      | $-64.66        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FLEX LTD CFD (USD)                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | SG        |     -109332 | OU      | $-706.02       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SCATEC ASA CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     -197296 | OU      | $-2175.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ESSEX PROPERTY TRUST INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     1820636 | OU      | $-102435.96    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MASTEC INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1869371 | OU      | $66859.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MASTEC INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -108410 | OU      | $-3877.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHIFT INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     4153330 | OU      | $1172.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CBRE GROUP INC - A CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1749274 | OU      | $3736.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CBRE GROUP INC - A CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -92174 | OU      | $196.91        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IRHYTHM TECHNOLOGIES INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1114887 | OU      | $1132.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IRHYTHM TECHNOLOGIES INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       36033 | OU      | $-36.60        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARAMARK CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -29734 | OU      | $-184.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NCR VOYIX CORP                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       15575 | OU      | $-591.75       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KEMPER CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -17927 | OU      | $172.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FRESENIUS MEDICAL CARE AG & CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -408461 | OU      | $-21161.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VERTIV HOLDINGS CO CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      457472 | OU      | $-9685.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VERTIV HOLDINGS CO CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -273708 | OU      | $4585.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BOISE CASCADE CO CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -92797 | OU      | $-5125.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOISE CASCADE CO CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       50172 | OU      | $2771.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ATI INC                                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -85486 | OU      | $537.28        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ATI INC                                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       62212 | OU      | $-391.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOSTON BEER COMPANY INC-A CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19503 | OU      | $772.64        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PERRIGO CO PLC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |       42816 | OU      | $5234.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BECHTLE AG CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -83476 | OU      | $-12385.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JETBLUE AIRWAYS CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       13906 | OU      | $728.42        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HYATT HOTELS CORP - CL A CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -571681 | OU      | $6874.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HYATT HOTELS CORP - CL A CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -113521 | OU      | $1365.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOROMONT INDUSTRIES LTD CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       66998 | OU      | $-280.27       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MOTOROLA SOLUTIONS INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       38814 | OU      | $-1926.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MOTOROLA SOLUTIONS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -70779 | OU      | $3513.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SKYWORKS SOLUTIONS INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -337675 | OU      | $5825.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CROCS INC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      165676 | OU      | $6923.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEW JERSEY RESOURCES CORP CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       67799 | OU      | $1180.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OLIN CORP CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -166539 | OU      | $-29470.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DECKERS OUTDOOR CORP CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       31247 | OU      | $-719.80       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DECKERS OUTDOOR CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      262035 | OU      | $-3802.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOTO LTD CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -11105260 | OU      | $3851.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SWECO AB-B SHS CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      378246 | OU      | $1068.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MSA SAFETY INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -272647 | OU      | $15081.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MSA SAFETY INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -17876 | OU      | $988.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UNIFIRST CORP/MA CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -597686 | OU      | $32866.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OJI HOLDINGS CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | JP        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RALPH LAUREN CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -602598 | OU      | $-8671.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RALPH LAUREN CORP CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -56631 | OU      | $-814.96       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CREDICORP LTD CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |     -150402 | OU      | $-4263.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TYLER TECHNOLOGIES INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      339665 | OU      | $-6528.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TYLER TECHNOLOGIES INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -92509 | OU      | $1778.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TELEFONICA BRASIL S.A. CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |       32177 | OU      | $155.76        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AUTOMATIC DATA PROCESSING CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      113663 | OU      | $-3539.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AUTOMATIC DATA PROCESSING CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      325050 | OU      | $-10121.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MARZETTI COMPANY/THE CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      504504 | OU      | $-16475.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MARZETTI COMPANY/THE CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        2574 | OU      | $-84.06        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BILL.COM HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       37291 | OU      | $-2016.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MOLINA HEALTHCARE INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      587753 | OU      | $-8431.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MOLINA HEALTHCARE INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -74923 | OU      | $1074.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OCCIDENTAL PETROLEUM CORP CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -266691 | OU      | $-20739.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NORDNET AB PUBL CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -144799 | OU      | $-1214.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CHARLES RIVER LABORATORIES CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1898054 | OU      | $-174188.50    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHARLES RIVER LABORATORIES CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -164320 | OU      | $-15080.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MORNINGSTAR INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      377732 | OU      | $-10724.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MORNINGSTAR INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       51046 | OU      | $7.17          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | REVVITY INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      287628 | OU      | $1485.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | REVVITY INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -337271 | OU      | $-1692.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JOHNSON ELECTRIC HOLDINGS CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       23360 | OU      | $55.10         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ABN AMRO BANK NV-CVA CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       66799 | OU      | $1598.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VARONIS SYSTEMS INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       45661 | OU      | $-4331.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WARNER MUSIC GROUP CORP-CL A CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      357517 | OU      | $20577.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WARNER MUSIC GROUP CORP-CL A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9853 | OU      | $-567.12       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TRADEWEB MARKETS INC-CLASS A CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -90513 | OU      | $4738.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CDW CORP/DE CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      432456 | OU      | $3095.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CDW CORP/DE CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       14299 | OU      | $102.34        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JACK HENRY & ASSOCIATES INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -149583 | OU      | $4818.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WESTERN ALLIANCE BANCORP CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -909468 | OU      | $-22493.34     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INSPERITY INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       40575 | OU      | $1094.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TRACTOR SUPPLY COMPANY CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      110932 | OU      | $-898.73       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRACTOR SUPPLY COMPANY CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -356591 | OU      | $2888.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GLP J-REIT CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      404100 | OU      | $-98.30        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TARGA RESOURCES CORP CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      739194 | OU      | $33305.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TARGA RESOURCES CORP CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     9266430 | OU      | $417514.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TARGA RESOURCES CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -339109 | OU      | $-14671.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AUTOHOME INC-ADR CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |     -198055 | OU      | $6185.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TRI POINTE GROUP INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -117285 | OU      | $-100.48       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TAYLOR MORRISON HOME CORP CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      131750 | OU      | $-2398.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TAYLOR MORRISON HOME CORP CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       51905 | OU      | $-945.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BEAM THERAPEUTICS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -17518 | OU      | $932.64        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMBARELLA INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      -37166 | OU      | $2111.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMBARELLA INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -15554 | OU      | $883.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INSPIRE MEDICAL SYSTEMS INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       84395 | OU      | $-938.44       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STANLEY BLACK & DECKER INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -124197 | OU      | $-2147.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FORTUNE BRANDS HOME & SECURI CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -66198 | OU      | $689.21        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NORDSON CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -33023 | OU      | $297.66        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMETEK INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -310277 | OU      | $-2259.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INSULET CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -406246 | OU      | $30842.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INSULET CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      132989 | OU      | $-9602.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STEEL DYNAMICS INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      145143 | OU      | $11636.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STEEL DYNAMICS INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -36161 | OU      | $-2899.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PENTAIR PLC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -48819 | OU      | $734.16        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SYSCO CORP CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1450277 | OU      | $-182528.71    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SYSCO CORP CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12158 | OU      | $1530.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OTIS WORLDWIDE CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      285176 | OU      | $-7071.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CAESARS ENTERTAINMENT INC CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -504264 | OU      | $190.72        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CELANESE CORP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      142065 | OU      | $24398.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HECLA MINING CO CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      270854 | OU      | $12470.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EASTMAN CHEMICAL CO CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       31421 | OU      | $3839.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VAIL RESORTS INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      485087 | OU      | $-6710.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VAIL RESORTS INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -77333 | OU      | $597.48        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TEMPUR SEALY INTERNATIONAL I CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      302087 | OU      | $-8846.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TEMPUR SEALY INTERNATIONAL I CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -76455 | OU      | $2238.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ULTA BEAUTY INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       -4129 | OU      | $-52.80        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ULTA BEAUTY INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      142446 | OU      | $1821.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WW GRAINGER INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -490329 | OU      | $-16898.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WW GRAINGER INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       51669 | OU      | $1780.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DOVER CORP CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -16346 | OU      | $295.68        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LEGGETT & PLATT INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9739 | OU      | $145.65        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | METSO CORPORATION                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |     -302523 | OU      | $-18216.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | QUANTA SERVICES INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      150374 | OU      | $-4883.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | QUANTA SERVICES INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -901678 | OU      | $29285.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DYCOM INDUSTRIES INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      302175 | OU      | $-9434.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DYCOM INDUSTRIES INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -42319 | OU      | $1321.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BYTES TECHNOLOGY GROUP PLC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       33057 | OU      | $-1862.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VULCAN MATERIALS CO CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -92312 | OU      | $-2992.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OSB GROUP PLC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       59042 | OU      | $-1838.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TELEDYNE TECHNOLOGIES INC CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      612572 | OU      | $-18451.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TELEDYNE TECHNOLOGIES INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -197121 | OU      | $5937.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | ITT INC CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -5380470 | OU      | $-226256.66    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ITT INC CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -144204 | OU      | $-1932.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ITT INC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       54335 | OU      | $728.28        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CABLE ONE INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -11248 | OU      | $302.40        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AIRTEL AFRICA PLC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -238717 | OU      | $5530.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CNH INDUSTRIAL NV CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | NL        |      204548 | OU      | $10765.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CNH INDUSTRIAL NV CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      282986 | OU      | $14894.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TETRA TECH INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      138554 | OU      | $-4881.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TETRA TECH INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -27630 | OU      | $973.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | JOHNSON & JOHNSON CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -575837 | OU      | $-22062.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JOHNSON & JOHNSON CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -1548742 | OU      | $-58450.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SNAP-ON INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -199040 | OU      | $-367.83       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MAGNITE INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -72437 | OU      | $3117.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PULTEGROUP INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      634961 | OU      | $-5512.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PULTEGROUP INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -40338 | OU      | $350.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SCOTTS MIRACLE-GRO CO CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -21228 | OU      | $1222.01       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMPHENOL CORP-CL A CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      642635 | OU      | $-21245.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMPHENOL CORP-CL A CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -101792 | OU      | $3365.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PRINCIPAL FINANCIAL GROUP CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -25446 | OU      | $-1046.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMCOR PLC-CDI CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |     -106834 | OU      | $-2099.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KION GROUP AG CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      114706 | OU      | $2119.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ECOLAB INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -140488 | OU      | $-2630.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CELSIUS HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      376477 | OU      | $-39594.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CELSIUS HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      163041 | OU      | $-17147.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ABERCROMBIE & FITCH CO-CL A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      168632 | OU      | $7438.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHOICE HOTELS INTL INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -17542 | OU      | $-467.28       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PLAINS GP HOLDINGS LP-CL A CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -17124 | OU      | $-382.13       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LGI HOMES INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        3159 | OU      | $280.14        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CALIX INC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1110380 | OU      | $-75025.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CALIX INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        3115 | OU      | $-28.54        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRUPANION INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        5698 | OU      | $-141.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PENNYMAC FINANCIAL SERVICES CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14786 | OU      | $-333.90       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HARLEY-DAVIDSON INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       -1672 | OU      | $-228.42       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HARLEY-DAVIDSON INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       21508 | OU      | $2937.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WAN HAI LINES LTD CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      541682 | OU      | $82.73         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STILLFRONT GROUP AB CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -146252 | OU      | $-1132.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HONDA MOTOR CO LTD-SPONS ADR CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      -70930 | OU      | $1232.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CRISPR THERAPEUTICS AG CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       87384 | OU      | $1286.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TELEFLEX INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      583234 | OU      | $75817.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TELEFLEX INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        3176 | OU      | $412.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SOUTHERN COPPER CORP CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -3409002 | OU      | $-266371.67    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOUTHERN COPPER CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -451321 | OU      | $-35265.16     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | THOR INDUSTRIES INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -245533 | OU      | $1709.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | THOR INDUSTRIES INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12792 | OU      | $89.04         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UNITED RENTALS INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -81990 | OU      | $390.88        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UNITED RENTALS INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -333815 | OU      | $1591.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DENALI THERAPEUTICS INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -22185 | OU      | $2063.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | REVOLVE GROUP INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       26536 | OU      | $528.61        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ROSS STORES INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -337108 | OU      | $-5600.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TRANSUNION CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -521031 | OU      | $17396.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRANSUNION CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -142373 | OU      | $4753.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SIMPLY GOOD FOODS CO/THE CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5156 | OU      | $-110.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MOSAIC CO/THE CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       90444 | OU      | $5333.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UPWORK INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10758 | OU      | $433.32        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SPOTIFY TECHNOLOGY SA CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | LU        |     -552954 | OU      | $8400.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SPOTIFY TECHNOLOGY SA CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |      616472 | OU      | $-9364.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KINSALE CAPITAL GROUP INC CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      592458 | OU      | $24579.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KINSALE CAPITAL GROUP INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -101039 | OU      | $-4191.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INTERACTIVE BROKERS GRO-CL A CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -534851 | OU      | $6070.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INTERACTIVE BROKERS GRO-CL A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -259102 | OU      | $1821.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | URBAN OUTFITTERS INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      229154 | OU      | $5937.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | URBAN OUTFITTERS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      108822 | OU      | $2927.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ATKORE INTERNATIONAL GROUP I CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -22551 | OU      | $-306.52       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ATKORE INTERNATIONAL GROUP I CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9764 | OU      | $-132.72       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WISDOMTREE INVESTMENTS INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6974 | OU      | $-553.19       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SIGNET JEWELERS LTD CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BM        |      -53222 | OU      | $3030.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SIGNET JEWELERS LTD CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |     -208752 | OU      | $11032.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TEXAS ROADHOUSE INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -736182 | OU      | $9070.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TEXAS ROADHOUSE INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10534 | OU      | $129.78        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PAYCHEX INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -47872 | OU      | $706.56        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FIVE BELOW CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1013508 | OU      | $-8881.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FIVE BELOW CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -68458 | OU      | $599.94        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COLGATE-PALMOLIVE CO CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -27248 | OU      | $-25.60        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COLGATE-PALMOLIVE CO CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -254769 | OU      | $-239.36       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | REVOLUTION MEDICINES INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -342070 | OU      | $-2194.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UNITED THERAPEUTICS CORP CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      462403 | OU      | $63570.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OWENS CORNING CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       10968 | OU      | $178.19        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NITTO BOSEKI CO LTD CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -28168000 | OU      | $259.26        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ELF BEAUTY INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      123990 | OU      | $-19498.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ELF BEAUTY INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -141826 | OU      | $22303.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ADVANCED ENERGY INDUSTRIES CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -561945 | OU      | $12047.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ADVANCED ENERGY INDUSTRIES CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       35946 | OU      | $-770.63       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AKESO INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |    -2354100 | OU      | $-57343.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMERESCO INC-CL A CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       31490 | OU      | $-2521.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BOOT BARN HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      287402 | OU      | $-26441.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOOT BARN HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       34989 | OU      | $-2936.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GAMESTOP CORP-CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13081 | OU      | $-5.68         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PAGSEGURO DIGITAL LTD-CL A CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |     -198711 | OU      | $-596.73       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PAGSEGURO DIGITAL LTD-CL A CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       55335 | OU      | $166.17        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UNITED NATURAL FOODS INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -70676 | OU      | $-9260.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SAGAX AB-B CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -672839 | OU      | $-5411.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EBAY INC CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -111414 | OU      | $-1450.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EBAY INC CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -40792 | OU      | $-531.18       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STRYKER CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      573053 | OU      | $-6892.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STRYKER CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      418731 | OU      | $-5036.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VENTAS INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -254460 | OU      | $451.69        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AECOM CFD                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -56017 | OU      | $3259.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WATCHES OF SWITZERLAND GROUP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       28782 | OU      | $-57.99        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LABORATORIOS FARMACEUTICOS R CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      138528 | OU      | $7977.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AIR PRODUCTS & CHEMICALS INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      151312 | OU      | $6423.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SS&C TECHNOLOGIES HOLDINGS CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      402889 | OU      | $-20916.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SS&C TECHNOLOGIES HOLDINGS CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       80963 | OU      | $-4203.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALARM.COM HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       20520 | OU      | $-825.36       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALARM.COM HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       37665 | OU      | $-1514.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NONGFU SPRING CO LTD-H CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      394176 | OU      | $7781.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NATIONAL FUEL GAS CO CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      607496 | OU      | $5875.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NATIONAL FUEL GAS CO CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -21480 | OU      | $151.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SPROUTS FARMERS MARKET INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -27852 | OU      | $624.81        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SPROUTS FARMERS MARKET INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      206402 | OU      | $-4630.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SUPERNUS PHARMACEUTICALS INC CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      365583 | OU      | $18112.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUPERNUS PHARMACEUTICALS INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12608 | OU      | $624.64        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CARE PROPERTY INVEST CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |        1902 | OU      | $40.13         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RED ROCK RESORTS INC-CLASS A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13649 | OU      | $1109.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VERICEL CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6587 | OU      | $56.84         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MKS INC CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      179320 | OU      | $-3975.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MKS INC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      104819 | OU      | $-2323.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BAIDU INC ADR CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      218294 | OU      | $-5927.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DR HORTON INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -761567 | OU      | $8777.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DR HORTON INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       76221 | OU      | $-750.30       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASHLAND GLOBAL HOLDINGS INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       34580 | OU      | $3846.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MONEX GROUP INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -2923200 | OU      | $209.09        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | XPO LOGISTICS INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -479034 | OU      | $-23099.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | XPO LOGISTICS INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        8909 | OU      | $429.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BRIDGEBIO PHARMA INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -97514 | OU      | $-6152.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PROG HOLDINGS INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7881 | OU      | $8.40          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WERNER ENTERPRISES INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -25087 | OU      | $-1235.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MADRIGAL PHARMACEUTICALS INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       68501 | OU      | $11589.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MERCURY SYSTEMS INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -53864 | OU      | $3701.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DR. MARTENS PLC-WI CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       11534 | OU      | $-12.11        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | QT GROUP OYJ CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |      -12126 | OU      | $-359.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INTL FLAVORS & FRAGRANCES CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -130946 | OU      | $-8495.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MOONPIG GROUP PLC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       38804 | OU      | $-843.97       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INVESCO LTD CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       96316 | OU      | $2107.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TOTAL SE-SPON ADR CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INDUTRADE AB CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -188252 | OU      | $-1231.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AUTO1 GROUP SE CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -197129 | OU      | $11870.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FORESIGHT GROUP HOLDINGS LTD CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GG        |       -4707 | OU      | $205.37        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GDS HOLDINGS LTD-CL A CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -732000 | OU      | $751.52        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SAIA INC CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -571318 | OU      | $-37801.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SAIA INC CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -64249 | OU      | $-4251.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SILICON MOTION TECHNOL-ADR CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      692517 | OU      | $-64029.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SILICON MOTION TECHNOL-ADR CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       23014 | OU      | $-2127.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | XYLEM INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -131574 | OU      | $482.68        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MANPOWERGROUP INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       41329 | OU      | $2389.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AGCO CORP CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -264621 | OU      | $-4081.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AGCO CORP CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      127104 | OU      | $1859.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MAKEMYTRIP LTD CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | MU        |       22409 | OU      | $-1862.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MAKEMYTRIP LTD CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | MU        |      -88537 | OU      | $7282.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KULICKE & SOFFA INDUSTRIES CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      133016 | OU      | $855.54        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KULICKE & SOFFA INDUSTRIES CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19394 | OU      | $124.74        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COGNIZANT TECH SOLUTIONS-A CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      527977 | OU      | $-5029.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COGNIZANT TECH SOLUTIONS-A CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       89999 | OU      | $-857.27       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INTERNATIONAL PAPER CO CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      765180 | OU      | $3012.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CORBION NV CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       22124 | OU      | $1275.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TERADYNE INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1667609 | OU      | $40933.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TERADYNE INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      163300 | OU      | $-3212.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SMOORE INTERNATIONAL HOLDING CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      316080 | OU      | $459.11        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TIMKEN CO CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -60879 | OU      | $-971.70       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MEITU INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -248040 | OU      | $2636.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DARLING INGREDIENTS INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -25802 | OU      | $-2463.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SHERWIN-WILLIAMS CO/THE CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -341264 | OU      | $-7174.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHERWIN-WILLIAMS CO/THE CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       47406 | OU      | $996.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GIBRALTAR INDUSTRIES INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        3023 | OU      | $-72.52        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | YELP INC CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       37642 | OU      | $-136.44       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CUBESMART CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -15187 | OU      | $-279.45       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHAKE SHACK INC - CLASS A CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -28624 | OU      | $756.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ULTRA CLEAN HOLDINGS INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1088303 | OU      | $18874.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DILLARDS INC-CL A CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      401117 | OU      | $2220.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DILLARDS INC-CL A CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       82499 | OU      | $456.75        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CROWN HOLDINGS INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -435528 | OU      | $2548.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CROWN HOLDINGS INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      167899 | OU      | $-982.35       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CAMTEK LTD CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IL        |      -50481 | OU      | $6059.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CAMTEK LTD CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |      -60674 | OU      | $7459.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | QUALCOMM INC CFD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     -566537 | OU      | $-1898.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | QUALCOMM INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      396088 | OU      | $1326.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMKOR TECHNOLOGY INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       -3643 | OU      | $86.11         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMKOR TECHNOLOGY INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      115577 | OU      | $-2731.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PTC INC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      111773 | OU      | $-5048.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TRIMBLE NAVIGATION LTD - CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -280552 | OU      | $6716.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRIMBLE NAVIGATION LTD - CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      146692 | OU      | $-3512.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ASCENDIS PHARMA A/S - ADR CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | DK        |     -158748 | OU      | $-7767.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASCENDIS PHARMA A/S - ADR CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |       -8504 | OU      | $-416.13       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LA-Z-BOY INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       24984 | OU      | $-525.09       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SALLY BEAUTY HOLDINGS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       10630 | OU      | $61.76         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AUCTION TECHNOLOGY GROUP CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -24198 | OU      | $-685.62       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IMMUNOVANT INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      800761 | OU      | $15108.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IMMUNOVANT INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       18285 | OU      | $345.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRANSMEDICS GROUP INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19278 | OU      | $-2179.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TELEPHONE AND DATA SYSTEMS CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      674366 | OU      | $-14574.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TELEPHONE AND DATA SYSTEMS CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       11317 | OU      | $-244.59       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LCI INDUSTRIES CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -145523 | OU      | $-1930.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LCI INDUSTRIES CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10560 | OU      | $-139.08       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENSIGN GROUP INC/THE CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -16599 | OU      | $76.26         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | REGAL REXNORD CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -242985 | OU      | $-4385.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ADVANCED DRAINAGE SYSTEMS IN CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -457315 | OU      | $2454.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ADVANCED DRAINAGE SYSTEMS IN CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -15579 | OU      | $83.62         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DOLBY LABORATORIES INC-CL A CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -357363 | OU      | $-2396.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DOLBY LABORATORIES INC-CL A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      104858 | OU      | $847.85        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HUMANA INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -656060 | OU      | $-12532.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HUMANA INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      415142 | OU      | $7930.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CIENA CORP CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1903261 | OU      | $-91780.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CIENA CORP CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       95449 | OU      | $-4602.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INSTALLED BUILDING PRODUCTS CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      303010 | OU      | $-2594.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INSTALLED BUILDING PRODUCTS CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -24070 | OU      | $206.10        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KB HOME CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -160900 | OU      | $4356.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KB HOME CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       62711 | OU      | $-1697.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WATERS CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -442152 | OU      | $5874.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WATERS CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -108652 | OU      | $1443.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASAHI HOLDINGS INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -4355000 | OU      | $-40.96        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RELIANCE STEEL & ALUMINUM CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -32969 | OU      | $-1374.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PITNEY BOWES INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        8657 | OU      | $393.12        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FASTLY INC - CLASS A CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -971520 | OU      | $-10475.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LOOMIS AB CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      849872 | OU      | $5330.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MITIE GROUP PLC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -17292 | OU      | $80.98         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ROYAL UNIBREW CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     -256649 | OU      | $188.31        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RIOT BLOCKCHAIN INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -64802 | OU      | $7612.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TP ICAP GROUP PLC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |       61043 | OU      | $1981.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VIATRIS INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1559462 | OU      | $25815.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VIATRIS INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -241094 | OU      | $-3991.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ONE GAS INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       83624 | OU      | $1041.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CENTURY COMMUNITIES INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       14145 | OU      | $-29.52        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LITTELFUSE INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1140511 | OU      | $-31604.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LITTELFUSE INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -31039 | OU      | $-860.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OCULAR THERAPEUTIX INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      294135 | OU      | $13435.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OCULAR THERAPEUTIX INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -47336 | OU      | $-2154.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HELIOS TOWERS PLC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -56603 | OU      | $-4307.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TIETOEVRY OYJ (EUR CFD)                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |      -95739 | OU      | $-6740.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SCORPIO TANKERS INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | MH        |     -624599 | OU      | $-35171.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SCORPIO TANKERS INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | MH        |       73760 | OU      | $3512.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RBC BEARINGS INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      205210 | OU      | $2261.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RBC BEARINGS INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -90250 | OU      | $-994.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DOLLAR TREE INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -79145 | OU      | $-906.44       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CATERPILLAR INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -547326 | OU      | $-5272.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CATERPILLAR INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      815375 | OU      | $7855.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ZEBRA TECHNOLOGIES CORP-CL A CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      448179 | OU      | $6988.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZEBRA TECHNOLOGIES CORP-CL A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -120640 | OU      | $-1881.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UCB SA CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |      699312 | OU      | $39248.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PAR PACIFIC HOLDINGS INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -42171 | OU      | $-2804.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IMAX CORP CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      580528 | OU      | $-457.83       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IMAX CORP CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -17422 | OU      | $13.74         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ACADIA HEALTHCARE CO INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10303 | OU      | $-222.38       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MINISO GROUP HOLDING LTD-ADR CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      743783 | OU      | $-8173.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VERACYTE INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -17038 | OU      | $675.64        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KYMERA THERAPEUTICS INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       25012 | OU      | $2057.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KYMERA THERAPEUTICS INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -33475 | OU      | $-2589.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ONTO INNOVATION INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      166783 | OU      | $-3752.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ONTO INNOVATION INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       67762 | OU      | $-1524.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GROUPON INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -41024 | OU      | $-1875.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRUSTPILOT AS-WI CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       66165 | OU      | $-11368.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DIGITALOCEAN HOLDINGS INC CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1280236 | OU      | $-3571.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DIGITALOCEAN HOLDINGS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -17039 | OU      | $-1061.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ASBURY AUTOMOTIVE GROUP CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -677276 | OU      | $-13107.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASBURY AUTOMOTIVE GROUP CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       11119 | OU      | $215.18        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EPR PROPERTIES CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -40820 | OU      | $-397.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALNYLAM PHARMACEUTICALS INC CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      108864 | OU      | $8601.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALNYLAM PHARMACEUTICALS INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      622520 | OU      | $49186.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ID LOGISTICS GROUP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -14674 | OU      | $-214.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MOHAWK INDUSTRIES INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      416077 | OU      | $-13769.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MOHAWK INDUSTRIES INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       42361 | OU      | $-1401.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CHEESECAKE FACTORY INC/THE CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |        2091 | OU      | $-65.49        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHEESECAKE FACTORY INC/THE CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -39847 | OU      | $1247.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AUTONATION INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -465521 | OU      | $-14428.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AUTONATION INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       84089 | OU      | $2606.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MSCI INC CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      518504 | OU      | $-11834.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MSCI INC CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18754 | OU      | $428.06        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | QUIMICA Y MINERA CHIL-SP ADR CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CL        |       30382 | OU      | $2236.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BILIBILI INC-CLASS Z CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |    -1343904 | OU      | $5938.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CENTURY ALUMINUM COMPANY CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      513093 | OU      | $134786.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CENTURY ALUMINUM COMPANY CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -11883 | OU      | $-2143.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | JM SMUCKER CO/THE CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      208172 | OU      | $-4105.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JM SMUCKER CO/THE CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       60118 | OU      | $831.79        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CONSTELLIUM SE CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |      567511 | OU      | $17861.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CONSTELLIUM SE CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       32528 | OU      | $1023.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ADVANCE AUTO PARTS INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -222596 | OU      | $-8817.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ADVANCE AUTO PARTS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4364 | OU      | $-172.86       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BAIDU INC-CLASS A CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |    -4155930 | OU      | $937.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRAVEL + LEISURE CO CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -83867 | OU      | $2014.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | XD INC CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -538400 | OU      | $6242.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INSIGHT ENTERPRISES INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -471312 | OU      | $27236.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INSIGHT ENTERPRISES INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       28661 | OU      | $-1656.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HUNT (JB) TRANSPRT SVCS INC CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -368248 | OU      | $-16561.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HUNT (JB) TRANSPRT SVCS INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -208255 | OU      | $-9366.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRIP.COM GROUP LTD CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -839360 | OU      | $794.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CANADIAN NATL RAILWAY CO CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |     -255249 | OU      | $-5272.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRANE TECHNOLOGIES PLC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      287259 | OU      | $-5543.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LINDSAY CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12975 | OU      | $3.84          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MUELLER WATER PRODUCTS INC-A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19670 | OU      | $-289.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NEOGEN CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -149122 | OU      | $-7591.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEOGEN CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -52032 | OU      | $-2648.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CLEAN HARBORS INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -827401 | OU      | $-1821.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CLEAN HARBORS INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -82111 | OU      | $-180.81       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GENERAL MILLS INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      181308 | OU      | $-679.42       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GENERAL MILLS INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -17357 | OU      | $-359.78       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INDEPENDENT BANK CORP/MA CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -11872 | OU      | $-11.06        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HEMNET GROUP AB CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      775310 | OU      | $3923.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SSAB AB - B SHARES CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -372361 | OU      | $-2533.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WASTE MANAGEMENT INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -420246 | OU      | $-4176.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GENUINE PARTS CO CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -221625 | OU      | $-10285.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GENUINE PARTS CO CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -183424 | OU      | $-8512.35      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LINEA DIRECTA ASEGURADORA SA CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |        8581 | OU      | $82.40         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WICKES GROUP PLC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       14746 | OU      | $-139.09       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | APPLOVIN CORP-CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1192352 | OU      | $-158348.10    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | APPLOVIN CORP-CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -697604 | OU      | $92644.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SK BIOPHARMACEUTICALS CO LTD  CFD                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |       -4585 | OU      | $-203.07       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AGNICO EAGLE MINES LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      142079 | OU      | $14621.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | MERITAGE HOMES CORP CFD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      410733 | OU      | $3348.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TEXAS PACIFIC LAND CORP CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -983950 | OU      | $99369.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TEXAS PACIFIC LAND CORP CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -129328 | OU      | $13060.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NATIONAL STORAGE AFFILIATES CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1230814 | OU      | $-2603.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARTHUR J GALLAGHER & CO CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      589316 | OU      | $-435.04       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARTHUR J GALLAGHER & CO CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -104685 | OU      | $77.28         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BRINKER INTERNATIONAL INC CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -96553 | OU      | $2752.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BRINKER INTERNATIONAL INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -323753 | OU      | $9230.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CLEARWAY ENERGY INC-C CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1207046 | OU      | $-37700.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COMMSCOPE HOLDING CO INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       88674 | OU      | $2453.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COMMSCOPE HOLDING CO INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      138988 | OU      | $3845.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARROW ELECTRONICS INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -383606 | OU      | $-9624.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARROW ELECTRONICS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       32030 | OU      | $810.95        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COINBASE GLOBAL INC -CLASS A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -587806 | OU      | $75326.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EPIROC AB-A CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -3745636 | OU      | $-16886.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASANA INC - CL A CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18891 | OU      | $600.18        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INCYTE CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      263655 | OU      | $10704.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INVESTOR AB-B SHS CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     5427731 | OU      | $34763.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BENCHMARK ELECTRONICS INC CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      151270 | OU      | $-2598.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JBT MARCEL CORP CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -85316 | OU      | $26.68         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | API GROUP CORP CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      135243 | OU      | $-3066.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | API GROUP CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -102282 | OU      | $2318.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AGILYSYS INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      480754 | OU      | $-8953.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AGILYSYS INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10439 | OU      | $194.40        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CVR ENERGY INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -30082 | OU      | $-976.67       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MONTANA AEROSPACE AG CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -68174 | OU      | $2836.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FIGS INC-CLASS A CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       11257 | OU      | $-150.40       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FIGS INC-CLASS A CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       47722 | OU      | $-856.43       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TELIA CO AB CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      764545 | OU      | $4929.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PENSKE AUTOMOTIVE GROUP INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -50357 | OU      | $-1377.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IRON MOUNTAIN INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -82571 | OU      | $-162.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IRON MOUNTAIN INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -74008 | OU      | $-145.20       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHANDONG GOLD MINING ORD SHS H CFD                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      292110 | OU      | $3869.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | YADEA GROUP HOLDINGS ORD SHS                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      120000 | OU      | $1699.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CALIFORNIA RESOURCES CORP CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1109011 | OU      | $93271.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CALIFORNIA RESOURCES CORP CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -122081 | OU      | $-10267.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CNO FINANCIAL GROUP INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       39526 | OU      | $507.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COMMERCIAL METALS CO CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      185578 | OU      | $-1349.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COMMERCIAL METALS CO CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       10953 | OU      | $-79.65        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TEREX CORP CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       16547 | OU      | $-116.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENERGIZER HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12605 | OU      | $487.08        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASSURED GUARANTY LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       31847 | OU      | $11.73         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MID-AMERICA APARTMENT COMM CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     1806457 | OU      | $-133413.34    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MID-AMERICA APARTMENT COMM CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3427 | OU      | $7.56          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HERC HOLDINGS INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -39990 | OU      | $1762.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FIRST HORIZON CORP CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      637497 | OU      | $9956.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FIRST HORIZON CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       57706 | OU      | $901.25        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA RUYI HOLDINGS LIMITED                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      149760 | OU      | $-311.30       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WELLTOWER INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -4499040 | OU      | $-62525.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WELLTOWER INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -281775 | OU      | $-3915.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LIBERTY OILFIELD SERVICES -A CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -62266 | OU      | $663.09        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LIBERTY OILFIELD SERVICES -A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       15632 | OU      | $-166.47       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COMMVAULT SYSTEMS INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -15835 | OU      | $568.40        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COMMVAULT SYSTEMS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      111878 | OU      | $-3065.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TERADATA CORP CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -223198 | OU      | $10853.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TERADATA CORP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       45852 | OU      | $-2229.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KIER GROUP PLC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       31840 | OU      | $-2473.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CISCO SYSTEMS INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -5210711 | OU      | $81314.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CISCO SYSTEMS INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -1060917 | OU      | $16555.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALGONQUIN POWER & UTILITIES CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |       29065 | OU      | $-557.16       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NASDAQ INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -2065910 | OU      | $36105.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NASDAQ INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -94694 | OU      | $1654.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TRINITY INDUSTRIES INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      278888 | OU      | $14304.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UFP INDUSTRIES INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       37003 | OU      | $1134.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CSW INDUSTRIALS INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -101123 | OU      | $278.64        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMDOCS LTD CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GG        |       72456 | OU      | $178.08        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OLD REPUBLIC STK CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        3673 | OU      | $157.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GOOSEHEAD INSURANCE INC -A CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -19161 | OU      | $475.94        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENDEAVOUR GROUP LTD/AUSTRALI CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -26096 | OU      | $1731.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IGO LTD CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       53125 | OU      | $5541.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EASTERN BANKSHARES INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5220 | OU      | $-139.74       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CELLDEX THERAPEUTICS INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       22960 | OU      | $-57.76        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CARRIER GLOBAL CORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      639551 | OU      | $-21830.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CARRIER GLOBAL CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -177115 | OU      | $6045.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LEAR CORP CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      287690 | OU      | $5324.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LEAR CORP CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -37209 | OU      | $-688.60       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHEMRING GROUP PLC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -19488 | OU      | $-1239.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BUCKLE INC/THE CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -72079 | OU      | $-489.94       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BUCKLE INC/THE CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19858 | OU      | $134.98        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CABOT CORP CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       18347 | OU      | $1835.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RPM INTERNATIONAL INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       13203 | OU      | $415.11        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AEROVIRONMENT INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -255981 | OU      | $28816.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AEROVIRONMENT INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -311414 | OU      | $32994.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FLATEXDEGIRO AG CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -177519 | OU      | $15067.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DNB BANK ASA CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |    -3967635 | OU      | $-12639.