# EDGAR Filing Document

**Accession Number:** 0001898391
**File Stem:** 0000035402-26-001999
**Filing Date:** 2026-3
**Character Count:** 124758
**Document Hash:** b2f8785554fb30e37702ea1e6ef49bb2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-001999.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000035402-26-001999

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20260131

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23762
- **FILM NUMBER:** 26790587

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-01-31

**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:** $247511573.47

**Total Liabilities:** $13067755.39

**Net Assets:** $234443818.08

**Amount of Assets Invested in Other Investment Companies:** $47857454.52

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 529.67672000 | **1-Year:** 0.00000000 | **5-Year:** 132.41728000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000260067 | 1.20%                | 1.19%                | 3.91%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-12362.25               | $-714.15                                   |
| Month 2  | $51828.55                | $327048.63                                 |
| Month 3  | $3461.94                 | $258516.30                                 |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                | Title                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fidelity Revere Street Trust                        | Fidelity Cash Central Fund                 | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  101090842 | NS      | $101111060.31 | 43.13%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: ZAR/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $207017.36    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/SGD settle 2026-03-18      | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-252584.46   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: RON/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $138852.01    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: PLN/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $87268.91     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: MXN/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $405946.44    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: USD/NOK settle 2026-03-18      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-190244.57   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: EUR/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $20635.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: USD/ILS settle 2026-03-18      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-74153.70    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/SEK settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-780263.36   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/AUD settle 2026-03-18      | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-275499.42   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: USD/JPY settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-23538.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: GBP/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $50623.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: NZD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $615276.22    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: USD/CHF settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-166182.53   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CAD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $167928.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/KRW settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-44884.37    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: BRL/USD settle 2026-04-02      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $326829.20    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: PHP/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $23247.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: PEN/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $51097.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/TWD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $64093.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: USD/CNY settle 2026-03-18      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-86939.85    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: COP/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $346253.15    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: HUF/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $143386.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CZK/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $42903.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: IDR/USD settle 2026-03-25      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2540.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: THB/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $5574.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: INR/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-82092.13    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CLP/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $207267.81    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NOK/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $165153.77    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SEK settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-95998.09    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: GBP/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $52491.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CLP/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $31411.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: USD/THB settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4263.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: USD/NZD settle 2026-03-18      | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-73945.42    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: AUD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $66449.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF | iShares Core S and P 500 ETF               | CUSIP: 464287200<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |       9300 | NS      | $6463779.00   | 2.76%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: USD/CHF settle 2026-03-18      | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-21670.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CAD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $10394.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CZK/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $20472.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: ZAR/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $181365.84    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: NZD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $384767.15    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: MXN/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $291784.83    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: PLN/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $54463.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/ILS settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-85199.13    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/SEK settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-469877.52   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: EUR/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $16895.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: RON/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $63667.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/CHF settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-105993.08   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: BRL/USD settle 2026-04-02      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $270323.17    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CLP/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $150626.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: COP/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $225638.48    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: PEN/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $39585.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/KRW settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-53259.04    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/TWD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1184.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: PHP/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $5632.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: INR/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-38874.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2026-03-25      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1452.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CAD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $116963.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/JPY settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4277.