# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001145549-23-020530
**Filing Date:** 2023-3
**Character Count:** 319333
**Document Hash:** 46fa47a0033720c19d1c6cf5dd46ce3f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-020530.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001145549-23-020530

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Funds II
- **CENTRAL INDEX KEY:** 0001331971
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21779
- **FILM NUMBER:** 23779569

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-2166

**MAIL ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116

## Series and Classes Contracts Data

### Multi-Asset Absolute Return Fund (Series ID: S000035066)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000107909 | Class A      | JHAAX           |
| C000107910 | Class C      | JHACX           |
| C000107911 | Class I      | JHAIX           |
| C000107912 | Class NAV    |  |
| C000107913 | Class R6     | JHASX           |
| C000113522 | Class R2     | JHARX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Funds II

- **b. Investment Company Act file number:** 811-21779

- **c. CIK number of Registrant:** 0001331971

- **d. LEI of Registrant:** O3MKD80X1I2OGNEFGW25

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

  - **Street Address 1:** 200 Berkeley Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-312-0176

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

- **a. Name of Series:** Multi-Asset Absolute Return Fund

- **b. EDGAR series identifier (if any):** S000035066

- **c. LEI of Series:** 549300T318YH9FB27C98

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $499797905.19

**Total Liabilities:** $2017352.88

**Net Assets:** $497780552.31

**Cash Not Reported:** $28976684.73

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3.052504000000 | **1-Year:** -869.833147000000 | **5-Year:** -1907.750903000000 | **10-Year:** -3846.831902000000 | **30-Year:** -18587.658056000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000107909 | 3.78%                | -0.97%               | 1.16%                |
| Class ID C000107910 | 3.82%                | -1.11%               | 1.20%                |
| Class ID C000107911 | 3.92%                | -1.05%               | 1.25%                |
| Class ID C000107912 | 3.91%                | -0.93%               | 1.24%                |
| Class ID C000107913 | 3.90%                | -1.03%               | 1.24%                |
| Class ID C000113522 | 3.91%                | -1.09%               | 1.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $8525354.03              | $43357133.30                               |
| Month 2  | $-949927.75              | $-15304910.33                              |
| Month 3  | $-8993317.80             | $31061938.04                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $217.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $54949.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co. Ltd.                                                    | HYUNDAI MOBIS CO LTD COMMON STOCK KRW5000.             | CUSIP: 644954000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2704 | NS      | $452128.18    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1857.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                                      | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $25.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1150680.06   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-116467.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                                      | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-8117.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-126896.07   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                                      | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-4067.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-7966.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                                      | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $927.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought SEK                                                      | Sold CAD /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-2930.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                                      | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-34322.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                                      | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-675.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                                      | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $23062.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1725.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE Inc.                                                                 | NIKE INC COMMON STOCK                                  | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     60888 | NS      | $7752869.04   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-20911.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LG Corp.                                                                  | LG CORP COMMON STOCK KRW5000.                          | CUSIP: 653703009<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2298 | NS      | $154756.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $75869.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-125.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                                                      | Sold SEK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-787123.76   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                                      | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $640.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought NZD                                                      | Sold CHF /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $10987.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought JPY                                                      | Sold SEK /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $11757.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold HKD /Bought USD                                                      | Sold HKD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $90.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-32000.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-965.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                                      | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-1512.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                                      | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-39936.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-45461.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $214.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                                      | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $47.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought SEK                                                      | Sold USD /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $397662.72    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-338.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                                      | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-4910.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                                      | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $45.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                                      | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $774.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2263.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold HKD /Bought USD                                                      | Sold HKD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $269.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                                      | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-6268.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-2734.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-7319.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1263.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought NOK                                                      | Sold JPY /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-1951.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                                      | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $3626.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-173.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1325.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-5011.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-72.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought NZD                                                      | Sold CHF /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $23809.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-3926.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                        | ORACLE CORP COMMON STOCK USD.01                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     67752 | NS      | $5993341.92   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola Sociedad Anonima                                                | IBERDROLA SA RTS COMMON STOCK EUR.75                   | CUSIP: B288C9908<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    236299 | NS      | $2772194.60   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought JPY                                                      | Sold EUR /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $12917.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-2974.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought NZD                                                      | Sold NOK /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $7636.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2141.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                                      | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $2219.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $106.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corporation                                                          | HOYA CORP COMMON STOCK                                 | CUSIP: 644150005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20100 | NS      | $2210435.97   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                                      | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-648509.24   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-212.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-16284.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Sanjiu Medical and Pharmaceutical Company Limited         | CHINA RESOURCES SANJIU MEDICAL COMMON STOCK CNY1.0     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     54579 | NS      | $393176.21    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Telkom Indonesia (Persero) Tbk                                         | TELEKOMUNIKASI INDONESIA PERSE COMMON STOCK IDR50.     | CUSIP: BD4T6W908<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   4889800 | NS      | $1263684.35   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-15.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-346807.79   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $31.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                                      | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-24512.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought SEK                                                      | Sold JPY /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-12155.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1202.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                                      | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $101.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                                      | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $61.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                                      | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-17421.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought SEK                                                      | Sold USD /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-9112.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought HKD                                                      | Sold USD /Bought HKD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $-120.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $18482.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $3950.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought JPY                                                      | Sold NOK /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-412.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-12019.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-11086.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1133.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $9799.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                                             | ALIBABA GROUP HOLDING LTD ADR USD.000025               | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |     10773 | NS      | $1187184.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fomento Economico Mexicano S.A.B. de C.V.                                 | FOMENTO ECONOMICO MEXICANO SAB UNIT                    | CUSIP: 224205906<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |     97700 | NS      | $855410.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought SEK                                                      | Sold USD /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $4002.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought AUD                                                      | Sold JPY /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $3800.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-4259.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-6242.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought USD                                                      | Sold NOK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-105123.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-732.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International Inc.                                                 | BAXTER INTERNATIONAL INC COMMON STOCK USD1.0           | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     40703 | NS      | $1859720.07   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $4291.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $286.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corporation                                                          | KDDI CORP COMMON STOCK                                 | CUSIP: 624899902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    100300 | NS      | $3133718.47   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                                                      | Sold NZD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-1008080.76  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                          | UNITED STATES TREASURY NOTE/BO 11/29 1.75              | CUSIP: 912828YS3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1606000 | PA      | $1439440.23   | 0.29%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Henan Shuanghui Investment and Development Co.Ltd.                        | HENAN SHUANGHUI INVESTMENT and D COMMON STOCK CNY1.0   | CUSIP: BD5CP8906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     85598 | NS      | $323714.54    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $13861.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                                                      | Sold USD /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $320.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-8873.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought SEK                                                      | Sold USD /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $39714.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-16950.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                                      | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $1385.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought HKD                                                      | Sold USD /Bought HKD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $-60.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                                      | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $16543.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                               | FISERV INC COMMON STOCK USD.01                         | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     57071 | NS      | $6088334.28   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold CAD /Bought USD                                                      | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-9.52        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought JPY                                                      | Sold NOK /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $11093.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson and Johnson                                                       | JOHNSON + JOHNSON COMMON STOCK USD1.0                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     72918 | NS      | $11916259.56  | 2.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                                     | MICROSOFT CORP COMMON STOCK USD.00000625               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     99589 | NS      | $24679150.09  | 4.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $223.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought JPY                                                      | Sold EUR /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1590.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $6280.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-430.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $2792.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $21339.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                                      | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-39034.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                                      | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-6137.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought SEK                                                      | Sold EUR /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-12565.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                                      | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $108.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-88.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                          | UNITED STATES TREASURY NOTE/BO 05/29 2.375             | CUSIP: 9128286T2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3924700 | PA      | $3657943.05   | 0.73%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                                      | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-5481.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $4313.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                                      | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $1200.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                                      | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $6855.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $87645.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought CAD                                                      | Sold JPY /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-18866.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-1021464.41  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                                      | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-3061.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $27659.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                                      | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $3285.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $14011.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2082.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BIM Birlesik Magazalar Anonim Sirketi                                     | BIM BIRLESIK MAGAZALAR AS COMMON STOCK TRY1.           | CUSIP: B0D000905<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     19166 | NS      | $127088.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $184.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1016.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought AUD                                                      | Sold JPY /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $15683.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                                      | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $579.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought HKD                                                      | Sold USD /Bought HKD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $10.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                                      | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-2960.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                                      | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-2163.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1573.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                                      | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $97.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                                      | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $3724.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | ALLIANZ SE COMMON STOCK                                | CUSIP: 523148906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     31961 | NS      | $7642287.35   | 1.54%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co. Ltd.                                                       | SK TELECOM CO LTD COMMON STOCK KRW500.                 | CUSIP: 622487908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     37640 | NS      | $1426371.52   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1033.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $204322.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Aktiengesellschaft                                                | SIEMENS AG COMMON STOCK NPV                            | CUSIP: 572797900<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     12809 | NS      | $2000825.25   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $321.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $20784.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-897.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $832.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Everbright Environment Group Limited                                | CHINA EVERBRIGHT INTERNATIONAL COMMON STOCK            | CUSIP: 663094902<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    368000 | NS      | $163643.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought AUD                                                      | Sold SEK /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $16199.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                          | UNITED STATES TREASURY NOTE/BO 05/30 0.625             | CUSIP: 912828ZQ6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2453600 | PA      | $2007063.96   | 0.40%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                          | UNITED STATES TREASURY NOTE/BO 08/31 1.25              | CUSIP: 91282CCS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2038400 | PA      | $1710424.62   | 0.34%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sold NOK /Bought USD                                                      | Sold NOK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-18772.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $13825.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-449.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NOK                                                      | Sold USD /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-13383.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-6309.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-30904.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought SEK                                                      | Sold EUR /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-4077.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| China Longyuan Power Group Corporation Limited                            | CHINA LONGYUAN POWER GROUP COR COMMON STOCK CNY1.0     | CUSIP: B4Q2TX906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    714000 | NS      | $985635.02    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                              | PEPSICO INC COMMON STOCK USD.017                       | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     33359 | NS      | $5705056.18   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Incorporated                                                   | MASTERCARD INC COMMON STOCK USD.0001                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     20814 | NS      | $7713668.40   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                                                    | MCDONALD'S CORP COMMON STOCK USD.01                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     17230 | NS      | $4607302.00   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $12503.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                                      | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $5684.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-7104.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-674.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-221.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                          | UNITED STATES TREASURY NOTE/BO 02/32 1.875             | CUSIP: 91282CDY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3983500 | PA      | $3495365.65   | 0.70%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $949.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $11933.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                      | ANTHEM INC COMMON STOCK USD.01                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     15834 | NS      | $7916841.66   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                                                     | COCA-COLA CO/THE COMMON STOCK USD.25                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    209106 | NS      | $12822379.92  | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought CHF                                                      | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $600.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $25.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-112049.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1700.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1977.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                                      | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-14532.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                                      | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-10874.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $382.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                                      | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-13429.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $1876.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1272.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-4546.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corporation                                | COGNIZANT TECHNOLOGY SOLUTIONS COMMON STOCK USD.01     | CUSIP: 192446102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40144 | NS      | $2679612.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Banorte S.A.B. de C.V.                                   | GRUPO FINANCIERO BANORTE SAB D COMMON STOCK MXN3.5     | CUSIP: 242104909<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     48000 | NS      | $397652.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $35.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $18.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1783.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $652.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-2336.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-10303.