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ACUITY BRANDS INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      661496 | OU      | $2345.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ACUITY BRANDS INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       63385 | OU      | $224.73        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MSC INDUSTRIAL DIRECT CO-A CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -76831 | OU      | $-4551.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MSC INDUSTRIAL DIRECT CO-A CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13763 | OU      | $-815.28       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KORN FERRY CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12697 | OU      | $-18.72        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PENNON GROUP PLC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -33263 | OU      | $-1416.07      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMERICAN FINANCIAL GROUP INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19697 | OU      | $98.12         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RAYONIER INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3623 | OU      | $-6.57         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CORP ACCIONA ENERGIAS RENOVA CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       56397 | OU      | $2823.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ORACLE CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1650203 | OU      | $77303.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ORACLE CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -98160 | OU      | $4598.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CAMDEN PROPERTY TRUST CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     1809090 | OU      | $-119572.41    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CAMDEN PROPERTY TRUST CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -29739 | OU      | $148.47        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FLOWSERVE CORP CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -433975 | OU      | $4383.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FLOWSERVE CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       42402 | OU      | $-428.25       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ROUND ONE CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     2653443 | OU      | $107.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RVRC HOLDING AB CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      282207 | OU      | $10.99         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BAML International Ltd.                                | BROADCOM INC CFD                                                                 | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DE               |  | US        |       42571 | OU      | $-1716.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BROADCOM INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1430332 | OU      | $-57655.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARCELORMITTAL-NY REGISTERED CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |       46433 | OU      | $296.67        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WISE PLC - A CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       13289 | OU      | $533.96        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BRIDGEPOINT GROUP-REGS WI CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -69354 | OU      | $-4668.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LOUISIANA-PACIFIC CORP CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      109614 | OU      | $165.99        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LOUISIANA-PACIFIC CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14092 | OU      | $-21.34        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CSX CORP CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        5724 | OU      | $310.17        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HERSHEY CO/THE CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      230579 | OU      | $-6889.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GLOBAL PAYMENTS INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -653468 | OU      | $34576.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GLOBAL PAYMENTS INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -93657 | OU      | $4955.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BROADRIDGE FINANCIAL SOLUTIO CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      113096 | OU      | $-5534.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WILLIAMS COS INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1406717 | OU      | $-15672.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WILLIAMS COS INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    20269734 | OU      | $-225831.28    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WILLIAMS COS INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -19946 | OU      | $222.22        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GRAND CANYON EDUCATION INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      948685 | OU      | $12664.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GRAND CANYON EDUCATION INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       18456 | OU      | $247.71        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BANK OF NEW YORK MELLON CORP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      254596 | OU      | $4966.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DOORDASH INC - A CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1186252 | OU      | $72889.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CMS ENERGY CORP CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -450257 | OU      | $-17860.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CMS ENERGY CORP CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -44563 | OU      | $-976.30       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EVEREST GROUP LTD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      182581 | OU      | $1435.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | APTARGROUP INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       49284 | OU      | $746.36        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | APTARGROUP INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       15642 | OU      | $236.88        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AUTOLIV INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      180647 | OU      | $1384.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AUTOLIV INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       74429 | OU      | $444.75        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OLD NATIONAL BANCORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -121240 | OU      | $-3094.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AVNET INC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -448931 | OU      | $-14205.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AVNET INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       61522 | OU      | $1946.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STIFEL FINANCIAL CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       62941 | OU      | $1517.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FRANKLIN RESOURCES INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      515475 | OU      | $-6039.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FRANKLIN RESOURCES INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -26672 | OU      | $312.48        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PUBLIC SERVICE ENTERPRISE GP CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      899970 | OU      | $12740.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PUBLIC SERVICE ENTERPRISE GP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      266918 | OU      | $3778.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HUBBELL INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -298333 | OU      | $-1018.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | C3.AI INC-A CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      141735 | OU      | $-4876.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ASSURANT INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       54358 | OU      | $95.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WESTERN UNION CO CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -67942 | OU      | $3400.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BANK OF HAWAII CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8169 | OU      | $-221.48       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AVERY DENNISON CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       70057 | OU      | $3332.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AXIS CAPITAL HOLDINGS LTD CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       85323 | OU      | $875.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | H.B. FULLER CO. CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4839 | OU      | $-897.45       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LYONDELLBASELL INDU-CL A CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |     -118855 | OU      | $-15116.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LOEWS CORP CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      104341 | OU      | $477.70        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NORTHERN TRUST CORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      113552 | OU      | $2012.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NORTHERN TRUST CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       46844 | OU      | $749.38        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SENSATA TECHNOLOGIES HOLDING CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |      760011 | OU      | $13842.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CUMMINS INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      860204 | OU      | $-16050.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CUMMINS INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       44605 | OU      | $-487.23       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMERICAN HOMES 4 RENT- A CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       46625 | OU      | $643.58        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SONOCO PRODUCTS CO CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -48207 | OU      | $-2150.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TORO CO CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -343873 | OU      | $294.16        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TORO CO CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       17769 | OU      | $-15.20        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MACERICH CO/THE CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -85277 | OU      | $-1852.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PNC FINANCIAL SERVICES GROUP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -214126 | OU      | $-4368.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRAVELERS COS INC/THE CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -78313 | OU      | $1017.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CARDINAL HEALTH INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -285108 | OU      | $-6711.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FORMFACTOR INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -62791 | OU      | $135.66        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FORMFACTOR INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       28382 | OU      | $-61.32        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GRAPHIC PACKAGING HOLDING CO CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      423534 | OU      | $31101.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GRAPHIC PACKAGING HOLDING CO CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      123674 | OU      | $9024.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AFFILIATED MANAGERS GROUP CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       13489 | OU      | $69.58         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ROBINHOOD MARKETS INC - A CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      290757 | OU      | $-12795.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALPHATEC HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1261911 | OU      | $-131903.47    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALPHATEC HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -16245 | OU      | $1697.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WORLD KINECT CORP                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       15291 | OU      | $120.24        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BATH & BODY WORKS INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      931564 | OU      | $5016.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BATH & BODY WORKS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       78217 | OU      | $421.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MATADOR RESOURCES CO CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      223571 | OU      | $16449.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MATADOR RESOURCES CO CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -70993 | OU      | $-3116.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMERICAN WATER WORKS CO INC CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      914956 | OU      | $2426.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMERICAN WATER WORKS CO INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       51034 | OU      | $135.36        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HDFC BANK LTD-ADR CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IN        |    -2568194 | OU      | $52577.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HDFC BANK LTD-ADR CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IN        |       40359 | OU      | $568.29        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRAVERE THERAPEUTICS INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       15845 | OU      | $1119.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UPSTART HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      230732 | OU      | $-18683.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CARLISLE COS INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      180231 | OU      | $-1744.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HELMERICH & PAYNE CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1051744 | OU      | $31158.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HELMERICH & PAYNE CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -45203 | OU      | $1390.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | POLARIS INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      602294 | OU      | $-14348.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | POLARIS INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       35452 | OU      | $-844.55       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GAZTRANSPORT ET TECHNIGA SA CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      361457 | OU      | $7910.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GENPACT LTD CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BM        |      378569 | OU      | $-14748.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GENPACT LTD CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      -50737 | OU      | $1976.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JACKSON FINANCIAL INC-A CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       30308 | OU      | $350.90        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | QUALYS INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      518725 | OU      | $-50572.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | QUALYS INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       36308 | OU      | $-3539.77      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OUTOKUMPU OYJ CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |      -99676 | OU      | $-1672.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PAYONEER GLOBAL INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2481 | OU      | $-20.72        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINASOFT INTERNATIONAL LTD CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       56800 | OU      | $-550.93       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HYUNDAI HEAVY INDUSTRIES CO CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |    42670000 | OU      | $-631.64       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HCI GROUP INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -599342 | OU      | $-4255.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HCI GROUP INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3377 | OU      | $-23.98        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALLEGION PLC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -41715 | OU      | $-419.21       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MATSON INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4958 | OU      | $-124.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HAYWARD HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -60621 | OU      | $2057.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ICU MEDICAL INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -129800 | OU      | $779.22        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SYNCHRONY FINANCIAL CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       83786 | OU      | $1850.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CERTARA INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -20530 | OU      | $2101.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BLOOMSBURY PUBLISHING PLC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -3102 | OU      | $-124.54       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DEUTSCHE TELEKOM AG-REG CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       11821 | OU      | $109.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KRATOS DEFENSE & SECURITY CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -269565 | OU      | $42452.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OPTION CARE HEALTH INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -364983 | OU      | $19142.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OPTION CARE HEALTH INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19290 | OU      | $-1011.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | REPUBLIC SERVICES INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      348502 | OU      | $3682.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | REPUBLIC SERVICES INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       75422 | OU      | $796.92        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EATON CORP PLC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |     1212684 | OU      | $-6977.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EATON CORP PLC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      145335 | OU      | $-836.28       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BRP GROUP INC-A CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -47313 | OU      | $427.40        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PPG INDUSTRIES INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -52061 | OU      | $-2448.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EMERSON ELECTRIC CO CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -265113 | OU      | $-2429.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SEI INVESTMENTS COMPANY CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -923747 | OU      | $1410.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHOW TAI FOOK JEWELLERY GROU CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -323760 | OU      | $-1440.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ON HOLDING AG-CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CH        |     -635249 | OU      | $93072.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WILLSCOT MOBILE MINI HOLDING CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -43476 | OU      | $1777.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MCKESSON CORP CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      959449 | OU      | $-12745.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MCKESSON CORP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      353990 | OU      | $-4384.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AZELIS GROUP NV CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |      -87062 | OU      | $-17864.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SIBANYE-STILLWATER LTD-ADR CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ZA        |       41176 | OU      | $3558.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CROWN CASTLE INTL CORP CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      970348 | OU      | $-238.62       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CROWN CASTLE INTL CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -112317 | OU      | $27.62         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FS KKR CAPITAL CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      999662 | OU      | $-42741.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FS KKR CAPITAL CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       42060 | OU      | $-810.40       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SKYLINE CHAMPION CORP CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1245342 | OU      | $14890.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NVENT ELECTRIC PLC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |       -4477 | OU      | $100.64        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NVENT ELECTRIC PLC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |     -224328 | OU      | $5036.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UNIVERSAL MUSIC GROUP BV CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |     -116408 | OU      | $-7695.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GRANITE CONSTRUCTION INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      191679 | OU      | $368.46        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GRANITE CONSTRUCTION INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       20699 | OU      | $39.79         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALBERTSONS COS INC - CLASS A CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1331498 | OU      | $6995.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALBERTSONS COS INC - CLASS A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       69291 | OU      | $-364.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | C.H. ROBINSON WORLDWIDE INC CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      561417 | OU      | $-2591.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | C.H. ROBINSON WORLDWIDE INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -47883 | OU      | $220.99        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OSHKOSH CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -29264 | OU      | $-472.68       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OSHKOSH CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14052 | OU      | $-226.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WOLVERINE WORLD WIDE INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       18964 | OU      | $-375.87       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SPS COMMERCE INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1940847 | OU      | $-91044.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SPS COMMERCE INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8586 | OU      | $402.78        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | ESSENTIAL PROPERTIES REALTY CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -680676 | OU      | $8960.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ESSENTIAL PROPERTIES REALTY CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -68735 | OU      | $2064.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BROOKDALE SENIOR LIVING INC CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -259410 | OU      | $3921.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOFI TECHNOLOGIES INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      210156 | OU      | $-15562.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OXFORD NANOPORE TECHNOLO-W/I CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -6102 | OU      | $246.76        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CULLEN/FROST BANKERS INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19773 | OU      | $515.04        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LEM HOLDING SA-REG CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       17130 | OU      | $692.36        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STORSKOGEN GROUP AB-B-W/I CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -382666 | OU      | $-2367.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ENERSYS CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      364441 | OU      | $5234.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENERSYS CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8049 | OU      | $-115.62       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COUPANG INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -641053 | OU      | $14275.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COUPANG INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      227074 | OU      | $-4365.73      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZURN WATER SOLUTIONS CORP CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -17341 | OU      | $122.88        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ROBLOX CORP -CLASS A CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      254700 | OU      | $-1254.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PRADA S.P.A. CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |     -307930 | OU      | $-292.45       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WATTS WATER TECHNOLOGIES-A CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8542 | OU      | $123.54        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COMSTOCK RESOURCES INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -92681 | OU      | $729.67        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BALTIC CLASSIFIEDS GROUP CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -17389 | OU      | $-673.13       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMN HEALTHCARE SERVICES INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       14546 | OU      | $-39.55        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MARSH & MCLENNAN COS CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      572728 | OU      | $-1383.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MARSH & MCLENNAN COS CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      402683 | OU      | $-972.72       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VIBRA ENERGIA SA CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |      200906 | OU      | $1332.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UDR INC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -156123 | OU      | $2187.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FIRST AMERICAN FINANCIAL CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       14921 | OU      | $573.11        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EVOTEC SE CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -24012 | OU      | $-1651.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OPEN TEXT CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -114817 | OU      | $1643.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SYNSAM GROUP AB-W/I CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -229103 | OU      | $-1255.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | XVIVO PERFUSION AB CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -265709 | OU      | $-6386.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SONIC AUTOMOTIVE INC-CLASS A CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -702251 | OU      | $-64155.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SONIC AUTOMOTIVE INC-CLASS A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        8859 | OU      | $809.34        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EASTGROUP PROPERTIES INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -145512 | OU      | $-893.83       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EASTGROUP PROPERTIES INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -88282 | OU      | $-561.65       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FRESHWORKS INC-CL A CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      428337 | OU      | $-7339.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FRESHWORKS INC-CL A CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       40303 | OU      | $-690.62       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CONSTELLATION BRANDS INC-A CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -411492 | OU      | $6641.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BOOZ ALLEN HAMILTON HOLDINGS CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      501452 | OU      | $-11736.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOOZ ALLEN HAMILTON HOLDINGS CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -144779 | OU      | $3388.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VERRA MOBILITY CORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      155638 | OU      | $-3720.85      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VERRA MOBILITY CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       34695 | OU      | $-698.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ESSENT GROUP LTD CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       12341 | OU      | $164.78        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRINET GROUP INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       26335 | OU      | $-1672.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALIGNMENT HEALTHCARE INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -31471 | OU      | $-210.04       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SURGERY PARTNERS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -59406 | OU      | $199.41        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LPL FINANCIAL HOLDINGS INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -360905 | OU      | $-1294.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BLUE OWL CAPITAL CORP                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      728702 | OU      | $-16736.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BLUE OWL CAPITAL CORP                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6315 | OU      | $-100.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JUMIA TECHNOLOGIES AG-ADR CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |        6641 | OU      | $-168.84       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARCBEST CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -733663 | OU      | $-50462.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARCBEST CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -20431 | OU      | $-1405.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHOALS TECHNOLOGIES GROUP -A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7541 | OU      | $-407.22       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PRIVIA HEALTH GROUP INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14268 | OU      | $629.85        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VICTORY CAPITAL HOLDING - A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -20776 | OU      | $608.37        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BLUE OWL CAPITAL INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -229532 | OU      | $-1010.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ACV AUCTIONS INC-A CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7504 | OU      | $889.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MCCORMICK & CO-NON VTG SHRS CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      143083 | OU      | $-7550.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MCCORMICK & CO-NON VTG SHRS CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      131368 | OU      | $-6932.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WESTERN MIDSTREAM PARTNERS L CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     3770666 | OU      | $-63924.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOTERA HEALTH CO CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10674 | OU      | $-353.74       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | M/I HOMES INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        8033 | OU      | $-74.10        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ROGERS CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12595 | OU      | $606.39        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CORCEPT THERAPEUTICS INC (UBS-CFD)                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -128904 | OU      | $-25604.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CORCEPT THERAPEUTICS INC (UBS-CFD)                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       29235 | OU      | $5754.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOBII DYNAVOX AB CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -88942 | OU      | $-978.49       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TEVA PHARMACEUTICAL-SP ADR CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IL        |      672326 | OU      | $31548.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SOUTHERN CO/THE CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      391219 | OU      | $11559.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOUTHERN CO/THE CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      509438 | OU      | $15052.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CUSTOMERS BANCORP INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      462768 | OU      | $13800.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CUSTOMERS BANCORP INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9301 | OU      | $-277.38       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VICOR CORP CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      571823 | OU      | $-39879.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VICOR CORP CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       30806 | OU      | $-2148.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FEDERATED HERMES INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       20490 | OU      | $152.88        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NU HOLDINGS LTD/CAYMAN ISL-A CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |     -564167 | OU      | $11913.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NU HOLDINGS LTD/CAYMAN ISL-A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -130314 | OU      | $2751.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AUTOSTORE HOLDINGS LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |     -513052 | OU      | $3257.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TOAST INC-CLASS A CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -978242 | OU      | $37269.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOAST INC-CLASS A CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      216732 | OU      | $-8257.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ENCOMPASS HEALTH CORP CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      149401 | OU      | $-1210.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENCOMPASS HEALTH CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      152716 | OU      | $-1237.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PROCORE TECHNOLOGIES INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1426010 | OU      | $43418.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PROCORE TECHNOLOGIES INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -35098 | OU      | $1068.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BLACKBAUD INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |        1567 | OU      | $-176.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BLACKBAUD INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       40664 | OU      | $-4408.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KEYSIGHT TECHNOLOGIES IN CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      456557 | OU      | $-10412.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KEYSIGHT TECHNOLOGIES IN CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      158559 | OU      | $-3537.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WEYERHAEUSER CO CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       14799 | OU      | $811.53        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CORE & MAIN INC-CLASS A CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -828198 | OU      | $-16936.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CORE & MAIN INC-CLASS A CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -105001 | OU      | $-2147.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ORGANON & CO CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       14543 | OU      | $-238.80       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OMEGA HEALTHCARE INVESTORS CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12779 | OU      | $-290.70       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COMET HOLDING AG-REG CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -80122 | OU      | $-2167.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SABRA HEALTH CARE REIT INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       31130 | OU      | $-727.26       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NIPPON EXPRESS HOLDINGS CO L CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SCHNEIDER NATIONAL INC-CL B CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10069 | OU      | $-791.04       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LIONTOWN RESOURCES LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -41283 | OU      | $-6148.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FIDELITY NATIONAL INFO SERV CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1455822 | OU      | $-83657.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FIDELITY NATIONAL INFO SERV CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      281848 | OU      | $-16196.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PUUILO OYJ CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |       -4544 | OU      | $-201.12       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EVEREST MEDICINES LTD CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       83983 | OU      | $1424.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TPG INC CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -430089 | OU      | $-5919.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TPG INC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -65175 | OU      | $-897.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BANK OZK CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      102342 | OU      | $3985.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MUSASHI SEIMITSU INDUSTRY CO CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -1720600 | OU      | $-1311.03      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARCUS BIOSCIENCES INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -596504 | OU      | $-5293.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARCUS BIOSCIENCES INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9934 | OU      | $-88.16        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FLYWIRE CORP-VOTING CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -24645 | OU      | $1713.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FIRST INTERSTATE BANCSYS-A CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      858380 | OU      | $6212.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FIRST INTERSTATE BANCSYS-A CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -56704 | OU      | $-410.40       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FLOWERS FOODS INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      418741 | OU      | $-5576.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FLOWERS FOODS INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       10639 | OU      | $-141.68       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RENAISSANCERE HOLDINGS LTD CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       42812 | OU      | $584.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SHELL PLC-NEW CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |      170073 | OU      | $9708.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UNITED COMMUNITY BANKS/GA CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18175 | OU      | $-498.12       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALLSTATE CORP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -175765 | OU      | $355.32        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KITE REALTY GROUP TRUST CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -39654 | OU      | $128.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BRIXMOR PROPERTY GROUP INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -82771 | OU      | $114.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MUELLER INDUSTRIES INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10013 | OU      | $-70.07        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | URBAN EDGE PROPERTIES CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      292448 | OU      | $-3756.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | URBAN EDGE PROPERTIES CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8602 | OU      | $110.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PHILLIPS EDISON & COMPANY IN CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -258422 | OU      | $-3854.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PHILLIPS EDISON & COMPANY IN CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -17845 | OU      | $-266.20       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DOXIMITY INC-CLASS A CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -764466 | OU      | $52837.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DOXIMITY INC-CLASS A CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       13166 | OU      | $-909.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LAUREATE EDUCATION INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -149182 | OU      | $-2128.07      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LAUREATE EDUCATION INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -22116 | OU      | $201.24        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CASELLA WASTE SYSTEMS INC-A CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       83783 | OU      | $1428.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CASELLA WASTE SYSTEMS INC-A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -59210 | OU      | $-1009.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HANOVER INSURANCE GROUP INC/ CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -148961 | OU      | $-1853.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HANOVER INSURANCE GROUP INC/ CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -22087 | OU      | $-274.77       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TANGER FACTORY OUTLET CENTER CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      719773 | OU      | $-4630.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TANGER FACTORY OUTLET CENTER CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -23495 | OU      | $151.14        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | WP CAREY INC CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -901507 | OU      | $-730.18       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CLEAR SECURE INC -CLASS A CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -582179 | OU      | $54994.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CLEAR SECURE INC -CLASS A CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       78070 | OU      | $-7488.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EXPONENT INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       81243 | OU      | $-1312.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DT MIDSTREAM INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       -4796 | OU      | $82.95         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DT MIDSTREAM INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     3205366 | OU      | $-55434.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DT MIDSTREAM INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -91543 | OU      | $1583.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HESS MIDSTREAM LP - CLASS A CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1176025 | OU      | $36356.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HESS MIDSTREAM LP - CLASS A CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1323630 | OU      | $-40920.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FRONTLINE LTD CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CY        |      318848 | OU      | $9707.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FRONTLINE LTD CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CY        |       49121 | OU      | $1495.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ATALAYA MINING PLC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CY        |       13228 | OU      | $101.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OXFORD INDUSTRIES INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        5205 | OU      | $764.40        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HENSOLDT AG CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -340030 | OU      | $-15138.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ESAB CORP CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -29581 | OU      | $-287.37       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BRUNSWICK CORP CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      926291 | OU      | $-16136.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PATTERSON-UTI ENERGY INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -78790 | OU      | $-658.73       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FNB CORP CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -43244 | OU      | $-1114.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DANA INC CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -173694 | OU      | $-5155.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DANA INC CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       61801 | OU      | $1663.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GENTEX CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      507274 | OU      | $15553.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GENTEX CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       32203 | OU      | $987.35        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MARKEL CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       32116 | OU      | $423.47        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | URANIUM ENERGY CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -248336 | OU      | $-19652.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WESTLAKE CORP CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -296964 | OU      | $-22771.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WESTLAKE CORP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -84088 | OU      | $-6448.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DELEK US HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -510121 | OU      | $-32251.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NORDEA BANK ABP CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |     -928021 | OU      | $37695.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TARSUS PHARMACEUTICALS INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      230676 | OU      | $21653.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ACUSHNET HOLDINGS CORP CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -97453 | OU      | $-1075.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ACUSHNET HOLDINGS CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       18373 | OU      | $229.24        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KENNAMETAL INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       21984 | OU      | $308.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TERRENO REALTY CORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -236391 | OU      | $-1549.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TERRENO REALTY CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -17813 | OU      | $-121.63       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SWEETGREEN INC - CLASS A CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5138 | OU      | $36.02         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LI AUTO INC-CLASS A CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |    -1652400 | OU      | $-14347.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HOME BANCSHARES INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -26934 | OU      | $-426.72       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | METALURGICA GERDAU SA-PREF CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |      107311 | OU      | $991.37        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ESTABLISHMENT LABS HOLDINGS CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | VG        |        8524 | OU      | $-404.69       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RLI CORP CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      827912 | OU      | $-8760.21      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RYAN SPECIALTY GROUP HLDGS-A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -11000 | OU      | $270.30        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STAG INDUSTRIAL INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -93116 | OU      | $2316.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STAG INDUSTRIAL INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -51587 | OU      | $1283.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IQVIA HOLDINGS INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      672014 | OU      | $14409.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IQVIA HOLDINGS INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -374692 | OU      | $-8681.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WAREHOUSES DE PAUW SCA CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |      -88968 | OU      | $-1000.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ATLAS COPCO AB-A SHS CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -914858 | OU      | $-3170.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JOBY AVIATION INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      156201 | OU      | $-17168.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LIFE TIME GROUP HOLDINGS INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -22992 | OU      | $-580.42       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MOELIS & CO - CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      189521 | OU      | $8839.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MOELIS & CO - CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3649 | OU      | $-170.18       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | APPLIED INDUSTRIAL TECH INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       29894 | OU      | $352.26        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALEXANDRIA REAL ESTATE EQUIT CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       95674 | OU      | $-3437.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LOTTERY CORP LTD/THE CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -57856 | OU      | $-168.71       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BIONTECH SE-ADR CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -29706 | OU      | $-157.92       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DUTCH BROS INC-CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -730717 | OU      | $24668.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DUTCH BROS INC-CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -52220 | OU      | $1762.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KONINKLIJKE PHILIPS NVR- NY CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       11884 | OU      | $226.38        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KYNDRYL HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1594663 | OU      | $20933.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KYNDRYL HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -44599 | OU      | $-782.73       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TENARIS SA-ADR CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |      -13307 | OU      | $-191.01       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SHELL PLC-ADR CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |     2120528 | OU      | $53533.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHELL PLC-ADR CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      198383 | OU      | $5008.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PHOTRONICS INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       33144 | OU      | $962.16        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARITZIA INC-SUBORDINATE VOTI CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      265871 | OU      | $4075.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SYLVAMO CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        8466 | OU      | $573.31        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | INVENTRUST PROPERTIES CORP CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -304823 | OU      | $4243.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FEDERAL REALTY INVS TRUST CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1382291 | OU      | $-32638.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FEDERAL REALTY INVS TRUST CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -124408 | OU      | $-2937.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AIR CANADA CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       38013 | OU      | $397.26        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GXO LOGISTICS INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -36279 | OU      | $-274.95       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FIRST BANCORP PUERTO RICO CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PR        |        6602 | OU      | $190.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SENSIENT TECHNOLOGIES CORP CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -15269 | OU      | $-289.80       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GOLD FIELDS LTD-SPONS ADR CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ZA        |      -51317 | OU      | $-5660.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NOVO-NORDISK A/S-SPONS ADR CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | DK        |    -1955289 | OU      | $3717.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NOVO-NORDISK A/S-SPONS ADR CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      138075 | OU      | $-262.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | QUILTER PLC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       21534 | OU      | $616.43        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHOCOLADEFABRIKEN LINDT-PC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      530000 | OU      | $39267.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HALEON PLC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |       15417 | OU      | $474.07        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HALEON PLC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -82866 | OU      | $-3486.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BP PLC-SPONS ADR CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      425112 | OU      | $33466.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ACADIA REALTY TRUST CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -94148 | OU      | $1454.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ACADIA REALTY TRUST CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8622 | OU      | $133.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SUNOCO LP CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -7064417 | OU      | $-2175.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PARKER HANNIFIN CORP CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      134097 | OU      | $-1601.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PARKER HANNIFIN CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      185349 | OU      | $-1824.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HEXPOL AB CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -327832 | OU      | $-1351.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VUSIONGROUP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -27562 | OU      | $-1767.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ROPER TECHNOLOGIES INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      674793 | OU      | $725.42        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ROPER TECHNOLOGIES INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      267938 | OU      | $288.04        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DOUGLAS EMMETT INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       39672 | OU      | $-42.07        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BWX TECHNOLOGIES INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -283717 | OU      | $498.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BWX TECHNOLOGIES INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -23967 | OU      | $42.12         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SPECTRUM BRANDS HOLDINGS INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19306 | OU      | $297.92        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALAMOS GOLD INC-CLASS A CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      106953 | OU      | $11186.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALLIANT ENERGY CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -31169 | OU      | $-835.95       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMEREN CORPORATION CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       93003 | OU      | $2627.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MONDELEZ INTERNATIONAL INC-A CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      147893 | OU      | $2028.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FERRARI NV CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      255757 | OU      | $7218.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WASTE CONNECTIONS INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      805657 | OU      | $694.96        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WASTE CONNECTIONS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      226895 | OU      | $195.72        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MEDTRONIC PLC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |      213392 | OU      | $-1272.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MEDTRONIC PLC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      214438 | OU      | $-1279.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CONSTELLATION ENERGY CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      122858 | OU      | $-4456.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CONSTELLATION ENERGY CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -84215 | OU      | $3790.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NCINO INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -30373 | OU      | $1056.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HEALTHCARE REALTY TRUST INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       21348 | OU      | $-704.70       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GENERAL ELECTRIC CO CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     2089759 | OU      | $-55695.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GENERAL ELECTRIC CO CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      654799 | OU      | $-17451.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CAL-MAINE FOODS INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       25202 | OU      | $680.16        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CAL-MAINE FOODS INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -186855 | OU      | $-5004.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GITLAB INC-CL A CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      339618 | OU      | $-9607.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GITLAB INC-CL A CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4075 | OU      | $115.29        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CVB FINANCIAL CORP CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      745855 | OU      | $6205.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CVB FINANCIAL CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        6445 | OU      | $50.97         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COLUMBIA BANKING SYSTEM INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -84130 | OU      | $-1753.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SCIENCE APPLICATIONS INTE CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -272108 | OU      | $5477.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SCIENCE APPLICATIONS INTE CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9203 | OU      | $185.25        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COCA-COLA CONSOLIDATED INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -72153 | OU      | $-1283.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DTE ENERGY COMPANY CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      355583 | OU      | $9821.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DTE ENERGY COMPANY CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -44772 | OU      | $-117.82       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | JABIL INC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -924987 | OU      | $2188.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JABIL INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      204488 | OU      | $-483.84       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GLOBALFOUNDRIES INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      331810 | OU      | $3924.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GLOBALFOUNDRIES INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -103218 | OU      | $-1220.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LKQ CORP CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -38291 | OU      | $-771.40       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LKQ CORP CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -120227 | OU      | $-2422.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SELECTIVE INSURANCE GROUP CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -29503 | OU      | $-125.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GILDAN ACTIVEWEAR INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      523276 | OU      | $-13466.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HELEN OF TROY LTD CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      -18867 | OU      | $496.27        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TEXTRON INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -353538 | OU      | $5837.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TEXTRON INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      135861 | OU      | $-2069.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GOLAR LNG LTD CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BM        |     -882869 | OU      | $-21904.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EXELIXIS INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      215539 | OU      | $7703.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LINCOLN ELECTRIC HOLDINGS CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      173858 | OU      | $-2490.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LINCOLN ELECTRIC HOLDINGS CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       48013 | OU      | $-687.80       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EXLSERVICE HOLDINGS INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      267760 | OU      | $-3728.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EXLSERVICE HOLDINGS INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       41379 | OU      | $-576.20       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STAR BULK CARRIERS CORP CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | MH        |       12483 | OU      | $82.05         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUPER MICRO COMPUTER INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       52763 | OU      | $2909.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STERIS PLC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |     -209287 | OU      | $-123.11       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALCON INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       46572 | OU      | $747.74        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DUOLINGO CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        6663 | OU      | $-59.12        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LANTHEUS HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -23931 | OU      | $-37.92        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FIRST INDUSTRIAL REALTY TR CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -57305 | OU      | $207.27        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | XCEL ENERGY INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      304260 | OU      | $9845.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HF SINCLAIR CORP CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -14166 | OU      | $-745.68       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HF SINCLAIR CORP CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -99455 | OU      | $-5235.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CHESAPEAKE ENERGY CORP CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -226475 | OU      | $-4502.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHESAPEAKE ENERGY CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       44455 | OU      | $883.82        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NOV INC CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       -5977 | OU      | $145.70        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NOV INC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       51266 | OU      | $-1249.73      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VALLEY NATIONAL BANCORP CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       63456 | OU      | $1480.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UBS GROUP AG-REG CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -190853 | OU      | $-7778.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PERFORMANCE FOOD GROUP CO CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -303191 | OU      | $-9039.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PERFORMANCE FOOD GROUP CO CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -177705 | OU      | $-5264.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MONDAY.COM LTD CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IL        |     -249202 | OU      | $21000.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MONDAY.COM LTD CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |      102035 | OU      | $-8598.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PEABODY ENERGY CORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1451344 | OU      | $100064.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PEABODY ENERGY CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7361 | OU      | $-507.52       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EURONAV NV CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |        2730 | OU      | $52.80         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GEO GROUP INC/THE CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8327 | OU      | $73.77         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | QUIDELORTHO CORP CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -32107 | OU      | $232.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PAN AMERICAN SILVER CORP CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      335380 | OU      | $37469.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PAN AMERICAN SILVER CORP CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -14693 | OU      | $-1641.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JACOBS SOLUTIONS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       70032 | OU      | $-1046.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZTO EXPRESS CAYMAN INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -38000 | OU      | $38.26         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AGREE REALTY CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1462759 | OU      | $6568.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AGREE REALTY CORP CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      117972 | OU      | $-529.72       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COHERENT CORP CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      935268 | OU      | $-61752.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COHERENT CORP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -136662 | OU      | $406.34        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UBER TECHNOLOGIES INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1155195 | OU      | $-49055.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UBER TECHNOLOGIES INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       97055 | OU      | $-4121.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PROVIDENT FINANCIAL SERVICES CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5988 | OU      | $-147.90       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOYOTA MOTOR CORP -SPON ADR CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -437078 | OU      | $9441.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DR ING HC F PORSCHE AG CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      264864 | OU      | $17247.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DHT HOLDINGS INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | MH        |       19956 | OU      | $561.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ACCELLERON INDUSTRIES LTD CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -25150 | OU      | $1314.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AEHR TEST SYSTEMS CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       14823 | OU      | $-27.93        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMPLIFON SPA CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      -84294 | OU      | $-13282.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FIRSTCASH HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -94099 | OU      | $2731.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NORTHERN OIL AND GAS INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5062 | OU      | $-111.51       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOCIONEXT INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    20645061 | OU      | $15184.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NETEASE INC-ADR CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      589916 | OU      | $-7492.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WEATHERFORD INTERNATIONAL PL CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |      143642 | OU      | $4754.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WEATHERFORD INTERNATIONAL PL CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -29754 | OU      | $-984.75       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RIVIAN AUTOMOTIVE INC-A CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -258439 | OU      | $11799.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AVISTA CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -211328 | OU      | $-7354.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AVISTA CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       57480 | OU      | $1806.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ABM INDUSTRIES INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -78185 | OU      | $-627.33       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BELDEN INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      293469 | OU      | $-7082.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BELDEN INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       13811 | OU      | $-261.15       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TIDEWATER INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -85624 | OU      | $-9204.85      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NATL HEALTH INVESTORS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19757 | OU      | $-350.40       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HYPERA SA CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |       40866 | OU      | $124.01        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BROOKFIELD CORP CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      618694 | OU      | $15996.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | MITSUBISHI UFJ FINL-SPON ADR CFD                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |    -2020991 | OU      | $-37605.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KRANESHARES CSI CHINA INTERN CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     7357144 | OU      | $-2586.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ANYCOLOR INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -1821000 | OU      | $309.59        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | U-HAUL HOLDING CO-NON VOTING CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        5893 | OU      | $361.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHIZUOKA FINANCIAL GROUP INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     9789000 | OU      | $3077.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INTEGER HOLDINGS CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -41033 | OU      | $-1206.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GRIFFON CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -149172 | OU      | $-3164.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GRIFFON CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        3131 | OU      | $66.44         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HEXATRONIC GROUP AB CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -264119 | OU      | $1192.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CARPENTER TECHNOLOGY CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      501567 | OU      | $28170.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INTERNATIONAL SEAWAYS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | MH        |      -30800 | OU      | $-1267.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SAMSARA INC-CL A CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -283794 | OU      | $12907.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SAMSARA INC-CL A CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        9196 | OU      | $-418.27       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OCEANEERING INTL INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -22972 | OU      | $519.06        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INGEVITY CORP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3206 | OU      | $-212.64       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HERCULES CAPITAL INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        8062 | OU      | $150.12        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GENWORTH FINANCIAL INC-CL A CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -78351 | OU      | $-193.46       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GENWORTH FINANCIAL INC-CL A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       24965 | OU      | $27.90         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AVIVA PLC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      147132 | OU      | $-1741.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FEDERAL SIGNAL CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -32776 | OU      | $117.78        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COMFORT SYSTEMS USA INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -309815 | OU      | $6437.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COMFORT SYSTEMS USA INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      126742 | OU      | $-2633.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ELMOS SEMICONDUCTOR SE CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -14201 | OU      | $-300.46       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ZETA GLOBAL HOLDINGS CORP-A CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      490930 | OU      | $-48370.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZETA GLOBAL HOLDINGS CORP-A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -32965 | OU      | $1539.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WARBY PARKER INC-CLASS A CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -822507 | OU      | $105789.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WARBY PARKER INC-CLASS A CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -122614 | OU      | $15325.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AAR CORP CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -80693 | OU      | $-4248.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALAMO GROUP INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -23751 | OU      | $325.18        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARCHROCK INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       77170 | OU      | $-4194.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARCHROCK INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -38530 | OU      | $2094.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMERICAN STATES WATER CO CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       20747 | OU      | $578.10        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AXOS FINANCIAL INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -59232 | OU      | $-926.17       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BERKSHIRE HILLS BANCORP INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        3311 | OU      | $49.28         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BRADY CORPORATION - CL A CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       23782 | OU      | $-465.63       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BLACKSTONE SECURED LENDING F CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       33986 | OU      | $-1056.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CBIZ INC CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       11904 | OU      | $71.36         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CNA FINANCIAL CORP CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -433834 | OU      | $-4197.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHESAPEAKE UTILITIES CORP CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9369 | OU      | $17.76         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NOW INC CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      550358 | OU      | $7494.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NOW INC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -20595 | OU      | $-93.12        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ENOVA INTERNATIONAL INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       -8652 | OU      | $95.13         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENOVA INTERNATIONAL INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       18816 | OU      | $-206.87       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ESCO TECHNOLOGIES INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       20634 | OU      | $1031.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FOUR CORNERS PROPERTY TRUST CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       47194 | OU      | $-957.95       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FOUR CORNERS PROPERTY TRUST CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       10718 | OU      | $-217.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GLACIER BANCORP INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -64648 | OU      | $-525.24       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GRAHAM HOLDINGS CO-CLASS B CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      538855 | OU      | $-2823.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GRAHAM HOLDINGS CO-CLASS B CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7440 | OU      | $-38.99        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GULFPORT ENERGY CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -23231 | OU      | $-464.80       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GOLDMAN SACHS BDC INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      923378 | OU      | $-24713.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HAWAIIAN ELECTRIC INDS CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -44266 | OU      | $-1352.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MIRION TECHNOLOGIES INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      154850 | OU      | $-5850.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MIRION TECHNOLOGIES INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -140862 | OU      | $5322.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MODINE MANUFACTURING CO CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      429496 | OU      | $10642.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MODINE MANUFACTURING CO CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -88820 | OU      | $-1981.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MOOG INC-CLASS A CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       33590 | OU      | $-229.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEWMARKET CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        2465 | OU      | $98.48         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENPRO INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -29907 | OU      | $330.40        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GRUPO AEROPORTUARIO PAC-ADR CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | MX        |      -56473 | OU      | $-3022.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PROSPERITY BANCSHARES INC CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      696617 | OU      | $12669.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PROSPERITY BANCSHARES INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8511 | OU      | $-154.80       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PIPER SANDLER COS CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -417988 | OU      | $-10079.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PIPER SANDLER COS CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -50230 | OU      | $-1211.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PJT PARTNERS INC - A CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      975281 | OU      | $43836.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PJT PARTNERS INC - A CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       14307 | OU      | $643.07        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PERMIAN RESOURCES CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -125723 | OU      | $-8529.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SERVISFIRST BANCSHARES INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -11396 | OU      | $106.95        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SPX TECHNOLOGIES INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -90841 | OU      | $-2531.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TEEKAY TANKERS LTD-CLASS A CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BM        |      286691 | OU      | $16193.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TEEKAY TANKERS LTD-CLASS A CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |        6177 | OU      | $348.88        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VISTA OIL & GAS SAB DE CV CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | MX        |     -976090 | OU      | $-109621.32    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LIFCO AB-B SHS CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -393347 | OU      | $-1377.35      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BKW AG CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -41596 | OU      | $-3183.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SYDBANK A/S CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |    -1031209 | OU      | $-7109.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FASTIGHETS AB BALDER-B SHRS CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -1515172 | OU      | $-3427.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JYSKE BANK-REG CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      357856 | OU      | $2556.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TORM PLC-A CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      496232 | OU      | $6901.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NETCOMPANY GROUP AS CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     -487952 | OU      | $-18394.34     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BANQUE CANTONALE VAUDOIS-REG CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -90275 | OU      | $-6480.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AEDIFICA CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |      150794 | OU      | $1565.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DASSAULT AVIATION SA CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -81719 | OU      | $287.67        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | APERAM CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |      -64368 | OU      | $-729.86       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ELIA GROUP SA/NV CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |     -284695 | OU      | $-16072.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMG ADVANCED METALLURGICAL CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       63166 | OU      | $5385.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PEYTO EXPLORATION & DEV CORP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       31376 | OU      | $-359.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WIHLBORGS FASTIGHETER AB CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -248862 | OU      | $-1181.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BEIJER REF AB CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -714139 | OU      | $-1697.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HUHTAMAKI OYJ CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |      -44897 | OU      | $-584.39       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BELIMO HOLDING AG-REG CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -140812 | OU      | $2303.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NELNET INC-CL A CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      370700 | OU      | $575.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NELNET INC-CL A CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        9271 | OU      | $14.40         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CORECIVIC INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       23811 | OU      | $-1553.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EXCELERATE ENERGY INC-A CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -927223 | OU      | $26153.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FB FINANCIAL CORP CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -16027 | OU      | $-74.40        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HNI CORP CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -80190 | OU      | $7132.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HNI CORP CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12278 | OU      | $-1092.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STANDEX INTERNATIONAL CORP CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      309603 | OU      | $816.06        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STANDEX INTERNATIONAL CORP CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -19827 | OU      | $-52.26        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SIRIUSPOINT LTD CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BM        |    -1092438 | OU      | $-30765.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NOVANTA INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -111564 | OU      | $-995.02       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PLANET LABS PBC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       60538 | OU      | $-10507.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PLANET LABS PBC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      194093 | OU      | $-33687.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PRESTIGE CONSUMER HEALTHCARE CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      149040 | OU      | $-8332.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PRESTIGE CONSUMER HEALTHCARE CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -112753 | OU      | $6303.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COMPASS INC - CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1375977 | OU      | $188445.48     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CENTERRA GOLD INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      126428 | OU      | $9136.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LUNDIN GOLD INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -40605 | OU      | $-2755.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FUCHS PETROLUB SE-PREF CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       79903 | OU      | $6248.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TAMARACK VALLEY ENERGY LTD CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -14006 | OU      | $-554.24       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CRANE NXT CO CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       29842 | OU      | $-1469.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BUCHER INDUSTRIES AG-REG CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -63959 | OU      | $-2436.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MIRUM PHARMACEUTICALS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6007 | OU      | $-274.68       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HEINEKEN HOLDING NV CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -44591 | OU      | $-482.03       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MADISON SQUARE GARDEN ENTERT CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       72105 | OU      | $2416.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DSM-FIRMENICH AG CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       31385 | OU      | $2346.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WSFS FINANCIAL CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4550 | OU      | $-97.27        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ADDLIFE AB-B CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -33518 | OU      | $-99.15        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ELDORADO GOLD CORP CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      185443 | OU      | $7766.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JOHNSON SERVICE GROUP PLC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        6261 | OU      | $-152.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DASSAULT SYSTEMES SE CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -288048 | OU      | $-5188.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SMARTFIT - ORDINARY CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |      -62684 | OU      | $-271.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TECHNOPROBE SPA CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |       -3514 | OU      | $-27.96        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARMOUR RESIDENTIAL REIT INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14221 | OU      | $-824.36       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AZZ INC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -40464 | OU      | $-704.06       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PROPETRO HOLDING CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -20047 | OU      | $218.46        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENDEAVOUR MINING PLC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -32155 | OU      | $-2567.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOLIDEN AB CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      764440 | OU      | $3857.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | APOLLO GLOBAL MANAGEMENT INC CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      329804 | OU      | $2896.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | APOLLO GLOBAL MANAGEMENT INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -836106 | OU      | $-7342.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HOWARD HUGHES HOLDINGS INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9514 | OU      | $24.95         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ADMA BIOLOGICS INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12897 | OU      | $4346.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CRESCENT ENERGY INC-A CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -61597 | OU      | $-3864.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PERDOCEO EDUCATION CORP CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -764612 | OU      | $-29449.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SEADRILL LIMITED CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BM        |      541002 | OU      | $14780.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SEADRILL LIMITED CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |        6201 | OU      | $169.40        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NCAB GROUP AB CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -42332 | OU      | $-835.72       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARM HOLDINGS PLC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -59509 | OU      | $-6146.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | APOGEE THERAPEUTICS INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -615950 | OU      | $-44279.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | APOGEE THERAPEUTICS INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -68545 | OU      | $-4177.86      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TGS ASA CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     -911035 | OU      | $-7795.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | KODIAK GAS SERVICES INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -1271192 | OU      | $-19138.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KODIAK GAS SERVICES INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      418041 | OU      | $-1286.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KODIAK GAS SERVICES INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -63590 | OU      | $195.66        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LITHIUM AMERICAS CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       10965 | OU      | $27.83         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARCHER AVIATION INC-A CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       59130 | OU      | $-7228.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LOTTOMATICA GROUP SPA CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |     -121113 | OU      | $1128.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KYOTO FINANCIAL GROUP INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -3435200 | OU      | $566.35        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MRV ENGENHARIA CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |       11689 | OU      | $64.89         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VERALLIA CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |        1390 | OU      | $-30.70        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RUSTA AB CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -81044 | OU      | $-398.93       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHIBAURA MECHATRONICS CORP CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -9660000 | OU      | $-309.57       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LOTUS BAKERIES CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |      -77040 | OU      | $-1279.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TUI AG CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -352360 | OU      | $1420.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NTT UD REIT INVESTMENT CORP CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | JP        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENGIE BRASIL ENERGIA SA CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |       68856 | OU      | $327.27        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VIKING THERAPEUTICS INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      172743 | OU      | $-53.07        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VIKING THERAPEUTICS INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       38214 | OU      | $-11.74        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SYENSQO SA CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |      -23240 | OU      | $-2984.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MUNTERS GROUP AB CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -927132 | OU      | $-4406.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BACHEM HOLDING AG CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -88456 | OU      | $-8445.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | KLAVIYO INC-A CFD                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      534309 | OU      | $13801.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KLAVIYO INC-A CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       61956 | OU      | $1600.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KLAVIYO INC-A CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       37618 | OU      | $971.67        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOMBARDIER INC-B CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -174051 | OU      | $-3277.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ENERGY TRANSFER LP CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      329986 | OU      | $4155.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ENERGY TRANSFER LP CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     6337286 | OU      | $17585.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UNITED MICROELECTRON-SP ADR CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |       18324 | OU      | $-5.10         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TOKAIDO REIT INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | JP        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MCGRATH RENTCORP CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10764 | OU      | $-153.33       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ADDNODE GROUP AB CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -166684 | OU      | $-795.46       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RENK GMBH CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -267651 | OU      | $-133.47       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TAKARA LEBEN REAL ESTATE INV CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | JP        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JD LOGISTICS INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -130756 | OU      | $-447.87       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DOUBLEVERIFY HOLDINGS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       33481 | OU      | $-2187.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GALDERMA GROUP AG CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      112005 | OU      | $14399.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ANHEUSER-BUSCH INBEV-SPN ADR CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |      -17686 | OU      | $-211.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | REXFORD INDUSTRIAL REALTY IN CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -76974 | OU      | $3625.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HEALTHPEAK PROPERTIES INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -164780 | OU      | $7101.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PLANISWARE SAS CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       11538 | OU      | $-11.66        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VERTEX INC - CLASS A CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -21079 | OU      | $1888.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CVC CAPITAL PARTNERS PLC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |     -299521 | OU      | $-12544.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UMB FINANCIAL CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -63222 | OU      | $-955.92       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PUIG BRANDS SA-B CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |     -168654 | OU      | $-19935.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HEIWA REAL ESTATE REIT INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | JP        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MIRVAC GROUP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      144455 | OU      | $336.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EXOSENS SAS-W/I CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -116483 | OU      | $1708.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VIKING HOLDINGS LTD CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BM        |      606080 | OU      | $13577.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VIKING HOLDINGS LTD CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |     -148987 | OU      | $-3337.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CADELER A/S CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     -480914 | OU      | $-677.95       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | LANDBRIDGE CO LLC-A CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -602021 | OU      | $-9071.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LANDBRIDGE CO LLC-A CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1196297 | OU      | $-53933.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COSMOAM&T CO LTD CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |     3532615 | OU      | $127.67        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COMFORIA RESIDENTIAL REIT IN CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | JP        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TELIX PHARMACEUTICALS LTD CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -116570 | OU      | $-6763.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AUREN ENERGIA SA - ON CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |       20490 | OU      | $36.78         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZHEJIANG LEAPMOTOR TECHNOLOG CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      301634 | OU      | $2389.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ANI PHARMACEUTICALS INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -15278 | OU      | $-639.92       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CORE SCIENTIFIC INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1069974 | OU      | $-104545.08    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CORE SCIENTIFIC INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       17227 | OU      | $-1683.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALKAMI TECHNOLOGY INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -266255 | OU      | $20251.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALKAMI TECHNOLOGY INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -76981 | OU      | $5855.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ATOSS SOFTWARE SE CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |        5226 | OU      | $-88.77        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GAMMA COMMUNICATIONS PLC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       33182 | OU      | $-5164.29      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SIRIUS XM HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -392618 | OU      | $-10658.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CAMURUS AB CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      296769 | OU      | $1673.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMERIS BANCORP CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      548730 | OU      | $16151.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMERIS BANCORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8031 | OU      | $-236.38       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ASML HOLDING NV-NY REG SHS CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | NL        |     1822964 | OU      | $-64939.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASML HOLDING NV-NY REG SHS CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      598525 | OU      | $-16038.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ATS CORP CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      254554 | OU      | $-18886.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BGC GROUP INC-A CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -15229 | OU      | $-301.72       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NOVARTIS AG-SPONSORED ADR CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -653373 | OU      | $-20559.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BUNGE GLOBAL SA CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -188842 | OU      | $-9971.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CANADIAN PACIFIC KANSAS CITY CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      693209 | OU      | $-6979.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CELESTICA INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |     1177766 | OU      | $-21751.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CELESTICA INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      171614 | OU      | $-3169.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PRIMORIS SERVICES CORP CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      276910 | OU      | $873.90        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PRIMORIS SERVICES CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -150147 | OU      | $-473.85       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COOPER COS INC/THE CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -204960 | OU      | $-3676.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RB GLOBAL INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      645832 | OU      | $-9100.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RB GLOBAL INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -257730 | OU      | $3631.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DRAFTKINGS INC-CL A CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -74611 | OU      | $7286.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RUSH STREET INTERACTIVE INC CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -763556 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RXO INC CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      792238 | OU      | $77973.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RXO INC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -49540 | OU      | $-4875.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FULL TRUCK ALLIANCE -SPN ADR CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |     -738725 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SAP SE-SPONSORED ADR CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | DE        |    -4288133 | OU      | $167279.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SAP SE-SPONSORED ADR CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -73580 | OU      | $2870.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TKO GROUP HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       14182 | OU      | $538.01        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TKO GROUP HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -89369 | OU      | $-3390.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HUDBAY MINERALS INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      371251 | OU      | $40374.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IAC INC CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -839951 | OU      | $-29540.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IAC INC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       16589 | OU      | $583.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WARRIOR MET COAL INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -792940 | OU      | $-61058.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WARRIOR MET COAL INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       20498 | OU      | $1578.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IES HOLDINGS INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -702808 | OU      | $-6655.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IES HOLDINGS INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        9440 | OU      | $89.40         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KRYSTAL BIOTECH INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -515915 | OU      | $-16999.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KRYSTAL BIOTECH INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -72023 | OU      | $-2373.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TRANSALTA CORP CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      606805 | OU      | $53971.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PAGAYA TECHNOLOGIES LTD -A CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |       33579 | OU      | $-143.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUMMIT THERAPEUTICS INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -25007 | OU      | $-5386.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ATLANTA BRAVES HOLDINGS IN-C CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -602689 | OU      | $-10482.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KE HOLDINGS INC-CL A CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -396324 | OU      | $524.36        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | INTERMESTIC INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   279171522 | OU      | $-50457.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMER SPORTS INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      514561 | OU      | $3303.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMER SPORTS INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -11121 | OU      | $-71.40        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHELL PLC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -144996 | OU      | $-7152.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TERAWULF INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       62121 | OU      | $-6753.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | APPLIED DIGITAL CORP CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      820935 | OU      | $-106004.80    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | APPLIED DIGITAL CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -251828 | OU      | $32517.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LAM RESEARCH CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1125487 | OU      | $-94791.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LAM RESEARCH CORP CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      735459 | OU      | $-58798.14     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOLENO THERAPEUTICS INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12625 | OU      | $-700.48       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CENTRUS ENERGY CORP-CLASS A CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -620714 | OU      | $64184.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CENTRUS ENERGY CORP-CLASS A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -28200 | OU      | $-1137.21      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SIGMA HEALTHCARE LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -238047 | OU      | $-516.22       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IONOS GROUP SE CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -111701 | OU      | $-2630.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BETSSON AB-B CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -227483 | OU      | $-589.69       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOWER SEMICONDUCTOR LTD CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |      -21528 | OU      | $1347.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INTUITIVE MACHINES INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      120723 | OU      | $-10402.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ASTRONICS CORP CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      559142 | OU      | $5927.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASTRONICS CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        4028 | OU      | $42.70         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BEIGENE LTD-ADR CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |     -170607 | OU      | $-13811.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HUT 8 CORP CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1051441 | OU      | $119761.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HUT 8 CORP CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -16368 | OU      | $1872.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VITA COCO CO INC/THE CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       -9425 | OU      | $1328.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VITA COCO CO INC/THE CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14500 | OU      | $2043.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BAYTEX ENERGY CORP CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |        1517 | OU      | $136.90        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GRUPO FINANCIERO GALICIA-ADR CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AR        |     -131913 | OU      | $-3686.35      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FERGUSON ENTERPRISES INC CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      873980 | OU      | $42265.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FERGUSON ENTERPRISES INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -174487 | OU      | $-8388.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DYNE THERAPEUTICS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12420 | OU      | $-180.70       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SIX FLAGS ENTERTAINMENT CORP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -81153 | OU      | $-4738.86      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | REMITLY GLOBAL INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -734701 | OU      | $24912.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | REMITLY GLOBAL INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      112358 | OU      | $-3670.85      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JANUX THERAPEUTICS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       20419 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ANGLOGOLD ASHANTI PLC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -146633 | OU      | $-20144.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IRIS ENERGY LTD CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | AU        |     -234578 | OU      | $43844.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IRIS ENERGY LTD CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       38113 | OU      | $-7123.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | YUBICO AB CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       50840 | OU      | $-1284.35      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | APOTEA SVERIGE AB CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      248525 | OU      | $3240.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | PAMPA ENERGIA SA-SPON ADR CFD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | AR        |      426950 | OU      | $24754.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FLUENCE ENERGY INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -15468 | OU      | $1611.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FLUENCE ENERGY INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       38676 | OU      | $-4028.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INTEA FASTIGHETER AB CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -78822 | OU      | $-301.77       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CENTESSA PHARMACEUTICALS-ADR CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -40807 | OU      | $-21275.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | GUARDIAN PHRMCY SERVICES-A CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -1013409 | OU      | $-51804.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BIGBEAR.AI HOLDINGS INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -221111 | OU      | $8746.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | APPLIED OPTOELECTRONICS INC CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       44624 | OU      | $-5205.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TE CONNECTIVITY PLC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |      434911 | OU      | $17826.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TE CONNECTIVITY PLC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      949799 | OU      | $38239.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LINDE PLC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |      642021 | OU      | $23784.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LINDE PLC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |     -203171 | OU      | $-7526.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LOAR HOLDINGS INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -78787 | OU      | $2075.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BBB FOODS INC-CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | VG        |       23163 | OU      | $1242.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SPORTRADAR GROUP AG-A CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CH        |      419875 | OU      | $-59982.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SPORTRADAR GROUP AG-A CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -74090 | OU      | $10327.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARISTA NETWORKS INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -3839289 | OU      | $370140.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARISTA NETWORKS INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -274070 | OU      | $26422.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BOWHEAD SPECIALTY HOLDINGS I CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -73809 | OU      | $-613.83       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SERVICETITAN INC-A CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -81910 | OU      | $4616.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SERVICETITAN INC-A CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -26766 | OU      | $1508.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KINROSS GOLD CORP CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      238399 | OU      | $23218.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BRIGHTSPRING HEALTH SERVICES CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -2961096 | OU      | $-48234.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BRIGHTSPRING HEALTH SERVICES CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -470973 | OU      | $-5705.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BRIGHTSPRING HEALTH SERVICES CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -194334 | OU      | $-2354.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SONY GROUP CORP - SP ADR CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |       58483 | OU      | $56.56         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | UL SOLUTIONS INC - CLASS A CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -1955011 | OU      | $-62773.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UL SOLUTIONS INC - CLASS A CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      159844 | OU      | $-594.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UL SOLUTIONS INC - CLASS A CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       23830 | OU      | $-88.64        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ENBRIDGE INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |     9064128 | OU      | $-50738.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | STANDARDAERO INC CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -1422630 | OU      | $-34698.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STANDARDAERO INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -111252 | OU      | $1319.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STANDARDAERO INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -122440 | OU      | $1452.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | INGRAM MICRO HOLDING CORP CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -395330 | OU      | $-17257.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RUBRIK INC-A CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -611294 | OU      | $26396.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RUBRIK INC-A CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -220893 | OU      | $9538.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BKV CORPORATION CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -696784 | OU      | $25365.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BKV CORPORATION CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -424132 | OU      | $5286.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BKV CORPORATION CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8924 | OU      | $111.24        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WAYSTAR HOLDING CORP CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -578176 | OU      | $11976.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WAYSTAR HOLDING CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -95475 | OU      | $1952.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | APTIV PLC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | JE        |     -327857 | OU      | $7113.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | APTIV PLC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |      -14409 | OU      | $312.62        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SEACOAST BANKING CORP/FL CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -24331 | OU      | $-234.26       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MARVELL TECHNOLOGY INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -461890 | OU      | $-45543.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MARVELL TECHNOLOGY INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      109593 | OU      | $14219.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | JSC KASPI.KZ ADR CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KZ        |      655046 | OU      | $3288.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | B2GOLD CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      142796 | OU      | $15749.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IAMGOLD CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      173356 | OU      | $20038.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IAMGOLD CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      114463 | OU      | $13230.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BARCLAYS PLC-SPONS ADR CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      208814 | OU      | $4880.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TALOS ENERGY INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -27340 | OU      | $-744.58       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CORE NATURAL RESOURCES INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1637919 | OU      | $-25088.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CORE NATURAL RESOURCES INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -27335 | OU      | $-418.70       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AST SPACEMOBILE INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -312211 | OU      | $19597.05      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UFP TECHNOLOGIES INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3964 | OU      | $-101.64       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | R&S GROUP HOLDING AG CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -79322 | OU      | $4786.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DOF GROUP ASA CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      118530 | OU      | $951.32        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SUNCOR ENERGY INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      233234 | OU      | $10777.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GRINDR INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       16520 | OU      | $-718.85       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MOONLAKE IMMUNOTHERAPEUTICS CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |        5382 | OU      | $564.63        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VENTURE GLOBAL INC-CL A CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       92082 | OU      | $-233.12       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SIRIUS REAL ESTATE LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GE        |        8842 | OU      | $57.15         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SUPER GROUP SGHC LTD CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GE        |     1082525 | OU      | $12163.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUPER GROUP SGHC LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GE        |        9014 | OU      | $101.28        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASMODEE GROUP AB-B CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -328143 | OU      | $-3653.07      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NIO INC-CLASS A CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -250929 | OU      | $-2573.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GLOBALSTAR INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1314475 | OU      | $-126241.62    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GLOBALSTAR INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -79549 | OU      | $-7195.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SANDISK CORPORATION CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1230060 | OU      | $-117579.65    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SANDISK CORPORATION CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      454831 | OU      | $-37412.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WISTRON CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | TW        |      -15646 | OU      | $-260.43       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VAXCYTE INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -140745 | OU      | $-5459.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BIRKENSTOCK HOLDING PLC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |     -163447 | OU      | $-3449.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PRIMO BRANDS CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      559341 | OU      | $1190.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PRIMO BRANDS CORP CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -38031 | OU      | $-80.96        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SMURFIT WESTROCK PLC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |      359407 | OU      | $10680.05      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SMURFIT WESTROCK PLC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |     -273996 | OU      | $-8142.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TAG IMMOBILIEN AG CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -178324 | OU      | $-12080.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MAUREL ET PROM CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       12251 | OU      | $468.49        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LIBERTY MEDIA CORP-FORMULA-C CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      250288 | OU      | $6897.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LIBERTY MEDIA CORP-FORMULA-C CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      130233 | OU      | $3588.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GPT GROUP CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       74091 | OU      | $726.09        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SAILPOINT INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -53420 | OU      | $-2982.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SMITHFIELD FOODS INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -851948 | OU      | $-162915.16    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KARMAN HOLDINGS INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      268876 | OU      | $-58664.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KARMAN HOLDINGS INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -23193 | OU      | $1660.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASKER HEALTHCARE GROUP AB CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -601710 | OU      | $-7409.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ATLAS ENERGY SOLUTIONS INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -62748 | OU      | $-1868.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COREWEAVE INC-CL A CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -810257 | OU      | $44388.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COREWEAVE INC-CL A CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -255305 | OU      | $13986.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BERKSHIRE HATHAWAY INC-CL B CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1598813 | OU      | $-2598.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BERKSHIRE HATHAWAY INC-CL B CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     1342504 | OU      | $-2181.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HSBC HOLDINGS PLC-SPONS ADR CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -171354 | OU      | $-5834.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PROTAGONIST THERAPEUTICS INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -15260 | OU      | $-866.47       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MANDATUM OYJ CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |       -4743 | OU      | $-220.93       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LUMEN TECHNOLOGIES INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      527193 | OU      | $14016.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LUMEN TECHNOLOGIES INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       44946 | OU      | $1195.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | APA CORP CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      159789 | OU      | $13960.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IONQ INC CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -410926 | OU      | $47062.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BRAZE INC-A CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      975421 | OU      | $241792.95     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BRAZE INC-A CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12487 | OU      | $-3095.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GAP INC/THE CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -594356 | OU      | $12031.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GAP INC/THE CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12918 | OU      | $-261.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INTERPARFUMS INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -20677 | OU      | $-34.20        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OTTER TAIL CORP CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -159100 | OU      | $-3274.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OTTER TAIL CORP CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       24940 | OU      | $513.30        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PLEXUS CORP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      149253 | OU      | $-184.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PLEXUS CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -37516 | OU      | $46.25         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARGAN INC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -593758 | OU      | $-104483.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARGAN INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12042 | OU      | $2119.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | VSE CORP CFD                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -1317132 | OU      | $-151613.78    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VSE CORP CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      534360 | OU      | $25662.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VSE CORP CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -84948 | OU      | $-4117.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WAFD INC CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      161941 | OU      | $-1329.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WAFD INC CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        8073 | OU      | $-66.30        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RUSH ENTERPRISES INC-CL A CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2623 | OU      | $-21.20        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HURON CONSULTING GROUP INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -412952 | OU      | $5749.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HURON CONSULTING GROUP INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2327 | OU      | $32.40         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | D-WAVE QUANTUM INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       15739 | OU      | $-1814.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | D-WAVE QUANTUM INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -146529 | OU      | $16889.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMERICAN HEALTHCARE REIT INC CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1382157 | OU      | $-26165.23     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMERICAN HEALTHCARE REIT INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -74427 | OU      | $1093.47       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CONCENTRA GROUP HOLDINGS PAR CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1431456 | OU      | $-58870.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CONCENTRA GROUP HOLDINGS PAR CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -17046 | OU      | $701.04        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOLARIS ENERGY INFRASTRUCTUR CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -62402 | OU      | $4479.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | MAREX GROUP PLC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     -481185 | OU      | $-12003.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MAREX GROUP PLC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |       72094 | OU      | $14792.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MAREX GROUP PLC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -3736 | OU      | $-766.59       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARGAN CFD                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -12555 | OU      | $736.54        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ERICSSON (LM) TEL-SP ADR CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | SE        |    -1025558 | OU      | $4529.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ERICSSON (LM) TEL-SP ADR CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      115260 | OU      | $-509.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DIODES INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -21306 | OU      | $-59.47        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STMICROELECTRONICS NV-NY SHS CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | NL        |      566239 | OU      | $51687.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STMICROELECTRONICS NV-NY SHS CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -44736 | OU      | $-4083.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NOKIA CORP-SPON ADR CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |       61231 | OU      | $202.30        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SKYWEST INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       42039 | OU      | $295.04        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ACM RESEARCH INC-CLASS A CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      184744 | OU      | $-22583.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASE TECHNOLOGY HOLDING -ADR CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |       79806 | OU      | $20.23         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EQUINOR ASA-SPON ADR CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      -35433 | OU      | $-2547.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LAZARD INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       46184 | OU      | $2668.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BANC OF CALIFORNIA INC CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -450686 | OU      | $-16062.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BANC OF CALIFORNIA INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -264467 | OU      | $-5842.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AXCELIS TECHNOLOGIES INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       17326 | OU      | $1476.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AURORA INNOVATION INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1674080 | OU      | $99374.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KBC GROUP NV CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |     -612579 | OU      | $-11859.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ING GROEP N.V.-SPONSORED ADR CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |        7230 | OU      | $377.10        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LOGITECH INTERNATIONAL-REG CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      115170 | OU      | $278.74        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GENMAB A/S -SP ADR CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | DK        |      -20724 | OU      | $-928.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASSA ABLOY AB-B CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -9219681 | OU      | $-40614.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EOS ENERGY ENTERPRISES INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -153493 | OU      | $10922.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EOS ENERGY ENTERPRISES INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       89696 | OU      | $-6382.86      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DAVE INC CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      499204 | OU      | $-95663.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DAVE INC CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -29835 | OU      | $3895.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FIRST FINANCIAL BANCORP CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      741664 | OU      | $22192.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FIRST FINANCIAL BANCORP CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5982 | OU      | $-179.01       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FULTON FINANCIAL CORP CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      213813 | OU      | $5167.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FULTON FINANCIAL CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -63671 | OU      | $-1538.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HUB GROUP INC-CL A CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -27330 | OU      | $-565.02       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OR ROYALTIES INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      284226 | OU      | $30275.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HAWKINS INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -17874 | OU      | $-1633.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AVEPOINT INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -408965 | OU      | $29154.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AVEPOINT INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        3334 | OU      | $13.91         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | J & J SNACK FOODS CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       11770 | OU      | $437.36        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RENASANT CORP CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -25893 | OU      | $-481.80       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RENASANT CORP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -38769 | OU      | $-721.38       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | POWELL INDUSTRIES INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       48833 | OU      | $-135.90       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DORMAN PRODUCTS INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        2377 | OU      | $23.40         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NUVALENT INC-A CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      460357 | OU      | $28739.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NUVALENT INC-A CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -62197 | OU      | $-3882.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SIMMONS FIRST NATL CORP-CL A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        5329 | OU      | $77.84         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BURFORD CAPITAL LTD CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GE        |       -6693 | OU      | $2819.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WILEY (JOHN) & SONS-CLASS A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9834 | OU      | $-300.58       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BANCORP INC/THE CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       57448 | OU      | $-10.69        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CREDO TECHNOLOGY GROUP HOLDI CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |    -1192465 | OU      | $127415.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CREDO TECHNOLOGY GROUP HOLDI CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       15134 | OU      | $-1617.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ADDUS HOMECARE CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       16065 | OU      | $-986.93       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CRINETICS PHARMACEUTICALS IN CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      286809 | OU      | $13303.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CRINETICS PHARMACEUTICALS IN CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       13641 | OU      | $632.73        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SCHOLAR ROCK HOLDING CORP CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -112905 | OU      | $-14223.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SCHOLAR ROCK HOLDING CORP CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7573 | OU      | $-735.38       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RADNET INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      520345 | OU      | $-49303.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RADNET INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -102674 | OU      | $9728.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STONEX GROUP INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -138526 | OU      | $-18983.16     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STONEX GROUP INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -59089 | OU      | $-7930.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STERLING INFRASTRUCTURE INC CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      686221 | OU      | $-24814.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STERLING INFRASTRUCTURE INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -251415 | OU      | $9089.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BARRICK MINING CORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      569684 | OU      | $46856.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BARRICK MINING CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      305508 | OU      | $24605.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ATMUS FILTRATION TECHNOLOGIE CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       37391 | OU      | $-830.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OUTFRONT MEDIA INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      759528 | OU      | $-24948.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OUTFRONT MEDIA INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -138891 | OU      | $4562.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INTERCONTINENTAL HOTELS-ADR CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       13470 | OU      | $142.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PROCEPT BIOROBOTICS CORP CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       23002 | OU      | $-892.84       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RIGETTI COMPUTING INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1150903 | OU      | $133354.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RIGETTI COMPUTING INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -414929 | OU      | $48077.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SEZZLE INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      644654 | OU      | $-77512.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SEZZLE INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -52695 | OU      | $6113.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ROCKET LAB CORP CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -42464 | OU      | $-5572.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRUECALLER AB-B CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      450982 | OU      | $308.47        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUZANO SA CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |       16785 | OU      | $76.08         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LIFE360 INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -796079 | OU      | $7150.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LIFE360 INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        2883 | OU      | $-25.90        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ANGLO AMERICAN PLC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      482250 | OU      | $46215.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JX ADVANCED METALS CORP CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    46155300 | OU      | $12819.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ODDITY TECH LTD-CL A CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |      -18762 | OU      | $899.78        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GRAB HOLDINGS LTD - CL A CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      700216 | OU      | $3847.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GRAB HOLDINGS LTD - CL A CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -51499 | OU      | $-282.96       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HALEON PLC-ADR CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -31813 | OU      | $-48.49        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CIRCLE INTERNET GROUP INC CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      550504 | OU      | $-135756.81    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CIRCLE INTERNET GROUP INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -120181 | OU      | $29637.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NUSCALE POWER CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      361846 | OU      | $-26597.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OKLO INC CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -75220 | OU      | $8917.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OKLO INC CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -315593 | OU      | $32930.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CAVA GROUP INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       65651 | OU      | $-4652.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CAVA GROUP INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -88637 | OU      | $6281.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AENA SME SA CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -31364 | OU      | $-265.29       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MINISO GROUP HOLDING LTD CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -442960 | OU      | $-52.46        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JBS NV-A CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -51057 | OU      | $-9791.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEXTDECADE CORP CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10880 | OU      | $-679.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | KINIKSA PHARMACEUTICALS INTE CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |     -202162 | OU      | $-9265.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TUTOR PERINI CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1083630 | OU      | $-71055.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TUTOR PERINI CORP CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       39480 | OU      | $2588.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CAVCO INDUSTRIES INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        5214 | OU      | $113.08        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NMI HOLDINGS INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        8105 | OU      | $71.94         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PRICESMART INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -146031 | OU      | $-4769.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PRICESMART INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -38767 | OU      | $-1266.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOYO TANSO CO LTD CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -1028000 | OU      | $-139.45       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | INFINITY NATURAL RESOUR-CL A CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -110826 | OU      | $7191.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HINGE HEALTH INC-A CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -414489 | OU      | $34942.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HINGE HEALTH INC-A CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       24676 | OU      | $-2080.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HACKSAW AB CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -279702 | OU      | $-900.75       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | REDDIT INC-CL A CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -253851 | OU      | $8787.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMRIZE LTD CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -430714 | OU      | $-13445.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ELBIT SYSTEMS LTD CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |      -65916 | OU      | $3932.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | FLOWCO HOLDINGS INC-CL A CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -126657 | OU      | $-960.23       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | GALAXY DIGITAL INC-A CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -2584674 | OU      | $-129947.97    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GALAXY DIGITAL INC-A CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -22921 | OU      | $-565.62       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SIMCERE PHARMACEUTICAL GROUP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |     -210520 | OU      | $-4121.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NCR ATLEOS CORP CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -192301 | OU      | $-1020.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PERIMETER SOLUTIONS INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -345691 | OU      | $-54772.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PONY AI INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      110135 | OU      | $-15961.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PONY AI INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       15533 | OU      | $-2251.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRIPLE FLAG PRECIOUS MET CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |        5380 | OU      | $520.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CHIME FINANCIAL INC-CL A CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       27514 | OU      | $-1460.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHIME FINANCIAL INC-CL A CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7156 | OU      | $635.61        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LAB CORP OF AMERICA HOLDINGS                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1580438 | OU      | $14285.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LAB CORP OF AMERICA HOLDINGS                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       51826 | OU      | $468.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BEONE MEDICINES LTD CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -178090 | OU      | $-1963.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SK SQUARE CO LTD CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |   -14543650 | OU      | $934.83        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SK SQUARE CO LTD CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |      133742 | OU      | $-14223.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASCENTAGE PHARMA GROUP INTER CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       86088 | OU      | $344.76        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LEONARDO DRS ORD SHS                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -36016 | OU      | $-0.64         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | QXO ORD SHS                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      909927 | OU      | $-39445.