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CNY settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-60746.67    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SGD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-165597.52   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: GBP/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $92412.44     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: HUF/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $113240.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/AUD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-93416.62    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/KRW settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-12544.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CLP settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-39859.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: TWD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-73164.39    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: USD/CAD settle 2026-03-18      | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-33542.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: USD/PLN settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9498.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NOK/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $175644.83    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/CHF settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-93940.77    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SGD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-43256.16    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: AUD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $112613.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CZK settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4766.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $34633.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/CAD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-27285.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NOK/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $63303.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: USD/CAD settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-26159.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: USD/GBP settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-121661.34   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: AUD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $156014.67    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $105067.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/CHF settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-56307.26    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NOK/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $203253.78    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: INR/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-34497.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CHF settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-28549.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                      | FX Forward: NOK/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $93066.52     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: AUD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $132421.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $51919.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: EUR/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $11851.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CNY/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $10618.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CHF/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $41517.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: CHF/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $26948.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: CAD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $37626.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: GBP/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $28853.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/NZD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-56919.21    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: CHF/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $29484.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $46485.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: CNY/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $5476.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: EUR/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $11631.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: USD/RON settle 2026-03-18      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-114308.74   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: CAD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $9222.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: GBP/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $22015.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: NZD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $55750.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: SGD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $80781.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: CHF/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $40751.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: JPY/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $11146.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/AUD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-84053.51    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: THB/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $6284.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: USD/NOK settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-69127.51    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: CNY/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $2761.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: NZD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $133138.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: COP/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $74834.09     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: USD/CAD settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-42644.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: NZD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $94606.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: USD/GBP settle 2026-03-18      | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-28128.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: SEK/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $56388.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: PEN/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3991.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CAD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $34815.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SGD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-12367.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: SEK/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $41934.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: RON/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $18122.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2026-03-25      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1147.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: TWD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $9617.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CHF/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $78767.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SGD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9228.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/AUD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-63327.98    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CAD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $118012.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/NZD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-91838.50    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CNY/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3709.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/GBP settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-52115.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: MXN/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $39004.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: ZAR/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $30149.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/NOK settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-54186.04    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CNY/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $933.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: ILS/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $23291.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SEK settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-37990.60    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: USD/AUD settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-49832.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: HUF/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $39252.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: CAD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $29065.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/TWD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-15058.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/BRL settle 2026-04-02      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-30402.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/JPY settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-23586.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/NZD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-45224.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: USD/AUD settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-54628.05    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: USD/SGD settle 2026-03-18      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-17824.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/MXN settle 2026-03-18      | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-10327.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: USD/CNY settle 2026-03-18      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-1391.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: USD/EUR settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-21888.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/NZD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-95885.09    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/PEN settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-980.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: USD/HUF settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-36807.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/INR settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3194.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/ILS settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-21539.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/IDR settle 2026-03-25      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17397.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/TWD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-11258.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/PHP settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-10369.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CAD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $28220.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/RON settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-19533.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: USD/NOK settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-56823.18    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/SEK settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-31609.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/COP settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8795.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: GBP/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $46540.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/NZD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-31881.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/ZAR settle 2026-03-18      | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-13771.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/KRW settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-23300.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/BRL settle 2026-04-02      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-16351.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/NZD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-39470.13    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/AUD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-33003.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CAD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $39610.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CZK settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-11542.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: GBP/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $23148.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/PLN settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-14508.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/NOK settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-33089.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/TWD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4693.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: USD/SGD settle 2026-03-18      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-176.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CHF/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $13326.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/NZD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-19118.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CAD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $28695.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: GBP/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $6487.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/NOK settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-19683.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: USD/THB settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $10629.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/INR settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3633.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/IDR settle 2026-03-25      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3657.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/TWD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1947.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/PEN settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2040.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: USD/NOK settle 2026-03-18      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-8534.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: USD/NZD settle 2026-03-18      | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-20606.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/AUD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-11379.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CAD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $25200.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: GBP/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1765.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/PHP settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1153.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/TWD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $6407.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $778.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/NZD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4493.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CAD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $4328.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: GBP/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8346.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/TWD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6278.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/NZD settle 2026-03-18      | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6081.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2218.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: CAD/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $6460.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: USD/NOK settle 2026-03-18      | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1651.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: GBP/USD settle 2026-03-18      | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-3840.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                         | NVIDIA CORP                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      34000 | NS      | $6498420.00   | 2.77%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NATURAL GAS FUTR MAR26 NGH26               | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |       -127 | NC      | $-1669148.31  | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NATURAL GAS FUTR JUL26 NGN26               | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        131 | NC      | $1446885.81   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                 | BRENT CRUDE FUTR MAY26 COK6                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         53 | NC      | $399926.58    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME PRI ALUM FUTR MAR26 LAH26              | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        -18 | NC      | $-108612.03   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME PRI ALUM FUTR MAR26 LAH26              | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        149 | NC      | $369671.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                 | BRENT CRUDE FUTR JUL26 CON6                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         57 | NC      | $220376.39    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME NICKEL FUTURE MAR26 LNH6               | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |         62 | NC      | $64851.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME NICKEL FUTURE MAR26 LNH6               | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        -19 | NC      | $-378594.92   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME ZINC FUTURE MAR26 LXH6                 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        106 | NC      | $592286.38    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME ZINC FUTURE MAR26 LXH6                 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        -12 | NC      | $-104186.27   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | 3 MONTH SOFR FUT MAR26 SFRH6               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       -589 | NC      | $49932.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | 3 MONTH SOFR FUT JUN26 SFRM6               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       -297 | NC      | $-3546.94     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | 3 MONTH SOFR FUT SEP26 SFRU6               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       -216 | NC      | $-25520.97    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | 3 MONTH SOFR FUT DEC26 SFRZ6               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       -177 | NC      | $-34131.86    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | ICE 3MTH SONIA FU FUT MAR26 SFIH6          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |       -321 | NC      | $13550.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | ICE 3MTH SONIA FU FUT JUN26 SFIM6          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |       -216 | NC      | $22496.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | ICE 3MTH SONIA FU FUT DEC26 SFIZ6          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        -91 | NC      | $756.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | ICE 3MTH SONIA FU FUT SEP26 SFIU6          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |       -119 | NC      | $7847.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME LEAD FUTURE MAR26 LLH6                 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        -31 | NC      | $-24940.76    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME LEAD FUTURE MAR26 LLH6                 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        162 | NC      | $-136205.13   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NY HARB ULSD FUT MAR26 HOH6                | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         34 | NC      | $460168.97    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | GASOLINE RBOB FUT JUL26 XBN6               | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         57 | NC      | $266465.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NY HARB ULSD FUT JUL26 HON6                | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         56 | NC      | $361543.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | GASOLINE RBOB FUT MAR26 XBH6               | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        -12 | NC      | $-45413.82    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                 | ICE RTD MONTH COA FUT MAR26 XAH6           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        -30 | NC      | $-206077.61   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN ENERGY DERIVATIVES EXCHANGE NV             | TTF NAT GAS F FUT MAR26 TZTH6              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | NL        |        -40 | NC      | $-397561.25   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN ENERGY DERIVATIVES EXCHANGE NV             | ECX EMISSION FUT DEC26 MOZ26               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | NL        |         33 | NC      | $-191697.17   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                 | UK NATURAL GAS FUTMAR26 FNH6               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        -30 | NC      | $-326147.45   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                              | HOT ROLLED STEEL FUT MAR26 HRCH6           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |         75 | NC      | $28909.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD         | SGX IRON ORE 62% FUT MAR26 SCOH6           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | SG        |        323 | NC      | $-94000.76    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | COTTON NO.2 FUTR MAR26 CTH6                | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |       -711 | NC      | $228363.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | CHICAGO ETHANOL S FUT MAR26 CUAH6          | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         52 | NC      | $-40865.84    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | PALLADIUM FUTURE MAR26 PAH6                | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |          4 | NC      | $95069.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | PLATINUM FUTURE APR26 PLJ6                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |          6 | NC      | $128649.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | WHITE SUGAR (ICE) FUT MAY26 QWK6           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |       -138 | NC      | $84654.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | COTTON NO.2 FUTR JUL26 CTN6                | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |        561 | NC      | $-109322.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | SUGAR #11 (WORLD) FUT JUL26 SBN6           | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |       -100 | NC      | $73433.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | COFFEE 'C' FUTURE JUL26 KCN6               | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |         10 | NC      | $-115067.70   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                | RAPESEED EURO FUT MAY26 IJK6               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |        -41 | NC      | $-53766.09    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                 | LOW SU GASOIL G FUT MAR26 QSH6             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         45 | NC      | $453898.53    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | 3MO EURO EURIBOR FUT MAR26 ERH6            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |      -1110 | NC      | $-9256.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                 | LOW SU GASOIL G FUT JUL26 QSN6             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         79 | NC      | $410273.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | 3MO EURO EURIBOR FUT JUN26 ERM6            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |       -679 | NC      | $-35088.37    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO STOXX 50 FUT MAR26 VGH6               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |         21 | NC      | $51800.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                | MILL WHEAT EURO FUT MAY26 CAK6             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |       -606 | NC      | $-136703.52   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | 3MO EURO EURIBOR FUT SEP26 ERU6            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |       -462 | NC      | $-57482.22    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICAN FUTURES EXCHANGE                      | FTSE/JSE TOP 40 FUT MAR26 AIH6             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ZA        |        -74 | NC      | $-64476.85    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN MEAL FUTR MAR26 SMH6               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -14 | NC      | $26341.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | 3MO EURO EURIBOR FUT DEC26 ERZ6            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |       -381 | NC      | $-67202.73    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | WHEAT FUTURE(CBT) JUL26 W N6               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -64 | NC      | $-52877.09    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN OIL FUTR MAR26 BOH6                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -51 | NC      | $-81222.75    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | S and P500 EMINI FUT MAR26 ESH6            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         -9 | NC      | $-21444.62    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | COFFEE 'C' FUTURE MAR26 KCH6               | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |          9 | NC      | $-89866.38    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN FUTURE MAR26 S H6                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |         47 | NC      | $-13452.29    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CORN FUTURE JUL26 C N6                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -34 | NC      | $24828.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | SUGAR #11 (WORLD) FUT MAR26 SBH6           | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |        -84 | NC      | $63257.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | KC HRW WHEAT FUT MAR26 KWH6                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |         39 | NC      | $49123.