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                                      | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $1454.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                                      | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $58.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance (Group) Company of China Ltd.                           | PING AN INSURANCE GROUP CO OF COMMON STOCK CNY1.0      | CUSIP: B01FLR903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    118500 | NS      | $920472.67    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Titan Wind Energy (Suzhou) Co. Ltd.                                       | TITAN WIND ENERGY SUZHOU-A                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    295797 | NS      | $716464.85    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-42081.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                                      | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-6556.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Land Limited                                              | CHINA RESOURCES LAND LTD COMMON STOCK HKD.1            | CUSIP: 619376908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    118000 | NS      | $565521.73    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $46913.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                                      | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-1624.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $17851.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-267.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $7813.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $738835.22    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-38138.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                                                      | Sold SEK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $1178.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2988.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $99.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought EUR                                                      | Sold CAD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-2010.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1177.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2576.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought SEK                                                      | Sold NZD /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-29915.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $4501.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-41810.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-6762.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought GBP                                                      | Sold NZD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-306.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SandP500 EMINI FUT 0323                                                   | SandP500 EMINI FUT 0323                                | CUSIP: ADI1YWSP8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       529 | NC      | $-3166781.09  | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $55.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $5361.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1090.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-639.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US 10YR NOTE CBT 0323                                                     | US 10YR NOTE CBT 0323                                  | CUSIP: ADI26YV04<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       135 | NC      | $-48376.28    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURE 0323                                                     | EURO-BUND FUTURE 0323                                  | CUSIP: ADI26YV61<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |       130 | NC      | $336288.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1331.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-4229.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $8158.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-9616.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-509.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                               | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     89659 | NS      | $3727124.63   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold JPY /Bought NOK                                                      | Sold JPY /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-19339.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-62.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US 2YR NOTE CBT 0323                                                      | US 2YR NOTE CBT 0323                                   | CUSIP: ADI27GZW8<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       218 | NC      | $204096.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nykredit Realkredit A/S                                                   | NYKREDIT REALKREDIT AS COVERED REGS 10/53 5            | CUSIP: BX3347586<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   2491177 | PA      | $364427.53    | 0.07%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $44212.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $5600.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold HKD /Bought USD                                                      | Sold HKD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $213.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought EUR                                                      | Sold GBP /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $5103.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VMware Inc.                                                               | VMWARE INC COMMON STOCK USD.01                         | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |     12268 | NS      | $1502461.96   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Realkredit Danmark A/S                                                    | REALKREDIT DANMARK A/S COVERED REGS 10/53 1.5          | CUSIP: BP2299314<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |  52582670 | PA      | $6031941.56   | 1.21%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Public Limited Company                                          | MEDTRONIC PLC COMMON STOCK USD.1                       | CUSIP: 585055106<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     75405 | NS      | $6310644.45   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold DKK /Bought USD                                                      | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-1333936.51  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-65834.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                                      | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $3686.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $2529.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $382.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $196.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1178.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $249.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                                      | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $90240.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $163430.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $32458.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1035.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-3388.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federation des caisses Desjardins du Quebec                               | FEDERATION DES CAISSES DESJARD COVERED REGS 11/27 0.05 | CUSIP: ZQ6800291<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    300000 | PA      | $280554.66    | 0.06%             | 2027-11-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-22446.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $991.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-3181.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1679.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought NOK                                                      | Sold NZD /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-41431.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-45528.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-451.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought GBP                                                      | Sold EUR /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-246.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought EUR                                                      | Sold AUD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-8962.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $2102.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought SEK                                                      | Sold EUR /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-11387.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NOK                                                      | Sold USD /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-9830.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                                      | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-109.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-2010.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $62.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-695.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Info Service Public Company Limited                              | ADVANCED INFO SERVICE PCL FOREIGN SH. THB1.0 A         | CUSIP: 641256904<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     15500 | NS      | $91775.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought NOK                                                      | Sold CAD /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-564.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $10540.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-12501.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                                      | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $29575.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-43824.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought SEK                                                      | Sold AUD /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-30792.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                                      | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-4130.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                                                      | Sold USD /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $3417.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-35347.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-6776.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought NOK                                                      | Sold JPY /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $6266.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                                      | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $80429.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-37.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold HKD /Bought USD                                                      | Sold HKD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $108.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                                      | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-499.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc.                                                          | ROSS STORES INC COMMON STOCK USD.01                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     29724 | NS      | $3513079.56   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-172.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-151.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $3515.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-4.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-2.69        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $30.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-551.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $4987.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex Inc.                                                              | PAYCHEX INC COMMON STOCK USD.01                        | CUSIP: 704326107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12297 | NS      | $1424730.42   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKKEI 225 MINI 0323                                                      | NIKKEI 225 MINI 0323                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JP        |       494 | NC      | $68980.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-1352.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-6685.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                          | UNITED STATES TREASURY NOTE/BO 11/28 3.125             | CUSIP: 9128285M8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2662600 | PA      | $2594578.88   | 0.52%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                                                   | GSK PLC COMMON STOCK GBP.3125                          | CUSIP: BN7SWP901<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     70419 | NS      | $1236910.45   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SPI 200 FUTURES 0323                                                      | SPI 200 FUTURES 0323                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |        59 | NC      | $-353114.97   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                                       | ERSTE GROUP BANK AG PFANDBRIEFE REGS 09/29 0.01        | CUSIP: ZR4572056<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $177893.11    | 0.04%             | 2029-09-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Sold SEK /Bought EUR                                                      | Sold SEK /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $19896.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $272.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                                      | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $12805.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $828.