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | QXO ORD SHS                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -115199 | OU      | $4214.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MARUWA CO LTD CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -16137000 | OU      | $-4273.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ASIA VITAL COMPONENTS CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | TW        |      -30468 | OU      | $-1896.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | LINEAGE INC CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -563480 | OU      | $-16372.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LINEAGE INC CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       34631 | OU      | $-2428.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BLACKSKY TECHNOLOGY INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -26205 | OU      | $943.89        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CONTEMPORARY AMPEREX TECHN-H CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |     1125400 | OU      | $-8020.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INNOSCIENCE SUZHOU TECHNOL-H CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |       73515 | OU      | $-880.29       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SWCC CORP CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -1230000 | OU      | $-305.86       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NETEASE CLOUD MUSIC INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      197315 | OU      | $586.30        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CELCUITY INC CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      400633 | OU      | $27734.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CELCUITY INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       10248 | OU      | $709.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | METLEN ENERGY & METALS PLC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -54047 | OU      | $1567.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SAGE GROUP PLC/THE CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -93901 | OU      | $-3725.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | GLOBE-ING INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    24864000 | OU      | $-4343.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHECK POINT SOFTWARE TECH CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |      108446 | OU      | $-6022.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PRIMARY HEALTH PROPERTIES CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        3272 | OU      | $-14.26        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | VIPER ENERGY INC-CL A CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -3306761 | OU      | $-20178.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HSBC HOLDINGS PLC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |      -44008 | OU      | $-2843.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HSBC HOLDINGS PLC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      433995 | OU      | $28042.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BNP PARIBAS CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      226795 | OU      | $-2929.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JIAXIN INTERNATIONAL RESOURC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |      -84800 | OU      | $33.37         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LINK MOBILITY GROUP HOLDING CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     -652564 | OU      | $-3270.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMBEA AB CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      670934 | OU      | $2233.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HOST HOTELS & RESORTS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      118180 | OU      | $419.93        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | XPENG INC - CLASS A SHARES CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |    -4875960 | OU      | $39748.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SY HOLDINGS GROUP LTD CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       27690 | OU      | $-2.29         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BIOARCTIC AB CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      268354 | OU      | $836.11        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PURECYCLE TECHNOLOGIES INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       35446 | OU      | $-4212.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HESAI GROUP CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      285106 | OU      | $-53925.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AURA MINERALS INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | VG        |      -22119 | OU      | $-5462.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SMC CORP CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -6033000 | OU      | $-1315.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AUMOVIO SE CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -11616 | OU      | $503.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENOVIX CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       76797 | OU      | $2395.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MBRF GLOBAL FOODS COMPANY SA CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BR        |      -39829 | OU      | $-5975.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KIOXIA HOLDINGS CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     6439500 | OU      | $-1395.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ACUREN CORPORATION CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -410580 | OU      | $61984.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | MIAMI INTERNATIONAL HOLDINGS CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -2748221 | OU      | $-88735.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MIAMI INTERNATIONAL HOLDINGS CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -428942 | OU      | $1756.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MIAMI INTERNATIONAL HOLDINGS CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -15827 | OU      | $64.80         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | NIQ GLOBAL INTELLIGENCE PLC CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |     -363914 | OU      | $-37583.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | MCGRAW HILL INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -566440 | OU      | $-14823.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MOBILEYE GLOBAL INC-A CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -149708 | OU      | $17680.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MOBILEYE GLOBAL INC-A CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        4394 | OU      | $-518.88       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CIPHER MINING INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -926039 | OU      | $125627.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CIPHER DIGITAL INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -337023 | OU      | $44346.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NOBA BANK GROUP AB CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -631212 | OU      | $-1187.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | CENTURI HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -491972 | OU      | $-25045.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CENTURI HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -417584 | OU      | $12616.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CENTURI HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -52318 | OU      | $1580.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | V2X INC CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -1193629 | OU      | $-15806.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | V2X INC CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -527720 | OU      | $2530.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | V2X INC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3510 | OU      | $16.83         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SOUTHSTATE BANK CORP CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -927054 | OU      | $-19332.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOUTHSTATE BANK CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -54197 | OU      | $-1130.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZIJIN GOLD INTERNATIONAL CO CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |    -2191710 | OU      | $-14076.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CARIS LIFE SCIENCES INC CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      350339 | OU      | $-25102.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CARIS LIFE SCIENCES INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       14715 | OU      | $-1054.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LEGENCE CORP-CL A CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -69022 | OU      | $-5618.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | HEARTFLOW INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -352147 | OU      | $32693.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HEARTFLOW INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -17314 | OU      | $1718.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | ACCELERANT HOLDINGS-CL A CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |     -235498 | OU      | $-973.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MBRF GLOBAL FOODS COMPANY SA CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |     -340539 | OU      | $-9213.73      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEXTNAV INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -33499 | OU      | $4790.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | WATERBRIDGE INFRASTRUC-CL A CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -809651 | OU      | $21301.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | PATTERN GROUP INC-CL A CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -157785 | OU      | $-7235.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | LATAM AIRLINES GROUP SA-ADR CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CL        |     -818006 | OU      | $-57082.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LATAM AIRLINES GROUP SA-ADR CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CL        |      -60139 | OU      | $218.16        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BLACK ROCK COFFEE BAR INC-A CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -108457 | OU      | $-5885.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BULLISH CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -94406 | OU      | $9118.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FIGURE TECHNOLOGY SOLUT-CL A CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      685919 | OU      | $15283.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FIGURE TECHNOLOGY SOLUT-CL A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -87402 | OU      | $-5315.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ENERGY FUELS INC CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |     -299370 | OU      | $-7740.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VERISURE PLC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -251748 | OU      | $-16322.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CAPSTONE COPPER CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       27026 | OU      | $992.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASP ISOTOPES INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9382 | OU      | $462.75        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SEABRIDGE GOLD INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -28893 | OU      | $-2840.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CORMEDIX INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -20409 | OU      | $-1176.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TKMS AG& CO KGAA CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -84187 | OU      | $827.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AAON INC CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -54044 | OU      | $-1316.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMRIZE LTD CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       32688 | OU      | $1259.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ASTERA LABS INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      347703 | OU      | $-40055.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASTERA LABS INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -226638 | OU      | $23877.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOK FINANCIAL CORPORATION CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -15250 | OU      | $-245.63       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHAWBROOK GROUP PLC W/I CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -14772 | OU      | $1390.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CCC INTELLIGENT SOLUTIONS HO CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      420870 | OU      | $-12258.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CCC INTELLIGENT SOLUTIONS HO CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -98243 | OU      | $2861.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CHORD ENERGY CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      570332 | OU      | $49857.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHORD ENERGY CORP CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -56933 | OU      | $-4914.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CRANE CO CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       40038 | OU      | $-708.40       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DOOSAN CO LTD CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |       78973 | OU      | $2362.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EAST WEST BANCORP INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -51855 | OU      | $-884.26       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | ECHOSTAR CORP-A CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -6952563 | OU      | $-300157.44    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ECHOSTAR CORP-A CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     2606300 | OU      | $180434.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ECHOSTAR CORP-A CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       54417 | OU      | $3767.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INTER & CO INC - CL A CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -22554 | OU      | $1093.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENERGY FUELS INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -239913 | OU      | $-6992.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EVERUS CONSTRUCTION GROUP CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      406927 | OU      | $2741.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EVERUS CONSTRUCTION GROUP CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       17004 | OU      | $114.55        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FABRINET CFD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |      179789 | OU      | $-8208.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FABRINET CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -289096 | OU      | $13211.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FISCHER (GEORG)-REG CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -54166 | OU      | $-613.74       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FLUTTER ENTERTAINMENT PLC-DI CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |     -846929 | OU      | $57530.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GAMING AND LEISURE PROPERTIE CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -84878 | OU      | $3414.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GAMING AND LEISURE PROPERTIE CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -52887 | OU      | $2127.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KNIFE RIVER CORP CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -19142 | OU      | $689.30        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GE VERNOVA INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -4561484 | OU      | $50336.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GE VERNOVA INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      932950 | OU      | $-10295.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GENESIS MINERALS LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       19528 | OU      | $1561.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LS CORP CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |       28222 | OU      | $-341.23       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HANCOCK WHITNEY CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -19820 | OU      | $-274.92       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MAPLEBEAR INC CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1516337 | OU      | $26253.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MAPLEBEAR INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       97130 | OU      | $-1681.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MDA SPACE LTD CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -115884 | OU      | $17717.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TALEN ENERGY CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      538687 | OU      | $14219.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TALEN ENERGY CORP CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -68735 | OU      | $-1814.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PAL GROUP HOLDINGS CO LTD CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     5561400 | OU      | $738.07        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TMC THE METALS CO INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |     -522253 | OU      | $40252.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TMC THE METALS CO INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |        4529 | OU      | $-349.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOREX GOLD RESOURCES INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       14735 | OU      | $1295.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | UWM HOLDINGS CORP CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      627280 | OU      | $-20126.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VAR ENERGI ASA CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |    -1165931 | OU      | $-12233.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | QUANTUM COMPUTING INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      144224 | OU      | $-9628.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | VERALTO CORP CFD                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -184346 | OU      | $166.64        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VERALTO CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       52658 | OU      | $-47.60        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | REGENCY CENTERS CORP CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -250227 | OU      | $-3385.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | REGENCY CENTERS CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -99508 | OU      | $-1346.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WEBULL CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |        4869 | OU      | $-467.67       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WHITE MOUNTAINS INSURANCE GP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       34608 | OU      | $543.52        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SHARKNINJA INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |     -334619 | OU      | $-2354.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHARKNINJA INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -406205 | OU      | $-3204.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SOLVENTUM CORP CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       37640 | OU      | $-223.47       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUNRISE COMMUNICATIONS AG-A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -48530 | OU      | $-3497.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SYMBOTIC INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      148858 | OU      | $1698.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BANCO SANTANDER SA-SPON ADR CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | ES        |    -2159688 | OU      | $-25180.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INNODATA INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -61414 | OU      | $7268.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CRH PLC CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |      617958 | OU      | $4142.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GOLUB CAPITAL BDC INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -107926 | OU      | $-342.08       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ONESPAWORLD HOLDINGS LTD CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BS        |     -391555 | OU      | $-23128.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARCUTIS BIOTHERAPEUTICS INC CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       29802 | OU      | $1697.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VIRIDIAN THERAPEUTICS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8487 | OU      | $2501.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NAVITAS SEMICONDUCTOR CORP CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       67730 | OU      | $-3024.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NAVITAS SEMICONDUCTOR CORP CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -60585 | OU      | $2370.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GSK PLC-SPON ADR CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -176712 | OU      | $-10382.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ROIVANT SCIENCES LTD CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BM        |     1783889 | OU      | $-14690.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ROIVANT SCIENCES LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       18713 | OU      | $-154.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | COMPOSECURE INC-A CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      623928 | OU      | $-19442.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BLACKROCK INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       37034 | OU      | $-489.06       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AMENTUM HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      476935 | OU      | $-11771.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMENTUM HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -98744 | OU      | $2273.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BELLRING BRANDS INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -442623 | OU      | $13856.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BELLRING BRANDS INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      212199 | OU      | $-4863.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PERPETUA RESOURCES CORP CFD                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      460210 | OU      | $55988.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PERPETUA RESOURCES CORP CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -18953 | OU      | $-2305.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MINERALYS THERAPEUTICS INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       37343 | OU      | $5431.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DIEBOLD NIXDORF INC CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       67635 | OU      | $-116.35       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NEXTRACKER INC-CL A CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1501592 | OU      | $-46752.16     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEXTRACKER INC-CL A CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -427191 | OU      | $-12454.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CG ONCOLOGY INC CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      452576 | OU      | $18950.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CG ONCOLOGY INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -62946 | OU      | $-2635.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MILLROSE PROPERTIES CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1063032 | OU      | $-23391.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MILLROSE PROPERTIES CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       11881 | OU      | $-261.45       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LIBERTY GLOBAL LTD-A CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | BM        |      -47909 | OU      | $-39.66        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GRAIL INC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -306817 | OU      | $-15924.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GRAIL INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       58219 | OU      | $3021.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | JAMES HARDIE IND PLC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IE        |       60375 | OU      | $-1793.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JAMES HARDIE IND PLC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -36405 | OU      | $1081.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NATIONAL GRID PLC-SP ADR CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       18053 | OU      | $558.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BOOKING HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      444076 | OU      | $-18833.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOOKING HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     1253085 | OU      | $-53143.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WEC ENERGY GROUP INC CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1443428 | OU      | $-47921.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WEC ENERGY GROUP INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -96739 | OU      | $-2592.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ONDAS HOLDINGS INC CFD                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -476581 | OU      | $81324.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ONDAS HOLDINGS INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      139869 | OU      | $-23867.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALIMENTATION COUCHE-TARD INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -126494 | OU      | $126.67        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FTAI AVIATION LTD CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -108148 | OU      | $-2102.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RAMACO RESOURCES INC-A CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -93749 | OU      | $-13698.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ABIVAX SA-ADR CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |     -295475 | OU      | $10419.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ORLA MINING LTD CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -118216 | OU      | $-12533.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GREATLAND RESOURCES LTD CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -69274 | OU      | $-13720.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | VOYAGER TECHNOLOGIES INC-A CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -657746 | OU      | $-30551.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VOYAGER TECHNOLOGIES INC-A CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -41043 | OU      | $6355.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STRIVE INC-A CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       14073 | OU      | $-566.16       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TEKSCEND PHOTOMASK CORP CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -4758300 | OU      | $-2775.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SUNOCOCORP LLC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     9514822 | OU      | $52765.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AXIA ENERGIA CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |      119764 | OU      | $1072.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LXP INDUSTRIAL TRUST CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -304042 | OU      | $4276.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SSE PLC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -531398 | OU      | $-32606.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | USA RARE EARTH INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -44226 | OU      | $-3176.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JVCKENWOOD CORP CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -446800 | OU      | $-26.80        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | NORTHSAND INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    42022800 | OU      | $-11975.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | PHOENIX EDUCATION PARTNERS I CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -219652 | OU      | $-2801.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | FIREFLY AEROSPACE INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -543610 | OU      | $-100978.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FIREFLY AEROSPACE INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       42498 | OU      | $7894.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STOKE THERAPEUTICS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10688 | OU      | $268.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VERA THERAPEUTICS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       17718 | OU      | $-217.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PHINIA INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1024392 | OU      | $-41424.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PHINIA INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       29733 | OU      | $1202.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DYNEX CAPITAL INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       83289 | OU      | $2280.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SOLSTICE ADV MATERIALS INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       49665 | OU      | $3647.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOLSTICE ADV MATERIALS INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -32424 | OU      | $-2380.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ANDERSONS INC/THE CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -691213 | OU      | $-42306.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GENEDX HOLDINGS CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -33834 | OU      | $3714.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SYNDAX PHARMACEUTICALS INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       41170 | OU      | $-1247.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA NONFERROUS MINING CORP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |       73990 | OU      | $1069.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KITRON ASA CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      820159 | OU      | $-2739.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EQUATORIAL ENERGIA SA - ORD CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |     -209447 | OU      | $-588.17       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WINTRUST FINANCIAL CORP CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -22042 | OU      | $-744.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | RIO TINTO PLC-SPON ADR CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |     1690619 | OU      | $146727.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RIO TINTO PLC-SPON ADR CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -27469 | OU      | $-2384.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LIQUIDIA CORP CFD                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -10011 | OU      | $-631.68       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LIQUIDIA CORP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       46221 | OU      | $2916.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HARMONY BIOSCIENCES HOLDINGS CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        6707 | OU      | $99.63         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | LIONSGATE STUDIOS CORP CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |     -988478 | OU      | $6145.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LIONSGATE STUDIOS CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       -5900 | OU      | $11.50         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PACS GROUP INC CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -651781 | OU      | $38384.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PACS GROUP INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -34812 | OU      | $1728.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARIS MINING CORP CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      461913 | OU      | $49579.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENDEAVOUR SILVER CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |        5581 | OU      | $377.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ICICI BANK LTD-SPON ADR CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IN        |       -3994 | OU      | $83.05         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MAGNUM ICE CREAM CO NV/THE CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -21717 | OU      | $494.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | TOTALENERGIES SE CFD                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |     -170971 | OU      | $-3529.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DISC MEDICINE INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -22350 | OU      | $-1563.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | ELLINGTON FINANCIAL INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -312095 | OU      | $-2522.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ELLINGTON FINANCIAL INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        2490 | OU      | $69.12         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SELECT WATER SOLUTIONS INC CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -336632 | OU      | $-1880.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | T1 ENERGY INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -59125 | OU      | $18653.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UNILEVER PLC-SPONSORED ADR CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      270862 | OU      | $-17402.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | TERNS PHARMACEUTICALS INC CFD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1999829 | OU      | $125367.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LIBERTY LIVE HOLDINGS-C CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3904 | OU      | $-48.72        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NANO NUCLEAR ENERGY INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7156 | OU      | $-500.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SENSETIME GROUP INC-CLASS B CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |    -1092080 | OU      | $182.73        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BETA TECHNOLOGIES INC -CL A CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -486312 | OU      | $-30290.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MIDEA GROUP CO LTD-H CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      629460 | OU      | $3668.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | THE BOYD GROUP INC CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |     -368798 | OU      | $7210.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | LUMEXA IMAGING HOLDINGS INC CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -215241 | OU      | $47798.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | ANDERSEN GROUP INC - A CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -1825524 | OU      | $-97870.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | EXZEO GROUP INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -198990 | OU      | $-8473.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | GRUPO AEROMEXICO SAB DE CV CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | MX        |     -241605 | OU      | $-5755.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | MAPLIGHT THERAPEUTICS INC CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -263788 | OU      | $-23718.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | ALLIANCE LAUNDRY HOLDINGS IN CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -835520 | OU      | $-44436.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BRIGHT MINDS BIOSCIENCES INC CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |    -1213096 | OU      | $-25204.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BLUE BIRD CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       35994 | OU      | $976.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DXP ENTERPRISES INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -31929 | OU      | $-767.52       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | KESTRA MEDICAL TECHNOLOGIES CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |     -253784 | OU      | $-10347.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | CENTRAL BANCOMPANY CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -279087 | OU      | $-2828.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SPYRE THERAPEUTICS INC CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -401923 | OU      | $-44471.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SPYRE THERAPEUTICS INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       94286 | OU      | $16934.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SIONNA THERAPEUTICS INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -162198 | OU      | $-15199.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NETSKOPE INC-CL A CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -11278 | OU      | $971.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | MAZE THERAPEUTICS INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -506219 | OU      | $197838.65     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CECO ENVIRONMENTAL CORP CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -26577 | OU      | $-532.35       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SUMITOMO MITSUI-SPONS ADR CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | JP        |    -1851346 | OU      | $-20854.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUMITOMO MITSUI-SPONS ADR CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -169762 | OU      | $-2003.86      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EPLUS INC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       82634 | OU      | $-836.99       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SK TELECOM CO LTD-SPON ADR CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |        7653 | OU      | $108.65        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SKYWARD SPECIALTY INSURANCE CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13447 | OU      | $-311.85       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SLIDE INSURANCE HOLDINGS INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4515 | OU      | $-200.58       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CAPRICOR THERAPEUTICS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        5207 | OU      | $51.90         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | REDWIRE CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -29552 | OU      | $354.14        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | STRUCTURE THERAPEUTICS INC CFD                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |     -261244 | OU      | $4579.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STRUCTURE THERAPEUTICS INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |        4563 | OU      | $-79.98        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NAVAN INC-CL A CFD                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |    -1356170 | OU      | $-663592.50    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | WAVE LIFE SCIENCES LTD CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | SG        |    -1341122 | OU      | $504363.55     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WAVE LIFE SCIENCES LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SG        |       28457 | OU      | $-10702.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BITTIUM OYJ CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |        7899 | OU      | $586.18        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DWS GROUP GMBH & CO KGAA CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       37308 | OU      | $1844.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KWS SAAT SE & CO KGAA CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -2782 | OU      | $-483.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PINNACLE FINANCIAL PARTNERS CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -88294 | OU      | $-2411.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASTRAZENECA PLC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      238187 | OU      | $17016.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CICOR TECHNOLOGIES-REG CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -4800 | OU      | $58.22         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NAMURA SHIPBUILDING CO LTD CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -9418500 | OU      | $1102.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AEVA TECHNOLOGIES INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       31360 | OU      | $-4526.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UNIVERSAL TECHNICAL INSTITUT CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -51788 | OU      | $2620.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | J&T GLOBAL EXPRESS LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -703780 | OU      | $-9525.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | INDIVIOR PHARMACEUTICALS INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       56605 | OU      | $2099.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CGN MINING CO LTD CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -818400 | OU      | $-4879.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NYFOSA AB CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -149739 | OU      | $-773.71       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CIA SANEAMENTO MINAS GERAIS CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |      -51591 | OU      | $-477.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | QNITY ELECTRONICS INC CFD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     -494041 | OU      | $-1977.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | QNITY ELECTRONICS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       43449 | OU      | $857.40        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ERASCA INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -15022 | OU      | $-1951.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | EDGEWISE THERAPEUTICS INC CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      425931 | OU      | $24298.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EDGEWISE THERAPEUTICS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8914 | OU      | $-410.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NLIGHT INC CFD                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -53232 | OU      | $9839.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NLIGHT INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       46936 | OU      | $-8676.03      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | QIAGEN N.V. CFD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | NL        |      187459 | OU      | $4840.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BERKELEY GROUP HOLDINGS/THE CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -49194 | OU      | $431.06        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CIA ENERGETICA MINAS GER-PRF CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |      274182 | OU      | $637.23        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BEL FUSE INC-CL B CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      -71373 | OU      | $5644.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VAULT MINERALS LTD CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       26334 | OU      | $3541.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SAMSUNG EPISHOLDINGS CO LTD CFD                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KR        |        -676 | OU      | $-3.10         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | ARKO PETROLEUM CORP CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -125420 | OU      | $-1080.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ARKO PETROLEUM CORP CFD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1233102 | OU      | $-15651.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SANOMA OYJ CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |        4442 | OU      | $-44.37        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALTAREA CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -18388 | OU      | $-326.94       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OUSTER INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -19844 | OU      | $2392.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BYGGMAX GROUP AB CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       56909 | OU      | $150.37        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALLEIMA AB CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -94999 | OU      | $-194.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SHURGARD SELF STORAGE LTD CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GG        |      -12172 | OU      | $66.56         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HAVAS NV CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       15642 | OU      | $274.70        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JUNGHEINRICH - PRFD CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       74561 | OU      | $-4347.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COMPAGNIE FINANCIERE TRAD-BR CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |        1048 | OU      | $17.05         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MPC CONTAINER SHIPS AS CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      834766 | OU      | $3535.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | OKEANIS ECO TANKERS CORP CFD                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | MH        |      636770 | OU      | $33800.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NEWAMSTERDAM PHARMA CO NV CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | NL        |     -155332 | OU      | $-10352.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | IHS HOLDING LTD CFD                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |     1456198 | OU      | $-1767.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | AXT INC CFD                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      978199 | OU      | $-113242.80    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GLOBAL BUSINESS TRAVEL GROUP CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |       58941 | OU      | $1295.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | BELITE BIO INC - ADR CFD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | KY        |     1654227 | OU      | $90843.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BELITE BIO INC - ADR CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       -2569 | OU      | $-141.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ADEIA INC CFD                                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      136605 | OU      | $-2565.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | ALMONTY INDUSTRIES INC CFD                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      485332 | OU      | $-70234.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | DIANTHUS THERAPEUTICS INC CFD                                                    | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |        9360 | OU      | $542.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DIANTHUS THERAPEUTICS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -22765 | OU      | $-1320.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | NATIONAL ENERGY SERVICES REU CFD                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | VG        |      261077 | OU      | $-5476.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUNBELT RENTALS HOLDINGS INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      212009 | OU      | $3.14          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JAPAN HOTEL REIT INVESTMENT CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -1360800 | OU      | $31.46         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | CENTERRA GOLD INC CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CA        |      139620 | OU      | $12111.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SMARTSTOP SELF STORAGE REIT CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10402 | OU      | $-44.26        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KT CORP-SP ADR CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |       91290 | OU      | $815.86        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DISCOVERY SILVER CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -67189 | OU      | $-6847.03      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GLOBAL X MSCI ARGENTINA ETF CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     4003618 | OU      | $202314.72     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BLUENORD ASA CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      803004 | OU      | $-350.68       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NOVAGOLD RESOURCES INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -11358 | OU      | $-1225.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DAIHEN CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -3483000 | OU      | $831.73        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LUZERNER KANTONALBANK AG-REG CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -31297 | OU      | $-444.43       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FORWARD AIR CORP CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13056 | OU      | $-579.36       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GRUPO CIBEST SA-ADR CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CO        |      -37279 | OU      | $-1164.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMERICAN SUPERCONDUCTOR CORP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12220 | OU      | $-981.78       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NITTETSU MINING CO LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -6002400 | OU      | $287.32        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENVIRI CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8814 | OU      | $-564.04       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BUILD-A-BEAR WORKSHOP INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -15086 | OU      | $1267.01       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IYOGIN HOLDINGS INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -8419500 | OU      | $-2374.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SIEGFRIED HOLDING AG-REG CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -50688 | OU      | $-2641.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GRUPO AEROPORTUARIO SUR-ADR CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | MX        |      -39438 | OU      | $-1905.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ADESSO SE CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -2759 | OU      | $44.29         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LIGHTBRIDGE CORP CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -15088 | OU      | $174.82        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DAI-DAN CO LTD CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     2758000 | OU      | $-850.64       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FINANCIERE DE TUBIZE CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |     -100394 | OU      | $-2782.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | YAMABIKO CORP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -339500 | OU      | $-59.86        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WALLENSTAM AB-B SHS CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -115710 | OU      | $-339.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WAVESTONE CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -9548 | OU      | $-185.39       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BURKHALTER HOLDING AG CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -14778 | OU      | $142.26        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SAF-HOLLAND SE CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -11785 | OU      | $602.62        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AUTOLIV INC-SWED DEP RECEIPT CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -711743 | OU      | $-2509.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DIAGEO PLC-SPONSORED ADR CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -69905 | OU      | $-301.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BIGLARI HOLDINGS INC-A CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        6900 | OU      | $70.88         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MIZUHO FINANCIAL GROUP-ADR CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      -79947 | OU      | $-1905.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PREFORMED LINE PRODUCTS CO CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       41154 | OU      | $-541.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WILLDAN GROUP INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        5792 | OU      | $-280.16       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TOKYO KEIKI INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -6561000 | OU      | $6408.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VAUDOISE ASSURANCES HOL CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -3745 | OU      | $-343.92       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MACNICA FUJI ELECTRONICS HOL CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -3412500 | OU      | $-335.53       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LAGERCRANTZ GROUP AB-B SHS CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -499322 | OU      | $-1899.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEW WAVE GROUP AB -B SHS CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -200404 | OU      | $-1446.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DAILY JOURNAL CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        9283 | OU      | $-118.18       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RELX PLC - SPON ADR CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       55043 | OU      | $-1074.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NORMA GROUP SE CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -4933 | OU      | $-770.12       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VODAFONE GROUP PLC-SP ADR CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       57587 | OU      | $2147.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GFT TECHNOLOGIES AG CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -5482 | OU      | $-117.62       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NORION BANK AB CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -167679 | OU      | $-254.97       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARDELYX INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        4338 | OU      | $555.56        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALIMAK GROUP AB CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -87149 | OU      | $-116.14       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | POWER SOLUTIONS INTERNATIONA CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       37692 | OU      | $2793.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALM. BRAND A/S CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     -114485 | OU      | $-113.22       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UROGEN PHARMA LTD CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |       -9238 | OU      | $-363.12       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NOTE AB CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       79324 | OU      | $-113.64       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AXOGEN INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14901 | OU      | $-571.02       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RATOS AB-B SHS CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -134246 | OU      | $318.39        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HARROW INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7212 | OU      | $-298.70       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WINMARK CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14381 | OU      | $-583.45       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AEGON LTD-NY REG SHR CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       21736 | OU      | $936.90        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RETAIL ESTATES CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |       -3536 | OU      | $-108.08       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IMMUNOME INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -20007 | OU      | $-1119.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NURIX THERAPEUTICS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7280 | OU      | $-299.16       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZIP CO LTD CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -205611 | OU      | $-3757.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SANLORENZO SPA/AMEGLIA CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |       -9568 | OU      | $-332.88       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CELLEBRITE DI LTD CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |      -31312 | OU      | $2236.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SKAN GROUP AG CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -11038 | OU      | $182.82        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SMITH & NEPHEW PLC -SPON ADR CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       24817 | OU      | $-124.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ORCHID ISLAND CAPITAL INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       22984 | OU      | $433.03        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COOR SERVICE MANAGEMENT CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -142831 | OU      | $300.48        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NICOLET BANKSHARES INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8680 | OU      | $-386.13       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FINNAIR OYJ CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |       -3418 | OU      | $261.63        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALK-ABELLO A/S CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      411057 | OU      | $252.54        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MOLTEN VENTURES PLC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       16838 | OU      | $48.78         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GIGACLOUD TECHNOLOGY INC - A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       31465 | OU      | $1526.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BW LPG LTD CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SG        |      825042 | OU      | $7671.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HOIST FINANCE AB CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      101516 | OU      | $371.42        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TANGO THERAPEUTICS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -15002 | OU      | $-1378.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WIIT SPA CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      -14983 | OU      | $856.96        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LUMO KODIT OYJ CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |       -4489 | OU      | $-16.45        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SATS ASA CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     -283269 | OU      | $-99.21        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TARGET HEALTHCARE REIT PLC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -6561 | OU      | $-26.12        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MEDICOVER AB - B SHARE CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -211600 | OU      | $-510.22       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SERVE ROBOTICS INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       14626 | OU      | $-1535.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PUBLIC PROPERTY INVEST AS CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      106500 | OU      | $207.30        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WERIDE INC-ADR CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       17036 | OU      | $2396.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BHG GROUP AB CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -30149 | OU      | $-72.89        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KURA SUSHI USA INC-CLASS A CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12833 | OU      | $-1822.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CUSHMAN & WAKEFIELD LTD CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      -28687 | OU      | $23.38         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SDIPTECH AB - B CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -171306 | OU      | $-1439.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NUTEX HEALTH INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        5889 | OU      | $3.72          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HOEGH AUTOLINERS ASA CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      877095 | OU      | $5170.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WESDOME GOLD MINES LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       45166 | OU      | $4811.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HANZA AB CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       84915 | OU      | $-300.18       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | POLYPEPTIDE GROUP AG CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |        6224 | OU      | $1186.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FORTREA HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3559 | OU      | $120.45        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EVOLV TECHNOLOGIES HOLDINGS CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7759 | OU      | $251.56        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RECURSION PHARMACEUTICALS-A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7248 | OU      | $-359.04       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RED CAT HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4338 | OU      | $292.84        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CTP NV CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -26229 | OU      | $1056.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PEXIP HOLDING ASA CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      194373 | OU      | $-545.13       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NIOCORP DEVELOPMENTS LTD CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |        7248 | OU      | $-325.92       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RESOLUTE HOLDINGS MANAG CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       10399 | OU      | $312.84        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | G MINING VENTURE CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -60838 | OU      | $-7883.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DIGITAL VALUE SPA CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |        3306 | OU      | $35.91         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RALLIANT CORP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        5836 | OU      | $-96.60        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SEALSQ CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | VG        |        4159 | OU      | $-477.70       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SKEENA RESOURCES LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -10036 | OU      | $-810.03       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HIMALAYA SHIPPING LTD CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      -17220 | OU      | $-83.60        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ROCHE HOLDING AG CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |    -1535911 | OU      | $-96156.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BREEDON GROUP PLC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -10048 | OU      | $875.56        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VOLVO CAR AB-B CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     2086901 | OU      | $-8018.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DOUGLAS AG CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -20150 | OU      | $46.14         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KALMAR OYJ-B SHARE CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |      -10575 | OU      | $144.85        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MBB SE CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |        1696 | OU      | $-185.30       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DOTTIKON ES HOLDING AG-REG CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -14254 | OU      | $-645.33       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SINFONIA TECHNOLOGY CO LTD CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -9280000 | OU      | $3356.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALCON INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      171750 | OU      | $5776.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HSBC HOLDINGS PLC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      713400 | OU      | $7115.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | QIAGEN N.V. CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -43114 | OU      | $-1167.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BHP GROUP LTD-DI CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -125250 | OU      | $-13091.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CMB TECH NV CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |      -52724 | OU      | $-2936.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | COCA-COLA EUROPACIFIC PARTNE CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -60290 | OU      | $805.06        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DEUTSCHE BANK AG-REGISTERED CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      110699 | OU      | $1928.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LOGITECH INTERNATIONAL-REG CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      880897 | OU      | $51147.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LUNDIN MINING CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -550962 | OU      | $-4180.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | QIAGEN N.V. CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -25432 | OU      | $-354.20       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SMURFIT WESTROCK PLC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |     -113749 | OU      | $-9152.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | UBS GROUP AG-REG CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -784475 | OU      | $-59259.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BOSSARD HOLDING AG-REG A CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |        4486 | OU      | $160.08        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMERICA MOVIL SAB DE CV CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | MX        |     -197830 | OU      | $-13883.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MODERN TIMES GROUP-B SHS CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      102017 | OU      | $736.03        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AKZO NOBEL N.V. CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       31443 | OU      | $1079.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VESTAS WIND SYSTEMS A/S CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      105035 | OU      | $3364.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JEOL LTD CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -1116200 | OU      | $-416.04       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DPM METALS INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       41669 | OU      | $3037.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FRONTLINE PLC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CY        |      -77196 | OU      | $-311.97       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KUROS BIOSCIENCES AG-REG CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -47911 | OU      | $4574.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LIECHTENSTEIN LANDESBANK CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LI        |      -17939 | OU      | $171.12        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BERNER KANTONALBANK AG-REG CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -12260 | OU      | $-174.45       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHESNARA PLC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -12198 | OU      | $-110.18       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VAISALA OYJ- A SHS CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |      -10872 | OU      | $319.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EFG INTERNATIONAL AG CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -83461 | OU      | $2932.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VEIDEKKE ASA CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      160202 | OU      | $-259.33       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MOBIMO HOLDING AG-REG CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -82102 | OU      | $-2211.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HAL TRUST CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      -18770 | OU      | $-402.45       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENERFLEX LTD CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -17446 | OU      | $-30.67        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WILH WILHELMSEN HOLDING-A CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      129555 | OU      | $-126.99       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GRIEG SEAFOOD ASA CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      321427 | OU      | $2855.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AUSTEVOLL SEAFOOD ASA CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      224048 | OU      | $1118.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BIOGAIA AB-B SHS CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      504448 | OU      | $3860.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GRANGES AB CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       89891 | OU      | $550.18        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VGP CFD                                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |      -37665 | OU      | $1241.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OKEANIS ECO TANKERS CORP CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | MH        |      523246 | OU      | $4922.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HMS NETWORKS AB CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      385172 | OU      | $1455.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VIMIAN GROUP AB CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -103265 | OU      | $-1289.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | 2020 BULKERS LTD CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      264213 | OU      | $1368.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHEMOMETEC A/S CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |       97145 | OU      | $-3195.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ELECTROLUX PROFESSIONAL AB-B CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       31086 | OU      | $104.96        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GUBRA A/S CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      212774 | OU      | $-700.38       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BARCO N.V. CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |       20443 | OU      | $278.15        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARYZTA AG CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -50841 | OU      | $-3867.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DORMAKABA HOLDING AG CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       45949 | OU      | $1682.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | METRO BANK HOLDINGS PLC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -11721 | OU      | $-716.45       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CAPITA PLC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -20032 | OU      | $-3228.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EUROCOMMERCIAL PROPERTIES NV CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       24880 | OU      | $619.22        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LUNDIN GOLD INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       84505 | OU      | $794.57        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KINNEVIK AB - B CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     1436529 | OU      | $5776.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SOLV ENERGY INC-CL A CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -500568 | OU      | $-29641.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | ETHOS TECHNOLOGIES INC CL-A CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -57852 | OU      | $-1460.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NATURA COSMETICOS SA CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |     -169692 | OU      | $-2035.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TX GROUP AG CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -3444 | OU      | $154.68        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SKISTAR AB CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -14053 | OU      | $-59.29        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HUFVUDSTADEN AB-A SHS CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      111072 | OU      | $489.32        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BRADESPAR SA -PREF CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |       58410 | OU      | $467.54        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FERROVIAL SE CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |        6556 | OU      | $209.04        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEWMONT CORP-CDI CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14502 | OU      | $-1852.73      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMPRIUS TECHNOLOGIES INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -26168 | OU      | $810.57        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KARNOV GROUP AB CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -191589 | OU      | $-602.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CURY CONSTRUTORA E INCORPORA CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |       97014 | OU      | $122.55        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OR ROYALTIES INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       30560 | OU      | $2706.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HAFNIA LTD CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SG        |     1007765 | OU      | $6619.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CPFL ENERGIA SA CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |      150078 | OU      | $989.34        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BELL FOOD GROUP AG - REG CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |        3478 | OU      | $-2.58         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | OCEANAGOLD CORP CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       12491 | OU      | $479.29        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ECKERT & ZIEGLER SE CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       22424 | OU      | $172.17        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VALTERRA PLATINUM LIMITED CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ZA        |        7556 | OU      | $1009.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RASPBERRY PI HOLDINGS PLC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        3960 | OU      | $1789.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PLATZER FASTIGHETER HOLD-B CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       46353 | OU      | $30.53         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SCHWEITER TECHNOLOGIES AG CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |        2226 | OU      | $147.38        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TECHNIP ENERGIES NV CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |     -109359 | OU      | $-9117.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KONGSBERG GRUPPEN ASA CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     3552309 | OU      | $12215.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VONTOBEL HOLDING AG-REG CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -34218 | OU      | $-1539.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TKH GROUP NV-DUTCH CERT CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -41154 | OU      | $-34.01        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SECUNET SECURITY NETWORKS AG CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -5982 | OU      | $177.94        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VITEC SOFTWARE GROUP AB-B SH CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -407495 | OU      | $-3269.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NP3 FASTIGHETER AB CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -78996 | OU      | $-428.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRANSTHERA SCIENCES NANJIN-H CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      138960 | OU      | $-760.08       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BONESUPPORT HOLDING AB CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      202788 | OU      | $2013.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | GENERAL OCEANS AS CFD                                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | NO        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ACBEL POLYTECH INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |    -1473600 | OU      | $-1555.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ROGERS COMMUNICATIONS INC-B CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       37110 | OU      | $-24.91        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FIRSTSERVICE CORP CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -88429 | OU      | $-1537.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ROYAL BANK OF CANADA CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      644841 | OU      | $6225.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FLUTTER ENTERTAINMENT PLC-DI CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -52045 | OU      | $3248.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ALCHIP TECHNOLOGIES LTD CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |    -3190000 | OU      | $18229.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FORTIS INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       16576 | OU      | $302.27        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AP MEMORY TECHNOLOGY CORP CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |     3661000 | OU      | $-12657.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FRANCO-NEVADA CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -15556 | OU      | $-1198.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ASICS CORP CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    26362400 | OU      | $578.14        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SERES GROUP CO LTD-H CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |       70240 | OU      | $-683.87       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ATHABASCA OIL CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       51201 | OU      | $6597.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SILVERCORP METALS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       13127 | OU      | $1532.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BANK OF MONTREAL CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      265823 | OU      | $162.40        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GILDAN ACTIVEWEAR INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -119795 | OU      | $1021.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SINBON ELECTRONICS CO LTD CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |     -822000 | OU      | $1678.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BANK OF NOVA SCOTIA CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      262133 | OU      | $2895.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HANWHA AEROSPACE CO LTD CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |   -24282000 | OU      | $-347.93       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SOUTH BOW CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       97714 | OU      | $-45.49        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BAYTEX ENERGY CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       27993 | OU      | $2148.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | STANTEC INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       78902 | OU      | $-873.04       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BCE INC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      442736 | OU      | $-1982.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HD KOREA SHIPBUILDING & OFFS CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |    43554000 | OU      | $-855.69       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SUNCOR ENERGY INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     1266947 | OU      | $55779.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BHI CO LTD CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |    22880000 | OU      | $-1651.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HIAB OYJ CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |       33959 | OU      | $-1089.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TAKEUCHI MFG CO LTD CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      608000 | OU      | $167.27        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BROOKFIELD ASSET MGMT-A CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       54392 | OU      | $1537.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TC ENERGY CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      309263 | OU      | $-1268.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HUDBAY MINERALS INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -91128 | OU      | $-8369.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CAE INC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -122453 | OU      | $2598.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TELUS CORP CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      760761 | OU      | $-6647.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HUTCHMED CHINA LTD CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -54250 | OU      | $-361.89       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CANADIAN NATL RAILWAY CO CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      442273 | OU      | $11123.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TERUMO CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    38250900 | OU      | $8867.47       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CANADIAN NATURAL RESOURCES CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -109642 | OU      | $-1623.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IMPERIAL OIL LTD CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      349887 | OU      | $12019.06      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TFI INTERNATIONAL INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -22244 | OU      | $-881.35       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CANADIAN PACIFIC KANSAS CITY CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -135068 | OU      | $-485.01       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ISUPETASYS CO LTD CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |    -5544000 | OU      | $293.40        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | THOMSON REUTERS CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -239305 | OU      | $-821.22       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CENOVUS ENERGY INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      979744 | OU      | $60486.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JAPAN METROPOLITAN FUND INVE CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     2356000 | OU      | $-761.19       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CGI INC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       96222 | OU      | $136.29        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | JENTECH PRECISION INDUSTRIAL CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |    -7700000 | OU      | $-10626.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TORONTO-DOMINION BANK CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      264057 | OU      | $2291.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KUAISHOU TECHNOLOGY CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |    -1778480 | OU      | $24185.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA TOWER CORP LTD-H CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      237160 | OU      | $-164.46       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LS CORP CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |    24341500 | OU      | $14.01         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DAEHAN SHIPBUILDING CO LTD CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |    25130400 | OU      | $-257.16       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MANULIFE FINANCIAL CORP CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      466143 | OU      | $5183.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DERMAPHARM HOLDING SE CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -7030 | OU      | $-186.68       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DESCARTES SYSTEMS GRP/THE CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -29348 | OU      | $38.52         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MEDIATEK INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |    -4875000 | OU      | $8591.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WHEATON PRECIOUS METALS CORP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -109699 | OU      | $-8825.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MODEC INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     1452000 | OU      | $317.36        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WHITECAP RESOURCES INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      124823 | OU      | $7025.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENBRIDGE INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       25799 | OU      | $264.41        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | YUM CHINA HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      262340 | OU      | $-1170.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EQUINOX GOLD CORP CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -34554 | OU      | $-3856.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NEXGEN ENERGY LTD CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -147062 | OU      | $-3519.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ERO COPPER CORP CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       -9582 | OU      | $-626.40       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NOVARTIS AG-REG CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -725518 | OU      | $-51681.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NUTRIEN LTD CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      274200 | OU      | $9875.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ORIENTAL LAND CO LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -31203900 | OU      | $-2515.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ORION CORP/REPUBLIC OF KOREA CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |    10108800 | OU      | $149.04        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PEMBINA PIPELINE CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      205183 | OU      | $714.04        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PLUXEE NV CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |        3374 | OU      | $47.62         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | Q TECHNOLOGY GROUP CO LTD CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      178020 | OU      | $-795.30       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ZAI LAB LTD CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -15015 | OU      | $-7.01         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VALE SA CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |      654266 | OU      | $6967.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | WEST CHINA CEMENT LTD CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |      -67289 | OU      | $-385.96       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | RIOCAN REAL ESTATE INVST TR CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       93757 | OU      | $-70.90        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TRI CHEMICAL LABORATORIES IN CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -7803000 | OU      | $-3123.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | GERDAU SA-PREF CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |      196054 | OU      | $1644.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SECURE WASTE INFRASTRUCTURE CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -16336 | OU      | $271.69        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TIM SA CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |      229862 | OU      | $939.39        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MULTIPLAN EMPREENDIMENTOS CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |      144755 | OU      | $524.46        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | HANWHA ENGINE CO LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |    79911500 | OU      | $847.92        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ENEVA SA CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |     -172562 | OU      | $743.26        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DIRECIONAL ENGENHARIA SA CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |      166586 | OU      | $-1803.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | CHINA RESOURCES MIXC LIFESTY CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -620824 | OU      | $-6628.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | PEAB AB-CLASS B CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      607146 | OU      | $1886.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SAMSUNG HEAVY INDUSTRIES CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |   100490000 | OU      | $-842.84       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | YANG MING MARINE TRANSPORT CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |     2851200 | OU      | $-334.19       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | LOCALIZA RENT A CAR CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |     -196345 | OU      | $48.34         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ULTRAPAR PARTICIPACOES SA CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |      187525 | OU      | $1716.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | 4IMPRINT GROUP PLC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       10586 | OU      | $-8.41         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | ANTERIS TECHNOLOGIES GLOBAL CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -243606 | OU      | $-11488.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | KYIVSTAR GROUP LTD CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |     -568761 | OU      | $-3727.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | MDA SPACE LTD CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |     -815895 | OU      | $-4245.35      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SAB BIOTHERAPEUTICS INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -148368 | OU      | $-588.26       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | GENERATE BIOMEDICINES INC CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -218330 | OU      | $-2920.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | KITZ CORP CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -345400 | OU      | $-125.38       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | NTG NORDIC TRANSPORT GROUP A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      -86002 | OU      | $-596.03       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ARBONIA AG CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |        1346 | OU      | $49.53         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BFF BANK SPA CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |        6750 | OU      | $-4227.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | L&K ENGINEERING CO LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      659574 | OU      | $-3508.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | EQUIPMENTSHARE.COM INC-A CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -792008 | OU      | $-17883.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | VERADERMICS INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -585947 | OU      | $29848.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | AGI INC-CL A CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      -94572 | OU      | $-1777.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TERVEYSTALO OYJ CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |      -16114 | OU      | $728.28        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MICRONICS JAPAN CO LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -8144000 | OU      | $1491.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SPROTT INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       -2180 | OU      | $-106.40       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | JEFFERSON CAPITAL INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -154244 | OU      | $-4191.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | METROPOLITAN BANK HOLDING CO CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -383069 | OU      | $-9060.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | PICS NV CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |     -177688 | OU      | $-6817.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DANIELI & CO CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |        4909 | OU      | $2.16          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ROCKWOOL A/S-B SHS CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     -588319 | OU      | $-3491.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | BICARA THERAPEUTICS INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -105283 | OU      | $-4729.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | DEFINIUM THERAPEUTICS INC CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |     -348378 | OU      | $-27977.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | EIKON THERAPEUTICS INC CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -68499 | OU      | $-6407.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | YORK SPACE SYSTEMS INC CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -279261 | OU      | $-15068.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | PALVELLA THERAPEUTICS INC CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -587578 | OU      | $-74313.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | TELECOM ARGENTINA SA-SP ADR CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AR        |      -34434 | OU      | $-1781.35      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | TASEKO MINES LTD CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -10506 | OU      | $-822.66       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | FLOW TRADERS LTD CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       -6214 | OU      | $-34.58        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BUFAB AB CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -45046 | OU      | $42.09         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | MEDLINE INC-CL A CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -23718 | OU      | $-1113.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | DISTRIBUIDORA INTERNACIONAL CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |        5566 | OU      | $-137.63       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | ICHOR HOLDINGS LTD CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |        2974 | OU      | $334.84        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | BRAVA ENERGIA CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |       20789 | OU      | $72.97         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | AMBEV SA CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |      -42138 | OU      | $-229.25       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Constellium SE                                         | Constellium SE                                                                   | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |        1000 | NS      | $24580.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ivory Coast Government International Bonds             | Ivory Coast Government International Bonds                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2780000 | PA      | $3137565.20    | 0.09%             | 2031-10-17      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| IVORY COAST                                            | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1418447 | PA      | $1388633.56    | 0.04%             | 2032-12-31      | Variable      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                               | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     2150569 | PA      | $1618303.34    | 0.04%             | 2037-09-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Lebanese Republic                                      | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    18118000 | PA      | $4348320.00    | 0.12%             | 2030-04-19      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Ivory Coast Government International Bonds             | Ivory Coast Government International Bonds                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     5634000 | PA      | $6054013.58    | 0.17%             | 2032-01-30      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Guitar Center Holdings, Inc.                           | Guitar Center Holdings, Inc.                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6312607 | PA      | $1578151.67    | 0.04%             | 2030-12-13      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Sri Lanka Government International Bonds               | Sri Lanka Government International Bonds                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     5845295 | PA      | $5574531.03    | 0.15%             | 2028-04-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| ATI Physical Therapy Inc                               | ATI Physical Therapy, Inc.                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      237761 | PA      | $237760.91     | 0.01%             | 2028-08-24      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| INTL BK RECON & DEVELOP                                | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      250000 | PA      | $254800.00     | 0.01%             | 2028-04-24      | Floating      | 14.86%                | No            | 2                  | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                               | African Export-Import Bank/The                                                   | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Short            | DBT              | NUSS              | XX        |    -1824000 | PA      | $-1698906.73   | -0.05%            | 2029-09-21      | Fixed         | 3.99%                 | Yes           | 2                  | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                               | African Export-Import Bank/The                                                   | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Short            | DBT              | NUSS              | XX        |    -2386000 | PA      | $-2116570.34   | -0.06%            | 2031-05-17      | Fixed         | 3.80%                 | Yes           | 2                  | On Loan: No      |
| ATI Physical Therapy, Inc.                             | ATI PHYSICAL THERAPY 5TH AMENDMENT NOTE                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      138421 | PA      | $138421.39     | 0.00%             | 2030-01-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Republic of Kenya Government International Bonds       | Republic of Kenya Government International Bonds                                 | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     3596000 | PA      | $3254681.53    | 0.09%             | 2039-02-26      | Fixed         | 8.70%                 | Yes           | 2                  | On Loan: No      |
| Ivory Coast Government International Bonds             | Ivory Coast Government International Bonds                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | ABS-MBS          | NUSS              | CI        |     9826911 | PA      | $9886320.88    | 0.27%             | 2028-03-03      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Senegal Government International Bonds                 | Senegal Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Short            | ABS-MBS          | NUSS              | SN        |    -3132667 | PA      | $-2264443.16   | -0.06%            | 2028-03-13      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Petroleos del Peru SA                                  | Petroleos del Peru SA                                                            | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    10058000 | PA      | $7053172.50    | 0.20%             | 2047-06-19      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Petroleos del Peru SA                                  | Petroleos del Peru SA                                                            | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    11931000 | PA      | $9455317.50    | 0.26%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Bahrain Government International Bonds                 | Bahrain Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |    -4035000 | PA      | $-3630612.05   | -0.10%            | 2032-09-16      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| MHP LUX SA                                             | MHP Lux SA                                                                       | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |     3632000 | PA      | $3261354.40    | 0.09%             | 2029-09-19      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| VTR COMUNICACIONES SPA                                 | VTR Comunicaciones SpA                                                           | CUSIP: 000000000<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |     2950000 | PA      | $2892180.41    | 0.08%             | 2029-04-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| BRASKEM NETHERLANDS                                    | Braskem Netherlands Finance BV                                                   | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     4905000 | PA      | $2373039.00    | 0.07%             | 2028-01-10      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| SCENERY JOURNEY LTD                                    | Scenery Journey Ltd                                                              | CUSIP: 000000000<br>LEI: 549300Q2FGQXKG7X0I83 | Long             | DBT              | CORP              | VG        |     3607000 | PA      | $27052.50      | 0.00%             | 2022-10-24      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Lebanese Republic                                      | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    31010000 | PA      | $7288900.50    | 0.20%             | 2024-03-09      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| BRASKEM IDESA SAPI                                     | Braskem Idesa SAPI                                                               | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     1226000 | PA      | $749343.46     | 0.02%             | 2032-02-20      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Bahrain Government International Bonds                 | Bahrain Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |    -1324000 | PA      | $-1168925.29   | -0.03%            | 2034-05-18      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                     | Dominican Republic International Bonds                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Short            | DBT              | NUSS              | DO        |     -961000 | PA      | $-936206.20    | -0.03%            | 2033-02-22      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| THAMES WATER UTIL FIN                                  | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      495000 | PA      | $434237.73     | 0.01%             | 2042-04-22      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| BRASKEM IDESA SAPI                                     | Braskem Idesa SAPI                                                               | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     4037000 | PA      | $2441988.49    | 0.07%             | 2029-11-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| THAMES WATER UTIL FIN                                  | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      545000 | PA      | $422343.65     | 0.01%             | 2029-04-18      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| THAMES WATER UTIL FIN                                  | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $185355.72     | 0.01%             | 2042-04-25      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| THAMES WATER UTIL FIN                                  | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      295000 | PA      | $268391.92     | 0.01%             | 2039-09-28      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| THAMES WATER UTIL FIN                                  | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $184503.60     | 0.01%             | 2046-04-30      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Corp. Nacional del Cobre de Chile                      | Corp. Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Short            | DBT              | CORP              | CL        |    -5508000 | PA      | $-5804484.63   | -0.16%            | 2036-01-26      | Fixed         | 6.44%                 | Yes           | 2                  | On Loan: No      |
| CBB International Sukuk Programme Co. WLL              | CBB International Sukuk Programme Co. WLL                                        | CUSIP: 000000000<br>LEI: 5493006IRJ2IWXTNIM16 | Short            | DBT              | NUSS              | BH        |    -4050000 | PA      | $-3871892.52   | -0.11%            | 2031-02-12      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Bahrain Government International Bonds                 | Bahrain Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | CORP              | BH        |    -2050000 | PA      | $-2023459.02   | -0.06%            | 2036-02-12      | None          | 7.50%                 | No            | 2                  | On Loan: No      |
| THAMES WATER UTIL FIN                                  | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |     1188000 | PA      | $1052131.33    | 0.03%             | 2034-01-24      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| THAMES WATER UTIL FIN                                  | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $180041.26     | 0.00%             | 2043-02-11      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                | El Salvador Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     4700000 | PA      | $171550.00     | 0.00%             | 2030-04-17      | Fixed         | 0.25%                 | Yes           | 2                  | On Loan: No      |
| THAMES WATER UTIL FIN                                  | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      612000 | PA      | $558537.19     | 0.02%             | 2033-04-30      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Thames Water Utilities Finance PLC                     | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |     1380000 | PA      | $1251199.08    | 0.03%             | 2030-11-16      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| UZBEKISTAN INTL BOND                                   | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     2354000 | PA      | $2746676.40    | 0.08%             | 2027-05-29      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| TELECOM ARGENTINA SA                                   | Telecom Argentina SA                                                             | CUSIP: 000000000<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     3006000 | PA      | $3163815.00    | 0.09%             | 2031-07-18      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| STONEGATE PUB FIN                                      | Stonegate Pub Co Financing 2019 PLC                                              | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $262099.90     | 0.01%             | 2029-07-31      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| THAMES WATER UTIL FIN                                  | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |     1186000 | PA      | $900465.76     | 0.02%             | 2034-01-31      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| Trinitas CLO XXVII LTD                                 | Trinitas CLO XXVII LTD                                                           | CUSIP: 000000000<br>LEI: 254900JOSDBR04E6JB79 | Long             | ABS-MBS          | CORP              | KY        |     1000000 | PA      | $1000600.00    | 0.03%             | 2037-04-18      | Floating      | 7.97%                 | No            | 2                  | On Loan: No      |
| LATAM AIRLINES GROUP SA                                | Latam Airlines Group SA                                                          | CUSIP: 000000000<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |      821000 | PA      | $829210.00     | 0.02%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| GENER MEDIT/CENT TERMICA                               | Generacion Mediterranea SA / Central Termica Roca SA                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |     1909000 | PA      | $1294302.00    | 0.04%             | 2031-11-01      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| CBB INTL SUKUK PROG WLL                                | CBB International Sukuk Programme Co WLL                                         | CUSIP: 000000000<br>LEI: 5493006IRJ2IWXTNIM16 | Short            | DBT              | NUSS              | BH        |    -7453000 | PA      | $-7044922.99   | -0.20%            | 2032-06-05      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| TOTAL PLAY TELECOM                                     | Total Play Telecomunicaciones SA de CV                                           | CUSIP: 000000000<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |     1637800 | PA      | $1481150.59    | 0.04%             | 2032-12-31      | Fixed         | 11.13%                | Yes           | 2                  | On Loan: No      |
| Taurus CMBS                                            | Taurus 2025-1 EU DAC                                                             | CUSIP: 000000000<br>LEI: 635400KCMIB1QHAROM23 | Long             | ABS-MBS          | CORP              | IE        |      999933 | PA      | $1139399.49    | 0.03%             | 2035-02-17      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| Kingdom of Bahrain                                     | Bahrain Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |    -2250000 | PA      | $-2194421.98   | -0.06%            | 2037-07-07      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Taurus CMBS                                            | Taurus 2025-3 UK Designated Activity Co                                          | CUSIP: 000000000<br>LEI: 635400XWNSMBWUUQIW58 | Long             | ABS-MBS          | CORP              | IE        |      142000 | PA      | $189045.08     | 0.01%             | 2035-07-20      | Floating      | 7.54%                 | No            | 2                  | On Loan: No      |
| KSA IJARAH SUKUK LTD                                   | KSA Ijarah Sukuk Ltd                                                             | CUSIP: 000000000<br>LEI: 558600OCHJOSSXHWLV71 | Long             | DBT              | NUSS              | KY        |     7284000 | PA      | $7102659.06    | 0.20%             | 2035-09-09      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| CPUK Finance Ltd.                                      | CPUK Finance Ltd.                                                                | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |     1000000 | PA      | $1325377.65    | 0.04%             | 2032-08-28      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Fortune Star BVI Ltd.                                  | Fortune Star BVI Ltd.                                                            | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     2080000 | PA      | $2227337.10    | 0.06%             | 2030-11-20      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Saudi Government International Bonds                   | Saudi Government International Bonds                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    20287000 | PA      | $19419084.00   | 0.54%             | 2056-01-12      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Chile Government International Bonds                   | Chile Government International Bonds                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     3313000 | PA      | $3699717.81    | 0.10%             | 2036-04-14      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| MHP Lux SA                                             | MHP Lux SA                                                                       | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |      450000 | PA      | $452893.63     | 0.01%             | 2029-07-28      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| Turkiye Is Bankasi AS                                  | Turkiye Is Bankasi AS                                                            | CUSIP: 000000000<br>LEI: 789000FIRX9MDN0KTM91 | Long             | DBT              | CORP              | TR        |     3118000 | PA      | $2999025.70    | 0.08%             | 2037-02-05      | Fixed         | 7.58%                 | Yes           | 2                  | On Loan: No      |
| ADM ELEKTRIK DAGITIM AS                                | ADM Elektrik Dagitim AS                                                          | CUSIP: 000000000<br>LEI: 984500CB836F7EC9CF60 | Long             | DBT              | CORP              | TR        |     2339000 | PA      | $2229794.64    | 0.06%             | 2031-02-05      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| Thames Water Super Senior Issuer PLC                   | Thames Water Super Senior Issuer PLC                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      182799 | PA      | $266213.35     | 0.01%             | 2027-10-10      | None          | 9.75%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | GAS OIL (ICE) JUN 26                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          18 | NC      | $341057.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT  Jun30                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          -6 | NC      | $1612.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT MAR 30                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -25 | NC      | $2250.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY HB LD1 JAN 30                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          22 | NC      | $55770.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY HB LD1 FEB 30                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          22 | NC      | $29370.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY HB LD1 MAR 30                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          22 | NC      | $-6710.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY HB LD1 APR 30                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          22 | NC      | $-30910.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY HB LD1 MAY 30                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          22 | NC      | $-32230.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY HB LD1 JUN 30                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          22 | NC      | $-24530.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY HB LD1 JUL 30                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          22 | NC      | $-14685.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY HB LD1 AUG 30                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          22 | NC      | $-10780.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY HB LD1 SEP 30                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          22 | NC      | $-11385.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY HB LD1 OCT 30                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          22 | NC      | $-6820.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY HB LD1 NOV 30                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          22 | NC      | $5830.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY HB LD1 DEC 30                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |          22 | NC      | $34540.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | GOLD 100 OZ FUTR  Jun26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          52 | NC      | $-333890.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                    | AUS 90 DAY BANK BILL MAR 27                                                      | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |           9 | NC      | $-1939.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal               | 3M CORRA Futures  Sep27                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          -2 | NC      | $197.69        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER FUTURE Dec26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          39 | NC      | $-1101490.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER FUTURE Dec26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -39 | NC      | $652367.25     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal               | 3M CORRA Futures  Jun27                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          -2 | NC      | $377.40        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                    | 90-DAY BANK BILL  Jun27                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |           6 | NC      | $-1293.31      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NY Harb ULSD Fut  Jun26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           4 | NC      | $13601.32      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | COCOA FUTURE      May26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         212 | NC      | $-1907375.95   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | COCOA FUTURE      May26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -2 | NC      | $-630.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | CORN FUTURE       May26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         255 | NC      | $184875.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | CORN FUTURE       May26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -55 | NC      | $5062.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | SUGAR #11 (WORLD) Jul26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        1196 | NC      | $-116135.60    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | SUGAR #11 (WORLD) Jul26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -8 | NC      | $-9027.20      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | SUGAR #11 (WORLD) Oct26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -26 | NC      | $-11043.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | WHEAT FUTURE(CBT) Jul26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         902 | NC      | $2046799.25    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | WHEAT FUTURE(CBT) Jul26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -6 | NC      | $-4500.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE FUTR  Jul26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          38 | NC      | $90109.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | WTI CRUDE FUTURE  May26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          61 | NC      | $959850.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | WTI CRUDE FUTURE  May26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -46 | NC      | $-439520.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT  Sep30                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          -4 | NC      | $850.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                    | 90-DAY BANK BILL  Sep27                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |           3 | NC      | $-547.28       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | WHEAT FUTURE(CBT) May26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -875 | NC      | $-1876162.54   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | COCOA FUTURE      Jul26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -224 | NC      | $1952955.93    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE FUTR  Aug26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |           5 | NC      | $2025.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | WTI CRUDE FUTURE  Jul26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           4 | NC      | $-1710.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Low Su Gasoil G   May26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         110 | NC      | $3155112.50    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Low Su Gasoil G   Aug26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         -12 | NC      | $-107150.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN MEAL FUTR Jul26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -46 | NC      | $-5489.41      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Low Su Gasoil G   Apr26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |           3 | NC      | $59700.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Low Su Gasoil G   Jul26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |           1 | NC      | $11100.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE FUTR  Sep26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          -1 | NC      | $-9190.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | COPPER FUTURE     May26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          44 | NC      | $-261999.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | COPPER FUTURE     May26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -142 | NC      | $1174956.46    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | LEAN HOGS FUTURE  Apr26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          -2 | NC      | $2760.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | CORN FUTURE       Jul26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          22 | NC      | $-8616.77      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | CORN FUTURE       Jul26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -20 | NC      | $-587.50       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | COTTON NO.2 FUTR  May26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           6 | NC      | $4975.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | COTTON NO.2 FUTR  May26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -411 | NC      | $-290982.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | WHEAT FUTURE(CBT) Sep26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -1 | NC      | $-600.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN FUTURE    May26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          78 | NC      | $-56399.94     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN FUTURE    May26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -693 | NC      | $-232002.32    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | COFFEE 'C' FUTURE May26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          33 | NC      | $14056.65      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN OIL FUTR  Jul26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         944 | NC      | $5427953.16    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN OIL FUTR  Jul26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -6 | NC      | $-12666.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | COTTON NO.2 FUTR  Jul26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         360 | NC      | $233540.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | WTI CRUDE FUTURE  Sep26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -4 | NC      | $-23712.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE FUTR  Oct26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          -5 | NC      | $-37008.33     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | GASOLINE RBOB FUT Jun26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          53 | NC      | $39625.49      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN OIL FUTR  May26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          93 | NC      | $56646.66      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN OIL FUTR  May26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -922 | NC      | $-5323670.28   | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NY Harb ULSD Fut  May26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          37 | NC      | $1395508.26    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Kansas City Board Of Trade                             | KC HRW WHEAT FUT  May26                                                          | CUSIP: 000000000<br>LEI: VDJLMWORI3ZMK2V6EV47 | N/A              | DCO              |  | US        |         -36 | NC      | $-16300.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | GASOLINE RBOB FUT May26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          47 | NC      | $1043709.24    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | GASOLINE RBOB FUT May26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -21 | NC      | $-92751.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | CORN FUTURE       Sep26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -3 | NC      | $-375.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | COPPER FUTURE     Jul26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         142 | NC      | $-1106465.84   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | LIVE CATTLE FUTR  Jun26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          98 | NC      | $331424.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN FUTURE    Jul26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         736 | NC      | $329236.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN FUTURE    Jul26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -8 | NC      | $5050.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | WTI CRUDE FUTURE  Oct26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -6 | NC      | $22880.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | LEAN HOGS FUTURE  Jun26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          39 | NC      | $-41801.96     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | LEAN HOGS FUTURE  Jun26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        -504 | NC      | $329935.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE FUTR  Nov26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         -11 | NC      | $28280.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN OIL FUTR  Aug26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -1 | NC      | $-2172.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN MEAL FUTR Aug26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -1 | NC      | $-100.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | MILL WHEAT EURO   May26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | FR        |         -66 | NC      | $12410.94      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT  Dec30                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |           4 | NC      | $-1700.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN MEAL FUTR Dec26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -4 | NC      | $-740.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | CORN FUTURE       Dec26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -89 | NC      | $-45925.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN FUTURE    Nov26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -13 | NC      | $-7075.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CATTLE FEEDER FUT Apr26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |           3 | NC      | $30687.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CATTLE FEEDER FUT May26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |           4 | NC      | $42112.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME PRI ALUM FUTR Apr26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          69 | NC      | $271963.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME PRI ALUM FUTR Apr26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -18 | NC      | $-3933.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN OIL FUTR  Sep26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -1 | NC      | $-2148.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN MEAL FUTR Sep26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -1 | NC      | $-70.00        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | COFFEE 'C' FUTURE Jul26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           1 | NC      | $3037.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | COFFEE 'C' FUTURE Jul26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -3 | NC      | $-3787.54      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | GASOLINE RBOB FUT Jul26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $3843.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | GASOLINE RBOB FUT Jul26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -8 | NC      | $-125253.41    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kansas City Board Of Trade                             | KC HRW WHEAT FUT  Jul26                                                          | CUSIP: 000000000<br>LEI: VDJLMWORI3ZMK2V6EV47 | N/A              | DCO              |  | US        |         -20 | NC      | $-10550.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | WHITE SUGAR (ICE) May26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -3 | NC      | $-5395.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NY Harb ULSD Fut  Jul26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -3 | NC      | $-69845.96     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CA CARBON ALLOW (CB6) DEC 26                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |        4894 | NC      | $-14180352.54  | -0.39%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | LIVE CATTLE FUTR  Aug26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          13 | NC      | $34750.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Euronext Paris Matif                                   | RAPESEED  EURO    May26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | FR        |         167 | NC      | $182892.19     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Euronext Paris Matif                                   | RAPESEED  EURO    May26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | FR        |          -7 | NC      | $-2615.11      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER FUTURE Apr26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          15 | NC      | $-189307.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME ZINC FUTURE   Apr26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          63 | NC      | $-2520.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME ZINC FUTURE   Apr26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -52 | NC      | $-127409.75    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | LEAN HOGS FUTURE  Jul26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         512 | NC      | $-366382.92    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | LEAN HOGS FUTURE  Jul26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          -1 | NC      | $920.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | PLATINUM FUTURE   Jul26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           9 | NC      | $-84015.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | PLATINUM FUTURE   Jul26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -3 | NC      | $-3850.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | COFF ROBUSTA 10tn May26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           5 | NC      | $1970.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | COFF ROBUSTA 10tn May26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -15 | NC      | $51918.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | CBOE VIX FUTURE   Apr26                                                          | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |         156 | NC      | $239194.41     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | LEAN HOGS FUTURE  Aug26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          -1 | NC      | $960.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | WHEAT FUTURE(CBT) Dec26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -1 | NC      | $-550.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kansas City Board Of Trade                             | KC HRW WHEAT FUT  Dec26                                                          | CUSIP: 000000000<br>LEI: VDJLMWORI3ZMK2V6EV47 | N/A              | DCO              |  | US        |          -2 | NC      | $-262.50       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | PALLADIUM FUTURE  Jun26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           6 | NC      | $-143160.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | PALLADIUM FUTURE  Jun26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -6 | NC      | $67600.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | DJIA MINI e-CBOT  Jun26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |          38 | NC      | $-135300.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | DJIA MINI e-CBOT  Jun26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |          -1 | NC      | $-4368.33      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | NASDAQ 100 E-MINI Jun26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          28 | NC      | $-543542.25    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | NASDAQ 100 E-MINI Jun26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -16 | NC      | $221783.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN OIL FUTR  Dec26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -1 | NC      | $-1584.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | SILVER FUTURE     May26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           4 | NC      | $-180288.34    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | SILVER FUTURE     May26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -2 | NC      | $53735.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | Lithium LiOH COME Aug26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           2 | NC      | $19960.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | Lithium LiOH COME Jul26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           2 | NC      | $19960.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | Lithium LiOH COME Sep26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           2 | NC      | $19960.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | Lithium LiOH COME Oct26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           2 | NC      | $19960.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | Lithium LiOH COME Nov26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           2 | NC      | $19960.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | Lithium LiOH COME Dec26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           2 | NC      | $19960.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Washington Prime Group, Inc.                           | CANOLA FUTR (WCE) May26                                                          | CUSIP: 000000000<br>LEI: 549300BOSSK62Q47EQ80 | N/A              | DCO              |  | CA        |          -7 | NC      | $-2832.28      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kansas City Board Of Trade                             | KC HRW WHEAT FUT  Sep26                                                          | CUSIP: 000000000<br>LEI: VDJLMWORI3ZMK2V6EV47 | N/A              | DCO              |  | US        |          -5 | NC      | $-2712.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NY Harb ULSD Fut  Aug26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -6 | NC      | $-18219.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | COCOA FUTURE - IC Jul26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -1 | NC      | $-1972.16      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | MILL WHEAT EURO   Sep26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | FR        |         -16 | NC      | $-187.83       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | GASOLINE RBOB FUT Aug26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $-2759.40      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | GASOLINE RBOB FUT Aug26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $51697.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | CBOE VIX FUTURE   May26                                                          | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |         157 | NC      | $181415.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME NICKEL FUTURE Apr26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          44 | NC      | $635767.44     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME NICKEL FUTURE Apr26                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -44 | NC      | $-619927.44    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN MEAL FUTR May26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          80 | NC      | $-29450.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN MEAL FUTR May26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -10 | NC      | $-2580.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Euronext Paris Matif                                   | RAPESEED  EURO    Aug26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | FR        |          -4 | NC      | $-3727.62      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | WTI CRUDE FUTURE  Jun27                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          28 | NC      | $200960.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | LIVE CATTLE FUTR  Oct26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |           3 | NC      | $9950.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | CBOE VIX FUTURE   Jun26                                                          | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |         112 | NC      | $118891.15     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US LONG BOND(CBT) Jun26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         134 | NC      | $1648.47       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US LONG BOND(CBT) Jun26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -68 | NC      | $175437.47     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | COFF ROBUSTA 10tn Jul26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           3 | NC      | $680.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Washington Prime Group, Inc.                           | CANOLA FUTR (WCE) Jul26                                                          | CUSIP: 000000000<br>LEI: 549300BOSSK62Q47EQ80 | N/A              | DCO              |  | CA        |          -5 | NC      | $-1473.65      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | AUDUSD Crncy Fut  Jun26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         266 | NC      | $-634709.70    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | AUDUSD Crncy Fut  Jun26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        -190 | NC      | $321915.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | IODEX IO FUT      May26                                                          | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         401 | NC      | $-38512.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | S&P500 EMINI FUT  Jun26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         162 | NC      | $-1146552.99   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US ULTRA BOND CBT Jun26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          79 | NC      | $-15750.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US ULTRA BOND CBT Jun26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -112 | NC      | $423400.62     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | WHITE SUGAR (ICE) Aug26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -3 | NC      | $-3515.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US 5YR NOTE (CBT) Jun26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          64 | NC      | $-94390.61     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US 5YR NOTE (CBT) Jun26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -480 | NC      | $140874.53     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | VSTOXX Future     Apr26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          51 | NC      | $7913.73       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | CBOE VIX FUTURE   Jul26                                                          | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          28 | NC      | $-17978.67     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | EURO-BUXL 30Y BND Jun26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -80 | NC      | $-30551.44     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | CBOE VIX FUTURE   Aug26                                                          | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |         112 | NC      | $46016.79      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US 2YR NOTE (CBT) Jun26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         228 | NC      | $-371609.43    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US 2YR NOTE (CBT) Jun26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -848 | NC      | $163536.29     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | WHITE SUGAR (ICE) Oct26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -2 | NC      | $-1935.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | EURO-BOBL FUTURE  Jun26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          41 | NC      | $-81829.52     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | EURO-BOBL FUTURE  Jun26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -65 | NC      | $9386.58       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Euronext Paris Matif                                   | RAPESEED  EURO    Nov26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | FR        |          -1 | NC      | $-765.75       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | FCOJ-A FUTURE     May26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           1 | NC      | $-1410.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Korea Exchange (Futures Market)                        | KOREA 3YR BND FUT Jun26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |         157 | NC      | $-63552.38     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Korea Exchange (Futures Market)                        | KOREA 3YR BND FUT Jun26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |         -43 | NC      | $22204.81      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US 10yr Ultra Fut Jun26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          86 | NC      | $-145367.12    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US 10yr Ultra Fut Jun26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -24 | NC      | $12046.87      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | LONG GILT FUTURE  Jun26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         225 | NC      | $-947900.57    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | LONG GILT FUTURE  Jun26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          -6 | NC      | $39549.17      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | CBOE VIX FUTURE   Sep26                                                          | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |        -157 | NC      | $-68806.36     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | EURO-BUND FUTURE  Jun26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         145 | NC      | $-404316.36    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | EURO-BUND FUTURE  Jun26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -170 | NC      | $249952.38     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR NOTE (CBT)Jun26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1461 | NC      | $-284311.33    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR NOTE (CBT)Jun26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -636 | NC      | $172705.76     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | EURO-SCHATZ FUT   Jun26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        1427 | NC      | $-1715806.46   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal               | CAN 2YR BOND FUT  Jun26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          -4 | NC      | $416.94        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                         | JPN 10Y BOND(OSE) Jun26                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          70 | NC      | $-467884.19    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                         | JPN 10Y BOND(OSE) Jun26                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          -2 | NC      | $9388.49       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal               | CAN 5YR BOND FUT  Jun26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          -1 | NC      | $57.51         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal               | CAN 10YR BOND FUT Jun26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         227 | NC      | $-301071.09    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal               | CAN 10YR BOND FUT Jun26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          -1 | NC      | $-611.03       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Washington Prime Group, Inc.                           | CANOLA FUTR (WCE) Nov26                                                          | CUSIP: 000000000<br>LEI: 549300BOSSK62Q47EQ80 | N/A              | DCO              |  | CA        |          -2 | NC      | $-708.79       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | DAX INDEX FUTURE  Jun26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          14 | NC      | $-423590.13    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | DAX INDEX FUTURE  Jun26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          -1 | NC      | $12512.08      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | Short Euro-BTP Fu Jun26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           1 | NC      | $-416.11       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | Short Euro-BTP Fu Jun26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -191 | NC      | $-14769.29     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | Euro-BTP Future   Jun26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         139 | NC      | $-386500.77    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | Euro-BTP Future   Jun26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -6 | NC      | $5640.54       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CATTLE FEEDER FUT Aug26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |           2 | NC      | $20850.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | Euro-OAT Future   Jun26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         120 | NC      | $-369289.35    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | Euro-OAT Future   Jun26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -32 | NC      | $38096.83      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                    | AUST 3YR BOND FUT Jun26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          32 | NC      | $-5171.95      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEANS 5000 SEP 26                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -7 | NC      | $-6575.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | MILL WHEAT EURO   Dec26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | FR        |         -12 | NC      | $-1820.46      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | EURO STOXX 50     Jun26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         107 | NC      | $-79066.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | EURO STOXX 50     Jun26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -102 | NC      | $221206.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                         | NIKKEI 225  (OSE) Jun26                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |           7 | NC      | $-39519.86     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                         | NIKKEI 225  (OSE) Jun26                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         -11 | NC      | $154941.59     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | EURO FX CURR FUT  Jun26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          74 | NC      | $36468.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | EURO FX CURR FUT  Jun26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        -206 | NC      | $98864.63      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CHF CURRENCY FUT  Jun26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -87 | NC      | $250750.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | BP CURRENCY FUT   Jun26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         182 | NC      | $-91025.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | BP CURRENCY FUT   Jun26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        -115 | NC      | $25324.94      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                         | TOPIX INDX FUTR   Jun26                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          32 | NC      | $-74805.45     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                         | TOPIX INDX FUTR   Jun26                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          -7 | NC      | $31631.02      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                    | AUST 10Y BOND FUT Jun26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |           5 | NC      | $-3481.94      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                    | AUST 10Y BOND FUT Jun26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         -36 | NC      | $4057.13       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Korea Exchange (Futures Market)                        | KOSPI2 INX FUT    Jun26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KR        |          38 | NC      | $-583586.32    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | C$ CURRENCY FUT   Jun26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        -598 | NC      | $1027658.30    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                         | NIKKEI 225 MINI   Jun26                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        -103 | NC      | $140108.99     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | MEXICAN PESO FUT  Jun26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         478 | NC      | $-163258.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | JPN YEN CURR FUT  Jun26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         229 | NC      | $-3800.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | JPN YEN CURR FUT  Jun26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        -360 | NC      | $85563.38      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | NIKKEI 225  (SGX) Jun26                                                          | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |          -8 | NC      | $50234.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Korea Exchange (Futures Market)                        | KOREA 10YR BND FU Jun26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |           5 | NC      | $-5223.13      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Korea Exchange (Futures Market)                        | KOREA 10YR BND FU Jun26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |         -36 | NC      | $45101.65      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Life                                     | MSCI EmgMkt       Jun26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          34 | NC      | $-92400.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Life                                     | MSCI EmgMkt       Jun26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -10 | NC      | $25825.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | E-Mini Russ 2000  Jun26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               |  | US        |          44 | NC      | $138.84        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | E-Mini Russ 2000  Jun26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               |  | US        |         -59 | NC      | $14835.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | EURO STOXX BANK   Jun26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -18 | NC      | $6626.49       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                        | HSCEI Futures     Apr26                                                          | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |          -3 | NC      | $809.82        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zurich Stock Exchange                                  | SWISS MKT IX FUTR Jun26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CH        |          22 | NC      | $-19709.85     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | NEW ZEALAND $ FUT (100000) JUN 26                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DFE              |  | US        |          42 | NC      | $-78523.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | NEW ZEALAND $ FUT (100000) JUN 26                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DFE              |  | US        |         -85 | NC      | $100320.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Italian Derivatives Market                             | FTSE/MIB IDX FUT  Jun26                                                          | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |          24 | NC      | $-49707.33     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                    | SPI 200 FUTURES   Jun26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |          38 | NC      | $-73703.91     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                    | SPI 200 FUTURES   Jun26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |          -1 | NC      | $2449.32       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | FTSE 100 IDX FUT  Jun26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |          67 | NC      | $-126380.88    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal               | S&P/TSX 60 IX FUT Jun26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |          39 | NC      | $31721.67      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| South African Futures Exchange                         | FTSE/JSE TOP 40   Jun26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |         -18 | NC      | $24323.26      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                        | HANG SENG IDX FUT Apr26                                                          | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |          22 | NC      | $-78317.09     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                        | HANG SENG IDX FUT Apr26                                                          | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |         -15 | NC      | $8136.51       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nasdaq Stockholm AB                                    | OMXS30 IND FUTURE Apr26                                                          | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |         123 | NC      | $-87759.14     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                    | IBEX 35 INDX FUTR Apr26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | ES        |          -5 | NC      | $7703.73       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Euronext Paris Matif                                   | CAC40 10 EURO FUT Apr26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | FR        |          14 | NC      | $-21832.39     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Euronext Paris Matif                                   | CAC40 10 EURO FUT Apr26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | FR        |         -21 | NC      | $33565.89      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | STOXX 600 AUTO    Jun26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          -2 | NC      | $-1017.15      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | AMSTERDAM IDX FUT Apr26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | NL        |          -3 | NC      | $29115.86      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | S&P MID 400 EMINI Jun26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          -3 | NC      | $830.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CME ISRAELI SHEKEL FUTURES JUN 26                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          -6 | NC      | $5627.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | EURO/HUF X-RATE   Jun26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          10 | NC      | $18100.61      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | EURO/CZK X-RATE   Jun26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |           4 | NC      | $-2071.28      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | EURO/PLZ X-RATE   Jun26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          11 | NC      | $-6503.39      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | EUR/SWED KRNA     Jun26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          -1 | NC      | $-2177.38      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | EUR/NOR KRONE     Jun26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          -2 | NC      | $-1035.33      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Korea Exchange (Futures Market)                        | US DOLLAR FUT     Apr26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |        -290 | NC      | $-76989.48     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | CORN FUTURE       Mar27                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -1 | NC      | $-225.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| European Energy Exchange AG                            | Phelix DE Base M  May26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | DE        |          16 | NC      | $-39497.61     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | FTSE Taiwan Index Apr26                                                          | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |         -26 | NC      | $151530.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| National Securities Exchange                           | IFSC NIFTY 50 FUT Apr26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          12 | NC      | $-15664.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | MSCI SING IX ETS  Apr26                                                          | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |          36 | NC      | $1746.13       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | FTSE CHINA A50    Apr26                                                          | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | CN        |         341 | NC      | $2411.97       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | SA RAND CURR(CME) Jun26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          32 | NC      | $-5307.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN FUTURE    Aug26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -9 | NC      | $-2725.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | COTTON 1 DEC 26                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           2 | NC      | $2185.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | BRAZILIAN REAL FUTURE (100000) MAY 26                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         470 | NC      | $86292.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | EURIBOR 3MO (LIFFE) JUN 26                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -144 | NC      | $136245.82     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT JUN 26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -214 | NC      | $34495.48      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | ICE 3MTH SONIA DEC 26                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          12 | NC      | $132.37        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | ICE 3MTH SONIA DEC 26                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          -2 | NC      | $3044.28       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT DEC 26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         141 | NC      | $39362.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT DEC 26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -241 | NC      | $164137.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | EURIBOR 3MO (LIFFE) MAR 27                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         -32 | NC      | $39920.18      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT MAR 26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -13 | NC      | $9100.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT SEP 26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -350 | NC      | $126774.54     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT MAR 27                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -225 | NC      | $162111.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | ICE 3MTH SONIA SEP 26                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -50 | NC      | $53887.07      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | ICE 3MTH SONIA MAR 27                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          20 | NC      | $727.99        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | ICE 3MTH SONIA MAR 27                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          -2 | NC      | $2928.47       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | EURIBOR 3MO (LIFFE) SEP 26                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          25 | NC      | $-15156.09     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | EURIBOR 3MO (LIFFE) SEP 26                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         -12 | NC      | $10576.03      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS JUL 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -62 | NC      | $138850.04     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS OCT 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           9 | NC      | $-18723.33     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS OCT 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -17 | NC      | $35210.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS JUN 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -139 | NC      | $238006.85     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS DEC 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -49 | NC      | $161179.96     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS NOV 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -62 | NC      | $144419.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS SEP 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          41 | NC      | $-104773.76    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS AUG 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           5 | NC      | $-4160.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS MAY 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         109 | NC      | $-138607.91    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS MAY 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -103 | NC      | $154022.81     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT JAN27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -13 | NC      | $-31947.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT FEB27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -13 | NC      | $-14365.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT MAR27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -13 | NC      | $14885.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT APR27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -13 | NC      | $24570.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT MAY27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -13 | NC      | $25317.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT JUN27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -13 | NC      | $20897.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT JUL27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -13 | NC      | $14365.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT AUG27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -13 | NC      | $12610.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT SEP27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -13 | NC      | $13357.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT OCT27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -13 | NC      | $10692.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT NOV27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -13 | NC      | $2112.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | HENRY LD1 FIX FUT DEC27                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -13 | NC      | $-21352.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT JUN 27                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          13 | NC      | $912.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT JUN 27                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -150 | NC      | $85987.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS SEP 27                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $-80.00        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS JAN 27                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           6 | NC      | $-9960.01      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS OCT 27                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $100.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS JUL 27                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $0.00          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS APR 27                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $180.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS APR 27                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -21 | NC      | $26304.69      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS MAR 27                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          72 | NC      | $-124164.21    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS JUN 27                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $-380.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL  GAS AUG 27                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $-180.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL GAS FUTR  Feb27                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          94 | NC      | $-130568.09    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL GAS FUTR  May27                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $-190.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | EURIBOR 3MO (LIFFE) JUN 27                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           9 | NC      | $1285.88       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | EURIBOR 3MO (LIFFE) JUN 27                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         -10 | NC      | $8567.74       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT Sep27                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -172 | NC      | $53112.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | EURIBOR 3MO (LIFFE) SEP 27                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         -75 | NC      | $50814.05      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | EURIBOR 3MO (LIFFE) DEC 27                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         -74 | NC      | $30528.89      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | ICE 3MTH SONIA FU Sep27                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          -3 | NC      | $-661.81       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | ICE 3MTH SONIA JUN 27                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          12 | NC      | $-1373.24      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | ICE 3MTH SONIA JUN 27                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          -2 | NC      | $2349.39       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT Dec27                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -165 | NC      | $32616.55      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | EURIBOR 3MO (LIFFE) MAR 28                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         -16 | NC      | $1560.39       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | EURIBOR 3MO (LIFFE) JUN 28                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          -2 | NC      | $895.78        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE OIL (NY) DEC 26                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          25 | NC      | $322000.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE OIL (NY) DEC 27                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          18 | NC      | $142070.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | ICE 3MTH SONIA FU Dec27                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -17 | NC      | $1743.84       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | EURIBOR 3MO (LIFFE) DEC 26                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           3 | NC      | $404.54        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | EURIBOR 3MO (LIFFE) DEC 26                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         -13 | NC      | $12266.46      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT JUN 28                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -87 | NC      | $18237.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT MAR 28                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -108 | NC      | $16250.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                    | AUS 90 DAY BANK BILL DEC 26                                                      | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          13 | NC      | $-2592.85      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE Euronext Liffe                                    | ICE 3MTH SONIA FU Mar28                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -13 | NC      | $-2200.49      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT MAR 29                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -35 | NC      | $3475.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT SEP 28                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -51 | NC      | $4625.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE JUN 26                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         162 | NC      | $1245467.09    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE JUN 26                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          -6 | NC      | $-28410.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | WTI CRUDE FUTURE  Jun26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          38 | NC      | $73300.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | WTI CRUDE FUTURE  Jun26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -136 | NC      | $-1450660.80   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                    | AUS 90 DAY BANK BILL SEP 26                                                      | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          17 | NC      | $-3674.55      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                      | TTF NATURAL GAS (744) MAY 26                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | DE        |          55 | NC      | $11445.98      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT DEC 28                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -34 | NC      | $6462.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT JUN 29                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -26 | NC      | $1262.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal               | 3M CORRA FUTURES SEP 26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          -3 | NC      | $431.31        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER (LISTED) JUN 26                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         220 | NC      | $2925985.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER (LISTED) JUN 26                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -220 | NC      | $-4677464.50   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CARBON EMISSION (ICE) DEC 26                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         -30 | NC      | $-138503.42    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal               | 3M CORRA FUTURES DEC 26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          -4 | NC      | $862.63        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT SEP 29                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -15 | NC      | $850.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | 3 MONTH SOFR FUT DEC 29                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -11 | NC      | $137.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE FUTR  Dec26                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |           1 | NC      | $11900.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CRUDE OIL (ICE) JUN 26                                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |           1 | NC      | $3320.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | SUGAR (112000) MAY 26                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -1125 | NC      | $89606.05      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal               | 3M CORRA FUTURES MAR 27                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          -3 | NC      | $646.97        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| B3 SA - Brasil, Bolsa, Balcao                          | MINI BOVESPA FUT SWAP APR 26                                                     | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | N/A              | DE               |  | BR        |         729 | NC      | $133858.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| B3 SA - Brasil, Bolsa, Balcao                          | BMF US DOLLAR (SWAP) MAY 26                                                      | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | N/A              | DFE              |  | BR        |        -245 | NC      | $113854.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Acco Group Holdings Ltd                                | Acco Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |          -9 | NS      | $-12.06        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Adient PLC                                             | Adient PLC                                                                       | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |         400 | NS      | $8084.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Accelerant Holdings                                    | Accelerant Holdings                                                              | CUSIP: 000000000<br>LEI: 529900G48AUHCKJ6EU64 | Long             | EC               | CORP              | KY        |       17700 | NS      | $236472.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Accelerant Holdings                                    | Accelerant Holdings                                                              | CUSIP: 000000000<br>LEI: 529900G48AUHCKJ6EU64 | Short            | EC               | CORP              | KY        |      -10900 | NS      | $-145624.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Afya Ltd                                               | Afya Ltd                                                                         | CUSIP: 000000000<br>LEI: 54930008Y7J8Z1BSDT57 | Long             | EC               | CORP              | KY        |        2400 | NS      | $35688.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AGI Inc                                                | AGI Inc                                                                          | CUSIP: 000000000<br>LEI: 254900H6TRQ7CN3UUE86 | Long             | EC               | CORP              | KY        |       13253 | NS      | $96349.31      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Yueda Digital Holding                                  | Yueda Digital Holding                                                            | CUSIP: 000000000<br>LEI: 529900PGDUDB8WCIAX18 | Short            | EC               | CORP              | KY        |       -1400 | NS      | $-1349.47      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Allegion plc                                           | Allegion plc                                                                     | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Short            | EC               | CORP              | IE        |        -221 | NS      | $-32109.09     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Amcor PLC                                              | Amcor PLC                                                                        | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Short            | EC               | CORP              | JE        |      -87120 | NS      | $-3463020.00   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Amer Sports Inc                                        | Amer Sports Inc                                                                  | CUSIP: 000000000<br>LEI: 391200YCSWTRD1J21867 | Short            | EC               | CORP              | KY        |      -25300 | NS      | $-832876.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Alloy Finco Limited                                    | Alloy Finco Limited USD Holdco PIK Term Loan                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |       69235 | PA      | $232024.16     | 0.01%             | 2028-03-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Anglogold Ashanti Plc                                  | Anglogold Ashanti Plc                                                            | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Short            | EC               | CORP              | GB        |       -4900 | NS      | $-477064.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ambarella Inc                                          | Ambarella Inc                                                                    | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Short            | EC               | CORP              | KY        |       -1400 | NS      | $-72065.03     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arch Capital Group Ltd                                 | Arch Capital Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      114000 | NS      | $10942860.00   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Arcos Dorados Holdings Inc                             | Arcos Dorados Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 54930023P2MIZN13DQ85 | Short            | EC               | CORP              | VG        |       -3237 | NS      | $-26705.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NewGenIvf Group Ltd                                    | NewGenIvf Group Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |        -100 | NS      | $-226.00       | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| Arthur US Finco Inc                                    | Arthur US Finco Inc Term Loan B                                                  | CUSIP: 000000000<br>LEI: 254900YJ1VCSP18B5452 | Long             | LON              | CORP              | US        |     2915368 | PA      | $2588613.15    | 0.07%             | 2029-12-14      | Floating      | 8.95%                 | No            | 2                  | On Loan: No      |
| Arqit Quantum Inc                                      | Arqit Quantum Inc                                                                | CUSIP: 000000000<br>LEI: 254900G93Z1SN49J9J68 | Short            | EC               | CORP              | KY        |        -110 | NS      | $-1457.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Assured Guaranty Ltd                                   | Assured Guaranty Ltd                                                             | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |         600 | NS      | $48888.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca PLC                                        | AstraZeneca PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |           6 | NS      | $1183.32       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca PLC                                        | AstraZeneca PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Short            | EC               | CORP              | GB        |         -50 | NS      | $-9861.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Axis Capital Holdings Ltd                              | Axis Capital Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |         100 | NS      | $10141.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aura Minerals Inc                                      | Aura Minerals Inc                                                                | CUSIP: 000000000<br>LEI: 549300YIRI8PSDM2FV20 | Long             | EC               | CORP              | VG        |        2900 | NS      | $236640.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BBB Foods Inc                                          | BBB Foods Inc                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |       -3800 | NS      | $-134406.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Biohaven Ltd                                           | Biohaven Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |        4300 | NS      | $36378.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bitdeer Technologies Group                             | Bitdeer Technologies Group                                                       | CUSIP: 000000000<br>LEI: 2549007M2KGWVJ9XFP20 | Short            | EC               | CORP              | KY        |        -700 | NS      | $-6055.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bit Digital Inc                                        | Bit Digital Inc                                                                  | CUSIP: 000000000<br>LEI: 2549005XLPRWS7HWCM31 | Short            | EC               | CORP              | KY        |      -48809 | NS      | $-63939.79     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Accenture PLC                                          | Accenture PLC                                                                    | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |         400 | NS      | $79316.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Accenture PLC                                          | Accenture PLC                                                                    | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Short            | EC               | CORP              | IE        |       -1483 | NS      | $-294064.07    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Brera Holdings PLC                                     | Brera Holdings PLC                                                               | CUSIP: 000000000<br>LEI: 984500EE55766B5O3803 | Short            | EC               | CORP              | IE        |       -6500 | NS      | $-5096.01      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bullish                                                | Bullish                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -6800 | NS      | $-242964.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Cango Inc/KY                                           | Cango Inc/KY                                                                     | CUSIP: 000000000<br>LEI: 5299003TQHBB4QUSZB86 | Short            | EC               | CORP              | KY        |      -14300 | NS      | $-5877.26      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Capri Holdings Ltd                                     | Capri Holdings Ltd                                                               | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Short            | EC               | CORP              | VG        |        -100 | NS      | $-1762.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CCSC Technology International Holdings Ltd             | CCSC Technology International Holdings Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -200 | NS      | $-87.08        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| China Yuchai International Ltd                         | China Yuchai International Ltd                                                   | CUSIP: 000000000<br>LEI: 529900DHISUGAY2ARU76 | Long             | EC               | CORP              | BM        |         500 | NS      | $19250.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| China Natural Resources Inc                            | China Natural Resources Inc                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |          34 | NS      | $138.38        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cimpress PLC                                           | Cimpress PLC                                                                     | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Short            | EC               | CORP              | IE        |       -2100 | NS      | $-153300.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| China SXT Pharmaceuticals Inc                          | China SXT Pharmaceuticals Inc                                                    | CUSIP: 000000000<br>LEI: 5493006HSPECSOT1UH87 | Short            | EC               | CORP              | VG        |         -49 | NS      | $-82.32        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bit Origin Ltd                                         | Bit Origin Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300MXMBF4HBZ76I76 | Short            | EC               | CORP              | KY        |        -390 | NS      | $-873.60       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Clarivate PLC                                          | Clarivate PLC                                                                    | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Short            | EC               | CORP              | JE        |      -12100 | NS      | $-30613.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CN Energy Group Inc                                    | CN Energy Group Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |           2 | NS      | $0.82          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zeta Network Group                                     | Zeta Network Group                                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |         -50 | NS      | $-99.00        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Credicorp Ltd                                          | Credicorp Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Short            | EC               | CORP              | BM        |        -120 | NS      | $-40701.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Credo Technology Group Holding Ltd                     | Credo Technology Group Holding Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -327 | NS      | $-30695.49     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Crescent Biopharma Inc                                 | Crescent Biopharma Inc                                                           | CUSIP: 000000000<br>LEI: 549300TZ84FFU2J2J459 | Long             | EC               | CORP              | KY        |         200 | NS      | $3674.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CRH PLC                                                | CRH PLC                                                                          | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Short            | EC               | CORP              | IE        |      -13000 | NS      | $-1366560.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Creative Global Technology Holdings Ltd                | Creative Global Technology Holdings Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |          -6 | NS      | $-6.36         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Darkiris Inc                                           | Darkiris Inc                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -300 | NS      | $-87.03        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Critical Metals Corp                                   | Critical Metals Corp                                                             | CUSIP: 000000000<br>LEI: 984500158752F66VAE27 | Short            | EC               | CORP              | VG        |      -37700 | NS      | $-299338.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Cushman & Wakefield Ltd                                | Cushman & Wakefield Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |       -2600 | NS      | $-31876.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dole PLC                                               | Dole PLC                                                                         | CUSIP: 000000000<br>LEI: 635400JUG5XJXOPPJJ47 | Long             | EC               | CORP              | IE        |       16900 | NS      | $241501.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dlocal Ltd/Uruguay                                     | Dlocal Ltd/Uruguay                                                               | CUSIP: 000000000<br>LEI: 529900D15DJKVN3RCO35 | Long             | EC               | CORP              | KY        |         500 | NS      | $6485.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eaton Corp PLC                                         | Eaton Corp PLC                                                                   | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Short            | EC               | CORP              | IE        |       -6474 | NS      | $-2315555.58   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Cre8 Enterprise Ltd                                    | Cre8 Enterprise Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |          29 | NS      | $76.85         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Erayak Power Solution Group Inc                        | Erayak Power Solution Group Inc                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |          36 | NS      | $13.31         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Establishment Labs Holdings Inc                        | Establishment Labs Holdings Inc                                                  | CUSIP: 000000000<br>LEI: 549300BCBQ714JNJ7V58 | Long             | EC               | CORP              | VG        |        3500 | NS      | $198730.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Essent Group Ltd                                       | Essent Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |         400 | NS      | $23376.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Etoro Group Ltd                                        | Etoro Group Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800XPRPJK2X5QRG86 | Short            | EC               | CORP              | VG        |        -500 | NS      | $-15015.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Everbright Digital Holding Ltd                         | Everbright Digital Holding Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |          35 | NS      | $112.88        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Everest Group Ltd                                      | Everest Group Ltd                                                                | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |          40 | NS      | $13074.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aptiv PLC                                              | Aptiv PLC                                                                        | CUSIP: 000000000<br>LEI: 254900HTTDFIJZ32GX53 | Short            | EC               | CORP              | JE        |      -23000 | NS      | $-1597120.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Fangdd Network Group Ltd                               | Fangdd Network Group Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -200 | NS      | $-220.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fabrinet                                               | Fabrinet                                                                         | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Short            | EC               | CORP              | KY        |        -276 | NS      | $-143939.52    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ferroglobe PLC                                         | Ferroglobe PLC                                                                   | CUSIP: 000000000<br>LEI: 2138005GCFJACFTZUD90 | Short            | EC               | CORP              | GB        |       -2600 | NS      | $-10712.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fidelis Insurance Holdings Ltd                         | Fidelis Insurance Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | EC               | CORP              | BM        |         400 | NS      | $7644.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GMEX Robotics Corp                                     | GMEX Robotics Corp                                                               | CUSIP: 000000000<br>LEI: 254900V63NXOM0KJK029 | Short            | EC               | CORP              | VG        |        -300 | NS      | $-180.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FLEX LNG Ltd                                           | FLEX LNG Ltd                                                                     | CUSIP: 000000000<br>LEI: 21380084THHU3MPC3647 | Long             | EC               | CORP              | BM        |        1100 | NS      | $32681.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flutter Entertainment PLC                              | Flutter Entertainment PLC                                                        | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Short            | EC               | CORP              | IE        |      -27960 | NS      | $-2850522.00   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Founder Group Ltd                                      | Founder Group Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |         -57 | NS      | $-155.04       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fresh Del Monte Produce Inc                            | Fresh Del Monte Produce Inc                                                      | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Short            | EC               | CORP              | KY        |        -100 | NS      | $-4026.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FTAI Aviation Ltd                                      | FTAI Aviation Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -2819 | NS      | $-690655.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Generation Essentials Group/The                        | Generation Essentials Group/The                                                  | CUSIP: 000000000<br>LEI: 391200FAICBNPOIFB794 | Long             | EC               | CORP              | KY        |          24 | NS      | $29.28         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Geopark Ltd                                            | Geopark Ltd                                                                      | CUSIP: 000000000<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | EC               | CORP              | BM        |         400 | NS      | $3800.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GH Research PLC                                        | GH Research PLC                                                                  | CUSIP: 000000000<br>LEI: 875500HKJS7QQG6EWH62 | Short            | EC               | CORP              | IE        |        -300 | NS      | $-4218.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GIBO Holdings Ltd                                      | GIBO Holdings Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |         -26 | NS      | $-34.84        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GigaCloud Technology Inc                               | GigaCloud Technology Inc                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -9300 | NS      | $-422034.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| E-Power Inc                                            | E-Power Inc                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |          27 | NS      | $20.86         | 0.00%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Genius Sports Ltd                                      | Genius Sports Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | GG        |       -9500 | NS      | $-42085.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GLOBALFOUNDRIES Inc                                    | GLOBALFOUNDRIES Inc                                                              | CUSIP: 000000000<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | KY        |       10400 | NS      | $462592.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GLOBALFOUNDRIES Inc                                    | GLOBALFOUNDRIES Inc                                                              | CUSIP: 000000000<br>LEI: 549300BA76VK784VMX48 | Short            | EC               | CORP              | KY        |        -368 | NS      | $-16368.64     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Golden Heaven Group Holdings Ltd                       | Golden Heaven Group Holdings Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |           7 | NS      | $12.18         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gambling.com Group Ltd                                 | Gambling.com Group Ltd                                                           | CUSIP: 000000000<br>LEI: 254900PUNXQ3N26IMU63 | Short            | EC               | CORP              | JE        |       -2500 | NS      | $-9700.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fusion Fuel Green PLC                                  | Fusion Fuel Green PLC                                                            | CUSIP: 000000000<br>LEI: 635400GWH5YE1XNIVG85 | Short            | EC               | CORP              | IE        |         -11 | NS      | $-30.58        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Globavend Holdings Ltd                                 | Globavend Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -160 | NS      | $-356.80       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gorilla Technology Group Inc                           | Gorilla Technology Group Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -7200 | NS      | $-75816.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Greenlight Capital Re Ltd                              | Greenlight Capital Re Ltd                                                        | CUSIP: 000000000<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               | CORP              | KY        |         600 | NS      | $10374.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Grab Holdings Ltd                                      | Grab Holdings Ltd                                                                | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Short            | EC               | CORP              | KY        |      -21000 | NS      | $-76860.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Guardforce AI Co Ltd                                   | Guardforce AI Co Ltd                                                             | CUSIP: 000000000<br>LEI: 25490014E64X3SIYL889 | Short            | EC               | CORP              | KY        |       -5600 | NS      | $-2511.04      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| James Hardie Industries PLC                            | James Hardie Industries PLC                                                      | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Short            | EC               | CORP              | IE        |      -13522 | NS      | $-256106.68    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Haoxi Health Technology Ltd                            | Haoxi Health Technology Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -200 | NS      | $-210.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Helen of Troy Ltd                                      | Helen of Troy Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |        -400 | NS      | $-5768.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Herbalife Ltd                                          | Herbalife Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |        8500 | NS      | $125120.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IBEX Holdings Ltd                                      | IBEX Holdings Ltd                                                                | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | BM        |        1600 | NS      | $42912.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IHS Holding Ltd                                        | IHS Holding Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | EC               | CORP              | KY        |       10100 | NS      | $83123.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICON PLC                                               | ICON PLC                                                                         | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Short            | EC               | CORP              | IE        |      -14900 | NS      | $-1648834.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Ichor Holdings Ltd                                     | Ichor Holdings Ltd                                                               | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |        1700 | NS      | $79237.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Inlif Ltd.                                             | INLIF LTD                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -2094 | NS      | $-673.21       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Brightstar Lottery PLC                                 | Brightstar Lottery PLC                                                           | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Short            | EC               | CORP              | GB        |        -700 | NS      | $-8918.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Weatherford International PLC                          | Weatherford International PLC                                                    | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Short            | EC               | CORP              | IE        |       -2200 | NS      | $-208076.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Johnson Controls International plc                     | Johnson Controls International plc                                               | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |          87 | NS      | $11392.65      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J-Long Group Ltd                                       | J-Long Group Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |          45 | NS      | $314.10        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kestra Medical Technologies Ltd                        | Kestra Medical Technologies Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       13253 | NS      | $264132.29     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kestra Medical Technologies Ltd                        | Kestra Medical Technologies Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |        -100 | NS      | $-1993.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kiniksa Pharmaceuticals International Plc              | Kiniksa Pharmaceuticals International Plc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |         500 | NS      | $24075.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Klarna Group PLC                                       | Klarna Group PLC                                                                 | CUSIP: 000000000<br>LEI: 636700HER4JIK7GZUN17 | Long             | EC               | CORP              | GB        |       15102 | NS      | $197685.18     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Klarna Group PLC                                       | Klarna Group PLC                                                                 | CUSIP: 000000000<br>LEI: 636700HER4JIK7GZUN17 | Short            | EC               | CORP              | GB        |        -200 | NS      | $-2618.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kyivstar Group Ltd                                     | Kyivstar Group Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       56570 | NS      | $572488.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Leishen Energy Holding Co Ltd                          | Leishen Energy Holding Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |          29 | NS      | $131.66        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lianhe Sowell International Group Ltd                  | Lianhe Sowell International Group Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |          44 | NS      | $6.69          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Linde PLC                                              | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |       33340 | NS      | $16528638.40   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| MicroCloud Hologram Inc                                | MicroCloud Hologram Inc                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -1267 | NS      | $-2597.35      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LivaNova PLC                                           | LivaNova PLC                                                                     | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Short            | EC               | CORP              | GB        |        -400 | NS      | $-25424.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lifezone Metals Ltd                                    | Lifezone Metals Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IM        |        -500 | NS      | $-1680.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Manchester United Plc                                  | Manchester United Plc                                                            | CUSIP: 000000000<br>LEI: 529900GWGZPE83MJOV59 | Short            | EC               | CORP              | KY        |        -400 | NS      | $-6728.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chaince Digital Holdings Inc                           | Chaince Digital Holdings Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -2100 | NS      | $-8358.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic PLC                                          | Medtronic PLC                                                                    | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Short            | EC               | CORP              | IE        |        -941 | NS      | $-81537.65     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Megan Holdings Ltd.                                    | MEGAN HOLDINGS LTD-CL A                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -600 | NS      | $-105.12       | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| Marex Group PLC                                        | Marex Group PLC                                                                  | CUSIP: 000000000<br>LEI: 549300DWX0SVICJAL507 | Long             | EC               | CORP              | GB        |       18262 | NS      | $814119.96     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Marex Group PLC                                        | Marex Group PLC                                                                  | CUSIP: 000000000<br>LEI: 549300DWX0SVICJAL507 | Short            | EC               | CORP              | GB        |       -1019 | NS      | $-45427.02     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mega Matrix Inc                                        | Mega Matrix Inc                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -800 | NS      | $-608.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BTC Digital Ltd                                        | BTC Digital Ltd                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |         -36 | NS      | $-40.32        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| mF International Ltd                                   | mF International Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |        -100 | NS      | $-1032.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MicroAlgo Inc                                          | MicroAlgo Inc                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -1363 | NS      | $-4743.24      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Global Ltd                                     | Liberty Global Ltd                                                               | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Short            | EC               | CORP              | BM        |       -1000 | NS      | $-12090.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MMTEC Inc                                              | MMTEC Inc                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |       -1795 | NS      | $-8472.40      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alpha & Omega Semiconductor Ltd                        | Alpha & Omega Semiconductor Ltd                                                  | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |        2500 | NS      | $55400.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Iterum Therapeutics plc                                | Iterum Therapeutics plc                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IE        |      -11513 | NS      | $-345.39       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nabors Industries Ltd                                  | Nabors Industries Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |         500 | NS      | $43030.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NIQ Global Intelligence Plc                            | NIQ Global Intelligence Plc                                                      | CUSIP: 000000000<br>LEI: 529900Z0P0XAM4O3H416 | Long             | EC               | CORP              | IE        |       35312 | NS      | $401497.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NIQ Global Intelligence Plc                            | NIQ Global Intelligence Plc                                                      | CUSIP: 000000000<br>LEI: 529900Z0P0XAM4O3H416 | Short            | EC               | CORP              | IE        |       -6400 | NS      | $-72768.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| National Energy Services Reunited Corp                 | National Energy Services Reunited Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |         100 | NS      | $2147.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Neo-Concept International Group Holdings Ltd           | Neo-Concept International Group Holdings Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |          -7 | NS      | $-12.46        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Newegg Commerce Inc                                    | Newegg Commerce Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |           5 | NS      | $206.55        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Joby Aviation Inc                                      | Joby Aviation Inc                                                                | CUSIP: 000000000<br>LEI: 254900NMVFUM8FO88E56 | Short            | EC               | CORP              | US        |      -80700 | NS      | $-666582.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Noble Corp PLC                                         | Noble Corp PLC                                                                   | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Short            | EC               | CORP              | GB        |       -7648 | NS      | $-375287.36    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Nomad Foods Ltd                                        | Nomad Foods Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | VG        |        3100 | NS      | $29791.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                     | Norwegian Cruise Line Holdings Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |        -900 | NS      | $-16830.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                         | NU Holdings Ltd/Cayman Islands                                                   | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |       70559 | NS      | $1013932.83    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| nVent Electric PLC                                     | nVent Electric PLC                                                               | CUSIP: 000000000<br>LEI: 254900LK60A9DK5W5N81 | Short            | EC               | CORP              | IE        |        -300 | NS      | $-35484.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OMS Energy Technologies Inc                            | OMS Energy Technologies Inc                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |         500 | NS      | $2160.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oriental Rise Holdings Ltd                             | Oriental Rise Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |         -40 | NS      | $-26.15        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Orangekloud Technology Inc                             | Orangekloud Technology Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -600 | NS      | $-624.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Oriental Culture Holding Ltd                           | Oriental Culture Holding Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -500 | NS      | $-315.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OneConstruction Group Ltd                              | OneConstruction Group Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |         -34 | NS      | $-70.72        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pangaea Logistics Solutions Ltd                        | Pangaea Logistics Solutions Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |         700 | NS      | $4956.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Park Ha Biological Technology Co Ltd                   | Park Ha Biological Technology Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -400 | NS      | $-420.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Patria Investments Ltd                                 | Patria Investments Ltd                                                           | CUSIP: 000000000<br>LEI: 254900MZMZN2NNVXYO82 | Short            | EC               | CORP              | KY        |       -8400 | NS      | $-105840.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Paysafe Ltd                                            | Paysafe Ltd                                                                      | CUSIP: 000000000<br>LEI: 2138003K6PVDCI5TBN11 | Long             | EC               | CORP              | BM        |         275 | NS      | $1872.75       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ohmyhome LTD                                           | Ohmyhome LTD                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -200 | NS      | $-246.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pershing Square Holdings Ltd/Fund                      | Pershing Square Holdings Ltd/Fund                                                | CUSIP: 000000000<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | EC               | RF                | GG        |      717214 | NS      | $37707485.60   | 1.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Pop Culture Group Co Ltd                               | Pop Culture Group Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |          40 | NS      | $12.11         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| X3 Holdings Co Ltd                                     | X3 Holdings Co Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |           2 | NS      | $2.08          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aurelion Inc                                           | Aurelion Inc                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |           2 | NS      | $4.40          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PTL Ltd                                                | PTL Ltd                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |        -415 | NS      | $-2386.25      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Jiade Ltd                                              | Jiade Ltd                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |          -7 | NS      | $-12.04        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Real Messenger Corp                                    | Real Messenger Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -1099 | NS      | $-698.96       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Reitar Logtech Holdings Ltd                            | Reitar Logtech Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               |  | KY        |       -1000 | NS      | $-508.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ReNew Energy Global PLC                                | ReNew Energy Global PLC                                                          | CUSIP: 000000000<br>LEI: 254900SL77LA2KAG7R65 | Short            | EC               | CORP              | GB        |       -1000 | NS      | $-4580.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rezolve AI PLC                                         | Rezolve AI PLC                                                                   | CUSIP: 000000000<br>LEI: 2138007EPO6C1AEMWX44 | Short            | EC               | CORP              | GB        |     -127600 | NS      | $-326656.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Roivant Sciences Ltd                                   | Roivant Sciences Ltd                                                             | CUSIP: 000000000<br>LEI: 549300DL466NY5J6U724 | Short            | EC               | CORP              | BM        |      -30000 | NS      | $-831000.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Royalty Pharma PLC                                     | Royalty Pharma PLC                                                               | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |         200 | NS      | $9594.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryde Group Ltd                                         | Ryde Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 875500VU79UFY3DY1662 | Short            | EC               | CORP              | KY        |       -1400 | NS      | $-764.39       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SFL Corp Ltd                                           | SFL Corp Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Short            | EC               | CORP              | BM        |      -13000 | NS      | $-140270.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Seagate Technology Holdings PLC                        | Seagate Technology Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |        1336 | NS      | $523391.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Seadrill Ltd                                           | Seadrill Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800EQ6L456U2JCO89 | Short            | EC               | CORP              | BM        |      -11900 | NS      | $-541450.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Pentair PLC                                            | Pentair PLC                                                                      | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Short            | EC               | CORP              | IE        |        -500 | NS      | $-43555.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SharkNinja Inc                                         | SharkNinja Inc                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -3399 | NS      | $-359954.10    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Shell PLC                                              | Shell PLC                                                                        | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       15016 | NS      | $702164.28     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Signet Jewelers Ltd                                    | Signet Jewelers Ltd                                                              | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Short            | EC               | CORP              | BM        |      -12400 | NS      | $-1049536.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Smart Logistics Global Ltd                             | Smart Logistics Global Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |         -28 | NS      | $-20.44        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SMJ International Holdings Inc                         | SMJ International Holdings Inc                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -100 | NS      | $-310.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Smurfit Westrock PLC                                   | Smurfit Westrock PLC                                                             | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Short            | EC               | CORP              | IE        |      -77200 | NS      | $-3076420.00   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Solowin Holdings                                       | Solowin Holdings                                                                 | CUSIP: 000000000<br>LEI: 391200NQUBGZZ1Y0SD27 | Short            | EC               | CORP              | KY        |        -289 | NS      | $-1017.28      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Star Fashion Culture Holdings Ltd                      | Star Fashion Culture Holdings Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |         -37 | NS      | $-149.11       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| STERIS PLC                                             | STERIS PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |         700 | NS      | $154791.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| StoneCo Ltd                                            | StoneCo Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Short            | EC               | CORP              | KY        |      -10800 | NS      | $-152496.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Super Group SGHC Ltd                                   | Super Group SGHC Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | GG        |       -1500 | NS      | $-16200.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tantech Holdings Ltd                                   | Tantech Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |         -40 | NS      | $-23.56        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TE Connectivity PLC                                    | TE Connectivity PLC                                                              | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |        7112 | NS      | $1486550.24    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| TechnipFMC PLC                                         | TechnipFMC PLC                                                                   | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Short            | EC               | CORP              | GB        |       -1400 | NS      | $-96782.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tecnoglass Inc                                         | Tecnoglass Inc                                                                   | CUSIP: 000000000<br>LEI: 529900YRWTPOC2E6IO67 | Short            | EC               | CORP              | KY        |        -300 | NS      | $-13365.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Teekay Tankers Ltd                                     | Teekay Tankers Ltd                                                               | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Short            | EC               | CORP              | BM        |         -37 | NS      | $-2712.84      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Theravance Biopharma Inc                               | Theravance Biopharma Inc                                                         | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |        6000 | NS      | $97380.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tiziana Life Sciences Ltd                              | Tiziana Life Sciences Ltd                                                        | CUSIP: 000000000<br>LEI: 984500769407C5E46F42 | Short            | EC               | CORP              | BM        |       -1200 | NS      | $-1404.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Trane Technologies PLC                                 | Trane Technologies PLC                                                           | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Short            | EC               | CORP              | IE        |         -27 | NS      | $-11251.98     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tronox Holdings PLC                                    | Tronox Holdings PLC                                                              | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |        3400 | NS      | $33218.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TROOPS Inc                                             | TROOPS Inc                                                                       | CUSIP: 000000000<br>LEI: 529900V9GM18A5WVNQ34 | Short            | EC               | CORP              | KY        |        -700 | NS      | $-1428.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| U-BX Technology Ltd                                    | U-BX Technology Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -100 | NS      | $-334.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vojvodinapromet doo Vrbas                              | Vojvodinapromet doo Vrbas                                                        | CUSIP: 000000000<br>LEI: 549300ODRTEH2PFA0F45 | Short            | EC               | CORP              | RS        |       -9100 | NS      | $-20930.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UTime Ltd                                              | UTime Ltd                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |           1 | NS      | $2.60          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wah Fu Education Group Ltd                             | Wah Fu Education Group Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |         700 | NS      | $1120.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vinci Compass Investments Ltd                          | Vinci Compass Investments Ltd                                                    | CUSIP: 000000000<br>LEI: 254900WV6Y7P21PJ5B49 | Long             | EC               | CORP              | KY        |         200 | NS      | $2110.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Golar LNG Ltd                                          | Golar LNG Ltd                                                                    | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |        1000 | NS      | $54110.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Valaris Ltd                                            | Valaris Ltd                                                                      | CUSIP: 000000000<br>LEI: 5299008BQ9IREYWBTS30 | Short            | EC               | CORP              | BM        |      -17400 | NS      | $-1705896.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| VTEX                                                   | VTEX                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -1200 | NS      | $-4800.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vertical Aerospace Ltd                                 | Vertical Aerospace Ltd                                                           | CUSIP: 000000000<br>LEI: 9845002F3CF4E56DA491 | Short            | EC               | CORP              | KY        |      -11500 | NS      | $-25415.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Virax Biolabs Group Ltd                                | Virax Biolabs Group Ltd                                                          | CUSIP: 000000000<br>LEI: 25490017YHIJPOXAXI93 | Long             | EC               | CORP              | KY        |          24 | NS      | $5.28          | 0.00%             |  |  |  | Yes           | 1                  | On Loan: No      |
| VS Media Holdings Ltd.                                 | VS MEDIA HOLDINGS LTD-CL A                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |        -818 | NS      | $-818.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Waton Financial Ltd                                    | Waton Financial Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |        -463 | NS      | $-1546.42      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Meiwu Technology Co Ltd                                | Meiwu Technology Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |          50 | NS      | $4.03          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Whitefiber Inc                                         | Whitefiber Inc                                                                   | CUSIP: 000000000<br>LEI: 254900VTG8XTRF3IQN65 | Short            | EC               | CORP              | KY        |        -500 | NS      | $-5955.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Willis Towers Watson PLC                               | Willis Towers Watson PLC                                                         | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Short            | EC               | CORP              | IE        |       -2880 | NS      | $-837216.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| WiMi Hologram Cloud Inc                                | WiMi Hologram Cloud Inc                                                          | CUSIP: 000000000<br>LEI: 25490023IKJN5F1FKH37 | Short            | EC               | CORP              | KY        |         -10 | NS      | $-19.20        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| VCI Global Ltd                                         | VCI Global Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900ZXN2V35FXINY45 | Short            | EC               | CORP              | VG        |          -6 | NS      | $-8.58         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| XP Inc                                                 | XP Inc                                                                           | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Short            | EC               | CORP              | KY        |        -400 | NS      | $-7616.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Youxin Technology Ltd                                  | Youxin Technology Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -100 | NS      | $-97.00        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| YY Group Holding Ltd                                   | YY Group Holding Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |       -1200 | NS      | $-1260.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ABB Ltd                                                | ABB Ltd                                                                          | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Short            | EC               | CORP              | CH        |       -2038 | NS      | $-165705.53    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ADC Therapeutics SA                                    | ADC Therapeutics SA                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        2191 | NS      | $8216.25       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aebi Schmidt Holding AG                                | Aebi Schmidt Holding AG                                                          | CUSIP: 000000000<br>LEI: 506700TN58RT735OV464 | Short            | EC               | CORP              | CH        |        -800 | NS      | $-7768.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alcon AG                                               | Alcon AG                                                                         | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Short            | EC               | CORP              | CH        |        -800 | NS      | $-60280.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bunge Global SA                                        | Bunge Global SA                                                                  | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Short            | EC               | CORP              | CH        |       -4900 | NS      | $-623280.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chubb Ltd                                              | Chubb Ltd                                                                        | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |           6 | NS      | $1955.58       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chubb Ltd                                              | Chubb Ltd                                                                        | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Short            | EC               | CORP              | CH        |         -60 | NS      | $-19555.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CRISPR Therapeutics AG                                 | CRISPR Therapeutics AG                                                           | CUSIP: 000000000<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |        3200 | NS      | $152224.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cie Financiere Richemont SA                            | Cie Financiere Richemont SA                                                      | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |         649 | NS      | $114591.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Amrize Ltd                                             | Amrize Ltd                                                                       | CUSIP: 000000000<br>LEI: 529900SLCCO6K43P8146 | Long             | EC               | CORP              | CH        |        2100 | NS      | $117642.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amrize Ltd                                             | Amrize Ltd                                                                       | CUSIP: 000000000<br>LEI: 529900SLCCO6K43P8146 | Short            | EC               | CORP              | CH        |        -348 | NS      | $-19494.96     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Galderma Group AG                                      | Galderma Group AG                                                                | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |        1977 | NS      | $388546.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |       14419 | NS      | $562311.16     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Short            | EC               | CORP              | CH        |       -5865 | NS      | $-229145.55    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Julius Baer Group Ltd                                  | Julius Baer Group Ltd                                                            | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Short            | EC               | CORP              | CH        |        -561 | NS      | $-41263.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Lithium Argentina AG                                   | Lithium Argentina AG                                                             | CUSIP: 000000000<br>LEI: 25490091H0GF6CS01G98 | Short            | EC               | CORP              | CH        |        -100 | NS      | $-668.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Logitech International SA                              | Logitech International SA                                                        | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Short            | EC               | CORP              | CH        |        -728 | NS      | $-66863.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| On Holding AG                                          | On Holding AG                                                                    | CUSIP: 000000000<br>LEI: 506700FB3467B9W95526 | Short            | EC               | CORP              | CH        |       -5200 | NS      | $-176904.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Partners Group Holding AG                              | Partners Group Holding AG                                                        | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Short            | EC               | CORP              | CH        |         -66 | NS      | $-71137.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Roche Holding AG                                       | Roche Holding AG                                                                 | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Short            | EC               | CORP              | CH        |         -41 | NS      | $-16362.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sportradar Group AG                                    | Sportradar Group AG                                                              | CUSIP: 000000000<br>LEI: 549300H1P33YOAT7Z533 | Short            | EC               | CORP              | CH        |       -1300 | NS      | $-21762.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Transocean Ltd                                         | Transocean Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |      239233 | NS      | $1586114.79    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Disco Corp                                             | Disco Corp                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | JP        |        -100 | NS      | $-40758.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fujikura Ltd.                                          | FUJIKURA LIMITED                                                                 | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |        2900 | NS      | $79755.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Furukawa Co. Ltd.                                      | FURUKAWA CO LTD                                                                  | CUSIP: 000000000<br>LEI: 353800PX0BWY7U1VKE72 | Short            | EC               | CORP              | JP        |        -100 | NS      | $-2793.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Japan Exchange Group Inc                               | Japan Exchange Group Inc                                                         | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |        8700 | NS      | $101598.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lasertec Corp.                                         | LASERTEC CORPORATION                                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | JP        |        -100 | NS      | $-22257.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Renesas Electronics Corp                               | Renesas Electronics Corp                                                         | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Short            | EC               | CORP              | JP        |        -200 | NS      | $-2859.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Nintendo Co Ltd                                        | Nintendo Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Short            | EC               | CORP              | JP        |        -400 | NS      | $-22834.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SANRIO CO LTD                                          | SANRIO CO LTD                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        5200 | NS      | $32329.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SCREEN Holdings Co. Ltd.                               | SCREEN HOLDINGS CO LTD                                                           | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Short            | EC               | CORP              | JP        |        -100 | NS      | $-5957.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SoftBank Group Corp                                    | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |         300 | NS      | $7304.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sony Group Corp                                        | Sony Group Corp                                                                  | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |         400 | NS      | $8337.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SUMCO Corp.                                            | SUMCO CORP                                                                       | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Short            | EC               | CORP              | JP        |        -200 | NS      | $-2209.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AP Moller - Maersk A/S                                 | AP Moller - Maersk A/S                                                           | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Short            | EC               | CORP              | DK        |         -16 | NS      | $-39966.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Novo Nordisk A/S                                       | Novo Nordisk A/S                                                                 | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Short            | EC               | CORP              | DK        |        -273 | NS      | $-9750.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vestas Wind Systems A/S                                | Vestas Wind Systems A/S                                                          | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Short            | EC               | CORP              | DK        |       -1401 | NS      | $-42269.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Adecoagro SA                                           | Adecoagro SA                                                                     | CUSIP: 000000000<br>LEI: 529900Q00UR5LFELO811 | Long             | EC               | CORP              | LU        |         800 | NS      | $12016.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alvotech SA                                            | Alvotech SA                                                                      | CUSIP: 000000000<br>LEI: 222100DCZBOWV5DZ8372 | Short            | EC               | CORP              | LU        |       -5000 | NS      | $-17150.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ardagh Metal Packaging SA                              | Ardagh Metal Packaging SA                                                        | CUSIP: 000000000<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               | CORP              | LU        |         100 | NS      | $405.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Millicom International Cellular SA                     | Millicom International Cellular SA                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Short            | EC               | CORP              | LU        |       -4600 | NS      | $-344724.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Nexa Resources SA                                      | Nexa Resources SA                                                                | CUSIP: 000000000<br>LEI: 549300QRMRHM7GAU7L47 | Long             | EC               | CORP              | LU        |       11600 | NS      | $122844.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Orion SA                                               | Orion SA                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |         800 | NS      | $5200.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RAIZEN FUELS FINANCE                                   | Raizen Fuels Finance SA                                                          | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     2757000 | PA      | $1454317.50    | 0.04%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| Spotify Technology SA                                  | Spotify Technology SA                                                            | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Short            | EC               | CORP              | LU        |       -2380 | NS      | $-1154085.80   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| LEARFIELD COMMUNICATIONS EQUITY                        | LEARFIELD COMMUNICATIONS EQUITY                                                  | CUSIP: 000000000<br>LEI: 549300177GK4LMS8T214 | Long             | EC               | CORP              | US        |       91802 | NS      | $10281824.00   | 0.28%             |  |  |  | No            | 3                  | On Loan: No      |
| Castle US Holding Corporation                          | Castle US Holding Corporation EUR Term Loan                                      | CUSIP: 14852DAD3<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |           0 | PA      | $-0.01         | -0.00%            | 2027-01-29      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| AudioCodes Ltd                                         | AudioCodes Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900TA48138NEVR854 | Long             | EC               | CORP              | IL        |        1300 | NS      | $10933.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arbe Robotics Ltd                                      | Arbe Robotics Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |      -32300 | NS      | $-19703.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Birkenstock Holding Plc                                | Birkenstock Holding Plc                                                          | CUSIP: 000000000<br>LEI: 529900CQ8LQKQ7LIT631 | Short            | EC               | CORP              | JE        |       -9100 | NS      | $-326053.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Camtek Ltd/Israel                                      | Camtek Ltd/Israel                                                                | CUSIP: 000000000<br>LEI: 5493000H80W07HCKGS43 | Long             | EC               | CORP              | IL        |        2800 | NS      | $424508.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Check Cap Ltd                                          | Check Cap Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300VKJF3TJ17U4U73 | Short            | EC               | CORP              | IL        |        -200 | NS      | $-322.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cognyte Software Ltd                                   | Cognyte Software Ltd                                                             | CUSIP: 000000000<br>LEI: 2549006L803IRJC67B33 | Long             | EC               | CORP              | IL        |        1500 | NS      | $12150.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Compugen Ltd                                           | Compugen Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        4700 | NS      | $10011.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Brenmiller Energy Ltd                                  | Brenmiller Energy Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |        -400 | NS      | $-241.15       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Frontline PLC                                          | Frontline PLC                                                                    | CUSIP: 000000000<br>LEI: 5493004BCIKYU1YL3H63 | Long             | EC               | CORP              | CY        |        1000 | NS      | $34860.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Galmed Pharmaceuticals Ltd                             | Galmed Pharmaceuticals Ltd                                                       | CUSIP: 000000000<br>LEI: 549300FL07PJ8ICSMD04 | Long             | EC               | CORP              | IL        |         272 | NS      | $131.43        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gauzy Ltd                                              | Gauzy Ltd                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |        -190 | NS      | $-145.17       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fiverr International Ltd                               | Fiverr International Ltd                                                         | CUSIP: 000000000<br>LEI: 549300Z8OREY6THCPF67 | Long             | EC               | CORP              | IL        |        5600 | NS      | $56112.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Global-e Online Ltd                                    | Global-e Online Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |      -13600 | NS      | $-419560.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Innoviz Technologies Ltd                               | Innoviz Technologies Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |        -400 | NS      | $-253.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hub Cyber Security Ltd                                 | Hub Cyber Security Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |         -46 | NS      | $-4.57         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JFrog Ltd                                              | JFrog Ltd                                                                        | CUSIP: 000000000<br>LEI: 2549002N8E00AY49G567 | Short            | EC               | CORP              | IL        |       -1500 | NS      | $-70395.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kamada Ltd                                             | Kamada Ltd                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         700 | NS      | $5838.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kornit Digital Ltd                                     | Kornit Digital Ltd                                                               | CUSIP: 000000000<br>LEI: 5299006DPCQWP3VTFK34 | Short            | EC               | CORP              | IL        |        -700 | NS      | $-10262.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nano-X Imaging Ltd                                     | Nano-X Imaging Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |       -2400 | NS      | $-5448.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NeuroSense Therapeutics Ltd                            | NeuroSense Therapeutics Ltd                                                      | CUSIP: 000000000<br>LEI: 254900UWMHXRH1IZPT20 | Short            | EC               | CORP              | IL        |        -300 | NS      | $-226.52       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Oddity Tech Ltd                                        | Oddity Tech Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900QH12XZS53G0V57 | Long             | EC               | CORP              | IL        |         900 | NS      | $12042.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PRF Technologies Ltd                                   | PRF Technologies Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |          41 | NS      | $83.23         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Perion Network Ltd                                     | Perion Network Ltd                                                               | CUSIP: 000000000<br>LEI: 529900SL7HYNVD6HG708 | Short            | EC               | CORP              | IL        |        -700 | NS      | $-6993.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ParaZero Technologies Ltd                              | ParaZero Technologies Ltd                                                        | CUSIP: 000000000<br>LEI: 529900BS3UB6DVZH4968 | Short            | EC               | CORP              | IL        |       -6750 | NS      | $-5204.27      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Monday.com Ltd                                         | Monday.com Ltd                                                                   | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |       11200 | NS      | $774032.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Pagaya Technologies Ltd                                | Pagaya Technologies Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        9800 | NS      | $114170.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rail Vision Ltd                                        | Rail Vision Ltd                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |        -653 | NS      | $-5406.84      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lifeward Ltd                                           | Lifeward Ltd                                                                     | CUSIP: 000000000<br>LEI: 529900YOD61G7ECPV281 | Short            | EC               | CORP              | IL        |         -50 | NS      | $-331.50       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| REE Automotive Ltd                                     | REE Automotive Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |       -1057 | NS      | $-633.81       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Taboola.com Ltd                                        | Taboola.com Ltd                                                                  | CUSIP: 000000000<br>LEI: 984500F5945AFAFFCB30 | Long             | EC               | CORP              | IL        |       23900 | NS      | $74090.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tower Semiconductor Ltd                                | Tower Semiconductor Ltd                                                          | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Short            | EC               | CORP              | IL        |        -200 | NS      | $-35096.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Silynxcom Ltd                                          | Silynxcom Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |          -3 | NS      | $-2.91         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nexxen International Ltd                               | Nexxen International Ltd                                                         | CUSIP: 000000000<br>LEI: 213800ZNSR7AIJZ2J557 | Short            | EC               | CORP              | IL        |       -1100 | NS      | $-7172.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Valens Semiconductor Ltd                               | Valens Semiconductor Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        1800 | NS      | $2034.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wearable Devices Ltd                                   | Wearable Devices Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |        -546 | NS      | $-786.94       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wix.com Ltd                                            | Wix.com Ltd                                                                      | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |       11200 | NS      | $1008784.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Wix.com Ltd                                            | Wix.com Ltd                                                                      | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Short            | EC               | CORP              | IL        |        -322 | NS      | $-29002.54     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ZIM Integrated Shipping Services Ltd                   | ZIM Integrated Shipping Services Ltd                                             | CUSIP: 000000000<br>LEI: 21380089EIJRELKAIL21 | Short            | EC               | CORP              | IL        |      -37901 | NS      | $-998691.35    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| AerCap Holdings NV                                     | AerCap Holdings NV                                                               | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |       14948 | NS      | $2050566.64    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ASML Holding NV                                        | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        2679 | NS      | $3538503.57    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Elastic NV                                             | Elastic NV                                                                       | CUSIP: 000000000<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | NL        |        4200 | NS      | $209958.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Elastic NV                                             | Elastic NV                                                                       | CUSIP: 000000000<br>LEI: 2549003I48WHHH937I59 | Short            | EC               | CORP              | NL        |        -170 | NS      | $-8498.30      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CNH Industrial NV                                      | CNH Industrial NV                                                                | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |        5600 | NS      | $61600.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Coincheck Group NV                                     | Coincheck Group NV                                                               | CUSIP: 000000000<br>LEI: 5299004Z2A5SO6LXBB37 | Long             | EC               | CORP              | NL        |          22 | NS      | $32.56         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cuppa Bidco BV                                         | Cuppa Bidco BV EUR Term Loan B1                                                  | CUSIP: 000000000<br>LEI: 254900C8AU9XL3CHKB72 | Long             | LON              | CORP              | NL        |     1854029 | PA      | $1498756.71    | 0.04%             | 2029-06-29      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| Cuppa Bidco BV                                         | Cuppa Bidco BV GBP Term Loan B2                                                  | CUSIP: 000000000<br>LEI: 254900C8AU9XL3CHKB72 | Long             | LON              | CORP              | NL        |     2600970 | PA      | $2374357.23    | 0.07%             | 2029-07-30      | Floating      | 9.35%                 | No            | 2                  | On Loan: No      |
| Ermenegildo Zegna NV                                   | Ermenegildo Zegna NV                                                             | CUSIP: 000000000<br>LEI: 8156003760472AA7E269 | Short            | EC               | CORP              | NL        |        -400 | NS      | $-4168.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EXPRO GROUP HOLDINGS NV                                | Expro Group Holdings NV                                                          | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Short            | EC               | CORP              | NL        |      -18500 | NS      | $-322085.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ferrovial SE                                           | Ferrovial SE                                                                     | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Short            | EC               | CORP              | NL        |          -7 | NS      | $-455.35       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Immatics NV                                            | Immatics NV                                                                      | CUSIP: 000000000<br>LEI: 984500DC691EZ96AF394 | Short            | EC               | CORP              | NL        |       -3300 | NS      | $-32472.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| InflaRx NV                                             | InflaRx NV                                                                       | CUSIP: 000000000<br>LEI: 391200708PAUDLQ31581 | Short            | EC               | CORP              | NL        |        -100 | NS      | $-89.44        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JBS NV                                                 | JBS NV                                                                           | CUSIP: 000000000<br>LEI: 254900JSFON4WL81TW77 | Long             | EC               | CORP              | NL        |       24909 | NS      | $447365.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LyondellBasell Industries NV                           | LyondellBasell Industries NV                                                     | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Short            | EC               | CORP              | NL        |      -12300 | NS      | $-990888.00    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Mainz Biomed NV                                        | Mainz Biomed NV                                                                  | CUSIP: 000000000<br>LEI: 894500XWJE7LIJNYQ547 | Short            | EC               | CORP              | NL        |       -3600 | NS      | $-1705.69      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Magnum Ice Cream Co NV/The                             | Magnum Ice Cream Co NV/The                                                       | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Short            | EC               | CORP              | NL        |       -3400 | NS      | $-50830.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Newamsterdam Pharma Co NV                              | Newamsterdam Pharma Co NV                                                        | CUSIP: 000000000<br>LEI: 984500B6549TF6E14D36 | Short            | EC               | CORP              | NL        |       -2900 | NS      | $-92829.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NXP Semiconductors NV                                  | NXP Semiconductors NV                                                            | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Short            | EC               | CORP              | NL        |      -10015 | NS      | $-1971552.90   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| SCHMID Group NV                                        | SCHMID Group NV                                                                  | CUSIP: 000000000<br>LEI: 3912009OFLCAJH7AHA53 | Short            | EC               | CORP              | NL        |        -200 | NS      | $-1060.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PicS NV                                                | PicS NV                                                                          | CUSIP: 000000000<br>LEI: 2549003HUMNZFNKGCE37 | Long             | EC               | CORP              | NL        |       17657 | NS      | $184515.65     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ProQR Therapeutics NV                                  | ProQR Therapeutics NV                                                            | CUSIP: 000000000<br>LEI: 549300NGS2FJGGDBGS06 | Long             | EC               | CORP              | NL        |        7000 | NS      | $11340.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| QIAGEN NV                                              | QIAGEN NV                                                                        | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Short            | EC               | CORP              | NL        |      -28680 | NS      | $-1148347.20   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Stellantis NV                                          | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Short            | EC               | CORP              | NL        |      -66734 | NS      | $-473355.11    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Terra Innovatum Global NV                              | Terra Innovatum Global NV                                                        | CUSIP: 000000000<br>LEI: 529900QPG0ZHWQHK1O95 | Short            | EC               | CORP              | NL        |       -1200 | NS      | $-5568.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| uniQure NV                                             | uniQure NV                                                                       | CUSIP: 000000000<br>LEI: 724500RPCTZLFYJZ3S98 | Long             | EC               | CORP              | NL        |       13700 | NS      | $223995.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Wallbox NV                                             | Wallbox NV                                                                       | CUSIP: 000000000<br>LEI: 894500JI9CLUTQ0H9V68 | Short            | EC               | CORP              | NL        |        -155 | NS      | $-384.40       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nebius Group NV                                        | Nebius Group NV                                                                  | CUSIP: 000000000<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | EC               | CORP              | NL        |       18400 | NS      | $1909184.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Nebius Group NV                                        | Nebius Group NV                                                                  | CUSIP: 000000000<br>LEI: 549300GGZHJ5Q1B18P93 | Short            | EC               | CORP              | NL        |         -40 | NS      | $-4150.40      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER DEC 26 8500P                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          22 | NC      | $26807.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL GAS EUR 06/01/26 7C                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $71.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL GAS EUR 05/01/26 7C                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $62.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | S&P 500 INDEX DEC 26 10000C                                                      | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |       -4382 | NC      | $-339605.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER JUN 26 8500P                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          22 | NC      | $737.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | S&P 500 INDEX DEC 26 9000C                                                       | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |        4382 | NC      | $1082354.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CARBON EMISSION EUA (FUTION) 12/01/26 80C                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         105 | NC      | $-387151.96    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CARBON EMISSION EUA (FUTION) 12/01/26 100C                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          45 | NC      | $-87122.19     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CA CARBON ALLOW (CB6) DEC 26 30P                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |        -750 | NC      | $-2400750.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL GAS EUR 05/01/26 5C                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          67 | NC      | $4757.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CA CARBON ALLOW (CB6) DEC 26 40C                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |        -750 | NC      | $-144000.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CA CARBON ALLOW (CB6) DEC 26 20P                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         750 | NC      | $660750.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER JUN 26 9000P                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          22 | NC      | $2854.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | SOYBEAN OIL OPTIONS MAY 26 75C                                                   | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DCO              |  | US        |          68 | NC      | $15708.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE (IPE) 12/01/26 55P                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          22 | NC      | $-15180.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT JUL 26 11C                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -20 | NC      | $-197400.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT AUG 26 11C                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -20 | NC      | $-196800.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT SEP 26 11C                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -20 | NC      | $-196400.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT OCT 26 11C                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -20 | NC      | $-196000.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT NOV 26 11C                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -20 | NC      | $-196400.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT DEC 26 11C                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -20 | NC      | $-196000.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT JUL 26 15C                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          20 | NC      | $121200.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT AUG 26 15C                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          20 | NC      | $123000.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT SEP 26 15C                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          20 | NC      | $123600.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT OCT 26 15C                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          20 | NC      | $124600.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT NOV 26 15C                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          20 | NC      | $127800.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT DEC 26 15C                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          20 | NC      | $129200.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT JUL 26 9P                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          20 | NC      | $200.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT AUG 26 9P                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          20 | NC      | $200.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT SEP 26 9P                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          20 | NC      | $200.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT OCT 26 9P                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          20 | NC      | $200.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT NOV 26 9P                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          20 | NC      | $400.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | LITHIUM HYD FUT DEC 26 9P                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          20 | NC      | $400.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America NA                                     | NVIDIA CORP OTC 08/21/26 175P                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |          10 | NC      | $16580.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | SOYBEAN OIL OPTIONS JUL 26 70C                                                   | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DCO              |  | US        |          45 | NC      | $86400.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Securities PLC                                | EO-USDCNH(USD) 04/29/27 6.9C                                                     | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    10750000 | OU      | $70589.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Securities PLC                                | EO-USDCNH(USD) 04/29/27 6.9P                                                     | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    10750000 | OU      | $361350.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Securities PLC                                | EO-USDCNH(USD) 04/29/27 7.1C                                                     | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    10750000 | OU      | $30344.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Securities PLC                                | EO-USDCNH(USD) 04/29/27 6.75P                                                    | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    10750000 | OU      | $197617.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% MAR 26 75P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         108 | NC      | $0.00          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% MAR 26 85P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |        -215 | NC      | $0.00          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% MAR 26 95P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         108 | NC      | $0.00          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% APR 26 75P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         108 | NC      | $0.00          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% APR 26 85P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |        -215 | NC      | $0.00          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% APR 26 95P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         108 | NC      | $108.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% MAY 26 75P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         108 | NC      | $0.00          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% MAY 26 85P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |        -215 | NC      | $-215.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% MAY 26 95P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         108 | NC      | $3888.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% JUN 26 75P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         108 | NC      | $0.00          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% JUN 26 85P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |        -215 | NC      | $-1935.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | SGX IRON ORE 62% JUN 26 95P                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         108 | NC      | $10584.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL GAS 09/01/26 3.25P                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -45 | NC      | $-178875.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL GAS 07/01/26 3.25P                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -45 | NC      | $-146610.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America NA                                     | NVIDIA CORP OTC 08/21/26 180P                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |          10 | NC      | $19058.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                         | META PLATFORMS INC MAY 26 540P                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          -9 | NC      | $-19512.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                         | POWERSHARES QQQ APR 26 630C                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         119 | NC      | $1071.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE FIN CSO 1MO JUL 26 -0.75P                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -110 | NC      | $-3300.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE FIN CSO 1MO AUG 26 -0.75P                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -110 | NC      | $-3300.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE FIN CSO 1MO SEP 26 -0.75P                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -110 | NC      | $-3300.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE FIN CSO 1MO OCT 26 -0.75P                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -110 | NC      | $-3300.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE FIN CSO 1MO NOV 26 -0.75P                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -110 | NC      | $-3300.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE FIN CSO 1MO DEC 26 -0.75P                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -110 | NC      | $-4400.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN OIL (60000) 09/01/26 70C                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          45 | NC      | $91665.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | PRIMARY ALUMNM OP SEP 26 3600C                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -220 | NC      | $-868120.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | PRIMARY ALUMNM OP SEP 26 3550C                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         220 | NC      | $947485.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE OIL (NY) 09/01/26 50P                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -450 | NC      | $-310500.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CA CARBON ALLOW (CB6) JUN 26 20P                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         250 | NC      | $70000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT AUG 26 2.75P                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -44 | NC      | $-58388.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT AUG 26 3.5P                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          22 | NC      | $108394.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT JUL 26 3.5P                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          22 | NC      | $106370.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT JUL 26 2.75P                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -44 | NC      | $-49192.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT JUN 26 3.5P                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          22 | NC      | $131186.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT JUN 26 2.75P                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -44 | NC      | $-58212.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT MAY 26 3.5P                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          22 | NC      | $142934.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT MAY 26 2.75P                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -44 | NC      | $-44000.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT OCT 26 3.5P                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          22 | NC      | $118932.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT OCT 26 2.75P                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -44 | NC      | $-82192.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT SEP 26 3.5P                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          22 | NC      | $120296.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT SEP 26 2.75P                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -44 | NC      | $-77220.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EO-XAGUSD(USD) 07/23/26 135C                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |     1000000 | NC      | $34753.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EO-XAGUSD(USD) 04/23/26 130C                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |     1000000 | NC      | $2554.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                 | CORN FUTURE OPTN 12/01/26 480C                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          90 | NC      | $164812.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | CORN FUTURE OPTN 12/01/26 580C                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         110 | NC      | $63937.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | CORN FUTURE OPTN 12/01/26 430P                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          90 | NC      | $48375.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | CORN FUTURE OPTN 07/01/26 530C                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         110 | NC      | $33687.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | CORN FUTURE OPTN 07/01/26 430P                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          45 | NC      | $12093.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | CORN FUTURE OPTN 07/01/26 480C                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          45 | NC      | $37687.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CA CARBON ALLOW (CB6) JUN 26 25P                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |        1450 | NC      | $870000.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Securities PLC                                | 1T-XAUUSD(USD) 01/26/28 8350C 8350                                               | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DCO              |  | US        |     2000000 | NC      | $216632.33     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT MAY 26 3.6C                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -44 | NC      | $-12672.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT MAY 26 4.2C                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          44 | NC      | $5544.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT MAY 26 3P                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -11 | NC      | $-26224.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT MAY 26 3.6P                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -44 | NC      | $-326876.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US TSY NOTE 10YR SEP 26 114C                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         337 | NC      | $189562.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT JUN 26 3.6C                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -44 | NC      | $-39336.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | US TSY NOTE 10YR SEP 26 109P                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         337 | NC      | $300140.63     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT JUN 26 4.2C                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          44 | NC      | $17644.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT JUN 26 3P                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          44 | NC      | $108460.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEANS 11/01/26 1200C                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          45 | NC      | $97875.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT JUN 26 3.6P                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -44 | NC      | $-299244.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | 1T-XAUUSD(USD) 04/28/26 7000C 7000                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |     1000000 | NC      | $2711.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | S&P 500 EMINI OPTION MONTHLY 04/30/26 6700P                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          22 | NC      | $240075.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | S&P 500 EMINI OPTION MONTHLY 04/30/26 6300P                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -22 | NC      | $-88825.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CARBON EMISSION EUA (FUTION) 12/01/26 75P                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         -56 | NC      | $-324608.91    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CARBON EMISSION EUA (FUTION) 12/01/26 65P                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          56 | NC      | $182855.47     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | S&P 500 INDEX 03/31/26 6600P                                                     | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |         196 | NC      | $5169500.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | S&P 500 INDEX 03/31/26 6300P                                                     | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |        -196 | NC      | $-378868.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME NICKEL JUN 26 25000C                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -23 | NC      | $-1773.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| London Metal Exchange                                  | LME NICKEL JUN 26 20000C                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          23 | NC      | $26308.32      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE (IPE) 06/01/26 95C                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          67 | NC      | $238520.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER MAY 26 13500C                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          23 | NC      | $61680.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | LME COPPER MAY 26 14000C                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -23 | NC      | $-36144.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE (IPE) 12/01/26 95C                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          22 | NC      | $86460.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | SUGAR (WORLD) OCT 26 20C                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         180 | NC      | $54432.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Board of Trade                                | SUGAR (WORLD) OCT 26 17C                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         135 | NC      | $116424.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | ICE ENDEX DUTCH TTF NATURAL GAS FUTURES JUN 26 80C                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         -45 | NC      | $-103098.58    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | ICE ENDEX DUTCH TTF NATURAL GAS FUTURES JUN 26 70C                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          45 | NC      | $144105.83     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | TTF NATURAL GAS BASE LOAD (FUTURES STYL MAY 26 80C                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         -45 | NC      | $-47327.48     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | TTF NATURAL GAS BASE LOAD (FUTURES STYL MAY 26 70C                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          45 | NC      | $75422.13      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America NA                                     | AVAGO TECHNOLOGIES LTD 01/15/27 330P                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |           3 | NC      | $17734.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE OIL (NY) MAY 95C                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          50 | NC      | $569500.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE OIL FUT SEP 26 60P                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         225 | NC      | $456750.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | PRIM ALUMINUM MAY 26 3700C                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -45 | NC      | $-131332.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE (IPE) 09/01/26 55P                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |        -450 | NC      | $207000.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE (IPE) 09/01/26 65P                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         225 | NC      | $-378000.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Securities PLC                                | EO-XAUUSD(USD) 04/23/26 5250C                                                    | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DCO              |  | US        |        2000 | NC      | $44182.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Securities PLC                                | EO-XAUUSD(USD) 04/23/26 5550C                                                    | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DCO              |  | US        |       -2000 | NC      | $-16480.16     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE (IPE) 06/01/26 75P                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |        -112 | NC      | $35360.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE (IPE) 06/01/26 115C                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          45 | NC      | $-65700.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                         | POWERSHARES QQQ APR 26 560P                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        -119 | NC      | $-77826.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE OIL FUT MAY 26 120C                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          14 | NC      | $41720.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE OIL FUT MAY 26 150C                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           7 | NC      | $4340.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | S&P 500 EMINI OPTION MONTHLY 04/01/26 6000P                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -68 | NC      | $-123250.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | S&P 500 EMINI OPTION MONTHLY 04/01/26 6500P                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          68 | NC      | $458150.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | GOLD FUTURE JUN 26 5150C                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -45 | NC      | $-352800.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT MAY 26 3C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -56 | NC      | $-68712.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT MAY 26 3.75C                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          56 | NC      | $12376.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT MAY 26 2.25P                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          56 | NC      | $4368.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CARBON EMISSION EUA (FUTION) 06/01/26 80C                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |        -113 | NC      | $-163916.87    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE OIL (NY) 06/01/26 70P                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          90 | NC      | $135000.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | LOW SULPHUR GASOIL 07/01/26 1300C                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         -23 | NC      | $-89815.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | LOW SULPHUR GASOIL 07/01/26 1000C                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          23 | NC      | $104420.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | ICE ENDEX DUTCH TTF NATURAL GAS FUTURES MAR 27 80C                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         -90 | NC      | $-507188.06    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | ICE ENDEX DUTCH TTF NATURAL GAS FUTURES MAR 27 70C                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          90 | NC      | $591436.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | ICE ENDEX DUTCH TTF NATURAL GAS FUTURES FEB 27 80C                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         -90 | NC      | $-496191.42    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | ICE ENDEX DUTCH TTF NATURAL GAS FUTURES FEB 27 70C                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          90 | NC      | $582804.72     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | ICE ENDEX DUTCH TTF NATURAL GAS FUTURES JAN 27 80C                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         -90 | NC      | $-504620.06    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | ICE ENDEX DUTCH TTF NATURAL GAS FUTURES JAN 27 70C                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          90 | NC      | $598655.86     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | EO-EURCHF(EUR) 03/18/27 .925C                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    30557253 | OU      | $391623.73     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE (IPE) 06/01/26 125C                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         -67 | NC      | $50920.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE (IPE) 06/01/26 110C                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          68 | NC      | $-71400.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE FIN CSO 1MO AUG 26 0P                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         113 | NC      | $10170.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE FIN CSO 1MO JUL 26 0P                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         113 | NC      | $5650.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE FIN CSO 1MO SEP 26 0P                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         113 | NC      | $14690.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE FIN CSO 1MO DEC 26 0.000001P                                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         113 | NC      | $21470.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE FIN CSO 1MO NOV 26 0.000001P                                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         113 | NC      | $14690.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | CRUDE FIN CSO 1MO OCT 26 0.000001P                                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         113 | NC      | $11300.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE (IPE) 06/01/26 95P                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          22 | NC      | $-660.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | PRIM ALUMINUM MAY 26 3300C                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          45 | NC      | $330412.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | LOW SULPHUR GASOIL 05/01/26 1250C                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          45 | NC      | $96075.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | LOW SULPHUR GASOIL 05/01/26 1350C                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         -45 | NC      | $-76950.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | GOLD FUTURE JUN 26 4650C                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          45 | NC      | $1111050.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | SILVER 07/01/26 80C                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          23 | NC      | $908155.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | SILVER 07/01/26 100C                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -23 | NC      | $-421590.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Future                                                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          45 | NC      | $427050.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Future                                                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         -45 | NC      | $-321750.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CA CARBON ALLOW (CB6) DEC 26 45C                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         250 | NC      | $18750.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT JUL 26 2.25P                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          45 | NC      | $9675.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL GAS EUR 07/01/26 3.25C                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -45 | NC      | $-139050.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT AUG 26 3.25C                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -45 | NC      | $-176940.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL GAS EUR 07/01/26 4.25C                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          45 | NC      | $38295.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT AUG 26 4.25C                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          45 | NC      | $57330.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL GAS EUR 08/01/26 2.25P                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          45 | NC      | $14805.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT AUG 26 3.25P                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -45 | NC      | $-154710.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT SEP 26 4.25C                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          45 | NC      | $67230.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL GAS EUR 09/01/26 2.25P                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          45 | NC      | $24975.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NATURAL GAS EUR 09/01/26 3.25C                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -45 | NC      | $-189945.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | SOYBEAN OIL (60000) 09/01/26 85C                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -45 | NC      | $-19440.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | CA CARBON ALLOW (CB6) JUN 26 26P                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | US        |         750 | NC      | $525000.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange LLC                              | SOYBEAN OIL OPTIONS JUL 26 75C                                                   | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DCO              |  | US        |         -45 | NC      | $-44820.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | ICE ENDEX DUTCH TTF NATURAL GAS FUTURES NOV 26 70C                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          45 | NC      | $254057.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | ICE ENDEX DUTCH TTF NATURAL GAS FUTURES NOV 26 80C                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         -45 | NC      | $-212001.85    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | TTF NATURAL GAS BASE LOAD (FUTURES STYL DEC 26 70C                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          45 | NC      | $276767.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | TTF NATURAL GAS BASE LOAD (FUTURES STYL DEC 26 80C                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         -45 | NC      | $-229246.11    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                         | INVESTCO QQQ TRUST SERIES 1 MAY 26 600C                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         119 | NC      | $117453.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                         | INVESTCO QQQ TRUST SERIES 1 MAY 26 515P                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        -119 | NC      | $-39389.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT MAY 26 8C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           3 | NC      | $63.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT MAY 26 6C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           3 | NC      | $126.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | NAT GAS EURO OPT OCT 26 6C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          17 | NC      | $9639.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BRENT CRUDE (IPE) 06/01/26 100C                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         -67 | NC      | $-158790.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Copa Holdings SA                                       | Copa Holdings SA                                                                 | CUSIP: 000000000<br>LEI: 529900BB9UQJV6QQHA59 | Long             | EC               | CORP              | PA        |         400 | NS      | $45444.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OneSpaWorld Holdings Ltd                               | OneSpaWorld Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 5493007W8PZ8W6UC2X76 | Short            | EC               | CORP              | BS        |       -2200 | NS      | $-50490.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Innovation Beverage Group Ltd                          | Innovation Beverage Group Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | AU        |          -8 | NS      | $-8.96         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IREN Ltd                                               | IREN Ltd                                                                         | CUSIP: 000000000<br>LEI: 254900FZF02RB3NNGB71 | Long             | EC               | CORP              | AU        |       16300 | NS      | $558764.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mobilicom Ltd/Australia                                | Mobilicom Ltd/Australia                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | AU        |        -400 | NS      | $-2056.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Equinor ASA                                            | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |        3890 | NS      | $165731.01     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                      | repurchase agreement                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | XX        |     1643641 | PA      | $1899802.45    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | repurchase agreement                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | XX        |     1168828 | PA      | $1350989.87    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | repurchase agreement                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | XX        |      650987 | PA      | $752443.35     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | JPMorgan Chase Bank NA                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | RA               | CORP              | US        |      458772 | PA      | $458772.46     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | JPMorgan Chase Bank NA                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | RA               | CORP              | US        |      267145 | PA      | $267145.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | JPMorgan Chase Bank NA                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | RA               | CORP              | US        |     1127220 | PA      | $1127219.76    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | JPMorgan Chase Bank NA                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | RA               | CORP              | US        |      390223 | PA      | $390223.05     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | JPMorgan Chase Bank NA                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | RA               | CORP              | US        |      700379 | PA      | $700379.21     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | JPMorgan Chase Bank NA                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | RA               | CORP              | US        |      669111 | PA      | $669111.28     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     1290001 | PA      | $1290001.10    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      750730 | PA      | $750730.05     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | repurchase agreement                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      812550 | PA      | $812549.54     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | repurchase agreement                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      439855 | PA      | $439855.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | repurchase agreement                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     1862031 | PA      | $1862030.91    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | repurchase agreement                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      258615 | PA      | $258615.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | repurchase agreement                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     1284080 | PA      | $1284080.09    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | repurchase agreement                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     1008920 | PA      | $1008920.07    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     1233853 | PA      | $1233853.37    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      717492 | PA      | $717491.53     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     2940668 | PA      | $2940667.87    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     1720648 | PA      | $1720648.29    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      541607 | PA      | $541607.10     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      933587 | PA      | $933587.34     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     1059138 | PA      | $1059137.58    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      618089 | PA      | $618089.08     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      529562 | PA      | $529561.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      309861 | PA      | $309860.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     1065909 | PA      | $1065909.29    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      622041 | PA      | $622040.91     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      562884 | PA      | $562884.09     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      617173 | PA      | $617173.16     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      494368 | PA      | $494367.64     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     3653020 | PA      | $3653019.76    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     2133817 | PA      | $2133817.41    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      556143 | PA      | $556143.38     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      536313 | PA      | $536313.31     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |      381545 | PA      | $381544.79     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | repurchase agreement                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     4352739 | PA      | $4352739.26    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | repurchase agreement                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     2554611 | PA      | $2554610.76    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | repurchase agreement                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     2628900 | PA      | $2628899.67    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | repurchase agreement                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |     1523002 | PA      | $1523002.43    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SELL CMBX.NA.A.8                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |      432000 | OU      | $-12457.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 4.2125% 04/18/2026 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      500000 | OU      | $-443.23       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 3.187% 12/01/2037 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3000000 | OU      | $217614.02     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 2.7155% 09/08/2028 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1000000 | OU      | $26835.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 2.3895% 11/16/2028 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4000000 | OU      | $127062.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 2.6735% 09/13/2028 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2500000 | OU      | $69598.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 2.434% 10/11/2026 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3000000 | OU      | $15767.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 1.882% 01/24/2027 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1500000 | OU      | $30627.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 1.317% 02/28/2027 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5000000 | OU      | $129411.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 1.613% 03/23/2027 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     7000000 | OU      | $160568.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 1.619% 03/24/2027 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     7000000 | OU      | $160133.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 0.948% 01/13/2027 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      940000 | OU      | $28003.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 2.719% 08/08/2028 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3000000 | OU      | $80880.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 0.9775% 03/25/2030 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    -3000000 | OU      | $-289197.84    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 2.396% 01/25/2027 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2900000 | OU      | $36921.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 1.5583% 09/26/2026 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1800000 | OU      | $19415.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 1.2397% 04/19/2028 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      700000 | OU      | $33793.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 1.62% 07/25/2026 CMD                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1900000 | OU      | $19644.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 1.899% 08/27/2029 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1650000 | OU      | $90259.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 3.1665% 05/04/2032 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     6500000 | OU      | $237029.79     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 0.65935% 03/11/2035 CMD                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1500000 | OU      | $360547.97     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | SELL CMBX.NA.BBB-.10 GSCO                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     4907000 | OU      | $-1341461.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 3.684% 02/01/2034 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5000000 | OU      | $25821.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.673% 03/28/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -600000 | OU      | $-36839.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.65475% 04/04/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -600000 | OU      | $-26993.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.582% 04/03/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -300000 | OU      | $-4825.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.60575% 04/04/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-10326.79     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.8289% 04/03/2034 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      300000 | OU      | $-450.55       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.719% 03/28/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -200000 | OU      | $-22495.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.449% 04/03/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      600000 | OU      | $-13625.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.4841% 04/03/2034 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      300000 | OU      | $-7386.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.58075% 04/04/2034 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -300000 | OU      | $-4838.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.61% 04/04/2039 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-10211.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.9415% 04/04/2034 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      300000 | OU      | $-3128.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.597% 04/03/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      300000 | OU      | $-9234.21      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.718005% 04/04/2039 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -200000 | OU      | $-23535.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.71075% 04/05/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-7534.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.618% 04/04/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      300000 | OU      | $-9559.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.5525% 04/06/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     1300000 | OU      | $11900.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.68095% 04/11/2034 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -300000 | OU      | $-2117.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.692% 04/12/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-8111.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.9702% 04/10/2034 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      300000 | OU      | $-3827.15      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.815005% 04/04/2039 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -200000 | OU      | $-20780.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.5435% 04/08/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     1300000 | OU      | $12142.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.556% 04/10/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      300000 | OU      | $-8517.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.711% 04/12/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-7596.29      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.02445% 04/10/2034 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      300000 | OU      | $-5114.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.0245% 04/11/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $-480.62       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.608% 04/10/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      300000 | OU      | $-9367.73      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.733% 04/12/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-7000.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.5499% 04/13/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     1300000 | OU      | $11982.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.717% 04/15/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-7429.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.709% 04/12/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      300000 | OU      | $-10992.14     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.764% 04/18/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-6226.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.9635% 04/12/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -200000 | OU      | $-16562.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.75975% 04/18/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-6341.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.74725% 04/18/2034 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -300000 | OU      | $-431.29       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.615% 04/20/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     1300000 | OU      | $10249.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.77625% 04/22/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-5865.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.877% 05/01/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      300000 | OU      | $-13589.79     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.107% 04/29/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -200000 | OU      | $-12527.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.24755% 05/06/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $-5470.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.611% 05/08/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      300000 | OU      | $-9194.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.665% 05/15/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      300000 | OU      | $-10016.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.78675% 05/22/2034 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      300000 | OU      | $-457.95       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS AUD 4.55505% 05/23/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |     -200000 | OU      | $-7194.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.78525% 05/24/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $5894.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS AUD 4.415% 05/25/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |     -300000 | OU      | $-19308.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.83675% 05/30/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $4484.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS AUD 4.573755% 05/30/2039 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |     -500000 | OU      | $-17531.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.84025% 05/31/2034 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      300000 | OU      | $-1829.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.89375% 06/06/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $2993.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.07425% 06/03/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -200000 | OU      | $-13553.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.78375% 06/07/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $6019.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.88675% 06/08/2054 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -100000 | OU      | $-19093.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.90725% 06/13/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -200000 | OU      | $-2129.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.9119% 06/12/2034 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -300000 | OU      | $2593.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.79625% 06/19/2034 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      300000 | OU      | $-392.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.78967% 06/17/2054 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -100000 | OU      | $-21169.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.3325% 06/22/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     1200000 | OU      | $16582.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.751% 06/24/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $6988.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 3.8149% 06/21/2036 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1500000 | OU      | $10352.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.33% 06/26/2054 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     1300000 | OU      | $18064.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.8564% 06/27/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -200000 | OU      | $-19755.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.3255% 07/02/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $2630.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.950055% 07/01/2039 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -200000 | OU      | $-17133.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.046% 07/05/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -300000 | OU      | $5812.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.3551% 07/03/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $2249.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CHF 1.091% 07/06/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |     -100000 | OU      | $10415.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.465% 07/06/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $816.16        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.37% 07/13/2054 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     1300000 | OU      | $17676.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.3538% 07/10/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $2280.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.92576% 07/10/2054 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -100000 | OU      | $-18233.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.347% 07/29/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $2401.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.126% 07/30/2029 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $4095.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.263% 07/31/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $3496.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.0431% 08/01/2029 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $3083.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.106% 08/10/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     1200000 | OU      | $22881.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.104% 08/10/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $5585.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.1309% 08/10/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $5235.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.9791% 08/21/2034 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -300000 | OU      | $-1886.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.12% 08/20/2054 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     1200000 | OU      | $22525.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.44475% 08/21/2034 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -300000 | OU      | $-8177.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.098% 12/20/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -465000 | OU      | $-2276.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.9018% 08/23/2034 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -300000 | OU      | $-3142.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.45405% 08/27/2029 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      600000 | OU      | $-638.26       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.473% 08/28/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      300000 | OU      | $9002.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.911% 08/28/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -300000 | OU      | $-3027.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.3642% 08/28/2034 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -300000 | OU      | $-10036.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.688495% 08/28/2029 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      500000 | OU      | $11916.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.73355% 08/28/2029 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      500000 | OU      | $10812.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.58875% 08/30/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $11610.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.103% 07/14/2028 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -545000 | OU      | $-1929.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.1% 06/30/2028 LCH                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1080000 | OU      | $-3921.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS AUD 4.0404% 08/30/2034 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |     -300000 | OU      | $-13654.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.789% 09/01/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -100000 | OU      | $-21123.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.7455% 08/30/2029 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      500000 | OU      | $10528.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.23% 09/07/2054 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     1100000 | OU      | $18172.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.57125% 09/06/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $12186.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.6445% 09/05/2029 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      500000 | OU      | $12998.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.57775% 09/17/2054 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -100000 | OU      | $-25598.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.481% 09/20/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $14852.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.584% 09/18/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -100000 | OU      | $-25464.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.884% 09/21/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $8501.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.5998% 09/19/2029 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $-2524.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.925% 09/21/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $7970.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.815% 09/25/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -300000 | OU      | $-4774.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.6955% 09/21/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -100000 | OU      | $-23098.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.9432% 09/23/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $7734.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.6293% 09/24/2029 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $-2204.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.9675% 09/24/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $7421.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.974% 09/28/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $7344.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.72725% 09/25/2054 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -100000 | OU      | $-22426.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.6655% 09/27/2029 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $-1790.21      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.02% 09/28/2054 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $6748.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.025% 10/01/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $6436.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.9663% 10/02/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $7218.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.427% 10/07/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-18948.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.0414% 10/05/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $6223.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.467% 10/10/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-16783.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.0986% 10/07/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $5463.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.43205% 10/09/2034 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -300000 | OU      | $-14648.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.4261% 10/09/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      100000 | OU      | $11977.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.266% 10/09/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     1100000 | OU      | $18004.05      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.1958% 10/09/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $4172.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.4744% 10/13/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      100000 | OU      | $11133.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.193% 10/13/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $4216.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.474% 10/11/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -2800000 | OU      | $-10119.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | Buy CHINA SNRFOR USD 100 Dec 2027 CITI_ISDA 1%                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | CN        |    23700000 | OU      | $-243942.79    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | Buy CHINA SNRFOR USD 100 Dec 2027 CITI_ISDA 1%                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | CN        |    13800000 | OU      | $-142042.64    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.8633% 10/16/2029 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $1438.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.7065% 10/17/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $6511.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.462% 10/17/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -2800000 | OU      | $-10405.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.50125% 10/18/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-17048.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.382% 10/18/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -2800000 | OU      | $-12355.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.6326% 10/18/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $8125.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.46675% 10/21/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-17985.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.6183% 10/21/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $8446.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.81105% 10/17/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      200000 | OU      | $21426.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.4805% 10/24/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-16492.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.6968% 10/24/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $6723.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.6973% 10/24/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $6712.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.208% 10/24/2029 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -5900000 | OU      | $-8317.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.5315% 10/24/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-16257.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.8063% 10/24/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $4321.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.5465% 10/25/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-15868.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.808% 10/25/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $4277.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.8388% 10/28/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $3608.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.425% 10/30/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -3000000 | OU      | $-12244.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.8009% 10/31/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $4439.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.499% 10/31/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-17150.41     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.82485% 10/31/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $3914.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.3987% 10/31/2034 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -300000 | OU      | $-15735.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.86255% 10/29/2029 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -500000 | OU      | $-7724.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.5095% 11/04/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-16955.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.8926% 11/01/2029 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $1754.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.0698% 10/31/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      200000 | OU      | $14324.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.46% 11/07/2039 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-18282.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.04918% 11/01/2029 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -500000 | OU      | $-3186.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.5% 11/08/2039 LCH                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-17224.23     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.14065% 11/07/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      200000 | OU      | $12401.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.12167% 11/06/2054 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      100000 | OU      | $14105.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.06886% 11/09/2054 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      100000 | OU      | $15219.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.753% 11/16/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -100000 | OU      | $-6278.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.403% 11/18/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-19874.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.07029% 11/21/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      200000 | OU      | $14417.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.7736% 11/23/2054 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -100000 | OU      | $-5918.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.93395% 11/26/2029 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -500000 | OU      | $-6025.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.1584% 12/05/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-25372.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy ICBCAS SNRFOR USD 100 Dec 2027 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | CN        |     2200000 | OU      | $-27606.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy ICBCAS SNRFOR USD 100 Dec 2027 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | CN        |     3800000 | OU      | $-47684.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Buy CCB SNRFOR USD 100 Dec 2027 BARC_ISDA 1%                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | LU        |     6700000 | OU      | $-84126.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | Buy CCB SNRFOR USD 100 Dec 2027 BARC_ISDA 1%                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | LU        |    11400000 | OU      | $-143140.49    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | Buy SDBC SNRFOR USD 100 Dec 2027 MORG_ISDA 1%                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | CN        |     3600000 | OU      | $-44026.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | Buy SDBC SNRFOR USD 100 Dec 2027 MORG_ISDA 1%                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | CN        |     2200000 | OU      | $-26905.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.1462% 12/06/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-25719.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.14995% 12/09/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-25658.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy BCHINA SNRFOR USD 100 Dec 2027 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | CN        |     8500000 | OU      | $-102277.28    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy BCHINA SNRFOR USD 100 Dec 2027 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | CN        |     4800000 | OU      | $-57756.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.93176% 12/07/2054 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      100000 | OU      | $18109.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy TURKEY SNRFOR USD 100 Jun 2027 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | TR        |     1900000 | OU      | $12682.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy TURKEY SNRFOR USD 100 Jun 2027 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | TR        |     1100000 | OU      | $7342.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy TURKEY SNRFOR USD 100 Dec 2026 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | TR        |     4800000 | OU      | $5975.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy TURKEY SNRFOR USD 100 Dec 2026 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | TR        |     8300000 | OU      | $10332.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.99% 12/11/2054 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      100000 | OU      | $16890.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy TURKEY SNRFOR USD 100 Jun 2027 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | TR        |     3300000 | OU      | $22028.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy TURKEY SNRFOR USD 100 Dec 2026 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | TR        |     4800000 | OU      | $5975.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy TURKEY SNRFOR USD 100 Dec 2026 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | TR        |     8200000 | OU      | $10208.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy TURKEY SNRFOR USD 100 Jun 2027 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | TR        |     2000000 | OU      | $13350.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.273% 12/19/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-23496.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.88575% 12/19/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $2670.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.9425% 12/19/2039 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $1433.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.071105% 12/18/2029 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -500000 | OU      | $-2737.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.793% 08/24/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -850000 | OU      | $-48555.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.753% 09/02/2059 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -550000 | OU      | $-35495.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.09355% 12/27/2039 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $-1827.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.133% 12/27/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $-2686.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.09475% 01/02/2035 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      300000 | OU      | $-6985.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.22% 12/29/2054 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      100000 | OU      | $12095.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy TURKEY SNRFOR USD 100 Dec 2026 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | TR        |     3400000 | OU      | $4232.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy TURKEY SNRFOR USD 100 Dec 2026 GOLD_ISDA 1%                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | TR        |     5800000 | OU      | $7220.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.805% 01/09/2040 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -2200000 | OU      | $-9566.86      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.4435% 01/09/2040 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-17871.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.09495% 01/08/2035 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      300000 | OU      | $-6967.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.49% 01/09/2040 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-16629.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.53475% 01/10/2040 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-15455.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.9415% 09/02/2059 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -650000 | OU      | $-23606.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.604% 01/16/2040 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-14819.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 3.2174% 01/14/2055 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $4043.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.30145% 01/16/2035 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      300000 | OU      | $-11693.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.8779% 01/17/2040 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -2200000 | OU      | $-5865.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.9307% 01/17/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $1727.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.351425% 01/18/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      100000 | OU      | $9392.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.7033% 01/24/2040 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -2200000 | OU      | $-10623.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.1724% 01/24/2040 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $-3432.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS JPY 1.833751% 02/03/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   -14700000 | OU      | $-21740.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.5941% 02/04/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $-2962.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.0207% 02/04/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      300000 | OU      | $-4851.73      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CHF 0.288% 02/04/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |     -800000 | OU      | $2039.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.033615% 02/05/2030 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      500000 | OU      | $-8327.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.06615% 02/06/2030 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      500000 | OU      | $-8935.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.528% 02/05/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $-3868.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.0212% 02/07/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      500000 | OU      | $-8090.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.486505% 02/06/2030 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $-4438.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.448% 02/07/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $-4970.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.587% 02/11/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $-3105.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.2846% 02/21/2040 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $-5746.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 1.510645% 02/18/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -500000 | OU      | $-14948.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.127416% 02/19/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      300000 | OU      | $41077.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.6476% 02/19/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $-2338.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.24838% 02/15/2075 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -720000 | OU      | $-20347.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.445229% 02/15/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      280000 | OU      | $22758.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 1.553047% 02/22/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -300000 | OU      | $-7953.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.219884% 02/22/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      100000 | OU      | $12487.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.501314% 02/19/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      320000 | OU      | $24014.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.308851% 02/19/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -760000 | OU      | $-19387.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.332381% 02/22/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -700000 | OU      | $-17095.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.538148% 02/22/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      300000 | OU      | $21291.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CHF 0.584% 02/26/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |      200000 | OU      | $-2005.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.11037% 02/26/2035 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -300000 | OU      | $7114.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.470689% 02/26/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      300000 | OU      | $23501.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.279323% 02/25/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -800000 | OU      | $-21403.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.155529% 03/01/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $26588.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 1.500134% 02/26/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-6119.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CHF 0.577% 02/28/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |      200000 | OU      | $-1839.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.8859% 02/28/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -300000 | OU      | $1954.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.398766% 02/26/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      600000 | OU      | $51751.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.225997% 02/26/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    -1400000 | OU      | $-40770.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.22393% 02/26/2055 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      100000 | OU      | $12122.05      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 1.494394% 03/04/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -500000 | OU      | $-15489.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.433% 03/05/2040 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $19483.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.163092% 03/05/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      300000 | OU      | $39581.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.5295% 02/28/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $-4000.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.79865% 03/04/2030 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -500000 | OU      | $3970.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.842% 03/05/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -300000 | OU      | $929.79        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.9038% 03/05/2040 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -200000 | OU      | $-2535.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.15225% 02/27/2040 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      200000 | OU      | $12797.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.440934% 03/01/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      300000 | OU      | $24480.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.248227% 02/26/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -800000 | OU      | $-22503.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.427325% 03/05/2040 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $19633.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CHF 0.4885% 03/05/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |      200000 | OU      | $182.47        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.85915% 03/05/2040 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -200000 | OU      | $-3501.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 1.619286% 03/08/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -200000 | OU      | $-4224.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.283836% 03/08/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      100000 | OU      | $11625.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.30625% 03/08/2055 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      100000 | OU      | $17706.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.3603% 03/05/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -500000 | OU      | $-6329.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.6813% 03/06/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -500000 | OU      | $1788.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.81296% 03/06/2040 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -200000 | OU      | $-4503.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.421468% 03/05/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      300000 | OU      | $25101.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.239455% 03/04/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -700000 | OU      | $-19913.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.34625% 03/08/2055 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      100000 | OU      | $16823.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CHF 0.53% 03/07/2035 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |      200000 | OU      | $-725.89       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.889% 03/07/2040 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -200000 | OU      | $-2864.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.7223% 03/12/2040 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $12084.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.7924% 03/11/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -500000 | OU      | $3858.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.29255% 03/06/2040 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      200000 | OU      | $9029.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.92825% 03/12/2040 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -200000 | OU      | $-2031.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.74% 03/12/2040 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $11617.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.52925% 03/11/2055 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      100000 | OU      | $12803.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.32724% 03/08/2055 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      100000 | OU      | $10000.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CHF 0.84% 03/15/2055 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |      100000 | OU      | $-1517.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 1.892551% 03/18/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -3500000 | OU      | $1442.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.607269% 03/19/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1900000 | OU      | $140678.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.674748% 03/15/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      200000 | OU      | $11149.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.410193% 03/15/2075 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -600000 | OU      | $-12422.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 4.001115% 03/14/2030 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -500000 | OU      | $-4981.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CHF 0.79% 03/20/2035 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |     -200000 | OU      | $6474.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.9724% 03/20/2040 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $1107.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.99255% 03/19/2030 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -500000 | OU      | $-5215.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.789525% 03/21/2030 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      500000 | OU      | $-3809.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Buy PERU SNRFOR USD 100 Jun 2030 JPMB_ISDA 1%                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | PE        |     4215000 | OU      | $-46768.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Buy PERU SNRFOR USD 100 Jun 2030 JPMB_ISDA 1%                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | PE        |     7206000 | OU      | $-79955.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 3.065% 03/26/2040 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -1900000 | OU      | $-2880.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CHF 0.777% 03/27/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |     -200000 | OU      | $6135.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.631405% 03/31/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -100000 | OU      | $-9751.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 3.074% 04/03/2040 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -1900000 | OU      | $2481.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CHF 0.7047% 04/02/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |     -200000 | OU      | $6242.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.0155% 04/02/2040 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $518.18        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.778% 04/03/2040 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $6903.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.6453% 04/03/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -500000 | OU      | $-1454.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.985005% 04/02/2030 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -500000 | OU      | $-6183.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.594% 04/07/2055 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      100000 | OU      | $9758.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.2934% 04/08/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -500000 | OU      | $-17799.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.5789% 04/08/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -4800000 | OU      | $-10767.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.68% 04/09/2040 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      200000 | OU      | $9779.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.558% 04/09/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -300000 | OU      | $-7813.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.5449% 04/08/2055 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      100000 | OU      | $10902.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.8938% 04/07/2055 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $8206.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 3.592% 04/07/2035 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    -3500000 | OU      | $-79401.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 3.732% 04/07/2040 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3500000 | OU      | $129415.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.8347% 04/08/2055 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $9001.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS JPY 1.6825% 04/09/2055 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   -13300000 | OU      | $-21516.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.6045% 04/10/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -300000 | OU      | $-13667.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.862005% 04/08/2030 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -500000 | OU      | $-9892.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.78425% 04/10/2040 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      200000 | OU      | $5964.01       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CAD 2.9947% 04/09/2055 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      100000 | OU      | $6853.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.726155% 04/12/2055 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      100000 | OU      | $7119.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.56675% 04/11/2035 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -300000 | OU      | $-14900.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.52625% 04/12/2055 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      100000 | OU      | $11347.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.797% 04/12/2055 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      100000 | OU      | $5849.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy SAUDI SNRFOR USD 100 Jun 2035 GOLD_ISDA 1%                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | SA        |    19900000 | OU      | $213711.39     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy SAUDI SNRFOR USD 100 Jun 2035 GOLD_ISDA 1%                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | SA        |    11600000 | OU      | $124575.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.5147% 04/14/2055 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      100000 | OU      | $11604.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CHF 0.549% 04/16/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |     -200000 | OU      | $2289.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CHF 0.72% 04/16/2040 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |     -100000 | OU      | $1134.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.5487% 04/16/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -300000 | OU      | $-15388.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.4863% 04/15/2055 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      100000 | OU      | $12265.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.5651% 04/16/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -300000 | OU      | $-14908.79     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.43645% 04/20/2055 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      100000 | OU      | $13443.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.8645% 04/15/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      500000 | OU      | $9764.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.41935% 04/20/2055 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      100000 | OU      | $13839.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.00585% 04/17/2040 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -200000 | OU      | $-740.41       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.82% 04/26/2027 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11000000 | OU      | $-10933.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.86% 04/28/2027 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3000000 | OU      | $-5588.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy SAUDI SNRFOR USD 100 Jun 2035 GOLD_ISDA 1%                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | SA        |    10200000 | OU      | $109540.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | Buy SAUDI SNRFOR USD 100 Jun 2035 GOLD_ISDA 1%                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | SA        |    17500000 | OU      | $187937.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.333% 08/24/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1300000 | OU      | $-7099.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 4.194% 09/02/2059 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -400000 | OU      | $593.30        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.6065% 07/16/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    21500000 | OU      | $-296215.01    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 3.605% 07/29/2075 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   -13900000 | OU      | $-147400.15    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS GBP 5.1% 07/30/2055 LCH                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     3700000 | OU      | $32144.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.9375% 08/23/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8000000 | OU      | $-9209.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.6285% 08/21/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9000000 | OU      | $-25831.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.935% 08/23/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16000000 | OU      | $-17636.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.62% 08/21/2030 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    13000000 | OU      | $-32075.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.6275% 08/21/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5000000 | OU      | $-14113.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.9325% 08/23/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8000000 | OU      | $-8427.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.945% 08/22/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    20000000 | OU      | $-26916.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.9425% 08/22/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8000000 | OU      | $-10375.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.9475% 08/22/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8000000 | OU      | $-11157.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.9875% 08/26/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16000000 | OU      | $-37891.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.9975% 08/27/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9000000 | OU      | $-23503.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SO USD_R_4.3725_20550829_20350829_LCH                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |     3500000 | NC      | $-24924.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SO USD_P_4.3725_20550829_20350829_LCH                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |     3500000 | NC      | $-25039.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.07% 08/30/2027 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9000000 | OU      | $-37118.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | SO USD_SOFR_P_4.67_20450829_20350829_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     2500000 | NC      | $-15301.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | SO USD_SOFR_R_4.67_20450829_20350829_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     2500000 | NC      | $-4376.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.025% 09/05/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4000000 | OU      | $-13691.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.9275% 09/10/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3600000 | OU      | $-5633.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOUSD_SOFR_P_3.745_20540301_20340301_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |     4000000 | NC      | $82358.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | SOUSD_SOFR_P_5.375_20280630_20270630_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |    11050000 | NC      | $-12012.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SOUSD_SOFR_R_3.21_20540823_20340823_LCH FWD PREM                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     2500000 | NC      | $-164825.55    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SOUSD_SOFR_R_3.21_20590831_20290831_LCH FWD PREM                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     2500000 | NC      | $-239086.75    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SOUSD_SOFR_P_3.21_20540823_20340823_LCH FWD PREM                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     2500000 | NC      | $118743.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SOUSD_SOFR_P_3.21_20590831_20290831_LCH FWD PREM                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     2500000 | NC      | $126064.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SOUSD_SOFR_P_3.22_20590831_20290831_LCH FWD PREM                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     2500000 | NC      | $123221.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SOUSD_SOFR_R_3.265_20540818_20340818_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     2500000 | NC      | $-160262.39    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | SOUSD_SOFR_P_5.375_20280714_20270714_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     5500000 | NC      | $-5997.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | SOUSD_SOFR_R_3.745_20540301_20340301_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |     4000000 | NC      | $-172464.84    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SOUSD_SOFR_P_3.265_20540818_20340818_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     2500000 | NC      | $110284.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | SOUSD_SOFR_P_5.375_20271218_20261218_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     5500000 | NC      | $-6378.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | SOUSD_SOFR_R_3.187_20540823_20340823_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     2500000 | NC      | $-168529.66    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                      | SOUSD_SOFR_P_3.187_20540823_20340823_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     2500000 | NC      | $120566.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SOUSD_SOFR_R_3.22_20590831_20290831_LCH FWD PREM                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     2500000 | NC      | $-238181.57    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SOUSD_SOFR_R_3.225_20540825_20340825_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     2500000 | NC      | $-162258.99    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SOUSD_SOFR_P_3.225_20540825_20340825_LCH FWD PREM                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     2500000 | NC      | $117619.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SO USD_SOFR_R_4.1725_20550913_20350912_LCH FWD PRE                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     3000000 | NC      | $-47335.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                     | SO USD_SOFR_P_4.1725_20550913_20350912_LCH FWD PRE                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     3000000 | NC      | $7442.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.935% 10/04/2055 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      700000 | OU      | $24076.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 1.99% 03/20/2028 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |   -16800000 | OU      | $-211269.40    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.937% 10/04/2055 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1500000 | OU      | $50906.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | BUY CDS CDX.NA.HY.45-V1_500BPS_20301220_ICE 5.0%                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      650000 | OU      | $-35155.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | SELLCDSITRAXX EUROPE MAIN SERIES 44-V1_100BPS_2030                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |           0 | OU      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    18800000 | OU      | $370861.32     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    11000000 | OU      | $216993.33     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     9000000 | OU      | $177540.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    10000000 | OU      | $197266.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    12000000 | OU      | $236720.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    15000000 | OU      | $295900.01     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    12000000 | OU      | $236720.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.745% 10/28/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5000000 | OU      | $3967.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | SELL CDS CDX.EM.44-V1_100BPS_20301220_ICE1.0%                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    29000000 | OU      | $-572073.33    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.5325% 12/09/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    12000000 | OU      | $39127.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.531% 12/09/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6000000 | OU      | $19737.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.525% 12/09/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10000000 | OU      | $34052.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 1.96% 12/15/2035 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2000000 | OU      | $49768.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | SELLCDSORACLE CORPORATION 100BPS 20301220 MS 118BP                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |     2000000 | OU      | $-64111.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 1.972% 12/15/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4000000 | OU      | $94528.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 1.9725% 12/15/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5000000 | OU      | $117899.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.51875% 12/10/2027 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2000000 | OU      | $6906.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.453% 12/10/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3000000 | OU      | $-12857.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | SELLCDSORACLE CORPORATION 100BPS 20301220 MS 115.5                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     4000000 | OU      | $-128223.26    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 3.324% 09/22/2037 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1400000 | OU      | $83053.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS JPY 1.356% 06/21/2028 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  1800000000 | OU      | $25173.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                            | BUY CDS CMBX.NA.BBB-.10 3.% 17-11-2059 MSCO                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     1662000 | OU      | $454352.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.01% 02/15/2036 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9000000 | OU      | $194993.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS JPY 1.4535% 06/21/2028 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  1400000000 | OU      | $2646.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                               | VAR SWAP 29.8% GOLD-LBMA                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -20000 | OU      | $-134327.78    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 3.904% 02/20/2041 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4100000 | OU      | $73281.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SO CDX.NA.IG.45 PUT 60% 20-DEC-2030                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |   552500000 | NC      | $1374802.45    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | SO CDX.NA.IG.45 PUT 80% 20-DEC-2030                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |  -552500000 | NC      | $-534197.19    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SO CDX.NA.IG.45 PUT 60% 20-DEC-2030 (GS)                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |   138000000 | NC      | $343389.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SO CDX.NA.IG.45 PUT 80% 20-DEC-2030 (GS)                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |  -138000000 | NC      | $-133428.44    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SO CDX.NA.IG.45 PUT 60% 20-DEC-2030 (GS)                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |   138000000 | NC      | $343389.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                | SO CDX.NA.IG.45 PUT 80% 20-DEC-2030 (GS)                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |  -138000000 | NC      | $-133428.44    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.3875% 03/03/2036 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    12500000 | OU      | $37614.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS INR 6.182% 06/17/2031 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   270000000 | OU      | $76861.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.547% 06/18/2031 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -9100000 | OU      | $-15734.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 2.4325% 03/09/2036 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7000000 | OU      | $-5593.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS EUR 2.052% 03/15/2036 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5000000 | OU      | $94189.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CNY 1.542% 06/17/2031 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -60000000 | OU      | $-28667.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SEK 2.672% 06/18/2031 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  -123000000 | OU      | $-137845.65    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS SGD 1.861% 06/17/2031 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -5500000 | OU      | $-41784.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS NZD 3.95% 06/18/2031 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  -103000000 | OU      | $-376927.25    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS CNY 1.6% 06/17/2031 LCH                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  -257000000 | OU      | $-19485.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS INR 6.465% 06/17/2031 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | -1600700000 | OU      | $-262948.25    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS USD 3.496% 06/20/2028 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  -193000000 | OU      | $-364953.74    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CHINA SNRFOR USD 100 Jun 2031 Morgan 1%                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | CN        |     8400000 | OU      | $-187671.44    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CHINA SNRFOR USD 100 Jun 2031 Morgan 1%                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | CN        |    15600000 | OU      | $-348532.68    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                               | CIRS INR 6.4915% 06/17/2031 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | -2311600000 | OU      | $-353666.76    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                            | CIRS USD 3.491% 10/04/2034 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    -1500000 | OU      | $-35643.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | SELL CDS ITXEX_S45_5Y_T0_CDX 20310620 REC 5 BZU2 I                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     4000000 | OU      | $297481.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | SELL CDS CDXIG_S46_5Y_T0_CDX 20310620 REC 1 BZU2 I                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    21000000 | OU      | $369931.88     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | SELL CDS ITXEB_S45_5Y_T0_CDX 20310620 REC 1 BZU2 I                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    11000000 | OU      | $178597.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | SELL CDS CDXEM_S45_5Y_T0_CDX 20310620 REC 1 BZU2 I                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1000000 | OU      | $-42276.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1000000 | OU      | $19726.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Buy CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3100000 | OU      | $61152.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Sell CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     5000000 | OU      | $-98633.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Sell CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    15000000 | OU      | $-295900.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Sell CDX.EM.44 USD 100 Dec 2030 Morgan 1%                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    20000000 | OU      | $-394533.33    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | SELLCDSITRAXX EUROPE MAIN SERIES 45_100BPS_2031062                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     6600000 | OU      | $107158.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MakeMyTrip Ltd                                         | MakeMyTrip Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900DNT8HNJ7RYUO60 | Short            | EC               | CORP              | MU        |       -2500 | NS      | $-93225.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Royal Caribbean Cruises Ltd                            | Royal Caribbean Cruises Ltd                                                      | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |          19 | NS      | $5228.42       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Caribbean Cruises Ltd                            | Royal Caribbean Cruises Ltd                                                      | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Short            | EC               | CORP              | LR        |      -34580 | NS      | $-9515724.40   | -0.26%            |  |  |  | No            | 1                  | On Loan: No      |
| Wartsila OYJ Abp                                       | Wartsila OYJ Abp                                                                 | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Short            | EC               | CORP              | FI        |        -953 | NS      | $-35497.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Costamare Inc                                          | Costamare Inc                                                                    | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MH        |        2000 | NS      | $33800.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DHT Holdings Inc                                       | DHT Holdings Inc                                                                 | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |        1599 | NS      | $29213.73      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Diana Shipping Inc                                     | Diana Shipping Inc                                                               | CUSIP: 000000000<br>LEI: 549300XD7FHNJ0THIV12 | Long             | EC               | CORP              | MH        |        1000 | NS      | $2500.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dorian LPG Ltd                                         | Dorian LPG Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |        1700 | NS      | $58140.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flex Ltd                                               | Flex Ltd                                                                         | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |        3264 | NS      | $213661.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Flex Ltd                                               | Flex Ltd                                                                         | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Short            | EC               | CORP              | SG        |       -8900 | NS      | $-582594.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Genco Shipping & Trading Ltd                           | Genco Shipping & Trading Ltd                                                     | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | MH        |        2700 | NS      | $60885.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Ship Lease Inc                                  | Global Ship Lease Inc                                                            | CUSIP: 000000000<br>LEI: 254900GLZ0J5N8UZM071 | Long             | EC               | CORP              | MH        |        6500 | NS      | $241995.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Genius Group Ltd                                       | Genius Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 984500CX4CD4Q6N5ZC11 | Short            | EC               | CORP              | SG        |       -6492 | NS      | $-2112.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Heidmar Maritime Holdings Corp                         | Heidmar Maritime Holdings Corp                                                   | CUSIP: 000000000<br>LEI: 984500497QJ544A67I48 | Long             | EC               | CORP              | MH        |          38 | NS      | $32.07         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Imperial Petroleum Inc                                 | Imperial Petroleum Inc                                                           | CUSIP: 000000000<br>LEI: 549300ZKLCVJXKUHBS50 | Long             | EC               | CORP              | MH        |          40 | NS      | $171.20        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| International Seaways Inc                              | International Seaways Inc                                                        | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Short            | EC               | CORP              | MH        |       -2000 | NS      | $-145760.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KNOT Offshore Partners LP                              | KNOT Offshore Partners LP                                                        | CUSIP: 000000000<br>LEI: 549300RM8O2QLS7ZQN07 | Long             | EC               | CORP              | MH        |        3900 | NS      | $39312.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Maxeon Solar Technologies Ltd                          | Maxeon Solar Technologies Ltd                                                    | CUSIP: 000000000<br>LEI: 5493007JPB074ITT6Y72 | Long             | EC               | CORP              | SG        |          21 | NS      | $31.71         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Navigator Holdings Ltd                                 | Navigator Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 213800H7RVOFYARK2W19 | Long             | EC               | CORP              | MH        |         900 | NS      | $17397.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Okeanis Eco Tankers Corp                               | Okeanis Eco Tankers Corp                                                         | CUSIP: 000000000<br>LEI: 213800U35RCYXTKVEM65 | Long             | EC               | CORP              | MH        |         200 | NS      | $10118.00      | 0.00%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Robin Energy Ltd                                       | Robin Energy Ltd                                                                 | CUSIP: 000000000<br>LEI: 529900TP90LRWMII8822 | Short            | EC               | CORP              | MH        |        -800 | NS      | $-1960.00      | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| Seanergy Maritime Holdings Corp                        | Seanergy Maritime Holdings Corp                                                  | CUSIP: 000000000<br>LEI: 213800S7JIZA8FZXF245 | Long             | EC               | CORP              | MH        |        1030 | NS      | $13297.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Scorpio Tankers Inc                                    | Scorpio Tankers Inc                                                              | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |        5900 | NS      | $440494.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Star Bulk Carriers Corp                                | Star Bulk Carriers Corp                                                          | CUSIP: 000000000<br>LEI: 549300SO3FMK7H6DDY54 | Long             | EC               | CORP              | MH        |       12324 | NS      | $283082.28     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| StealthGas Inc                                         | StealthGas Inc                                                                   | CUSIP: 000000000<br>LEI: 549300JCJUO3WBVVKJ89 | Long             | EC               | CORP              | MH        |        2200 | NS      | $20196.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vinfast Auto Ltd                                       | Vinfast Auto Ltd                                                                 | CUSIP: 000000000<br>LEI: 984500MF94854KCA5945 | Short            | EC               | CORP              | SG        |       -3700 | NS      | $-14245.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| WaVe Life Sciences Ltd                                 | WaVe Life Sciences Ltd                                                           | CUSIP: 000000000<br>LEI: 54930070006GPKFYZ813 | Long             | EC               | CORP              | SG        |        2600 | NS      | $18850.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THAMES WATER UTIL LTD                                  | THAMES WATER UTIL LTD 0.0 03/22/27 144.                                          | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |       45204 | PA      | $54530.93      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Stonegate Pub Co. Financing 2019 PLC                   | STONEGATE PUB FIN 10.75 07/31/29                                                 | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |     9899000 | PA      | $12972635.27   | 0.36%             | 2029-07-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Blackstone Alternative Investment Funds

**Signature:** Tom Procida

**Name of Signer:** Tom Procida

**Title:** Treasurer