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | WTI CRUDE FUTURE MAR26 CLH6                | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         35 | NC      | $259937.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | WTI CRUDE FUTURE JUL26 CLN6                | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         58 | NC      | $208733.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CORN FUTURE MAR26 C H6                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -192 | NC      | $98792.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN OIL FUTR JUL26 BON6                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |         21 | NC      | $40956.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | KC HRW WHEAT FUT JUL26 KWN6                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -58 | NC      | $-46067.26    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                              | COPPER FUTURE JUL26 HGN6                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |         32 | NC      | $8431.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN FUTURE JUL26 S N6                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          8 | NC      | $5332.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | WHEAT FUTURE(CBT) MAR26 W H6               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |         29 | NC      | $38020.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | MSCI EMGMKT FUT MAR26 MESH6                | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |         99 | NC      | $675240.66    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN MEAL FUTR JUL26 SMN6               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |         -8 | NC      | $3425.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                             | 3M CORRA FUTURES JUN26 CORM6               | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |       -294 | NC      | $-6493.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                             | 3M CORRA FUTURES SEP26 CORU6               | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |       -204 | NC      | $-12263.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                             | 3M CORRA FUTURES MAR26 CORH6               | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |       -269 | NC      | $3991.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | SWISS MKT IX FUTR MAR26 SMH6               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |         64 | NC      | $78702.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | COCOA FUTURE - IC MAR26 QCH6               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        -33 | NC      | $355515.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                             | 3M CORRA FUTURES DEC26 CORZ6               | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DE               | CORP              | CA        |       -231 | NC      | $-24386.44    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | COCOA FUTURE MAR26 CCH6                    | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |        -99 | NC      | $1892295.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | MILK FUTURE MAR26 DAH6                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        -97 | NC      | $-237794.12   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                              | SILVER FUTURE MAR26 SIH6                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |          1 | NC      | $148012.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                              | GOLD 100 OZ FUTR APR26 GCJ6                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |          4 | NC      | $75919.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | COFF ROBUSTA 10TN FUT MAR26 DFH6           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         -2 | NC      | $1846.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | COCOA FUTURE JUL26 CCN6                    | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |         -8 | NC      | $88030.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                            | NIKKEI 225 (OSE) FUT MAR26 NKH6            | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DE               | CORP              | JP        |         13 | NC      | $227517.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                         | SPI 200 FUTURES MAR26 XPH6                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |         26 | NC      | $84430.33     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | CHEESE FUTURES MAR26 CHEH6                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        -40 | NC      | $-61880.80    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | MT BELV PROP 5 DE FUT FEB26 BAPG6          | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        -50 | NC      | $26736197.00  | 11.40%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | LEAN HOGS FUTURE APR26 LHJ6                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |       -751 | NC      | $-928661.52   | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | LIVE CATTLE FUTR APR26 LCJ6                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |         18 | NC      | $14898.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME TIN FUTURE MAR26 LTH6                  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |         -6 | NC      | $52830.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME TIN FUTURE MAR26 LTH6                  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |         16 | NC      | $869955.84    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | LEAN HOGS FUTURE JUN26 LHM6                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        571 | NC      | $1569288.89   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | BUTTER CASH FUTR MAR26 UDAH6               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |         -1 | NC      | $-4589.69     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                 | DUBAI 1ST LINE FUT APR26 DATJ6             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        -15 | NC      | $-70852.65    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                            | TOPIX INDX FUTR MAR26 TPH6                 | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DE               | CORP              | JP        |         19 | NC      | $210946.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | E-MINI RUSS 2000 FUT MAR26 RTYH6           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         -5 | NC      | $9684.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | S and P MID 400 EMINI FUT MAR26 FAH6       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         -4 | NC      | $31971.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICAN FUTURES EXCHANGE                      | YELLOW MAIZE-SAF FUT MAR26 YWH6            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | ZA        |       -201 | NC      | $215028.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | LIVE CATTLE FUTR JUN26 LCM6                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |         26 | NC      | $101165.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICAN FUTURES EXCHANGE                      | WHITE MAIZE-SAF FUT MAR26 WZH6             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | ZA        |       -152 | NC      | $164229.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                           | UST BILLS 0% 02/19/2026                    | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   63900000 | PA      | $63791339.96  | 27.21%            | 2026-02-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA FUTURES EXCHANGE                              | KOSPI2 INX FUT MAR26 KMH6                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | KR        |         21 | NC      | $666403.99    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | DJIA MINI E-CBOT FUT MAR26 DMH6            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         -8 | NC      | $7562.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                             | S and P/TSX 60 IX FUT MAR26 PTH6           | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DE               | CORP              | CA        |         16 | NC      | $-4340.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                             | CAN 10YR BOND FUT MAR26 CNH6               | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |        -30 | NC      | $1756.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | FTSE 100 IDX FUT MAR26 Z H6                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         10 | NC      | $66511.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALIAN DERIVATIVES MARKET                          | FTSE/MIB IDX FUT MAR26 STH6                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |         12 | NC      | $104055.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THAILAND FUTURES EXCHANGE                           | SET50 FUTURES MAR26 BCH6                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | TH        |       1428 | NC      | $405724.