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought SEK                                                      | Sold AUD /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-32208.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought JPY                                                      | Sold AUD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $592.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $5697.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $272.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought HKD                                                      | Sold USD /Bought HKD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $-29.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-246.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tianhe Chemicals Group Limited                                            | TIANHE CHEMICALS GROUP LTD COMMON STOCK USD.000001     | CUSIP: BN7ZDG906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   4848409 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Nykredit Realkredit A/S                                                   | NYKREDIT REALKREDIT AS COVERED REGS 10/53 2.5          | CUSIP: BU4513612<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   1569469 | PA      | $199661.31    | 0.04%             | 2053-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-87.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-91.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The TJX Companies Inc.                                                    | TJX COS INC/THE COMMON STOCK USD1.0                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     54028 | NS      | $4422732.08   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                        | TAIWAN SEMICONDUCTOR MANUFACTU ADR                     | CUSIP: 874039100<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1841 | NS      | $170715.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thai Union Group Public Company Limited                                   | THAI UNION GROUP PCL FOREIGN SH. THB.25 A              | CUSIP: BYTBHT909<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |   1091600 | NS      | $530013.45    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought HKD                                                      | Sold USD /Bought HKD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $-165.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-1023.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Roadhouse Inc.                                                      | TEXAS ROADHOUSE INC COMMON STOCK USD.001               | CUSIP: 882681109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52613 | NS      | $5283923.59   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                                                 | VISA INC COMMON STOCK USD.0001                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     49864 | NS      | $11479191.44  | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                                          | NOVO NORDISK A/S COMMON STOCK DKK.2                    | CUSIP: ACI07GG13<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |    113230 | NS      | $15669885.77  | 3.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Ming Yang Smart Energy Group. Ltd.                                        | MING YANG SMART ENERGY GROUP L GDR                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      7951 | NS      | $157427.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of Nova Scotia                                                   | BANK OF NOVA SCOTIA/THE COMMON STOCK                   | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     67900 | NS      | $3675800.98   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                                    | CVS HEALTH CORP COMMON STOCK USD.01                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     86617 | NS      | $7641351.74   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold CAD /Bought EUR                                                      | Sold CAD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $14263.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-4409.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc.                                               | CADENCE DESIGN SYSTEMS INC COMMON STOCK USD.01         | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     29227 | NS      | $5343572.41   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. Grainger Inc.                                                        | WW GRAINGER INC COMMON STOCK USD.5                     | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      3739 | NS      | $2204065.72   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-818796.98   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| The Hershey Company                                                       | HERSHEY CO/THE COMMON STOCK USD1.0                     | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      9835 | NS      | $2208941.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Infosys Limited                                                           | INFOSYS LTD ADR                                        | CUSIP: 456788108<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     65877 | NS      | $1238487.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $1859.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-21445.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                                      | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $148.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                                      | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-187572.82   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                                      | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-425.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1335.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-2020511.65  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought HKD                                                      | Sold USD /Bought HKD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $-73.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $624.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2160.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                                      | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $396.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                                      | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $2640.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2165.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1387.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought JPY                                                      | Sold AUD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-16499.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought AUD                                                      | Sold JPY /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $46375.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                                      | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $70.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1117.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $672.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $450.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                                      | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-19016.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought SEK                                                      | Sold NZD /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-15829.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $737.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $953.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought EUR                                                      | Sold SEK /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $7597.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $32247.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                                      | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-3919.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $41.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC Property and Casualty Company Limited                                | PICC PROPERTY and CASUALTY CO LT COMMON STOCK CNY1.0   | CUSIP: 670625904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    494000 | NS      | $464435.27    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | SAMSUNG ELECTRONICS CO LTD COMMON STOCK KRW100.0       | CUSIP: 677172009<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     30132 | NS      | $1500882.56   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $96.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-264.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-305.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-187.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-849.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought NZD                                                      | Sold SEK /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $20391.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-3204.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought SEK                                                      | Sold EUR /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-13879.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                                                      | Sold USD /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-1040.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $418.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                                               | SHIN-ETSU CHEMICAL CO LTD COMMON STOCK                 | CUSIP: 680458007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13100 | NS      | $1931243.20   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                          | UNITED STATES TREASURY NOTE/BO 05/31 1.625             | CUSIP: 91282CCB5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2444200 | PA      | $2126549.47   | 0.43%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                               | RECKITT BENCKISER GROUP PLC COMMON STOCK GBP.1         | CUSIP: B24CGK904<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     35865 | NS      | $2555769.54   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-129.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought JPY                                                      | Sold NOK /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $11698.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle S.A.                                                               | NESTLE SA COMMON STOCK CHF.1                           | CUSIP: 712387901<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     25161 | NS      | $3069869.90   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| MINI MSCI EMG MKT 0323                                                    | MINI MSCI EMG MKT 0323                                 | CUSIP: ADI24YK24<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       281 | NC      | $-939538.32   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought CHF                                                      | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $157.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-97.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $11861.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought NOK                                                      | Sold JPY /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-18825.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                               | PFIZER INC COMMON STOCK USD.05                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     69207 | NS      | $3056181.12   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                                                     | STARBUCKS CORP COMMON STOCK USD.001                    | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     60422 | NS      | $6594457.08   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                                       | STRYKER CORP COMMON STOCK USD.1                        | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      9966 | NS      | $2529470.46   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                          | UNITED STATES TREASURY NOTE/BO 11/32 4.125             | CUSIP: 91282CFV8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3038500 | PA      | $3196596.95   | 0.64%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CAN 10YR BOND FUT 0323                                                    | CAN 10YR BOND FUT 0323                                 | CUSIP: ADI254187<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |        57 | NC      | $-59629.09    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-2201.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                                      | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-10072.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                                      | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-613.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US 5YR NOTE CBT 0323                                                      | US 5YR NOTE CBT 0323                                   | CUSIP: ADI27GKS3<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      1480 | NC      | $2274874.97   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                                           | ESTEE LAUDER COS INC/THE COMMON STOCK USD.01           | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      6254 | NS      | $1732858.32   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought NOK                                                      | Sold USD /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-10707.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-727.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                                      | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-38.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought SEK                                                      | Sold USD /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-18528.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                              | UNILEVER PLC COMMON STOCK GBP.0311                     | CUSIP: B10RZP905<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     31660 | NS      | $1611463.56   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                   | NYKREDIT REALKREDIT A/S COVERED REGS 10/47 2.5         | CUSIP: EK4381829<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   2425649 | PA      | $320810.83    | 0.06%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd.                                    | CHECK POINT SOFTWARE TECH COMMON STOCK USD.01          | CUSIP: M22465104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     23025 | NS      | $2928780.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-68.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Naspers Limited                                                           | NASPERS LTD COMMON STOCK ZAR.02                        | CUSIP: 662269901<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      3922 | NS      | $758275.57    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc.                                               | ADVANCED MICRO DEVICES INC COMMON STOCK USD.01         | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     24763 | NS      | $1860939.45   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc.                                                        | CISCO SYSTEMS INC COMMON STOCK USD.001                 | CUSIP: 17275R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    161573 | NS      | $7863757.91   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                                                 | COLGATE-PALMOLIVE CO COMMON STOCK USD1.0               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     36539 | NS      | $2723251.67   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-234898.43   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-2382477.52  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $495.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $185485.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-6476.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $33509.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought HKD                                                      | Sold USD /Bought HKD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $-65.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-3042.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $105.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-81.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen | MUENCHENER RUECKVERSICHERUNGS- COMMON STOCK            | CUSIP: 529412900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     10193 | NS      | $3681773.67   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                                    | SANOFI COMMON STOCK EUR2.0                             | CUSIP: 567173901<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     60648 | NS      | $5938899.45   | 1.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $24567.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought NOK                                                      | Sold GBP /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-650.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $295.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-2244.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                                      | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-318.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-24605.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                                      | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-898.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $190.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-994.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-0.96        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co. Ltd.                                                       | SK TELECOM CO LTD ADR                                  | CUSIP: 78440P306<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5805 | NS      | $123124.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VINCI SA                                                                  | VINCI SA COMMON STOCK EUR2.5                           | CUSIP: B1XH02900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     59671 | NS      | $6742173.80   | 1.35%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone Inc.                                                             | AUTOZONE INC COMMON STOCK USD.01                       | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      1238 | NS      | $3019296.30   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh and McLennan Companies Inc.                                         | MARSH and MCLENNAN COS INC COMMON STOCK USD1.0         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     18756 | NS      | $3280611.96   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-3123.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Companhia de Saneamento Basico do Estado de Sao Paulo - SABESP            | CIA DE SANEAMENTO BASICO DO ES ADR                     | CUSIP: 20441A102<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     22522 | NS      | $247967.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                      | EDISON INTERNATIONAL COMMON STOCK                      | CUSIP: 281020107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4640 | NS      | $319696.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1070.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1529.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc.                                                  | AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01            | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     55897 | NS      | $4972038.15   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc.                                            | AUTOMATIC DATA PROCESSING INC COMMON STOCK USD.1       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     32879 | NS      | $7424406.99   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $9211.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-2279.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                       | COMCAST CORP COMMON STOCK USD.01                       | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    184902 | NS      | $7275893.70   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold HKD /Bought USD                                                      | Sold HKD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $-398.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought HKD                                                      | Sold USD /Bought HKD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $-64.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $6126.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Laboratory Corporation of America Holdings                                | LABORATORY CORP OF AMERICA HOL COMMON STOCK USD.1      | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      8188 | NS      | $2064358.56   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold CHF /Bought USD                                                      | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-2937.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-454.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc.                                               | MONDELEZ INTERNATIONAL INC COMMON STOCK                | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    122449 | NS      | $8013062.56   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-42166.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $35.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $195.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                                                      | Sold NZD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-952903.37   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-49106.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $774.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $194.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $12813.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought JPY                                                      | Sold EUR /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $22961.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-371.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-717.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold HKD /Bought USD                                                      | Sold HKD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $79.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                                      | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-419.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                              | UNILEVER PLC COMMON STOCK GBP.0311                     | CUSIP: BLRB26905<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     62899 | NS      | $3193173.43   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Square Co. Ltd.                                                        | SK SQUARE CO LTD COMMON STOCK KRW500.0                 | CUSIP: BMG3GS900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     19497 | NS      | $577587.36    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought JPY                                                      | Sold SEK /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $12089.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought EUR                                                      | Sold NOK /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $23593.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                  | TENCENT HOLDINGS LTD COMMON STOCK HKD.00002            | CUSIP: BMMV2K903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      7800 | NS      | $380085.57    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                   | NYKREDIT REALKREDIT AS COVERED REGS 07/25 1            | CUSIP: ZP0090438<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   3900000 | PA      | $540538.39    | 0.11%             | 2025-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $46521.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1344.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc.                                                              | NETEASE INC ADR USD.0001                               | CUSIP: 64110W102<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3673 | NS      | $325464.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold GBP /Bought JPY                                                      | Sold GBP /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $6461.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-2826.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought GBP                                                      | Sold JPY /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $18436.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corporation                                       | CHINA CONSTRUCTION BANK CORP COMMON STOCK CNY1.0       | CUSIP: B0LMTQ900<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |   1317000 | NS      | $852482.14    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co. Ltd.                                                   | HYUNDAI GLOVIS CO LTD COMMON STOCK KRW500.             | CUSIP: B0V3XR904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4366 | NS      | $590860.99    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc.                                                                | ADOBE INC COMMON STOCK USD.0001                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     11874 | NS      | $4397417.16   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-5740.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-17005.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought HKD                                                      | Sold USD /Bought HKD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $-277.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                                      | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-19437.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $13.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-17758.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought NOK                                                      | Sold SEK /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-1405.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought JPY                                                      | Sold GBP /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1897.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought SEK                                                      | Sold EUR /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-27774.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-28881.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $5946.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought SEK                                                      | Sold GBP /Bought SEK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-20800.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-2076.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-4296.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $4.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $58.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                                      | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $8512.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck and Co. Inc.                                                        | MERCK and CO INC COMMON STOCK USD.5                    | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     27509 | NS      | $2954741.69   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold CHF /Bought USD                                                      | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-202609.28   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                                      | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $21388.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold HKD /Bought USD                                                      | Sold HKD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $132.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASB Finance Limited                                                       | ASB FINANCE LTD/LONDON COVERED REGS 05/31 0.25         | CUSIP: BP4669910<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $169431.21    | 0.03%             | 2031-05-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                                    | REALKREDIT DANMARK A/S COVERED 04/24 1                 | CUSIP: EK6597869<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |  12000000 | PA      | $1708669.91   | 0.34%             | 2024-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $15102.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-19108.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-4453.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought NOK                                                      | Sold AUD /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-5449.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-2346.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-4899.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-865.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-14325.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-1608.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-433.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought NZD                                                      | Sold JPY /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-2375.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                                      | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $5638.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $432.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $211.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1747.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $290.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-280.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-933.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SFH                                                                  | BPCE SFH SA COVERED REGS 01/27 0.01                    | CUSIP: BT4595687<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    900000 | PA      | $865839.21    | 0.17%             | 2027-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corporation                                       | SUMITOMO MITSUI BANKING CORP COVERED REGS 11/29 0.409  | CUSIP: ZQ3491581<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $89188.57     | 0.02%             | 2029-11-07      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-180.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corporation                                                  | STATE STREET CORP COMMON STOCK USD1.0                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     17083 | NS      | $1560190.39   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought CHF                                                      | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $70682.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinopharm Group Co. Ltd.                                                  | SINOPHARM GROUP CO LTD COMMON STOCK CNY1.0             | CUSIP: B3ZVDV905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    279600 | NS      | $685297.40    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                                      | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $7984.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1789.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial and Commercial Bank of China Limited                           | INDUSTRIAL and COMMERCIAL BANK O COMMON STOCK CNY1.0   | CUSIP: B1G1QD902<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |   1565000 | NS      | $837148.09    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Air Liquide S.A.                                                        | AIR LIQUIDE SA COMMON STOCK EUR5.5                     | CUSIP: B1YXBJ905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     13337 | NS      | $2123590.10   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-57561.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                                      | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-66037.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-2748.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-12753.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $27710.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                                      | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-21123.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-1006.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $8654.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought JPY                                                      | Sold EUR /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $4544.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                                      | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-6418.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $5275.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $16539.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-595.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-136.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                                      | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $55728.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $10318.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought NZD                                                      | Sold NOK /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $23881.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought NZD                                                      | Sold CAD /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $11174.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $505.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-558.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                               | PROSUS NV COMMON STOCK EUR.05                          | CUSIP: BJDS7L900<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     11447 | NS      | $924287.27    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture Public Limited Company                                          | ACCENTURE PLC COMMON STOCK USD.0000225                 | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     23806 | NS      | $6643064.30   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Telegraph and Telephone Corporation                                | NIPPON TELEGRAPH and TELEPHONE C COMMON STOCK          | CUSIP: 664137007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    128000 | NS      | $3838147.07   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NZD                                                      | Sold USD /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $814.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought NZD                                                      | Sold SEK /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $13825.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought NOK                                                      | Sold EUR /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-705.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                        | TAIWAN SEMICONDUCTOR MANUFACTU COMMON STOCK TWD10.     | CUSIP: 688910900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    149000 | NS      | $2629372.78   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | ROCHE HOLDING AG COMMON STOCK                          | CUSIP: 711038901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     15563 | NS      | $4858307.97   | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                          | UNITED STATES TREASURY NOTE/BO 08/30 0.625             | CUSIP: 91282CAE1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2381000 | PA      | $1938561.84   | 0.39%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                          | UNITED STATES TREASURY NOTE/BO 11/30 0.875             | CUSIP: 91282CAV3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2266000 | PA      | $1872813.61   | 0.38%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AXA Home Loan SFH                                                         | AXA HOME LOAN SFH SA COVERED REGS 10/29 0.01           | CUSIP: ZQ0128657<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    900000 | PA      | $799160.94    | 0.16%             | 2029-10-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Cigna Corporation                                                         | CIGNA CORP COMMON STOCK USD.01                         | CUSIP: 125523100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25685 | NS      | $8133668.95   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                                             | CHUBB LTD COMMON STOCK                                 | CUSIP: 171232101<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      7002 | NS      | $1592884.98   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-63246.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-257579.93   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold HKD /Bought USD                                                      | Sold HKD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $86.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-597.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-9549.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-3514.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $35624.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                                      | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-17766.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $10181.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                          | UNITED STATES TREASURY NOTE/BO 02/29 2.625             | CUSIP: 9128286B1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    585100 | PA      | $554085.13    | 0.11%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                          | UNITED STATES TREASURY NOTE/BO 02/32 1.875             | CUSIP: 91282CEP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3891800 | PA      | $3706331.41   | 0.74%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                   | NYKREDIT REALKREDIT AS COVERED REGS 10/53 5            | CUSIP: BX3339294<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |  13078881 | PA      | $1930476.28   | 0.39%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                      | GLOBAL PAYMENTS INC COMMON STOCK                       | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     43018 | NS      | $4848988.96   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| China Overseas Land and Investment Ltd.                                   | CHINA OVERSEAS LAND and INVESTME COMMON STOCK          | CUSIP: 619215007<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    114000 | NS      | $307830.94    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                                      | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $66753.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought USD                                                      | Sold NZD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-97714.12    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought CAD                                                      | Sold SEK /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $6534.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-760.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-63851.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought NOK                                                      | Sold JPY /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-20245.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought CAD                                                      | Sold NOK /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $3162.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought CAD                                                      | Sold AUD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-6176.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                                      | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-2237.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought CAD                                                      | Sold GBP /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-7214.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $18723.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $2188.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought AUD                                                      | Sold EUR /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-605.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $118.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                                      | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $4419.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                                      | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $335.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought CAD                                                      | Sold JPY /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-28316.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought EUR                                                      | Sold CAD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-331.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought NOK                                                      | Sold USD /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $3102.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought NOK                                                      | Sold AUD /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-13556.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| F5 Inc.                                                                   | F5 NETWORKS INC COMMON STOCK                           | CUSIP: 315616102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9368 | NS      | $1383278.88   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $218.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                                      | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $2874.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Bank Public Company Limited                                       | BANGKOK BANK PCL FOREIGN SH. THB10.0 A                 | CUSIP: 607701000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | EC               | CORP              | TH        |     21800 | NS      | $105095.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-3108.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought CAD                                                      | Sold GBP /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $653.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                                      | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $5596.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought CAD                                                      | Sold GBP /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-5502.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-2350.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $182.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $3158.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $2421.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1313.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-4056.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $806.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought JPY                                                      | Sold AUD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1238.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-4992.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-11937.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2573.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold HKD /Bought USD                                                      | Sold HKD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $111.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                                      | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-3043.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-282.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PLDT Inc.                                                                 | PLDT INC COMMON STOCK PHP5.0                           | CUSIP: 718252109<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |      2280 | NS      | $56505.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sparebanken Vest Boligkreditt AS                                          | SPAREBANKEN VEST BOLIGKREDITT COVERED REGS 02/25 0.75  | CUSIP: AR3873544<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   1000000 | PA      | $1032901.37   | 0.21%             | 2025-02-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ming Yang Smart Energy Group. Ltd.                                        | MING YANG SMART ENERGY GROUP L COMMON STOCK CNY1.0     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    233625 | NS      | $966821.73    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                                      | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-87.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought GBP                                                      | Sold EUR /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-3779.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                                      | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-1722147.60  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-2124.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $14011.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-441.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $4338.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                                      | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-14180.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                                      | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $1279.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought JPY                                                      | Sold SEK /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $7818.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                                      | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-2337.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $7453.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-395.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought CAD                                                      | Sold NZD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-31295.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc.                                                     | WASTE MANAGEMENT INC COMMON STOCK USD.01               | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     13191 | NS      | $2041043.43   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BNK Financial Group Inc.                                                  | BNK FINANCIAL GROUP INC COMMON STOCK KRW5000.0         | CUSIP: ACI00J5W8<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      7814 | NS      | $45078.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-8379265.82  | -1.68%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                                      | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-312.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $627.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $305.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought GBP                                                      | Sold JPY /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-28025.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-20278.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                                      | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-91.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                                      | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $141275.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                                      | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $8493.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Procter and Gamble Company                                            | PROCTER and GAMBLE CO/THE COMMON STOCK                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     29491 | NS      | $4198928.58   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhejiang Chint Electrics Co. Ltd.                                         | ZHEJIANG CHINT ELECTRICS CO LT COMMON STOCK CNY1.0     | CUSIP: BP3R5K903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     87698 | NS      | $419071.01    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                                    | REALKREDIT DANMARK A/S COVERED REGS 04/26 1            | CUSIP: EK6597984<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |   7300000 | PA      | $995900.29    | 0.20%             | 2026-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $6424.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-27917.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                                      | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $2619.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                                      | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $833.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought CAD                                                      | Sold JPY /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $6876.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $373.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                              | BRISTOL-MYERS SQUIBB CO COMMON STOCK USD.1             | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    101039 | NS      | $7340483.35   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold CHF /Bought USD                                                      | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $437.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1246.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corporation                                                       | CENTENE CORP COMMON STOCK USD.001                      | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     42818 | NS      | $3264444.32   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                                               | INTUIT INC COMMON STOCK USD.01                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1150 | NS      | $486070.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corporation                                              | MONSTER BEVERAGE CORP COMMON STOCK                     | CUSIP: 61174X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73234 | NS      | $7622194.72   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Fire and Marine Insurance Co. Ltd.                                | SAMSUNG FIRE and MARINE INSURANC COMMON STOCK KRW500.  | CUSIP: 615525904<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      7171 | NS      | $1182402.00   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                                      | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-22785.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought NOK                                                      | Sold EUR /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-18263.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-173.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought USD                                                      | Sold SEK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |         1 | NC      | $4098.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                                      | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-35165.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought NOK                                                      | Sold JPY /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-9992.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-2288.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-738.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-3724.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-820.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought GBP                                                      | Sold AUD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1240.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sanlam Limited                                                            | SANLAM LTD COMMON STOCK ZAR.01                         | CUSIP: B0L675905<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     80011 | NS      | $259285.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $203.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-6554.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SFH                                                                  | BPCE SFH SA COVERED REGS 05/31 0.625                   | CUSIP: ZS7516140<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    400000 | PA      | $355758.39    | 0.07%             | 2031-05-29      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-25.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $443.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $102.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $16.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                                      | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $380.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $129.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-266.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-1068.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                                      | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $158.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold HKD /Bought USD                                                      | Sold HKD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $38.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold SEK /Bought JPY                                                      | Sold SEK /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $4420.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                                      | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-787087.99   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-381.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $3193.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $36207.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $199.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CHF /Bought USD                                                      | Sold CHF /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-63.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-10812.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought CAD                                                      | Sold EUR /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-124.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-717.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1434.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                           | UNITEDHEALTH GROUP INC COMMON STOCK USD.01             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      4687 | NS      | $2339703.53   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold NOK /Bought USD                                                      | Sold NOK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-585510.85   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-158938.13   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $380680.80    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $928.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $1271.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought EUR                                                      | Sold NZD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $5774.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-191.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-30.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought NOK                                                      | Sold EUR /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-3302.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 IDX FUT 0323                                                     | FTSE 100 IDX FUT 0323                                  | CUSIP: ADI253Z25<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |       105 | NC      | $-379520.98   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CPFL Energia S.A.                                                         | CPFL ENERGIA SA COMMON STOCK                           | CUSIP: B031NN909<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     41700 | NS      | $273383.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold CAD /Bought USD                                                      | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-72677.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-249415.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $10144.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                                      | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-793.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-239.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $382.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought AUD                                                      | Sold JPY /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $2032.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $2944.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought JPY                                                      | Sold AUD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-699.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                                      | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $6533.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meituan                                                                   | MEITUAN COMMON STOCK USD.00001                         | CUSIP: ACI14YZ22<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       850 | NS      | $19002.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO STOXX 50 0323                                                        | EURO STOXX 50 0323                                     | CUSIP: ADI1X1JN2<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |       457 | NC      | $-1209053.69  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-3348248.40  | -0.67%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $54065.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2663.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought AUD                                                      | Sold USD /Bought AUD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $5181.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought EUR                                                      | Sold JPY /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-116.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| China Traditional Chinese Medicine Holdings Co. Limited                   | CHINA TRADITIONAL CHINESE MEDI COMMON STOCK            | CUSIP: 697177905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    372000 | NS      | $178229.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo                                                                    | DIAGEO PLC COMMON STOCK GBP.2893518                    | CUSIP: 023740905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     72234 | NS      | $3158506.74   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-232077.68   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Baidu Inc.                                                                | BAIDU INC ADR USD.00005                                | CUSIP: 056752108<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3391 | NS      | $456699.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                                                 | EBAY INC COMMON STOCK USD.001                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    142654 | NS      | $7061373.00   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc.                               | EXPEDITORS INTERNATIONAL OF WA COMMON STOCK USD.01     | CUSIP: 302130109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35922 | NS      | $3884964.30   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-988438.85   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-58536.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                                      | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $37941.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-346.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $6422.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold HKD /Bought USD                                                      | Sold HKD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $200.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-61.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $168.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                                      | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $4928.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1838.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                                      | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-20692.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-4377.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $3927.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought DKK                                                      | Sold USD /Bought DKK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $20508.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $270.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-10718.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-8540.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-374.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-269.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1021.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold NZD /Bought NOK                                                      | Sold NZD /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-793.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                   | NYKREDIT REALKREDIT AS COVERED REGS 10/53 4            | CUSIP: BX0895579<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |  14291861 | PA      | $2015526.90   | 0.40%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Toro Company                                                          | TORO CO/THE COMMON STOCK USD1.0                        | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     44859 | NS      | $5002675.68   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $5916516.58   | 1.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2295087.97   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1376581.96   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1585.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-3039.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $4033.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-2878.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-52.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-438.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought NOK                                                      | Sold JPY /Bought NOK                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-2030.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | ROYAL BANK OF CANADA COMMON STOCK                      | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     15600 | NS      | $1596404.49   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Rightmove plc                                                             | RIGHTMOVE PLC COMMON STOCK GBP.001                     | CUSIP: BGDT3G909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    113866 | NS      | $827336.86    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                             | ALPHABET INC COMMON STOCK USD.001                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    189547 | NS      | $18734825.48  | 3.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc.                                                       | FACEBOOK INC COMMON STOCK USD.000006                   | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     22552 | NS      | $3359571.44   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-40877.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1069.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-153.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold DKK /Bought USD                                                      | Sold DKK /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DK        |         1 | NC      | $-15713.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought HKD                                                      | Sold USD /Bought HKD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $-118.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $73.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                                      | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-1676.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-218.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-325.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-2924.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-186.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-173.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-4800.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CHF                                                      | Sold USD /Bought CHF                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $556.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1061.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold HKD /Bought USD                                                      | Sold HKD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $66.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold NOK /Bought JPY                                                      | Sold NOK /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $2127.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought NZD                                                      | Sold JPY /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $16528.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                         | SONOVA HOLDING AG COMMON STOCK CHF.05                  | CUSIP: 715603908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1289 | NS      | $322342.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                              | PUBLIC SERVICE ENTERPRISE GROU COMMON STOCK            | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     55491 | NS      | $3436557.63   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $716.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $991.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $31.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold HKD /Bought USD                                                      | Sold HKD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $180.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-192.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold AUD /Bought USD                                                      | Sold AUD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-5650.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-204.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought GBP                                                      | Sold USD /Bought GBP                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-192.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander UK plc                                                          | SANTANDER UK PLC COVERED REGS 01/25 0.5                | CUSIP: AQ6097168<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $411095.84    | 0.08%             | 2025-01-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco S.A.                                                       | BANCO BRADESCO SA PREFERENCE                           | CUSIP: B00FM5901<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |     85001 | NS      | $234760.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Company Limited                                     | TECHTRONIC INDUSTRIES CO LTD COMMON STOCK              | CUSIP: B0190C903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     57500 | NS      | $741277.50    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought CAD                                                      | Sold EUR /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-31976.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $3502.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $12820.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CAD                                                      | Sold USD /Bought CAD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $12190.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought NZD                                                      | Sold JPY /Bought NZD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-1183.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                          | DEUTSCHE POST AG COMMON STOCK                          | CUSIP: 461785909<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |    101207 | NS      | $4357620.19   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-53770.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold GBP /Bought USD                                                      | Sold GBP /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1429.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-184.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought HKD                                                      | Sold USD /Bought HKD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HK        |         1 | NC      | $-201.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold JPY /Bought USD                                                      | Sold JPY /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $1766.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-4011.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                                      | Sold USD /Bought EUR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $9301.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                                      | Sold EUR /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $22194.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold CAD /Bought USD                                                      | Sold CAD /Bought USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-178.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Bank Group                                                       | STANDARD BANK GROUP LTD COMMON STOCK ZAR.1             | CUSIP: B030GJ908<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     31312 | NS      | $312422.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought JPY                                                      | Sold USD /Bought JPY                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-50.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chengdu Xingrong Environment Co. Ltd.                                     | CHENGDU XINGRONG ENVIRONME-A                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    356296 | NS      | $264601.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** John Hancock Funds II

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer