# EDGAR Filing Document

**Accession Number:** 0001557156
**File Stem:** 0001410368-25-038304
**Filing Date:** 2025-12
**Character Count:** 104139
**Document Hash:** 0cac6f453198bef9ed069ad1dd57e063
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-038304.hdr.sgml**: 20251217

**ACCESSION NUMBER**: 0001410368-25-038304

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251217

**DATE AS OF CHANGE**: 20251217

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Goldman Sachs Trust II
- **CENTRAL INDEX KEY:** 0001557156

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22781
- **FILM NUMBER:** 251578351

**BUSINESS ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **STREET 2:** 15TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282
- **BUSINESS PHONE:** 212-902-1000

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **STREET 2:** 15TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

## Series and Classes Contracts Data

### Goldman Sachs Multi-Strategy Alternatives Fund (Series ID: S000040071)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000124400 | Class A Shares       | GMAMX           |
| C000124401 | Class C Shares       | GMCMX           |
| C000124402 | Institutional Shares | GSMMX           |
| C000124403 | Investor Shares      | GIMMX           |
| C000198936 | Class R6 Shares      | GMMFX           |
| C000201711 | Class P Shares       | GMMPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Goldman Sachs Trust II

- **b. Investment Company Act file number:** 811-22781

- **c. CIK number of Registrant:** 0001557156

- **d. LEI of Registrant:** 54930076LXUZ0NBAPG06

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

  - **Street Address 1:** 200 WEST STREET

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10282

  - **Telephone number:** 212-902-1000

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

- **a. Name of Series:** Goldman Sachs Multi-Strategy Alternatives Fund

- **b. EDGAR series identifier (if any):** S000040071

- **c. LEI of Series:** 549300MY78M7TQEMXI71

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $58306664.17

**Total Liabilities:** $696763.76

**Net Assets:** $57609900.41

**Amount of Assets Invested in Other Investment Companies:** $3211747.31

**Currency Risk Metrics (dv01):**

- 

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

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

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

- **3-Month:** -4.36000000 | **1-Year:** -135.73000000 | **5-Year:** -12027.54000000 | **10-Year:** -460.76000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000124400 | 1.85%                | 2.90%                | 1.23%                |
| Class ID C000124401 | 1.71%                | 2.89%                | 1.09%                |
| Class ID C000124402 | 1.90%                | 2.93%                | 1.21%                |
| Class ID C000124403 | 1.82%                | 2.95%                | 1.22%                |
| Class ID C000198936 | 1.81%                | 3.02%                | 1.21%                |
| Class ID C000201711 | 1.81%                | 3.02%                | 1.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $27457.38                | $335544.56                                 |
| Month 2  | $37124.97                | $156438.24                                 |
| Month 3  | $84893.42                | $-218594.25                                |

### Schedule of Portfolio Investments

| Name                                                     | Title                                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Morgan Stanley & Co. LLC                                 | PURCHASED AUD / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |         1 | NC      | $-244.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD CAD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $3374.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED PLN / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | PL        |         1 | NC      | $-4921.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD JPY                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $15328.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED CHF / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |         1 | NC      | $-5129.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED SEK / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | SE        |         1 | NC      | $-3582.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED HUF / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | HU        |         1 | NC      | $1734.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED ZAR / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | ZA        |         1 | NC      | $4928.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED CZK / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CZ        |         1 | NC      | $-4750.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED GBP / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | GB        |         1 | NC      | $-16429.77    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED ILS / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IL        |         1 | NC      | $13081.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED MXN / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MX        |         1 | NC      | $4968.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED NOK / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NO        |         1 | NC      | $-1985.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD NZD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $7731.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED EUR / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |         1 | NC      | $-16134.73    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED EUR / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |         1 | NC      | $-1291.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD JPY                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $3844.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD NZD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $166.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED CHF / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |         1 | NC      | $-596.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED GBP / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | GB        |         1 | NC      | $-947.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED ILS / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IL        |         1 | NC      | $2190.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED AUD / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |         1 | NC      | $-200.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED ZAR / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | ZA        |         1 | NC      | $3176.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD CLP                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-2440.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED NOK / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NO        |         1 | NC      | $-822.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED SEK / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | SE        |         1 | NC      | $-1949.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD CLP                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-2821.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD KRW                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $3205.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD TWD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $731.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD INR                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $5279.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED BRL / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | BR        |         1 | NC      | $11786.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD PHP                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $1970.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED NZD / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |         1 | NC      | $-13079.39    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED AUD / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |         1 | NC      | $-4152.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD IDR                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-3321.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD SEK                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $2884.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD NZD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $2725.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD CAD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $3477.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD EUR                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $6995.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD CAD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $2370.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED NOK / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NO        |         1 | NC      | $-6449.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED GBP / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | GB        |         1 | NC      | $-8789.79     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD NZD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $7340.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED CHF / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |         1 | NC      | $-6080.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED EUR / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |         1 | NC      | $-7568.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD CAD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $861.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD CAD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $831.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD KRW                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $3454.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD CAD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $863.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD CAD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $862.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD IDR                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $1237.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD PHP                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $2254.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD JPY                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $3310.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD CAD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-103.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD EUR                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $2568.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD NZD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-315.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD GBP                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $6438.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD CAD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $72.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD AUD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-1894.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD JPY                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $2598.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD KRW                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-1490.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD PHP                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-2835.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED SEK / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | SE        |         1 | NC      | $-5988.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | PURCHASED USD / SOLD JPY                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $4120.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund           | Goldman Sachs Financial Square Government Fund                                                 | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | EC               | RF                | US        |  13648858 | NS      | $13648857.88  | 23.69%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Access U.S. Preferred Stock and Hybrid ETF | Goldman Sachs Access U.S. Preferred Stock and Hybrid ETF                                       | CUSIP: 38149W127<br>LEI: 98450007D46A49ED8684 | Long             | EC               | RF                | US        |    139600 | NS      | $7152238.48   | 12.41%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Global Clean Energy ETF                          | iShares Global Clean Energy ETF                                                                | CUSIP: 464288224<br>LEI: 549300WONOCNDW382894 | Long             | EC               | RF                | US        |     21800 | NS      | $377140.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF        | iShares J.P. Morgan USD Emerging Markets Bond ETF                                              | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |      2200 | NS      | $212674.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                   | iShares Core MSCI Emerging Markets ETF                                                         | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |      6900 | NS      | $471063.00    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR Bloomberg Convertible Securities ETF   | State Street SPDR Bloomberg Convertible Securities ETF                                         | CUSIP: 78464A359<br>LEI: 549300IXKU3G7R6DMX93 | Long             | EC               | RF                | US        |     20800 | NS      | $1937728.00   | 3.36%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Blackstone Senior Loan ETF                  | State Street Blackstone Senior Loan ETF                                                        | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | RF                | US        |     58700 | NS      | $2436637.00   | 4.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Short-Term Inflation-Protected Securities ETF   | Vanguard Short-Term Inflation-Protected Securities ETF                                         | CUSIP: 922020805<br>LEI: N/A                  | Long             | EC               | RF                | US        |    447300 | NS      | $22382892.00  | 38.85%            |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Real Estate ETF                                 | Vanguard Real Estate ETF                                                                       | CUSIP: 922908553<br>LEI: B1HNOZOSPCLXHIVBEI82 | Long             | EC               | RF                | US        |      8200 | NS      | $731276.00    | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES128465  TRS USD R E BCOMRS INDEX / Short: ES128465  TRS USD P F   .00000               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCO              |  | US        |    820796 | OU      | $18983.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES128930  TRS USD R E .AMZX+INDEX / Short: ES128930  TRS USD P V 00MSOFR SOFRRATE+ 35BPS | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    166803 | OU      | $3286.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                          | Long: SX003330  CDS EUR R F  5.00000 2 CCPCDX / Short: SX003330  CDS EUR P V 03MEVENT 1 CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |   4150000 | OU      | $493534.04    | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                          | Long: SX003322  CDS EUR R F  1.00000 2 CCPCDX / Short: SX003322  CDS EUR P V 03MEVENT 1 CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |  10750000 | OU      | $270199.13    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                          | Long: SX003325  CDS USD R F  1.00000 2 CCPCDX / Short: SX003325  CDS USD P V 03MEVENT 1 CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   4500000 | OU      | $99239.40     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                          | Long: SX003335  CDS USD R F  5.00000 2 CCPCDX / Short: SX003335  CDS USD P V 03MEVENT 1 CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   4750000 | OU      | $345601.93    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                  | Long: ES129330  TRS USD R E .JPOSSVUA INDEX / Short: ES129330  TRS USD P F   .00000            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |    724841 | OU      | $2354.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                  | Long: ES129331  TRS USD R E .JPOSSVTY  INDEX / Short: ES129331  TRS USD P F   .00000           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |    114943 | OU      | $122.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                  | Long: ES129332  TRS USD R E .JPOSSVHY INDEX / Short: ES129332  TRS USD P F   .00000            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |   2840024 | OU      | $9122.02      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                             | NATURAL GAS FUTR APR26                                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         3 | NC      | $5464.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                             | NATURAL GAS FUTR JAN26                                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -2 | NC      | $-4945.52     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                             | NATURAL GAS FUTR DEC25                                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -4 | NC      | $508.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                             | WTI CRUDE FUTURE DEC25                                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -1 | NC      | $437.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                              | COPPER FUTURE MAY26                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         2 | NC      | $24969.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                              | COPPER FUTURE DEC25                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -1 | NC      | $-12002.76    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME PRI ALUM FUTR DEC25                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        10 | NC      | $36055.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR FUT SEP26                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         5 | NC      | $-2675.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR FUT MAR26                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -2 | NC      | $243.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | 3MO EURO EURIBOR MAR26                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -8 | NC      | $122.81       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR FUT JUN26                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         1 | NC      | $-459.05      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | ICE 3MTH SONIA FU DEC26                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         3 | NC      | $1094.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | ICE 3MTH SONIA FU MAR26                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -3 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR FUT MAR27                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        11 | NC      | $-2841.07     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR FUT JUN27                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        12 | NC      | $-3575.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | 3MO EURO EURIBOR MAR27                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         5 | NC      | $-533.10      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | 3MO EURO EURIBOR JUN26                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -3 | NC      | $10.81        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR FUT DEC26                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         9 | NC      | $-2475.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR FUT DEC27                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        12 | NC      | $-715.39      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | ICE 3MTH SONIA FU JUN26                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $65.68        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR FUT SEP27                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        13 | NC      | $-2557.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | 3MO EURO EURIBOR DEC26                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         3 | NC      | $-561.92      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | ICE 3MTH SONIA FU SEP26                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         2 | NC      | $328.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | ICE 3MTH SONIA FU MAR27                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         4 | NC      | $238.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | 3MO EURO EURIBOR JUN27                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         5 | NC      | $-633.96      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | 3MO EURO EURIBOR SEP27                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         5 | NC      | $-648.37      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | 3MO EURO EURIBOR DEC27                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         5 | NC      | $-14.41       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | ICE 3MTH SONIA FU JUN27                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         4 | NC      | $1001.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | ICE 3MTH SONIA FU DEC27                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         3 | NC      | $-32.84       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | ICE 3MTH SONIA FU SEP27                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         4 | NC      | $1050.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE DEC25                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-43.84       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE DEC25                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -4 | NC      | $5790.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                       | LOW SU GASOIL G DEC25                                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         4 | NC      | $7416.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | CORN FUTURE DEC25                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       -22 | NC      | $-26910.10    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                   | COCOA FUTURE DEC25                                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         1 | NC      | $-10953.15    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                              | GOLD 100 OZ FUTR DEC25                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         1 | NC      | $35957.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal               | 3M CORRA FUTURES MAR26                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         7 | NC      | $1185.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                             | GASOLINE RBOB FUT DEC25                                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -2 | NC      | $-8359.32     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                              | SILVER FUTURE DEC25                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         1 | NC      | $20027.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | DAX INDEX FUTURE DEC25                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         1 | NC      | $15805.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                   | COTTON NO.2 FUTR DEC25                                                                         | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        -9 | NC      | $-2763.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | WHEAT FUTURE(CBT) DEC25                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       -19 | NC      | $-10029.49    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                      | 90-DAY BANK BILL MAR26                                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       -13 | NC      | $79.31        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                   | MSCI EAFE DEC25                                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        -9 | NC      | $-7573.37     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO STOXX 50 DEC25                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        41 | NC      | $111361.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                   | MSCI EMGMKT DEC25                                                                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |         5 | NC      | $8527.11      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | S+P500 EMINI FUT DEC25                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        61 | NC      | $572153.30    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                   | SUGAR 11 (WORLD) MAR26                                                                         | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        -7 | NC      | $17640.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME LEAD FUTURE NOV25                                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        12 | NC      | $-12531.55    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME LEAD FUTURE NOV25                                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -12 | NC      | $4220.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME PRI ALUM FUTR NOV25                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         7 | NC      | $37814.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME PRI ALUM FUTR NOV25                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -7 | NC      | $-40368.32    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME ZINC FUTURE NOV25                                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         4 | NC      | $21072.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME ZINC FUTURE NOV25                                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -4 | NC      | $-23948.04    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                       | BRENT CRUDE FUTR JAN26                                                                         | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        -4 | NC      | $-8758.04     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                             | NY HARB ULSD FUT DEC25                                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         1 | NC      | $60.24        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | LEAN HOGS FUTURE DEC25                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        -4 | NC      | $6307.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal               | S+P/TSX 60 IX FUT DEC25                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |         2 | NC      | $13177.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                           | TOPIX INDX FUTR DEC25                                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         6 | NC      | $91136.20     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | E-MINI RUSS 2000 DEC25                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         3 | NC      | $2835.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME LEAD FUTURE DEC25                                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -7 | NC      | $-826.07      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME ZINC FUTURE DEC25                                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        17 | NC      | $63926.70     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME ZINC FUTURE DEC25                                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -13 | NC      | $-61403.01    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                             | WTI CRUDE FUTURE JAN26                                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -3 | NC      | $-6858.28     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | CORN FUTURE MAR26                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         9 | NC      | $11643.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                             | NY HARB ULSD FUT JAN26                                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -1 | NC      | $-6584.16     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | SOYBEAN OIL FUTR DEC25                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         2 | NC      | $-2334.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                      | 90-DAY BANK BILL JUN26                                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -2 | NC      | $-15.86       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE NOV25                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        13 | NC      | $-88747.56    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE NOV25                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -13 | NC      | $83851.56     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME PRI ALUM FUTR JAN26                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        27 | NC      | $306698.50    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME PRI ALUM FUTR JAN26                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -29 | NC      | $-266099.77   | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME LEAD FUTURE JAN26                                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         7 | NC      | $-5197.75     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME LEAD FUTURE JAN26                                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -7 | NC      | $1201.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME ZINC FUTURE JAN26                                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        23 | NC      | $146121.25    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME ZINC FUTURE JAN26                                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -24 | NC      | $-148843.01   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE JUN26                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-1020.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE JUN26                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $2556.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | SOYBEAN OIL FUTR JAN26                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -4 | NC      | $3790.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | KC HRW WHEAT FUT DEC25                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -8 | NC      | $-2801.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | SOYBEAN FUTURE JAN26                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -9 | NC      | $-37067.20    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                       | LOW SU GASOIL G JAN26                                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        -2 | NC      | $-5454.02     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                             | NY HARB ULSD FUT MAR26                                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         1 | NC      | $5616.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | SOYBEAN MEAL FUTR JAN26                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -3 | NC      | $-13579.90    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                   | COTTON NO.2 FUTR MAR26                                                                         | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         2 | NC      | $-1126.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE JAN26                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        21 | NC      | $-71847.40    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE JAN26                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -22 | NC      | $155580.78    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME ZINC FUTURE MAR26                                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $16950.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME ZINC FUTURE MAR26                                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $-10793.78    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | NASDAQ 100 E-MINI DEC25                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         6 | NC      | $149339.54    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | SOYBEAN FUTURE JUL26                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         4 | NC      | $7349.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                   | SUGAR 11 (WORLD) MAY26                                                                         | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         4 | NC      | $-9420.60     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                             | GASOLINE RBOB FUT JAN26                                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -1 | NC      | $-3371.16     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                      | 90-DAY BANK BILL SEP26                                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         1 | NC      | $15.86        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE FEB26                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         9 | NC      | $-100432.32   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE FEB26                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -9 | NC      | $24095.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| South African Futures Exchange                           | FTSE/JSE TOP 40 DEC25                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |         3 | NC      | $4769.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | FTSE 100 IDX FUT DEC25                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        10 | NC      | $60654.33     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME ZINC FUTURE APR26                                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $906.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO-BOBL FUTURE DEC25                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        28 | NC      | $-9666.78     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Italian Derivatives Market                               | FTSE/MIB IDX FUT DEC25                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |         2 | NC      | $6777.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal               | 3M CORRA FUTURES JUN26                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         8 | NC      | $1675.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                                | CBOE VIX FUTURE NOV25                                                                          | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |        -4 | NC      | $8266.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | VSTOXX FUTURE NOV25                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        48 | NC      | $-12980.82    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME PRI ALUM FUTR MAY26                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         5 | NC      | $33640.71     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME PRI ALUM FUTR MAY26                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -5 | NC      | $-32687.05    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME LEAD FUTURE MAY26                                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         6 | NC      | $1924.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME LEAD FUTURE MAY26                                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -6 | NC      | $-1775.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME ZINC FUTURE MAY26                                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        12 | NC      | $102588.74    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME ZINC FUTURE MAY26                                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -12 | NC      | $-102212.52   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                                | CBOE VIX FUTURE DEC25                                                                          | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |        -9 | NC      | $-7001.84     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | US 10YR NOTE (CBT)DEC25                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         3 | NC      | $-2640.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | WHEAT FUTURE(CBT) JUL26                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         5 | NC      | $446.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | LIVE CATTLE FUTR FEB26                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         2 | NC      | $-7136.44     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | LEAN HOGS FUTURE FEB26                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         2 | NC      | $-6286.44     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal               | CAN 10YR BOND FUT DEC25                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |       -20 | NC      | $-19821.04    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE APR26                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        10 | NC      | $-55512.60    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE APR26                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -10 | NC      | $13381.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | LONG GILT FUTURE DEC25                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |       -20 | NC      | $-76769.84    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO-BUXL 30Y BND DEC25                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         1 | NC      | $-1682.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO-BUND FUTURE DEC25                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -4 | NC      | $-2340.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO-SCHATZ FUT DEC25                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         2 | NC      | $23.05        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME LEAD FUTURE JUN26                                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $89.98        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME LEAD FUTURE JUN26                                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $470.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | US LONG BOND(CBT) DEC25                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        16 | NC      | $6429.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal               | 3M CORRA FUTURES SEP26                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         7 | NC      | $311.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | US 2YR NOTE (CBT) DEC25                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        31 | NC      | $-10769.84    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO-OAT FUTURE DEC25                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        20 | NC      | $-820.41      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO-BTP FUTURE DEC25                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -11 | NC      | $-2247.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE MAY26                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         9 | NC      | $-12187.02    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE MAY26                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -9 | NC      | $1319.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                   | COFFEE 'C' FUTURE DEC26                                                                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         1 | NC      | $13103.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                           | JPN 10Y BOND(OSE) DEC25                                                                        | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        -5 | NC      | $21348.39     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                      | AUST 10Y BOND FUT DEC25                                                                        | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        36 | NC      | $-26116.17    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | US 5YR NOTE (CBT) DEC25                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        50 | NC      | $-10713.04    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Korea Exchange (Futures Market)                          | KOREA 10YR BND FU DEC25                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |       -63 | NC      | $87095.98     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                                | CBOE VIX FUTURE JAN26                                                                          | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |        -9 | NC      | $-1151.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | SOYBEAN OIL FUTR JUL26                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         5 | NC      | $-6820.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                             | GASOLINE RBOB FUT OCT26                                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         1 | NC      | $1286.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | KC HRW WHEAT FUT JUL26                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         4 | NC      | $-3225.10     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                          | HSCEI FUTURES NOV25                                                                            | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |         7 | NC      | $-9072.72     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | CBOE VOLATILITY INDEX                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        70 | NC      | $6790.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                              | CAC40 10 EURO FUT NOV25                                                                        | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |         7 | NC      | $-1573.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                   | DOLLAR INDEX DEC25                                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DFE              |  | US        |         9 | NC      | $20502.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Meff Financial Derivatives                               | IBEX 35 INDX FUTR NOV25                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |         3 | NC      | $15540.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Stockholm AB                                      | OMXS30 IND FUTURE NOV25                                                                        | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |        21 | NC      | $11372.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE AUG26                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-88.72       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE AUG26                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $174.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                   | SOYBEAN MEAL FUTR JUL26                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         4 | NC      | $11466.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2 | NC      | $-5.00        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                          | HANG SENG IDX FUT NOV25                                                                        | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |         3 | NC      | $-10411.10    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | CBOE VOLATILITY INDEX                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        80 | NC      | $16680.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO STOXX 50 PR                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -2 | NC      | $-138.32      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                       | FTSE 100 INDEX                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        -1 | NC      | $-538.62      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO STOXX 50 PRICE INDEX                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -2 | NC      | $-0.23        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO STOXX 50 WKLY INDEX                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -2 | NC      | $-34.58       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO STOXX 50 PRICE INDEX                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -3 | NC      | $-0.35        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2 | NC      | $-145.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-32.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                    | LME NICKEL FUTURE SEP26                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-206.02      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO STOXX 50 WKLY INDEX                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -4 | NC      | $-50.72       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-1870.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2 | NC      | $-500.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | STOXX W OPTIONS W2                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -2 | NC      | $-55.33       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | STOXX W OPTIONS W2                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -4 | NC      | $-304.30      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | CBOE VOLATILITY INDEX                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        90 | NC      | $24255.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2 | NC      | $-2680.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-2225.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-2.50        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                       | FTSE 100 INDEX                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        -1 | NC      | $-249.60      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2 | NC      | $-140.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-30.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO STOXX 50 PR                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -4 | NC      | $-1074.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2 | NC      | $-8670.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-595.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-10.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2 | NC      | $-2490.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-02

**Name of Applicant:** Goldman Sachs Trust II

**Signature:** Allison Fracchiolla

**Name of Signer:** Allison Fracchiolla

**Title:** Vice President