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICAN FUTURES EXCHANGE                      | WHEAT FUTURE-SAF MAR26 EBH6                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | ZA        |       -604 | NC      | $568285.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BURSA MALAYSIA BHD                                  | CRUDE PALM OIL FU FUT APR26 KOJ6           | CUSIP: N/A<br>LEI: 254900CXCSGW8M52ZU27       | N/A              | DCO              | CORP              | MY        |         28 | NC      | $33215.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD         | TSR20 FOB FUT SCE MAY26 ORK6               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | SG        |        -13 | NC      | $-4162.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN ENERGY EXCHANGE AG                         | PHELIX DE BASE M FUT MAR26 DETH6           | CUSIP: N/A<br>LEI: 529900J0JGLSFDWNFC20       | N/A              | DCO              | CORP              | DE        |         13 | NC      | $106774.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN ENERGY EXCHANGE AG                         | FRENCH BASE M FUT MAR26 FACH6              | CUSIP: N/A<br>LEI: 529900J0JGLSFDWNFC20       | N/A              | DCO              | CORP              | DE        |        -21 | NC      | $-52400.74    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BUXL 30Y BND FUT MAR26 UBH6           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -64 | NC      | $44857.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-SCHATZ FUT MAR26 DUH6                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |      -1104 | NC      | $-99962.18    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-OAT FUTURE MAR26 OATH6                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         42 | NC      | $82170.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BOBL FUTURE MAR26 OEH6                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       -193 | NC      | $-70250.18    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BTP FUTURE MAR26 IKH6                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -18 | NC      | $-1476.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BUND FUTURE MAR26 RXH6                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -66 | NC      | $-37142.31    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                            | JPN 10Y BOND(OSE) FUT MAR26 JBH6           | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |         35 | NC      | $-401032.54   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | US LONG BOND(CBT) FUT MAR26 USH6           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -31 | NC      | $13171.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | US 10YR NOTE FUT (CBT)MAR26 TYH6           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -58 | NC      | $4492.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | US ULTRA BOND CBT FUT MAR26 WNH6           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -60 | NC      | $78090.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | US 5YR NOTE (CBT) FUT MAR26 FVH6           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -289 | NC      | $108255.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | US 2YR NOTE (CBT) FUT MAR26 TUH6           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -580 | NC      | $158818.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | LONG GILT FUTURE MAR26 G H6                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        -55 | NC      | $27506.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | CME ETHER FUTURE FEB26 DCRG6               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |          4 | NC      | $-96660.68    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                           | UST BILLS 0% 03/05/2026                    | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54400000 | PA      | $54231160.90  | 23.13%            | 2026-03-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN ENERGY EXCHANGE AG                         | ITALIAN BASE M FU FUT MAR26 ITPH6          | CUSIP: N/A<br>LEI: 529900J0JGLSFDWNFC20       | N/A              | DCO              | CORP              | DE        |          5 | NC      | $5120.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                         | AUST 3YR BOND FUT MAR26 YMH6               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |       -555 | NC      | $98908.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                         | AUST 10Y BOND FUT MAR26 XMH6               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |       -162 | NC      | $25298.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA FUTURES EXCHANGE                              | KOREA 10YR BND FU FUT MAR26 KAAH6          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | KR        |       -151 | NC      | $137554.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA FUTURES EXCHANGE                              | KOREA 3YR BND FUT MAR26 KEH6               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | KR        |       -123 | NC      | $12855.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                           | ICE CDX ITXEX544 12/20/30                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   23312000 | NC      | $72803.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                           | ICE CDX ITXEB544 12/20/30                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        | -104960000 | NC      | $-50376.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                           | ICE CDX CXPEM544 12/20/30                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |  -41033000 | NC      | $-175225.97   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                           | ICE CDX CDXIG545 12/20/30                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        | -111565000 | NC      | $20533.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                           | ICE CDX CXPHY545 12/20/30                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   73652040 | NC      | $594118.53    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| MINNEAPOLIS GRAIN EXCHANGE                          | MIAX RED WHEAT FUTMAR26 MWEH26             | CUSIP: N/A<br>LEI: 549300RGCVWZUN04IA69       | N/A              | DCO              | CORP              | US        |       -221 | NC      | $-27276.07    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                          | HANG SENG IDX FUT FEB26 HIG6               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |         10 | NC      | $35401.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                          | HSCEI FUTURES FEB26 HCG6                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |         32 | NC      | $20067.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STOCKHOLM STOCK EXCHANGE                            | OMXS30 IND FUTURE FEB26 QCG6               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |         88 | NC      | $41420.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD         | FTSE TAIWAN INDEX FUT FEB26 TWTG6          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |        -26 | NC      | $55559.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD         | MSCI SING IX ETS FUT FEB26 QZG6            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |         91 | NC      | $-25690.31    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD         | FTSE CHINA A50 FUT FEB26 XUG6              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |        259 | NC      | $9193.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS-MONEP                                | CAC40 10 EURO FUT FEB26 CFG6               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |         -1 | NC      | $-507.11      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NSE IFSC                                            | IFSC NIFTY 50 FUT FEB26 JGSG6              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IN        |       -123 | NC      | $5268.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEFF RENTA VAR EXCH (MADRID)                        | IBEX 35 INDX FUTR FEB26 IBG6               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ES        |         17 | NC      | $32716.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | IVV SHORT 06/09/26 GOLDSIL 66 BPS 0 BPS BF | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |       9300 | NC      | $-39844.43    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                            | PLATINUM (OSE) FUT DEC26 JAZ6              | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DCO              | CORP              | JP        |         18 | NC      | $84119.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | NVDA 4/15/2026 GS 45bps + SOFR ETRS        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |      34000 | NC      | $-128579.56   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer