# EDGAR Filing Document

**Accession Number:** 0002026275
**File Stem:** 0001410368-26-027762
**Filing Date:** 2026-3
**Character Count:** 2062347
**Document Hash:** e8290951d2d38a643d40d9c1c53c8a45
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-027762.hdr.sgml**: 20260320

**ACCESSION NUMBER**: 0001410368-26-027762

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260320

**DATE AS OF CHANGE**: 20260320

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Wellington Global Multi-Strategy Fund
- **CENTRAL INDEX KEY:** 0002026275

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23973
- **FILM NUMBER:** 26776321

**BUSINESS ADDRESS:**
- **STREET 1:** 280 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-790-7151

**MAIL ADDRESS:**
- **STREET 1:** 280 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Nport-Ex

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited)

January 31, 2026

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| **Shares** | **Investments** | **Cost** | **Fair**<br> **Value**<br>|
|  | **Common Stock (A) (2.96%)** | **Common Stock (A) (2.96%)** | **Common Stock (A) (2.96%)** |
|  | **Australia (0.05%)** | **Australia (0.05%)** | **Australia (0.05%)** |
|  | Metals & Mining | Metals & Mining | Metals & Mining |
| 2486 | Lynas Rare Earths Ltd.  | $21559 | $25630 |
|  | **Canada (0.06%)** | **Canada (0.06%)** | **Canada (0.06%)** |
|  | Oil, Gas & Consumable Fuels | Oil, Gas & Consumable Fuels | Oil, Gas & Consumable Fuels |
| 2348 | NexGen Energy Ltd.  | &nbsp;&nbsp; 20298 | &nbsp;&nbsp; 29650 |
|  | **China (0.04%)** | **China (0.04%)** | **China (0.04%)** |
|  | Textiles, Apparel & Luxury Goods | Textiles, Apparel & Luxury Goods | Textiles, Apparel & Luxury Goods |
| 195 | Laopu Gold Co., Ltd. Class H  | &nbsp;&nbsp; 18473 | &nbsp;&nbsp; 19392 |
|  | **Cyprus (0.13%)** | **Cyprus (0.13%)** | **Cyprus (0.13%)** |
|  | Banks | Banks | Banks |
| 6118 | Bank of Cyprus Holdings PLC  | &nbsp;&nbsp; 51496 | &nbsp;&nbsp; 67925 |
|  | **France (1.33%)** | **France (1.33%)** | **France (1.33%)** |
|  | Ground Transportation | Ground Transportation | Ground Transportation |
| 43792 | Ayvens SA 144A  | &nbsp;&nbsp; 526009 | &nbsp;&nbsp; 637273 |
|  | Media | Media | Media |
| 2376 | Altice USA, Inc.  | &nbsp;&nbsp; 41162 | &nbsp;&nbsp; 44887 |
|  | **Total France** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 567171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 682160 |
|  | **United Kingdom (0.74%)** | **United Kingdom (0.74%)** | **United Kingdom (0.74%)** |
|  | Banks | Banks | Banks |
| 29532 | Shawbrook Group PLC 144A  | &nbsp;&nbsp; 153621 | &nbsp;&nbsp; 190675 |
|  | Electric Utilities | Electric Utilities | Electric Utilities |
| 5714 | SSE PLC  | &nbsp;&nbsp; 153820 | &nbsp;&nbsp; 190254 |
|  | **Total United Kingdom** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380929 |
|  | **United States (0.61%)** | **United States (0.61%)** | **United States (0.61%)** |
|  | Construction & Engineering | Construction & Engineering | Construction & Engineering |
| 6415 | Centuri Holdings, Inc.  | &nbsp;&nbsp; 125734 | &nbsp;&nbsp; 177054 |
|  | Semiconductors & Semiconductor Equipment | Semiconductors & Semiconductor Equipment | Semiconductors & Semiconductor Equipment |
| 300 | NVIDIA Corp.  | &nbsp;&nbsp; 57000 | &nbsp;&nbsp; 57339 |
|  | Specialty Retail | Specialty Retail | Specialty Retail |
| 400 | Five Below, Inc.  | &nbsp;&nbsp; 68000 | &nbsp;&nbsp; 76656 |
|  | Total United States | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 311049 |
|  | **Total Common Stock** | &nbsp;&nbsp;&nbsp;&nbsp; 1237172 | &nbsp;&nbsp;&nbsp;&nbsp; 1516735 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** |  |  |  |  |  |
|  |  | **Fixed Income (A) (48.67%)** | **Fixed Income (A) (48.67%)** | **Fixed Income (A) (48.67%)** | **Fixed Income (A) (48.67%)** | **Fixed Income (A) (48.67%)** |
|  |  | **Brazil (0.27%)** | **Brazil (0.27%)** | **Brazil (0.27%)** | **Brazil (0.27%)** | **Brazil (0.27%)** |
|  |  | Energy | Energy | Energy | Energy | Energy |
| USD | 142000 | Petrobras Global Finance BV | 6.25% | 01/10/2036 | &nbsp;&nbsp; 138923 | &nbsp;&nbsp; 139515 |
|  |  | **Canada (0.59%)** | **Canada (0.59%)** | **Canada (0.59%)** | **Canada (0.59%)** | **Canada (0.59%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| EUR | 250000 | PSP Capital, Inc. 144A | 3.25% | 07/02/2034 | &nbsp;&nbsp; 291771 | &nbsp;&nbsp; 300426 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** | **Investments** | **Investments** | **Investments** | **Cost** | **Fair**<br> **Value**<br>|
|  |  | **Fixed Income (A) (continued)** | **Fixed Income (A) (continued)** | **Fixed Income (A) (continued)** | **Fixed Income (A) (continued)** | **Fixed Income (A) (continued)** |
|  |  | **Colombia (0.77%)** | **Colombia (0.77%)** | **Colombia (0.77%)** | **Colombia (0.77%)** | **Colombia (0.77%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| USD | 200000 | Colombia Government International Bonds | 5.20% | 05/15/2049 | $145461 | $147600 |
| USD | 245000 | Colombia Government International Bonds | 6.13% | 01/21/2031 | &nbsp;&nbsp; 242682 | &nbsp;&nbsp; 244755 |
|  |  | **Total Colombia** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 388143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 392355 |
|  |  | **Denmark (0.41%)** | **Denmark (0.41%)** | **Denmark (0.41%)** | **Denmark (0.41%)** | **Denmark (0.41%)** |
|  |  | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical |
| USD | 200000 | Genmab A/S/Genmab Finance LLC 144A | 7.25% | 12/15/2033 | &nbsp;&nbsp; 200000 | &nbsp;&nbsp; 211672 |
|  |  | **Hungary (0.13%)** | **Hungary (0.13%)** | **Hungary (0.13%)** | **Hungary (0.13%)** | **Hungary (0.13%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| EUR | 110000 | Hungary Government International Bonds Series 30YR REG S | 1.50% | 11/17/2050 | &nbsp;&nbsp; 63298 | &nbsp;&nbsp; 66085 |
|  |  | **Indonesia (0.24%)** | **Indonesia (0.24%)** | **Indonesia (0.24%)** | **Indonesia (0.24%)** | **Indonesia (0.24%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| USD | 200000 | Indonesia Government International Bonds | 3.20% | 09/23/2061 | &nbsp;&nbsp; 125506 | &nbsp;&nbsp; 123500 |
|  |  | **Ireland (0.54%)** | **Ireland (0.54%)** | **Ireland (0.54%)** | **Ireland (0.54%)** | **Ireland (0.54%)** |
|  |  | Basic Materials | Basic Materials | Basic Materials | Basic Materials | Basic Materials |
| EUR | 200000 | Linde PLC REG S | 1.00% | 09/30/2051 | &nbsp;&nbsp; 117248 | &nbsp;&nbsp; 117919 |
|  |  | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical |
| EUR | 135000 | BMS Ireland Capital Funding DAC | 4.58% | 11/10/2055 | &nbsp;&nbsp; 154967 | &nbsp;&nbsp; 157233 |
|  |  | **Total Ireland** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275152 |
|  |  | **Israel (0.39%)** | **Israel (0.39%)** | **Israel (0.39%)** | **Israel (0.39%)** | **Israel (0.39%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| USD | 200000 | Israel Government International Bonds Series 10YR | 5.00% | 01/13/2036 | &nbsp;&nbsp; 197397 | &nbsp;&nbsp; 196952 |
|  |  | **Netherlands (0.80%)** | **Netherlands (0.80%)** | **Netherlands (0.80%)** | **Netherlands (0.80%)** | **Netherlands (0.80%)** |
|  |  | Industrial | Industrial | Industrial | Industrial | Industrial |
| USD | 180000 | Trivium Packaging Finance BV 144A | 8.25% | 07/15/2030 | &nbsp;&nbsp; 180000 | &nbsp;&nbsp; 192073 |
| USD | 200000 | Trivium Packaging Finance BV 144A | 12.25% | 01/15/2031 | &nbsp;&nbsp; 200000 | &nbsp;&nbsp; 218842 |
|  |  | **Total Netherlands** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 410915 |
|  |  | **Norway (0.41%)** | **Norway (0.41%)** | **Norway (0.41%)** | **Norway (0.41%)** | **Norway (0.41%)** |
|  |  | Energy | Energy | Energy | Energy | Energy |
| USD | 225000 | Aker BP ASA 144A | 5.80% | 10/01/2054 | &nbsp;&nbsp; 205153 | &nbsp;&nbsp; 207357 |
|  |  | **Philippines (0.27%)** | **Philippines (0.27%)** | **Philippines (0.27%)** | **Philippines (0.27%)** | **Philippines (0.27%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| USD | 200000 | Philippine Government International Bonds | 2.95% | 05/05/2045 | &nbsp;&nbsp; 139376 | &nbsp;&nbsp; 138100 |
|  |  | **Qatar (0.71%)** | **Qatar (0.71%)** | **Qatar (0.71%)** | **Qatar (0.71%)** | **Qatar (0.71%)** |
|  |  | Energy | Energy | Energy | Energy | Energy |
| USD | 525000 | QatarEnergy REG S | 3.30% | 07/12/2051 | &nbsp;&nbsp; 352196 | &nbsp;&nbsp; 362728 |
|  |  | **Romania (0.23%)** | **Romania (0.23%)** | **Romania (0.23%)** | **Romania (0.23%)** | **Romania (0.23%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| USD | 170000 | Romania Government International Bonds REG S | 4.00% | 02/14/2051 | &nbsp;&nbsp; 111756 | &nbsp;&nbsp; 118208 |
|  |  | **Saudi Arabia (0.40%)** | **Saudi Arabia (0.40%)** | **Saudi Arabia (0.40%)** | **Saudi Arabia (0.40%)** | **Saudi Arabia (0.40%)** |
|  |  | Energy | Energy | Energy | Energy | Energy |
| USD | 200000 | Saudi Arabian Oil Co. REG S | 6.38% | 06/02/2055 | &nbsp;&nbsp; 206599 | &nbsp;&nbsp; 205160 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** | **Investments** | **Investments** | **Investments** | **Cost** | **Fair**<br> **Value**<br>|
|  |  | **Fixed Income (A) (continued)** | **Fixed Income (A) (continued)** | **Fixed Income (A) (continued)** | **Fixed Income (A) (continued)** | **Fixed Income (A) (continued)** |
|  |  | **South Africa (0.38%)** | **South Africa (0.38%)** | **South Africa (0.38%)** | **South Africa (0.38%)** | **South Africa (0.38%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| USD | 200000 | Republic of South Africa Government International Bonds 144A | 7.25% | 12/11/2055 | $197000 | $194150 |
|  |  | **Switzerland \*~ (2.23%)** | **Switzerland \*~ (2.23%)** | **Switzerland \*~ (2.23%)** | **Switzerland \*~ (2.23%)** | **Switzerland \*~ (2.23%)** |
|  |  | Financial | Financial | Financial | Financial | Financial |
| USD | 590000 | UBS Group AG 144A | 6.63% | 01/08/2031 | &nbsp;&nbsp; 590000 | &nbsp;&nbsp; 593306 |
| USD | 540000 | UBS Group AG 144A | 7.00% | 01/08/2036 | &nbsp;&nbsp; 540000 | &nbsp;&nbsp; 546644 |
|  |  | **Total Switzerland** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1130000 | &nbsp;&nbsp;&nbsp;&nbsp; 1139950 |
|  |  | **United Arab Emirates (0.38%)** | **United Arab Emirates (0.38%)** | **United Arab Emirates (0.38%)** | **United Arab Emirates (0.38%)** | **United Arab Emirates (0.38%)** |
|  |  | Utilities | Utilities | Utilities | Utilities | Utilities |
| USD | 200000 | Abu Dhabi National Energy Co. PJSC REG S | 4.75% | 03/09/2037 | &nbsp;&nbsp; 194546 | &nbsp;&nbsp; 193427 |
|  |  | **United Kingdom (0.77%)** | **United Kingdom (0.77%)** | **United Kingdom (0.77%)** | **United Kingdom (0.77%)** | **United Kingdom (0.77%)** |
|  |  | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical |
| USD | 200000 | Merlin Entertainments Group US Holdings, Inc. 144A | 7.38% | 02/15/2031 | &nbsp;&nbsp; 179171 | &nbsp;&nbsp; 169343 |
|  |  | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical |
| EUR | 200000 | Bellis Acquisition Co. PLC REG S | 8.00% | 07/01/2031 | &nbsp;&nbsp; 220006 | &nbsp;&nbsp; 226628 |
|  |  | **Total United Kingdom** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 399177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 395971 |
|  |  | **United States (38.75%)** | **United States (38.75%)** | **United States (38.75%)** | **United States (38.75%)** | **United States (38.75%)** |
|  |  | Basic Materials | Basic Materials | Basic Materials | Basic Materials | Basic Materials |
| USD | 125000 | Dow Chemical Co. | 6.90% | 05/15/2053 | &nbsp;&nbsp; 128891 | &nbsp;&nbsp; 129757 |
| USD | 325000 | LYB International Finance III LLC | 3.63% | 04/01/2051 | &nbsp;&nbsp; 213094 | &nbsp;&nbsp; 207545 |
|  |  | Communications | Communications | Communications | Communications | Communications |
| EUR | 200000 | Alphabet, Inc. | 4.38% | 11/06/2064 | &nbsp;&nbsp; 226501 | &nbsp;&nbsp; 226606 |
| USD | 310000 | Alphabet, Inc. | 5.30% | 05/15/2065 | &nbsp;&nbsp; 299390 | &nbsp;&nbsp; 289728 |
| USD | 210000 | Alphabet, Inc. | 5.45% | 11/15/2055 | &nbsp;&nbsp; 208620 | &nbsp;&nbsp; 204813 |
| USD | 930000 | Alphabet, Inc. | 5.70% | 11/15/2075 | &nbsp;&nbsp; 923324 | &nbsp;&nbsp; 913067 |
| USD | 325000 | Amazon.com, Inc. | 5.45% | 11/20/2055 | &nbsp;&nbsp; 323435 | &nbsp;&nbsp; 316507 |
| USD | 850000 | Amazon.com, Inc. | 5.55% | 11/20/2065 | &nbsp;&nbsp; 841778 | &nbsp;&nbsp; 824700 |
| USD | 220000 | CCO Holdings LLC/CCO Holdings Capital Corp. 144A | 7.38% | 02/01/2036 | &nbsp;&nbsp; 220000 | &nbsp;&nbsp; 220264 |
| USD | 150000 | &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating Capital <br> Corp. | 6.70% | 12/01/2055 | &nbsp;&nbsp; 142460 | &nbsp;&nbsp; 144846 |
| USD | 315000 | Cipher Compute LLC 144A | 7.13% | 11/15/2030 | &nbsp;&nbsp; 319187 | &nbsp;&nbsp; 324579 |
| USD | 375000 | Comcast Corp. | 2.89% | 11/01/2051 | &nbsp;&nbsp; 232967 | &nbsp;&nbsp; 220729 |
| USD | 250000 | Comcast Corp. | 2.94% | 11/01/2056 | &nbsp;&nbsp; 148852 | &nbsp;&nbsp; 140908 |
| USD | 625000 | Comcast Corp. | 2.99% | 11/01/2063 | &nbsp;&nbsp; 361482 | &nbsp;&nbsp; 338264 |
| USD | 270000 | DISH Network Corp. 144A | 11.75% | 11/15/2027 | &nbsp;&nbsp; 276259 | &nbsp;&nbsp; 279439 |
| USD | 635000 | EchoStar Corp. PIK | 6.75% | 11/30/2030 | &nbsp;&nbsp; 626159 | &nbsp;&nbsp; 646264 |
| USD | 730000 | Level 3 Financing, Inc. 144A | 8.50% | 01/15/2036 | &nbsp;&nbsp; 732362 | &nbsp;&nbsp; 747326 |
| USD | 275000 | Meta Platforms, Inc. | 5.63% | 11/15/2055 | &nbsp;&nbsp; 274521 | &nbsp;&nbsp; 261658 |
| USD | 1190000 | Meta Platforms, Inc. | 5.75% | 11/15/2065 | &nbsp;&nbsp; 1175592 | &nbsp;&nbsp; 1125180 |
| USD | 325000 | Paramount Global | 5.85% | 09/01/2043 | &nbsp;&nbsp; 262259 | &nbsp;&nbsp; 262003 |
| USD | 450000 | Univision Communications, Inc. 144A | 9.38% | 08/01/2032 | &nbsp;&nbsp; 451518 | &nbsp;&nbsp; 484495 |
| USD | 65000 | Verizon Communications, Inc. | 5.88% | 11/30/2055 | &nbsp;&nbsp; 64746 | &nbsp;&nbsp; 64162 |
| USD | 175000 | Verizon Communications, Inc. | 6.00% | 11/30/2065 | &nbsp;&nbsp; 175383 | &nbsp;&nbsp; 173113 |
|  |  | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical |
| USD | 410000 | Petco Health & Wellness Co., Inc. 144A ± | 8.25% | 02/01/2031 | &nbsp;&nbsp; 414250 | &nbsp;&nbsp; 411074 |
| USD | 435000 | &nbsp;&nbsp;&nbsp; Six Flags Entertainment Corp./Canada's Wonderland Co./Millennium Operations LLC <br> 144A | 8.63% | 01/15/2032 | &nbsp;&nbsp; 435000 | &nbsp;&nbsp; 443895 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** | **Investments** | **Investments** | **Investments** | **Cost** | **Fair**<br> **Value**<br>|
|  |  | **Fixed Income (A) (continued)** | **Fixed Income (A) (continued)** | **Fixed Income (A) (continued)** | **Fixed Income (A) (continued)** | **Fixed Income (A) (continued)** |
|  |  | **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
|  |  | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical |
| USD | 150000 | Baxter International, Inc. | 3.13% | 12/01/2051 | $93866 | $94357 |
| USD | 245575 | Chobani Holdco II LLC 144A PIK | 8.75% | 10/01/2029 | &nbsp;&nbsp; 258056 | &nbsp;&nbsp; 261741 |
| USD | 150000 | Conagra Brands, Inc. | 5.40% | 11/01/2048 | &nbsp;&nbsp; 133572 | &nbsp;&nbsp; 132353 |
| EUR | 115000 | Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc. 144A | 5.50% | 05/15/2033 | &nbsp;&nbsp; 129691 | &nbsp;&nbsp; 139307 |
|  |  | Energy | Energy | Energy | Energy | Energy |
| USD | 143000 | Aethon United BR LP/Aethon United Finance Corp. 144A | 7.50% | 10/01/2029 | &nbsp;&nbsp; 146598 | &nbsp;&nbsp; 150478 |
| USD | 34000 | Caturus Energy LLC 144A | 8.50% | 02/15/2030 | &nbsp;&nbsp; 33820 | &nbsp;&nbsp; 35449 |
| USD | 830000 | Diamondback Energy, Inc. | 5.40% | 04/18/2034 | &nbsp;&nbsp; 848866 | &nbsp;&nbsp; 849976 |
| USD | 1230000 | Diamondback Energy, Inc. | 5.75% | 04/18/2054 | &nbsp;&nbsp; 1155953 | &nbsp;&nbsp; 1175147 |
| USD | 260000 | Diamondback Energy, Inc. | 5.90% | 04/18/2064 | &nbsp;&nbsp; 239244 | &nbsp;&nbsp; 248348 |
| USD | 73000 | DT Midstream, Inc. 144A | 4.38% | 06/15/2031 | &nbsp;&nbsp; 68755 | &nbsp;&nbsp; 71571 |
| USD | 68000 | Excelerate Energy LP 144A | 8.00% | 05/15/2030 | &nbsp;&nbsp; 70532 | &nbsp;&nbsp; 72718 |
|  |  | Financial | Financial | Financial | Financial | Financial |
| USD | 650000 | Asurion LLC and Asurion Co-Issuer, Inc. 144A | 8.00% | 12/31/2032 | &nbsp;&nbsp; 656078 | &nbsp;&nbsp; 679123 |
| USD | 395000 | Asurion LLC and Asurion Co-Issuer, Inc. 144A | 8.38% | 02/01/2034 | &nbsp;&nbsp; 395000 | &nbsp;&nbsp; 399329 |
| USD | 325000 | Citigroup, Inc. \*~ | 6.63% | 02/15/2031 | &nbsp;&nbsp; 325000 | &nbsp;&nbsp; 330939 |
| USD | 270000 | Five Point Operating Co. LP 144A | 8.00% | 10/01/2030 | &nbsp;&nbsp; 270000 | &nbsp;&nbsp; 280929 |
| USD | 270000 | Freedom Mortgage Holdings LLC 144A | 8.38% | 04/01/2032 | &nbsp;&nbsp; 270869 | &nbsp;&nbsp; 282442 |
| USD | 545000 | Freedom Mortgage Holdings LLC 144A | 9.25% | 02/01/2029 | &nbsp;&nbsp; 561561 | &nbsp;&nbsp; 570547 |
| USD | 260000 | Goldman Sachs Group, Inc. \* | 5.07% | 01/21/2037 | &nbsp;&nbsp; 260000 | &nbsp;&nbsp; 258885 |
| USD | 775000 | Goldman Sachs Group, Inc. | 5.15% | 05/22/2045 | &nbsp;&nbsp; 688730 | &nbsp;&nbsp; 726075 |
| USD | 425000 | Stonebriar ABF Issuer LLC 144A | 8.13% | 12/15/2030 | &nbsp;&nbsp; 425000 | &nbsp;&nbsp; 441507 |
|  |  | Industrial | Industrial | Industrial | Industrial | Industrial |
| USD | 169401 | CP Atlas Buyer, Inc. 144A PIK | 12.75% | 01/15/2031 | &nbsp;&nbsp; 162164 | &nbsp;&nbsp; 156079 |
|  |  | Technology | Technology | Technology | Technology | Technology |
| USD | 330000 | AthenaHealth Group, Inc. 144A | 6.50% | 02/15/2030 | &nbsp;&nbsp; 318877 | &nbsp;&nbsp; 320048 |
| USD | 605000 | Cloud Software Group, Inc. 144A | 9.00% | 09/30/2029 | &nbsp;&nbsp; 605842 | &nbsp;&nbsp; 610912 |
| USD | 175000 | Fiserv, Inc. | 4.40% | 07/01/2049 | &nbsp;&nbsp; 143511 | &nbsp;&nbsp; 137686 |
| USD | 675000 | Microsoft Corp. | 2.53% | 06/01/2050 | &nbsp;&nbsp; 412837 | &nbsp;&nbsp; 409088 |
| USD | 50000 | Microsoft Corp. | 3.04% | 03/17/2062 | &nbsp;&nbsp; 31433 | &nbsp;&nbsp; 30828 |
| USD | 250000 | Oracle Corp. | 3.60% | 04/01/2050 | &nbsp;&nbsp; 157328 | &nbsp;&nbsp; 155935 |
| USD | 275000 | Oracle Corp. | 5.95% | 09/26/2055 | &nbsp;&nbsp; 272317 | &nbsp;&nbsp; 242488 |
| USD | 810000 | Oracle Corp. | 6.10% | 09/26/2065 | &nbsp;&nbsp; 778575 | &nbsp;&nbsp; 705697 |
| USD | 502000 | Rocket Software, Inc. 144A | 6.50% | 02/15/2029 | &nbsp;&nbsp; 488950 | &nbsp;&nbsp; 447320 |
|  |  | Total United States |  |  | &nbsp;&nbsp;&nbsp; 19881055 | &nbsp;&nbsp;&nbsp; 19818224 |
|  |  | **Total Fixed Income** | **Total Fixed Income** | **Total Fixed Income** | &nbsp;&nbsp;&nbsp; 24874111 | &nbsp;&nbsp;&nbsp; 24889847 |
|  |  | **Fixed Income Sell-Buyback Agreements (A) (B) (535.44%)** | **Fixed Income Sell-Buyback Agreements (A) (B) (535.44%)** | **Fixed Income Sell-Buyback Agreements (A) (B) (535.44%)** | **Fixed Income Sell-Buyback Agreements (A) (B) (535.44%)** | **Fixed Income Sell-Buyback Agreements (A) (B) (535.44%)** |
|  |  | **Australia (2.56%)** | **Australia (2.56%)** | **Australia (2.56%)** | **Australia (2.56%)** | **Australia (2.56%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| AUD | 823000 | Australia Government Bonds Series 168 REG S | 3.50% | 12/21/2034 | &nbsp;&nbsp; 522495 | &nbsp;&nbsp; 524937 |
| AUD | 14000 | Australia Government Bonds Series 172 REG S | 4.25% | 03/21/2036 | &nbsp;&nbsp; 9190 | &nbsp;&nbsp; 9370 |
| AUD | 1292000 | Queensland Treasury Corp. REG S | 1.75% | 08/21/2031 | &nbsp;&nbsp; 758024 | &nbsp;&nbsp; 773089 |
|  |  | **Total Australia** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1289709 | &nbsp;&nbsp;&nbsp;&nbsp; 1307396 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** | **Investments** | **Investments** | **Investments** | **Cost** | **Fair**<br> **Value**<br>|
|  |  | **Fixed Income Sell-Buyback Agreements (A) (B) (continued)** | **Fixed Income Sell-Buyback Agreements (A) (B) (continued)** | **Fixed Income Sell-Buyback Agreements (A) (B) (continued)** | **Fixed Income Sell-Buyback Agreements (A) (B) (continued)** | **Fixed Income Sell-Buyback Agreements (A) (B) (continued)** |
|  |  | **Austria (3.43%)** | **Austria (3.43%)** | **Austria (3.43%)** | **Austria (3.43%)** | **Austria (3.43%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| EUR | 715000 | Republic of Austria Government Bonds REG S | 0.70% | 04/20/2071 | $292836 | $294154 |
| EUR | 1254000 | Republic of Austria Government Bonds REG S | 3.20% | 07/15/2039 | &nbsp;&nbsp; 1464352 | &nbsp;&nbsp; 1461435 |
|  |  | **Total Austria** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1757188 | &nbsp;&nbsp;&nbsp;&nbsp; 1755589 |
|  |  | **Belgium (6.75%)** | **Belgium (6.75%)** | **Belgium (6.75%)** | **Belgium (6.75%)** | **Belgium (6.75%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| EUR | 2750929 | Kingdom of Belgium Government Bonds Series 105 REG S | 2.60% | 10/22/2030 | &nbsp;&nbsp; 3282353 | &nbsp;&nbsp; 3273899 |
| EUR | 131429 | Kingdom of Belgium Government Bonds Series 44 REG S | 5.00% | 03/28/2035 | &nbsp;&nbsp; 179088 | &nbsp;&nbsp; 178524 |
|  |  | **Total Belgium** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 3461441 | &nbsp;&nbsp;&nbsp;&nbsp; 3452423 |
|  |  | **Bulgaria (2.80%)** | **Bulgaria (2.80%)** | **Bulgaria (2.80%)** | **Bulgaria (2.80%)** | **Bulgaria (2.80%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| EUR | 1191000 | Bulgaria Government International Bonds REG S | 4.13% | 05/07/2038 | &nbsp;&nbsp; 1432002 | &nbsp;&nbsp; 1429753 |
|  |  | **Canada (81.00%)** | **Canada (81.00%)** | **Canada (81.00%)** | **Canada (81.00%)** | **Canada (81.00%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| CAD | 375000 | Canadian Government Bonds | 2.75% | 12/01/2048 | &nbsp;&nbsp; 232036 | &nbsp;&nbsp; 231912 |
| EUR | 3353000 | CDP Financial, Inc. REG S | 2.75% | 02/13/2032 | &nbsp;&nbsp; 3958841 | &nbsp;&nbsp; 3957910 |
| AUD | 2472000 | CDP Financial, Inc. REG S | 4.10% | 06/13/2030 | &nbsp;&nbsp; 1649883 | &nbsp;&nbsp; 1682845 |
| USD | 1255000 | CPPIB Capital, Inc. 144A | 3.63% | 10/15/2028 | &nbsp;&nbsp; 1250832 | &nbsp;&nbsp; 1253313 |
| USD | 2840000 | CPPIB Capital, Inc. 144A ± | 3.88% | 02/15/2031 | &nbsp;&nbsp; 2826151 | &nbsp;&nbsp; 2831538 |
| EUR | 1126000 | CPPIB Capital, Inc. REG S | 2.88% | 01/30/2032 | &nbsp;&nbsp; 1343781 | &nbsp;&nbsp; 1343312 |
| USD | 815000 | CPPIB Capital, Inc. REG S | 4.13% | 06/10/2030 | &nbsp;&nbsp; 821871 | &nbsp;&nbsp; 824914 |
| AUD | 2160000 | CPPIB Capital, Inc. REG S | 4.20% | 05/02/2028 | &nbsp;&nbsp; 1476041 | &nbsp;&nbsp; 1504544 |
| AUD | 4667000 | CPPIB Capital, Inc. REG S | 4.40% | 01/15/2029 | &nbsp;&nbsp; 3191115 | &nbsp;&nbsp; 3253227 |
| AUD | 730000 | Export Development Canada | 4.00% | 09/04/2030 | &nbsp;&nbsp; 485419 | &nbsp;&nbsp; 495564 |
| AUD | 320000 | Export Development Canada | 4.50% | 08/08/2029 | &nbsp;&nbsp; 218885 | &nbsp;&nbsp; 223452 |
| EUR | 1180000 | OMERS Finance Trust REG S | 3.13% | 01/25/2029 | &nbsp;&nbsp; 1432083 | &nbsp;&nbsp; 1428720 |
| AUD | 340000 | OMERS Finance Trust REG S | 4.50% | 10/16/2029 | &nbsp;&nbsp; 230701 | &nbsp;&nbsp; 235725 |
| EUR | 1746000 | Ontario Teachers' Finance Trust REG S | 0.10% | 05/19/2028 | &nbsp;&nbsp; 1981755 | &nbsp;&nbsp; 1976502 |
| EUR | 481000 | Ontario Teachers' Finance Trust REG S | 1.85% | 05/03/2032 | &nbsp;&nbsp; 537768 | &nbsp;&nbsp; 536379 |
| USD | 2902000 | Province of Alberta | 4.30% | 11/02/2035 | &nbsp;&nbsp; 2851055 | &nbsp;&nbsp; 2851027 |
| USD | 490000 | Province of Alberta | 4.50% | 01/24/2034 | &nbsp;&nbsp; 493633 | &nbsp;&nbsp; 494353 |
| AUD | 401000 | Province of Alberta | 5.20% | 05/15/2034 | &nbsp;&nbsp; 273453 | &nbsp;&nbsp; 279177 |
| USD | 955000 | Province of British Columbia | 4.80% | 06/11/2035 | &nbsp;&nbsp; 972837 | &nbsp;&nbsp; 974728 |
| AUD | 480000 | Province of British Columbia REG S | 4.95% | 07/16/2032 | &nbsp;&nbsp; 326759 | &nbsp;&nbsp; 333565 |
| AUD | 612000 | Province of Manitoba | 4.85% | 08/28/2034 | &nbsp;&nbsp; 400158 | &nbsp;&nbsp; 408351 |
| USD | 2310000 | Province of Ontario | 4.45% | 11/20/2035 | &nbsp;&nbsp; 2296856 | &nbsp;&nbsp; 2296074 |
| CAD | 505000 | Province of Quebec | 5.00% | 12/01/2038 | &nbsp;&nbsp; 401073 | &nbsp;&nbsp; 401965 |
| AUD | 1759000 | Province of Quebec | 5.25% | 05/02/2034 | &nbsp;&nbsp; 1199998 | &nbsp;&nbsp; 1224824 |
| USD | 3860000 | Province of Quebec Series RH | 3.88% | 01/14/2031 | &nbsp;&nbsp; 3836317 | &nbsp;&nbsp; 3845147 |
| AUD | 2687000 | PSP Capital, Inc. | 4.10% | 08/13/2030 | &nbsp;&nbsp; 1794174 | &nbsp;&nbsp; 1830847 |
| AUD | 2813000 | PSP Capital, Inc. | 4.50% | 09/05/2031 | &nbsp;&nbsp; 1888773 | &nbsp;&nbsp; 1930038 |
| EUR | 573000 | PSP Capital, Inc. 144A | 3.25% | 07/02/2034 | &nbsp;&nbsp; 680864 | &nbsp;&nbsp; 686259 |
| AUD | 2976000 | PSP Capital, Inc. REG S | 4.60% | 02/06/2029 | &nbsp;&nbsp; 2043855 | &nbsp;&nbsp; 2084061 |
|  |  | **Total Canada** |  |  | &nbsp;&nbsp;&nbsp; 41096967 | &nbsp;&nbsp;&nbsp; 41420273 |
|  |  | **Finland (5.04%)** | **Finland (5.04%)** | **Finland (5.04%)** | **Finland (5.04%)** | **Finland (5.04%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| EUR | 389000 | Finland Government Bonds Series 31YR REG S | 2.95% | 04/15/2055 | &nbsp;&nbsp; 391128 | &nbsp;&nbsp; 388327 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** | **Investments** | **Investments** | **Investments** | **Cost** | **Fair**<br> **Value**<br>|
|  |  | **Fixed Income Sell-Buyback Agreements (A) (B) (continued)** | **Fixed Income Sell-Buyback Agreements (A) (B) (continued)** | **Fixed Income Sell-Buyback Agreements (A) (B) (continued)** | **Fixed Income Sell-Buyback Agreements (A) (B) (continued)** | **Fixed Income Sell-Buyback Agreements (A) (B) (continued)** |
|  |  | **Finland (continued)** | **Finland (continued)** | **Finland (continued)** | **Finland (continued)** | **Finland (continued)** |
|  |  | Foreign Government Obligations (continued) | Foreign Government Obligations (continued) | Foreign Government Obligations (continued) | Foreign Government Obligations (continued) | Foreign Government Obligations (continued) |
| EUR | 1850000 | Finland Government Bonds Series 7YR REG S | 2.63% | 04/15/2032 | $2193375 | $2189485 |
|  |  | **Total Finland** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2584503 | &nbsp;&nbsp;&nbsp;&nbsp; 2577812 |
|  |  | **France (31.08%)** | **France (31.08%)** | **France (31.08%)** | **France (31.08%)** | **France (31.08%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| USD | 4280000 | Caisse d'Amortissement de la Dette Sociale 144A | 4.00% | 02/12/2031 | &nbsp;&nbsp; 4245416 | &nbsp;&nbsp; 4266450 |
| USD | 490000 | Caisse d'Amortissement de la Dette Sociale REG S | 1.38% | 01/20/2031 | &nbsp;&nbsp; 430281 | &nbsp;&nbsp; 431234 |
| USD | 1633000 | Caisse d'Amortissement de la Dette Sociale REG S | 2.13% | 01/26/2032 | &nbsp;&nbsp; 1451024 | &nbsp;&nbsp; 1455068 |
| EUR | 1343000 | French Republic Government Bonds OAT REG S | 0.75% | 05/25/2052 | &nbsp;&nbsp; 718505 | &nbsp;&nbsp; 712549 |
| EUR | 2927000 | French Republic Government Bonds OAT REG S | 2.00% | 05/25/2048 | &nbsp;&nbsp; 2384871 | &nbsp;&nbsp; 2385112 |
| EUR | 615000 | French Republic Government Bonds OAT REG S | 2.50% | 05/25/2043 | &nbsp;&nbsp; 598578 | &nbsp;&nbsp; 594807 |
| EUR | 744960 | French Republic Government Bonds OAT REG S | 3.00% | 05/25/2054 | &nbsp;&nbsp; 698927 | &nbsp;&nbsp; 692997 |
| EUR | 1838000 | French Republic Government Bonds OAT REG S | 3.25% | 05/25/2055 | &nbsp;&nbsp; 1799774 | &nbsp;&nbsp; 1786567 |
| EUR | 579000 | French Republic Government Bonds OAT REG S | 3.60% | 05/25/2042 | &nbsp;&nbsp; 657857 | &nbsp;&nbsp; 658962 |
| EUR | 2451000 | French Republic Government Bonds OAT REG S | 4.10% | 05/25/2046 | &nbsp;&nbsp; 2911916 | &nbsp;&nbsp; 2907851 |
|  |  | **Total France** |  |  | &nbsp;&nbsp;&nbsp; 15897149 | &nbsp;&nbsp;&nbsp; 15891597 |
|  |  | **Germany (23.41%)** | **Germany (23.41%)** | **Germany (23.41%)** | **Germany (23.41%)** | **Germany (23.41%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| EUR | 516000 | Bundesrepublik Deutschland Bundesanleihe REG S | 2.50% | 07/04/2044 | &nbsp;&nbsp; 546025 | &nbsp;&nbsp; 544473 |
| EUR | 34000 | Bundesrepublik Deutschland Bundesanleihe REG S | 2.50% | 08/15/2046 | &nbsp;&nbsp; 35395 | &nbsp;&nbsp; 35233 |
| EUR | 3550500 | Bundesrepublik Deutschland Bundesanleihe REG S | 2.60% | 08/15/2034 | &nbsp;&nbsp; 4189519 | &nbsp;&nbsp; 4182670 |
| EUR | 2354250 | Bundesrepublik Deutschland Bundesanleihe REG S | 3.25% | 07/04/2042 | &nbsp;&nbsp; 2805522 | &nbsp;&nbsp; 2799069 |
| EUR | 6688675 | Bundesrepublik Deutschland Bundesanleihe REG S + | 3.49% | 08/15/2052 | &nbsp;&nbsp; 3212573 | &nbsp;&nbsp; 3190369 |
| EUR | 384000 | State of North Rhine-Westphalia REG S | 0.95% | 01/10/2121 | &nbsp;&nbsp; 137650 | &nbsp;&nbsp; 141162 |
| EUR | 98000 | State of North Rhine-Westphalia REG S | 1.38% | 01/15/2120 | &nbsp;&nbsp; 45173 | &nbsp;&nbsp; 46127 |
| EUR | 1774000 | State of North Rhine-Westphalia REG S | 1.45% | 01/19/2122 | &nbsp;&nbsp; 838065 | &nbsp;&nbsp; 862926 |
| EUR | 242000 | State of North Rhine-Westphalia REG S | 2.15% | 03/21/2119 | &nbsp;&nbsp; 166634 | &nbsp;&nbsp; 168801 |
|  |  | **Total Germany** |  |  | &nbsp;&nbsp;&nbsp; 11976556 | &nbsp;&nbsp;&nbsp; 11970830 |
|  |  | **Greece (37.16%)** | **Greece (37.16%)** | **Greece (37.16%)** | **Greece (37.16%)** | **Greece (37.16%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| EUR | 2113000 | Hellenic Republic Government Bonds REG S | 1.50% | 06/18/2030 | &nbsp;&nbsp; 2410670 | &nbsp;&nbsp; 2405264 |
| EUR | 8309000 | Hellenic Republic Government Bonds REG S | 3.38% | 06/16/2036 | &nbsp;&nbsp; 9819517 | &nbsp;&nbsp; 9826762 |
| EUR | 4783000 | Hellenic Republic Government Bonds REG S | 4.13% | 06/15/2054 | &nbsp;&nbsp; 5608009 | &nbsp;&nbsp; 5592739 |
| EUR | 923000 | Hellenic Republic Government Bonds REG S | 4.38% | 07/18/2038 | &nbsp;&nbsp; 1183417 | &nbsp;&nbsp; 1179015 |
|  |  | **Total Greece** |  |  | &nbsp;&nbsp;&nbsp; 19021613 | &nbsp;&nbsp;&nbsp; 19003780 |
|  |  | **Italy (80.68%)** | **Italy (80.68%)** | **Italy (80.68%)** | **Italy (80.68%)** | **Italy (80.68%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| EUR | 5268000 | Italy Buoni Poliennali Del Tesoro Series 11YR REG S | 0.90% | 04/01/2031 | &nbsp;&nbsp; 5703483 | &nbsp;&nbsp; 5721120 |
| EUR | 1348000 | Italy Buoni Poliennali Del Tesoro Series 13YR REG S | 4.05% | 10/30/2037 | &nbsp;&nbsp; 1681941 | &nbsp;&nbsp; 1675382 |
| EUR | 4018000 | Italy Buoni Poliennali Del Tesoro Series 15YR REG S | 3.85% | 10/01/2040 | &nbsp;&nbsp; 4734864 | &nbsp;&nbsp; 4790723 |
| EUR | 5743000 | Italy Buoni Poliennali Del Tesoro Series 20YR REG S | 4.10% | 04/30/2046 | &nbsp;&nbsp; 6845978 | &nbsp;&nbsp; 6865778 |
| EUR | 2199000 | Italy Buoni Poliennali Del Tesoro Series 30YR REG S | 4.65% | 10/01/2055 | &nbsp;&nbsp; 2730225 | &nbsp;&nbsp; 2753976 |
| EUR | 1590000 | Italy Buoni Poliennali Del Tesoro Series 5YR REG S | 2.95% | 07/01/2030 | &nbsp;&nbsp; 1922686 | &nbsp;&nbsp; 1917492 |
| EUR | 5640000 | Italy Buoni Poliennali Del Tesoro Series 7YR REG S | 3.15% | 03/15/2033 | &nbsp;&nbsp; 6701520 | &nbsp;&nbsp; 6748240 |
| EUR | 3174000 | Italy Buoni Poliennali Del Tesoro Series 7YR REG S | 3.25% | 11/15/2032 | &nbsp;&nbsp; 3783155 | &nbsp;&nbsp; 3830745 |
| EUR | 1992000 | Italy Buoni Poliennali Del Tesoro Series 7YR REG S | 3.50% | 02/15/2031 | &nbsp;&nbsp; 2462185 | &nbsp;&nbsp; 2455599 |
| EUR | 2862000 | Italy Buoni Poliennali Del Tesoro Series 7YR REG S | 4.00% | 11/15/2030 | &nbsp;&nbsp; 3614598 | &nbsp;&nbsp; 3604591 |
| EUR | 153063 | Italy Buoni Poliennali Del Tesoro Series CPI REG S « | 2.55% | 05/15/2056 | &nbsp;&nbsp; 188084 | &nbsp;&nbsp; 189992 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** | **Investments** | **Investments** | **Investments** | **Cost** | **Fair**<br> **Value**<br>|
|  |  | **Fixed Income Sell-Buyback Agreements (A) (B) (continued)** | **Fixed Income Sell-Buyback Agreements (A) (B) (continued)** | **Fixed Income Sell-Buyback Agreements (A) (B) (continued)** | **Fixed Income Sell-Buyback Agreements (A) (B) (continued)** | **Fixed Income Sell-Buyback Agreements (A) (B) (continued)** |
|  |  | **Italy (continued)** | **Italy (continued)** | **Italy (continued)** | **Italy (continued)** | **Italy (continued)** |
|  |  | Foreign Government Obligations (continued) | Foreign Government Obligations (continued) | Foreign Government Obligations (continued) | Foreign Government Obligations (continued) | Foreign Government Obligations (continued) |
| EUR | 585000 | Italy Certificati di Credito del Tesoro/CCTS-eu Series EU REG S \* | 2.90% | 04/15/2035 | $709382 | $704876 |
|  |  | **Total Italy** |  |  | &nbsp;&nbsp;&nbsp; 41078101 | &nbsp;&nbsp;&nbsp; 41258514 |
|  |  | **Japan « (12.78%)** | **Japan « (12.78%)** | **Japan « (12.78%)** | **Japan « (12.78%)** | **Japan « (12.78%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| JPY | 379315008 | Japan Government CPI-Linked Bonds Series 24 | 0.10% | 03/10/2029 | &nbsp;&nbsp; 2424674 | &nbsp;&nbsp; 2470876 |
| JPY | 65565664 | Japan Government CPI-Linked Bonds Series 26 + (C) | (0.48%) | 03/10/2031 | &nbsp;&nbsp; 425342 | &nbsp;&nbsp; 435588 |
| JPY | 261827250 | Japan Government CPI-Linked Bonds Series 28 + | 0.13% | 03/10/2033 | &nbsp;&nbsp; 1642290 | &nbsp;&nbsp; 1693519 |
| JPY | 306527928 | Japan Government CPI-Linked Bonds Series 30 + | 0.27% | 03/10/2035 | &nbsp;&nbsp; 1944266 | &nbsp;&nbsp; 1934640 |
|  |  | **Total Japan** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 6436572 | &nbsp;&nbsp;&nbsp;&nbsp; 6534623 |
|  |  | **Netherlands (12.98%)** | **Netherlands (12.98%)** | **Netherlands (12.98%)** | **Netherlands (12.98%)** | **Netherlands (12.98%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| AUD | 1140000 | BNG Bank NV | 2.45% | 07/21/2032 | &nbsp;&nbsp; 664288 | &nbsp;&nbsp; 678330 |
| USD | 3612000 | BNG Bank NV 144A | 4.25% | 01/14/2036 | &nbsp;&nbsp; 3570148 | &nbsp;&nbsp; 3568809 |
| AUD | 385000 | BNG Bank NV REG S | 3.30% | 07/17/2028 | &nbsp;&nbsp; 256493 | &nbsp;&nbsp; 261568 |
| EUR | 831078 | Netherlands Government Bonds REG S | 2.50% | 07/15/2035 | &nbsp;&nbsp; 957236 | &nbsp;&nbsp; 955411 |
| EUR | 838500 | Netherlands Government Bonds REG S | 3.50% | 01/15/2056 | &nbsp;&nbsp; 988434 | &nbsp;&nbsp; 985187 |
|  |  | Utilities | Utilities | Utilities | Utilities | Utilities |
| EUR | 100000 | Tennet Netherlands BV REG S | 1.13% | 06/09/2041 | &nbsp;&nbsp; 84367 | &nbsp;&nbsp; 85099 |
| EUR | 100000 | Tennet Netherlands BV REG S | 1.88% | 06/13/2036 | &nbsp;&nbsp; 104524 | &nbsp;&nbsp; 105272 |
|  |  | **Total Netherlands** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 6625490 | &nbsp;&nbsp;&nbsp;&nbsp; 6639676 |
|  |  | **Norway ± (2.46%)** | **Norway ± (2.46%)** | **Norway ± (2.46%)** | **Norway ± (2.46%)** | **Norway ± (2.46%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| NOK | 12145000 | Norway Government Bonds Series 490 REG S | 4.13% | 06/03/2036 | &nbsp;&nbsp; 1247199 | &nbsp;&nbsp; 1256486 |
|  |  | **Portugal (21.96%)** | **Portugal (21.96%)** | **Portugal (21.96%)** | **Portugal (21.96%)** | **Portugal (21.96%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| EUR | 1568000 | Portugal Obrigacoes do Tesouro OT Series 10YR REG S | 3.00% | 06/15/2035 | &nbsp;&nbsp; 1848849 | &nbsp;&nbsp; 1853848 |
| EUR | 2690000 | Portugal Obrigacoes do Tesouro OT Series 10YR REG S | 3.25% | 06/13/2036 | &nbsp;&nbsp; 3204249 | &nbsp;&nbsp; 3214634 |
| EUR | 2210000 | Portugal Obrigacoes do Tesouro OT Series 15YR REG S | 3.38% | 06/15/2040 | &nbsp;&nbsp; 2571186 | &nbsp;&nbsp; 2579569 |
| EUR | 3191000 | Portugal Obrigacoes do Tesouro OT Series 30YR REG S | 3.63% | 06/12/2054 | &nbsp;&nbsp; 3584283 | &nbsp;&nbsp; 3584032 |
|  |  | **Total Portugal** |  |  | &nbsp;&nbsp;&nbsp; 11208567 | &nbsp;&nbsp;&nbsp; 11232083 |
|  |  | **Spain (30.36%)** | **Spain (30.36%)** | **Spain (30.36%)** | **Spain (30.36%)** | **Spain (30.36%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| EUR | 2489000 | Spain Government Bonds REG S | 0.70% | 04/30/2032 | &nbsp;&nbsp; 2620931 | &nbsp;&nbsp; 2614600 |
| EUR | 825000 | Spain Government Bonds REG S | 0.85% | 07/30/2037 | &nbsp;&nbsp; 746344 | &nbsp;&nbsp; 744298 |
| EUR | 1808000 | Spain Government Bonds REG S | 3.20% | 10/31/2035 | &nbsp;&nbsp; 2144056 | &nbsp;&nbsp; 2148985 |
| EUR | 1985000 | Spain Government Bonds REG S | 3.30% | 04/30/2036 | &nbsp;&nbsp; 2323108 | &nbsp;&nbsp; 2368603 |
| EUR | 2064000 | Spain Government Bonds REG S | 3.50% | 01/31/2041 | &nbsp;&nbsp; 2386625 | &nbsp;&nbsp; 2404003 |
| EUR | 1360000 | Spain Government Bonds REG S | 3.55% | 10/31/2033 | &nbsp;&nbsp; 1684675 | &nbsp;&nbsp; 1680128 |
| EUR | 2779000 | Spain Government Bonds REG S | 4.20% | 01/31/2037 | &nbsp;&nbsp; 3573429 | &nbsp;&nbsp; 3563942 |
|  |  | **Total Spain** |  |  | &nbsp;&nbsp;&nbsp; 15479168 | &nbsp;&nbsp;&nbsp; 15524559 |
|  |  | **Supranational (82.23%)** | **Supranational (82.23%)** | **Supranational (82.23%)** | **Supranational (82.23%)** | **Supranational (82.23%)** |
|  |  | Financial | Financial | Financial | Financial | Financial |
| USD | 5765000 | Asian Development Bank | 4.25% | 01/14/2036 | &nbsp;&nbsp; 5762057 | &nbsp;&nbsp; 5742974 |
| USD | 725000 | Asian Infrastructure Investment Bank | 4.13% | 01/14/2036 | &nbsp;&nbsp; 719283 | &nbsp;&nbsp; 716736 |
| USD | 2685000 | Central American Bank for Economic Integration 144A | 3.75% | 01/22/2029 | &nbsp;&nbsp; 2671856 | &nbsp;&nbsp; 2675169 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** | **Investments** | **Investments** | **Investments** | **Cost** | **Fair**<br> **Value**<br>|
|  |  | **Fixed Income Sell-Buyback Agreements (A) (B) (continued)** | **Fixed Income Sell-Buyback Agreements (A) (B) (continued)** | **Fixed Income Sell-Buyback Agreements (A) (B) (continued)** | **Fixed Income Sell-Buyback Agreements (A) (B) (continued)** | **Fixed Income Sell-Buyback Agreements (A) (B) (continued)** |
|  |  | **Supranational (continued)** | **Supranational (continued)** | **Supranational (continued)** | **Supranational (continued)** | **Supranational (continued)** |
|  |  | Financial (continued) | Financial (continued) | Financial (continued) | Financial (continued) | Financial (continued) |
| USD | 4410000 | Corp Andina de Fomento | 4.63% | 01/15/2036 | $4366124 | $4374486 |
| USD | 5015000 | European Investment Bank | 3.75% | 03/13/2031 | &nbsp;&nbsp; 4988909 | &nbsp;&nbsp; 4992860 |
| USD | 1855000 | Inter-American Development Bank | 4.13% | 01/23/2036 | &nbsp;&nbsp; 1831592 | &nbsp;&nbsp; 1827801 |
| USD | 984000 | International Development Association REG S | 3.75% | 09/12/2031 | &nbsp;&nbsp; 972359 | &nbsp;&nbsp; 972975 |
| USD | 1075000 | The OPEC Fund for International Development 144A | 4.00% | 01/23/2031 | &nbsp;&nbsp; 1069730 | &nbsp;&nbsp; 1072345 |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| EUR | 2392000 | European Financial Stability Facility REG S | 2.88% | 01/29/2035 | &nbsp;&nbsp; 2809128 | &nbsp;&nbsp; 2805766 |
| EUR | 433000 | European Union Series UFA REG S | 0.70% | 07/06/2051 | &nbsp;&nbsp; 244960 | &nbsp;&nbsp; 252408 |
| EUR | 4316000 | European Union Series UFA REG S | 2.75% | 12/13/2032 | &nbsp;&nbsp; 5126440 | &nbsp;&nbsp; 5116149 |
| EUR | 4040500 | European Union Series UFA REG S | 3.38% | 10/04/2039 | &nbsp;&nbsp; 4741543 | &nbsp;&nbsp; 4730532 |
| EUR | 683280 | European Union Series UFA REG S | 3.38% | 10/05/2054 | &nbsp;&nbsp; 720378 | &nbsp;&nbsp; 721804 |
| EUR | 1919500 | European Union Series UFA REG S | 3.75% | 10/12/2045 | &nbsp;&nbsp; 2263230 | &nbsp;&nbsp; 2257258 |
| EUR | 3223000 | European Union Series UFA REG S | 4.00% | 10/12/2055 | &nbsp;&nbsp; 3802561 | &nbsp;&nbsp; 3792248 |
|  |  | **Total Supranational** |  |  | &nbsp;&nbsp;&nbsp; 42090150 | &nbsp;&nbsp;&nbsp; 42051511 |
|  |  | **Sweden (8.89%)** | **Sweden (8.89%)** | **Sweden (8.89%)** | **Sweden (8.89%)** | **Sweden (8.89%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| AUD | 358000 | Svensk Exportkredit AB | 4.20% | 04/01/2031 | &nbsp;&nbsp; 237607 | &nbsp;&nbsp; 242822 |
| SEK | 1230000 | Sweden Government Bonds Series 1064 REG S | 1.38% | 06/23/2071 | &nbsp;&nbsp; 72095 | &nbsp;&nbsp; 76536 |
| SEK | 35031907 | Sweden Inflation Linked Bonds Series 3104 REG S « | 3.50% | 12/01/2028 | &nbsp;&nbsp; 4097729 | &nbsp;&nbsp; 4226396 |
|  |  | **Total Sweden** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 4407431 | &nbsp;&nbsp;&nbsp;&nbsp; 4545754 |
|  |  | **United Kingdom (85.17%)** | **United Kingdom (85.17%)** | **United Kingdom (85.17%)** | **United Kingdom (85.17%)** | **United Kingdom (85.17%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| GBP | 7141685 | U.K. Gilts REG S | 1.00% | 01/31/2032 | &nbsp;&nbsp; 8228782 | &nbsp;&nbsp; 8197362 |
| GBP | 1949674 | U.K. Gilts REG S | 1.25% | 07/31/2051 | &nbsp;&nbsp; 1179537 | &nbsp;&nbsp; 1170822 |
| GBP | 2111250 | U.K. Gilts REG S | 2.50% | 07/22/2065 | &nbsp;&nbsp; 1601811 | &nbsp;&nbsp; 1589816 |
| GBP | 540500 | U.K. Gilts REG S | 3.50% | 01/22/2045 | &nbsp;&nbsp; 596393 | &nbsp;&nbsp; 592210 |
| GBP | 3966000 | U.K. Gilts REG S | 3.75% | 01/29/2038 | &nbsp;&nbsp; 4951870 | &nbsp;&nbsp; 4924836 |
| GBP | 1976000 | U.K. Gilts REG S | 3.75% | 10/22/2053 | &nbsp;&nbsp; 2119147 | &nbsp;&nbsp; 2106621 |
| GBP | 3708000 | U.K. Gilts REG S | 4.00% | 05/22/2029 | &nbsp;&nbsp; 5128000 | &nbsp;&nbsp; 5107852 |
| GBP | 2296000 | U.K. Gilts REG S | 4.25% | 07/31/2034 | &nbsp;&nbsp; 3121356 | &nbsp;&nbsp; 3106515 |
| GBP | 2385000 | U.K. Gilts REG S | 4.38% | 01/31/2040 | &nbsp;&nbsp; 3108901 | &nbsp;&nbsp; 3091695 |
| GBP | 3583870 | U.K. Gilts REG S | 4.38% | 07/31/2054 | &nbsp;&nbsp; 4286710 | &nbsp;&nbsp; 4260864 |
| GBP | 3647300 | U.K. Gilts REG S | 4.50% | 03/07/2035 | &nbsp;&nbsp; 5019408 | &nbsp;&nbsp; 4997397 |
| GBP | 1987500 | U.K. Gilts REG S | 4.75% | 10/22/2043 | &nbsp;&nbsp; 2620320 | &nbsp;&nbsp; 2603645 |
| GBP | 676029 | U.K. Inflation-Linked Gilts Series 3MO REG S « | 1.13% | 11/22/2037 | &nbsp;&nbsp; 884192 | &nbsp;&nbsp; 873230 |
| GBP | 678553 | U.K. Inflation-Linked Gilts Series 3MO REG S « | 1.75% | 09/22/2038 | &nbsp;&nbsp; 942353 | &nbsp;&nbsp; 928778 |
|  |  | **Total United Kingdom** |  |  | &nbsp;&nbsp;&nbsp; 43788780 | &nbsp;&nbsp;&nbsp; 43551643 |
|  |  | **United States (4.70%)** | **United States (4.70%)** | **United States (4.70%)** | **United States (4.70%)** | **United States (4.70%)** |
|  |  | U.S. Government Securities | U.S. Government Securities | U.S. Government Securities | U.S. Government Securities | U.S. Government Securities |
| USD | 2390800 | U.S. Treasury Bonds | 4.88% | 08/15/2045 | &nbsp;&nbsp; 2411480 | &nbsp;&nbsp; 2405374 |
|  |  | **Total Fixed Income Sell-Buyback Agreements** | **Total Fixed Income Sell-Buyback Agreements** | **Total Fixed Income Sell-Buyback Agreements** | &nbsp;&nbsp; 273290066 | &nbsp;&nbsp; 273809676 |
|  |  | **Convertible Bonds (A) (2.12%)** | **Convertible Bonds (A) (2.12%)** | **Convertible Bonds (A) (2.12%)** | **Convertible Bonds (A) (2.12%)** | **Convertible Bonds (A) (2.12%)** |
|  |  | **United States (2.12%)** | **United States (2.12%)** | **United States (2.12%)** | **United States (2.12%)** | **United States (2.12%)** |
|  |  | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical |
| USD | 601000 | Bridgebio Pharma, Inc. 144A | 0.75% | 02/01/2033 | &nbsp;&nbsp; 601000 | &nbsp;&nbsp; 613020 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** | **Investments** | **Investments** | **Investments** | **Cost** | **Fair**<br> **Value**<br>|
|  |  | **Convertible Bonds (A) (continued)** | **Convertible Bonds (A) (continued)** | **Convertible Bonds (A) (continued)** | **Convertible Bonds (A) (continued)** | **Convertible Bonds (A) (continued)** |
|  |  | **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
|  |  | Consumer Non-cyclical (continued) | Consumer Non-cyclical (continued) | Consumer Non-cyclical (continued) | Consumer Non-cyclical (continued) | Consumer Non-cyclical (continued) |
| USD | 425000 | Ionis Pharmaceuticals, Inc. 144A + | Zero | 12/01/2030 | $425000 | $469663 |
|  |  | Total United States |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1026000 | &nbsp;&nbsp;&nbsp;&nbsp; 1082683 |
|  |  | **Total Convertible Bonds** | **Total Convertible Bonds** | **Total Convertible Bonds** | &nbsp;&nbsp;&nbsp;&nbsp; 1026000 | &nbsp;&nbsp;&nbsp;&nbsp; 1082683 |
|  |  | **Bank Loans \* (A) (5.36%)** | **Bank Loans \* (A) (5.36%)** | **Bank Loans \* (A) (5.36%)** | **Bank Loans \* (A) (5.36%)** | **Bank Loans \* (A) (5.36%)** |
|  |  | **France (0.79%)** | **France (0.79%)** | **France (0.79%)** | **France (0.79%)** | **France (0.79%)** |
|  |  | Communications | Communications | Communications | Communications | Communications |
| USD | 398824 | Altice France SA 2021 Term Loan B | 10.55% | 05/30/2031 | &nbsp;&nbsp; 398824 | &nbsp;&nbsp; 404140 |
|  |  | **United States (4.57%)** | **United States (4.57%)** | **United States (4.57%)** | **United States (4.57%)** | **United States (4.57%)** |
|  |  | Communications | Communications | Communications | Communications | Communications |
| USD | 185000 | Connect Holding II LLC Delayed Draw Term Loan | 8.58% | 04/03/2031 | &nbsp;&nbsp; 167193 | &nbsp;&nbsp; 168761 |
| USD | 865531 | CSC Holdings LLC 2019 Term Loan B5 | 8.25% | 04/15/2027 | &nbsp;&nbsp; 838779 | &nbsp;&nbsp; 771188 |
|  |  | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical |
| USD | 500000 | Kodiak BP, LLC 2024 Term Loan B | 7.42% | 12/04/2031 | &nbsp;&nbsp; 494551 | &nbsp;&nbsp; 490690 |
| USD | 507757 | Petco Health & Wellness Co., Inc. 2021 Term Loan B | 7.18% | 03/03/2028 | &nbsp;&nbsp; 495663 | &nbsp;&nbsp; 506427 |
|  |  | Industrial | Industrial | Industrial | Industrial | Industrial |
| USD | 408975 | CP Atlas Buyer, Inc. 2025 Term Loan | 8.92% | 07/08/2030 | &nbsp;&nbsp; 404667 | &nbsp;&nbsp; 401016 |
|  |  | Total United States |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2400853 | &nbsp;&nbsp;&nbsp;&nbsp; 2338082 |
|  |  | **Total Bank Loans** | **Total Bank Loans** | **Total Bank Loans** | &nbsp;&nbsp;&nbsp;&nbsp; 2799677 | &nbsp;&nbsp;&nbsp;&nbsp; 2742222 |
|  |  | **Short-Term Investments + (A) (20.97%)** | **Short-Term Investments + (A) (20.97%)** | **Short-Term Investments + (A) (20.97%)** | **Short-Term Investments + (A) (20.97%)** | **Short-Term Investments + (A) (20.97%)** |
|  |  | **United States (20.97%)** | **United States (20.97%)** | **United States (20.97%)** | **United States (20.97%)** | **United States (20.97%)** |
|  |  | United States Government and Agency Obligations | United States Government and Agency Obligations | United States Government and Agency Obligations | United States Government and Agency Obligations | United States Government and Agency Obligations |
|  |  | U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills |
| USD | 1445000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.89%03/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.89%03/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.89%03/26/2026 | &nbsp;&nbsp; 1437294 | &nbsp;&nbsp; 1437430 |
| USD | 2580000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.51%03/17/2026 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.51%03/17/2026 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.51%03/17/2026 (D) | &nbsp;&nbsp; 2568600 | &nbsp;&nbsp; 2568811 |
| USD | 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.76%03/31/2026 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.76%03/31/2026 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.76%03/31/2026 (D) | &nbsp;&nbsp; 497033 | &nbsp;&nbsp; 497115 |
| USD | 1905000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.80%02/24/2026 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.80%02/24/2026 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.80%02/24/2026 (D) | &nbsp;&nbsp; 1900659 | &nbsp;&nbsp; 1900782 |
| USD | 5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11.25%03/05/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11.25%03/05/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11.25%03/05/2026 | &nbsp;&nbsp; 4984 | &nbsp;&nbsp; 4985 |
| USD | 1480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12.67%02/17/2026 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12.67%02/17/2026 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12.67%02/17/2026 (D) | &nbsp;&nbsp; 1477648 | &nbsp;&nbsp; 1477771 |
| USD | 2515000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17.22%02/19/2026 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17.22%02/19/2026 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17.22%02/19/2026 (D) | &nbsp;&nbsp; 2510308 | &nbsp;&nbsp; 2510723 |
| USD | 325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22.27%02/10/2026 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22.27%02/10/2026 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22.27%02/10/2026 (D) | &nbsp;&nbsp; 324707 | &nbsp;&nbsp; 324742 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp; 10721233 | &nbsp;&nbsp;&nbsp; 10722359 |
|  |  | Total United States |  |  | &nbsp;&nbsp;&nbsp; 10721233 | &nbsp;&nbsp;&nbsp; 10722359 |
|  |  | **Total Short-Term Investments** |  |  | &nbsp;&nbsp;&nbsp; 10721233 | &nbsp;&nbsp;&nbsp; 10722359 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contracts** | **Investments** | **Counterparty/**<br> **Exchange**<br>|  | **Strike**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Notional** | **Cost** | **Fair**<br> **Value**<br>|
|  | **Purchased Options Contracts (1.99%)** | **Purchased Options Contracts (1.99%)** | **Purchased Options Contracts (1.99%)** | **Purchased Options Contracts (1.99%)** | **Purchased Options Contracts (1.99%)** | **Purchased Options Contracts (1.99%)** | **Purchased Options Contracts (1.99%)** | **Purchased Options Contracts (1.99%)** |
|  | **Options on Equity Indices (0.93%)** | **Options on Equity Indices (0.93%)** | **Options on Equity Indices (0.93%)** | **Options on Equity Indices (0.93%)** | **Options on Equity Indices (0.93%)** | **Options on Equity Indices (0.93%)** | **Options on Equity Indices (0.93%)** | **Options on Equity Indices (0.93%)** |
| 1963 | Euro Stoxx Banks Index | MSI | Put | 262.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 514306 | 8636 | 5684 |
| 195 | FTSE 100 Index | ICE | Put | 9900.00 | 03/20/2026 | &nbsp;&nbsp;&nbsp; 1930500 | 29001 | 26491 |
| 16 | FTSE 100 Index | ICE | Put | 9800.00 | 03/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156800 | 2592 | 1789 |
| 420 | MSOXWLAI Index | MSI | Put | 155.61 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65358 | 1490 | 485 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contracts** | **Investments** | **Counterparty/**<br> **Exchange**<br>|  | **Strike**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Notional** | **Cost** | **Fair**<br> **Value**<br>|
|  | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** |
|  | **Options on Equity Indices (continued)** | **Options on Equity Indices (continued)** | **Options on Equity Indices (continued)** | **Options on Equity Indices (continued)** | **Options on Equity Indices (continued)** | **Options on Equity Indices (continued)** | **Options on Equity Indices (continued)** | **Options on Equity Indices (continued)** |
| 125 | MSWLUMOL Index | MSI | Put | 428.40 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53550 | $1466 | $1197 |
| 126 | MSWLUMOL Index | MSI | Put | 429.84 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54159 | 1551 | 1272 |
| 125 | MSWLUMOL Index | MSI | Put | 435.82 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54478 | 1130 | 1567 |
| 266 | Nikkei 225 Index | MSI | Put | 50011.40 | 02/13/2026 | &nbsp;&nbsp; 13303032 | 1415 | 707 |
| 460 | Nikkei 225 Index | MSI | Put | 50011.40 | 04/10/2026 | &nbsp;&nbsp; 23005244 | 5153 | 4220 |
| 8 | S&P 500 Index | CBOE | Put | 6700.00 | 03/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53600 | 107944 | 61720 |
| 1 | S&P 500 Index | CBOE | Put | 6850.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6850 | 7384 | 5790 |
| 5 | S&P 500 Index | CBOE | Put | 6600.00 | 09/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33000 | 105647 | 113500 |
| 10 | S&P 500 Index | CBOE | Put | 6000.00 | 03/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60000 | 199573 | 210750 |
| 3 | S&P 500 Mini Index | MSI | Put | 680.00 | 02/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2040 | 1771 | 555 |
| 43 | S&P 500 Mini Index | MSI | Put | 669.00 | 02/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28767 | 8968 | 8665 |
| 3 | S&P 500 Mini Index | MSI | Put | 680.00 | 02/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2040 | 1441 | 1077 |
| 2662 | STOXX Europe 600 Index | GST | Call | 615.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp; 1637130 | 27434 | 17411 |
| 71 | &nbsp;&nbsp;&nbsp; Taiwan Capitalization Weighted Stock <br> Index<br>| JPM | Put | 30561.41 | 02/23/2026 | &nbsp;&nbsp;&nbsp; 2169860 | 996 | 627 |
| 33720 | &nbsp;&nbsp;&nbsp; Tokyo Stock Exchange TOPIX Banks <br> Index<br>| MSI | Put | 3539.64 | 02/13/2026 | 119356624 | 9934 | 11504 |
|  | **Total Options on Equity Indices** | **Total Options on Equity Indices** | **Total Options on Equity Indices** | **Total Options on Equity Indices** | **Total Options on Equity Indices** | **Total Options on Equity Indices** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 523526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 475011 |
|  | **Options on Exchange Traded Funds (0.26%)** | **Options on Exchange Traded Funds (0.26%)** | **Options on Exchange Traded Funds (0.26%)** | **Options on Exchange Traded Funds (0.26%)** | **Options on Exchange Traded Funds (0.26%)** | **Options on Exchange Traded Funds (0.26%)** | **Options on Exchange Traded Funds (0.26%)** | **Options on Exchange Traded Funds (0.26%)** |
| 103 | ARK Innovation ETF | CHX | Put | 74.00 | 02/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7622 | 12598 | 12669 |
| 192 | Energy Select Sector SPDR Fund | PSE | Call | 52.50 | 03/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10080 | 19518 | 26112 |
| 125 | Energy Select Sector SPDR Fund | PSE | Call | 52.50 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6563 | 7914 | 8750 |
| 9 | Invesco QQQ Trust | AMX | Put | 520.00 | 01/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4680 | 18777 | 17190 |
| 6 | Invesco QQQ Trust | AMX | Put | 625.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3750 | 4612 | 7527 |
| 3 | Invesco QQQ Trust | AMX | Put | 620.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1860 | 2086 | 3158 |
| 37 | Invesco QQQ Trust | AMX | Put | 605.00 | 02/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22385 | 7949 | 9250 |
| 3 | Invesco QQQ Trust | AMX | Put | 620.00 | 02/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1860 | 1679 | 2654 |
| 185 | iShares 7-10 Year Treasury Bond ETF | AMX | Put | 95.00 | 03/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17575 | 8556 | 7215 |
| 4 | &nbsp;&nbsp;&nbsp; iShares Expanded Tech-Software Sector <br> ETF<br>| PSE | Call | 100.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400 | 567 | 68 |
| 96 | iShares MSCI Emerging Markets ETF | AMX | Put | 57.00 | 04/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5472 | 8574 | 10608 |
| 51 | iShares Russell 2000 ETF | AMX | Put | 250.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12750 | 7510 | 10455 |
| 178 | SPDR S&P Regional Banking ETF | AMX | Call | 75.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13350 | 10331 | 2492 |
| 268 | SPDR S&P Regional Banking ETF | AMX | Call | 74.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19832 | 8216 | 6164 |
| 35 | VanEck Semiconductor ETF | AMX | Put | 365.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12775 | 9619 | 11025 |
|  | **Total Options on Exchange Traded Funds** | **Total Options on Exchange Traded Funds** | **Total Options on Exchange Traded Funds** | **Total Options on Exchange Traded Funds** | **Total Options on Exchange Traded Funds** | **Total Options on Exchange Traded Funds** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135337 |
|  | **Options on Exchange Traded Futures Contracts (0.08%)** | **Options on Exchange Traded Futures Contracts (0.08%)** | **Options on Exchange Traded Futures Contracts (0.08%)** | **Options on Exchange Traded Futures Contracts (0.08%)** | **Options on Exchange Traded Futures Contracts (0.08%)** | **Options on Exchange Traded Futures Contracts (0.08%)** | **Options on Exchange Traded Futures Contracts (0.08%)** | **Options on Exchange Traded Futures Contracts (0.08%)** |
| 96 | &nbsp;&nbsp;&nbsp; 1 Year Mid-Curve 3 Month SOFR <br> Option<br>| CME | Call | 97.00 | 06/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9312 | 55946 | 24000 |
| 38 | 3 Month SOFR | CME | Call | 96.25 | 03/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3658 | 21193 | 12825 |
| 206 | 3 Month SONIA | ICE | Put | 96.25 | 03/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19827 | 52553 | 1767 |
| 206 | 3 Month SONIA | ICE | Put | 95.85 | 03/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19745 | 7138 | 0 |
|  | **Total Options on Exchange Traded Futures Contracts** | **Total Options on Exchange Traded Futures Contracts** | **Total Options on Exchange Traded Futures Contracts** | **Total Options on Exchange Traded Futures Contracts** | **Total Options on Exchange Traded Futures Contracts** | **Total Options on Exchange Traded Futures Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38592 |
|  | **Options on Securities (0.72%)** | **Options on Securities (0.72%)** | **Options on Securities (0.72%)** | **Options on Securities (0.72%)** | **Options on Securities (0.72%)** | **Options on Securities (0.72%)** | **Options on Securities (0.72%)** | **Options on Securities (0.72%)** |
| 40 | 10YR U.S. Treasury Notes | CBT | Put | 110.50 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4420 | 6932 | 2500 |
| 98 | 2YR U.S. Treasury Notes | CBT | Call | 104.75 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10265 | 27702 | 3063 |
| 19 | 5YR Euro-Bobl Notes | EUREX | Call | 118.00 | 03/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2242 | 621 | 339 |
| 17 | Advanced Micro Devices, Inc. | AMX | Call | 270.00 | 02/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4590 | 11366 | 2941 |
| 37 | Airbnb, Inc. | AMX | Call | 145.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5365 | 9705 | 5439 |
| 31 | Alphabet, Inc. | AMX | Call | 375.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11625 | 15782 | 7998 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contracts** | **Investments** | **Counterparty/**<br> **Exchange**<br>|  | **Strike**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Notional** | **Cost** | **Fair**<br> **Value**<br>|
|  | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** |
|  | **Options on Securities (continued)** | **Options on Securities (continued)** | **Options on Securities (continued)** | **Options on Securities (continued)** | **Options on Securities (continued)** | **Options on Securities (continued)** | **Options on Securities (continued)** | **Options on Securities (continued)** |
| 1 | Alphabet, Inc. | AMX | Put | 325.00 | 02/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325 | $686 | $502 |
| 16 | Amazon.com, Inc. | AMX | Put | 227.50 | 02/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3640 | 6818 | 6520 |
| 34 | Amazon.com, Inc. | AMX | Put | 235.00 | 02/04/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7990 | 5108 | 4981 |
| 20 | Applied Materials, Inc. | AMX | Put | 317.50 | 02/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6350 | 10273 | 12200 |
| 22 | ARM Holdings PLC | NASDAQ | Call | 118.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2596 | 12745 | 5478 |
| 26 | Broadcom, Inc. | CBT | Put | 310.00 | 02/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8060 | 15259 | 6864 |
| 16 | Celestica, Inc. | NYSE | Put | 275.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4400 | 20533 | 26720 |
| 13 | Ciena Corp. | AMX | Put | 222.50 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2893 | 7924 | 7020 |
| 32 | DoorDash, Inc. | NYSE | Put | 185.00 | 02/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5920 | 8098 | 4992 |
| 20 | EchoStar Corp. | AMX | Call | 140.00 | 03/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2800 | 15227 | 5950 |
| 13 | EchoStar Corp. | AMX | Call | 140.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1820 | 6517 | 897 |
| 58 | General Motors Co. | AMX | Call | 95.00 | 03/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5510 | 7476 | 4002 |
| 74 | GLOBALFOUNDRIES, Inc. | AMX | Call | 50.00 | 03/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3700 | 20805 | 8510 |
| 100 | Intel Corp. | AMX | Put | 43.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4300 | 6370 | 10700 |
| 3 | KLA Corp. | AMX | Call | 1800.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5400 | 11333 | 696 |
| 21 | Lam Research Corp. | AMX | Put | 225.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4725 | 10906 | 18900 |
| 6 | Meta Platforms, Inc. | AMX | Call | 730.00 | 03/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4380 | 11931 | 15780 |
| 1 | Meta Platforms, Inc. | AMX | Call | 685.00 | 02/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 685 | 2055 | 3367 |
| 1 | Meta Platforms, Inc. | AMX | Call | 750.00 | 02/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 750 | 1095 | 560 |
| 6 | Meta Platforms, Inc. | AMX | Call | 765.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4590 | 5332 | 3036 |
| 10 | Micron Technology, Inc. | AMX | Put | 380.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3800 | 9128 | 12800 |
| 11 | MongoDB, Inc. | AMX | Call | 430.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4730 | 11979 | 4455 |
| 79 | Netflix, Inc. | AMX | Put | 80.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6320 | 11829 | 7110 |
| 47 | Novanta, Inc. | CHX | Call | 150.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7050 | 15619 | 10105 |
| 44 | NVIDIA Corp. | AMX | Put | 170.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7480 | 8180 | 6204 |
| 49 | ON Semiconductor Corp. | AMX | Call | 73.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3577 | 7944 | 2352 |
| 10 | Oracle Corp. | AMX | Call | 175.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1750 | 5013 | 4450 |
| 22 | Palantir Technologies, Inc. | AMX | Put | 140.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3080 | 12737 | 13695 |
| 36 | Pure Storage, Inc. | NYSE | Call | 80.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2880 | 4691 | 2700 |
| 21 | QUALCOMM, Inc. | AMX | Put | 149.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3129 | 7650 | 10500 |
| 43 | ROBLOX Corp. | AMX | Call | 86.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3698 | 14398 | 4343 |
| 13 | ServiceNow, Inc. | CHX | Call | 140.00 | 03/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1820 | 1734 | 1690 |
| 17 | Snowflake, Inc. | AMX | Call | 215.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3655 | 6932 | 3689 |
| 28 | Strategy, Inc. | CHX | Put | 130.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3640 | 16257 | 9520 |
| 13 | Teradyne, Inc. | NYSE | Call | 275.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3575 | 11605 | 8385 |
| 8 | Tesla, Inc. | AMX | Put | 380.00 | 03/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3040 | 7033 | 6536 |
| 8 | Tesla, Inc. | AMX | Put | 400.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3200 | 4427 | 4680 |
| 2 | Tesla, Inc. | AMX | Call | 450.00 | 02/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 900 | 2448 | 714 |
| 31 | T-Mobile U.S., Inc. | AMX | Put | 180.00 | 02/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5580 | 7698 | 899 |
| 24 | U.S. Treasury Long Bonds | CBT | Call | 119.00 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2856 | 6815 | 3000 |
| 248 | Verizon Communications, Inc. | CBOE | Call | 41.50 | 02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10292 | 12726 | 79112 |
|  | Total Options on Securities | Total Options on Securities | Total Options on Securities | Total Options on Securities | Total Options on Securities | Total Options on Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 445442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 366894 |
|  | **Total Purchased Options Contracts** | **Total Purchased Options Contracts** | **Total Purchased Options Contracts** | **Total Purchased Options Contracts** | **Total Purchased Options Contracts** | **Total Purchased Options Contracts** | &nbsp;&nbsp;&nbsp; 1234304 | &nbsp;&nbsp;&nbsp; 1015834 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Notional** | **Investments** | **Counterparty** | **Exercise**<br> **Rate**<br>| **Expiration**<br> **Date**<br>| **Cost** | **Fair**<br> **Value**<br>|
|  |  | **Purchased Swaptions Contracts (2.37%)** | **Purchased Swaptions Contracts (2.37%)** | **Purchased Swaptions Contracts (2.37%)** | **Purchased Swaptions Contracts (2.37%)** | **Purchased Swaptions Contracts (2.37%)** | **Purchased Swaptions Contracts (2.37%)** |
| EUR | 4702686 | 10YR Interest Rate Swap Pay EUR Put | BCY<br> 1Y | &nbsp;&nbsp; 3.01% | 06/19/2026 | $50173 | &nbsp;&nbsp;&nbsp;&nbsp; 17830 |
| EUR | 8740359 | 10YR Interest Rate Swap Pay EUR Put | BOA<br> 1Y | &nbsp;&nbsp; 2.52% | 01/09/2035 | &nbsp;&nbsp; 373055 | &nbsp;&nbsp;&nbsp;&nbsp; 658947 |
| GBP | 5427249 | 10YR Interest Rate Swap Pay GBP Put | MSI<br> 1Y | &nbsp;&nbsp; 4.60% | 09/01/2026 | &nbsp;&nbsp; 38029 | &nbsp;&nbsp;&nbsp;&nbsp; 38131 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Notional** | **Investments** | **Counterparty** | **Exercise**<br> **Rate**<br>| **Expiration**<br> **Date**<br>| **Cost** | **Fair**<br> **Value**<br>|
|  |  | **Purchased Swaptions Contracts (continued)** | **Purchased Swaptions Contracts (continued)** | **Purchased Swaptions Contracts (continued)** | **Purchased Swaptions Contracts (continued)** | **Purchased Swaptions Contracts (continued)** | **Purchased Swaptions Contracts (continued)** |
| EUR | 4702686 | 10YR Interest Rate Swap Receive EUR Call | BCY<br> 1Y | &nbsp;&nbsp; 3.01% | 06/19/2026 | $50173 | &nbsp;&nbsp;&nbsp; $55767 |
| EUR | 8740359 | 10YR Interest Rate Swap Receive EUR Call | BOA<br> 1Y | &nbsp;&nbsp; 2.52% | 01/09/2035 | &nbsp;&nbsp; 373055 | &nbsp;&nbsp;&nbsp;&nbsp; 35311 |
| EUR | 28928719 | 1YR Interest Rate Swap Receive EUR Call | JPM<br> 1Y | &nbsp;&nbsp; 1.92% | 01/28/2027 | &nbsp;&nbsp; 21271 | &nbsp;&nbsp;&nbsp;&nbsp; 20827 |
| USD | 24715000 | 1YR Interest Rate Swap Receive USD Call | GST<br> 1Y | &nbsp;&nbsp; 3.00% | 06/04/2026 | &nbsp;&nbsp; 31275 | &nbsp;&nbsp;&nbsp;&nbsp; 10672 |
| EUR | 1153960 | 5YR Interest Rate Swap Pay EUR Put | JPM<br> 1Y | &nbsp;&nbsp; 2.48% | 11/09/2026 | &nbsp;&nbsp; 10229 | &nbsp;&nbsp;&nbsp;&nbsp; 12920 |
| JPY | 3159549 | 5YR Interest Rate Swap Pay JPY Put | BOA<br> 1Y | &nbsp;&nbsp; 1.42% | 01/09/2030 | &nbsp;&nbsp; 49182 | &nbsp;&nbsp;&nbsp;&nbsp; 131935 |
| JPY | 1278627 | 5YR Interest Rate Swap Pay JPY Put | GST<br> 1Y | &nbsp;&nbsp; 1.45% | 02/05/2030 | &nbsp;&nbsp; 19283 | &nbsp;&nbsp;&nbsp;&nbsp; 52771 |
| JPY | 1484734 | 5YR Interest Rate Swap Pay JPY Put | GST<br> 1Y | &nbsp;&nbsp; 1.77% | 09/05/2030 | &nbsp;&nbsp; 25529 | &nbsp;&nbsp;&nbsp;&nbsp; 51544 |
| JPY | 1781680 | 5YR Interest Rate Swap Pay JPY Put | GST<br> 1Y | &nbsp;&nbsp; 1.77% | 09/05/2030 | &nbsp;&nbsp; 30193 | &nbsp;&nbsp;&nbsp;&nbsp; 61908 |
| USD | 485000 | 5YR Interest Rate Swap Pay USD Put | GST<br> 1Y | &nbsp;&nbsp; 3.38% | 11/09/2026 | &nbsp;&nbsp; 5952 | &nbsp;&nbsp;&nbsp;&nbsp; 6861 |
| EUR | 1153960 | 5YR Interest Rate Swap Receive EUR Call | JPM<br> 1Y | &nbsp;&nbsp; 2.48% | 11/09/2026 | &nbsp;&nbsp; 10229 | &nbsp;&nbsp;&nbsp;&nbsp; 4518 |
| JPY | 3159549 | 5YR Interest Rate Swap Receive JPY Call | BOA<br> 1Y | &nbsp;&nbsp; 1.42% | 01/09/2030 | &nbsp;&nbsp; 49182 | &nbsp;&nbsp;&nbsp;&nbsp; 12153 |
| JPY | 1278627 | 5YR Interest Rate Swap Receive JPY Call | GST<br> 1Y | &nbsp;&nbsp; 1.45% | 02/05/2030 | &nbsp;&nbsp; 19283 | &nbsp;&nbsp;&nbsp;&nbsp; 5383 |
| JPY | 1484734 | 5YR Interest Rate Swap Receive JPY Call | GST<br> 1Y | &nbsp;&nbsp; 1.77% | 09/05/2030 | &nbsp;&nbsp; 25529 | &nbsp;&nbsp;&nbsp;&nbsp; 11480 |
| JPY | 1781680 | 5YR Interest Rate Swap Receive JPY Call | GST<br> 1Y | &nbsp;&nbsp; 1.77% | 09/05/2030 | &nbsp;&nbsp; 30193 | &nbsp;&nbsp;&nbsp;&nbsp; 13832 |
| USD | 485000 | 5YR Interest Rate Swap Receive USD Call | GST<br> 1Y | &nbsp;&nbsp; 3.38% | 11/09/2026 | &nbsp;&nbsp; 5952 | &nbsp;&nbsp;&nbsp;&nbsp; 2400 |
| USD | 29450000 | CDX NA IG Series 45 Version 1 Index | GST<br> 3M | 70.00% | 02/18/2026 | &nbsp;&nbsp; 37519 | &nbsp;&nbsp;&nbsp;&nbsp; 1795 |
| EUR | 2435000 | iTraxx Europe Series 44 Version 1 Put | DBF<br> 3M | 55.00% | 03/18/2026 | &nbsp;&nbsp; 2863 | &nbsp;&nbsp;&nbsp;&nbsp; 2930 |
| EUR | 2442000 | iTraxx Europe Series 44 Version 1 Put | BOA<br> 3M | 55.00% | 03/18/2026 | &nbsp;&nbsp; 4572 | &nbsp;&nbsp;&nbsp;&nbsp; 2938 |
|  |  | **Total Purchased Swaptions Contracts** | **Total Purchased Swaptions Contracts** | **Total Purchased Swaptions Contracts** | **Total Purchased Swaptions Contracts** | &nbsp;&nbsp;&nbsp;&nbsp; 1262721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1212853 |
|  |  | **Total Investments (619.88%)** | **Total Investments (619.88%)** | **Total Investments (619.88%)** | **Total Investments (619.88%)** | $316445284 | &nbsp;&nbsp;&nbsp; $316992209 |
|  |  | Net Other Assets and Other Liabilities ((519.88)%) | Net Other Assets and Other Liabilities ((519.88)%) | Net Other Assets and Other Liabilities ((519.88)%) | Net Other Assets and Other Liabilities ((519.88)%) |  | $(265854874) |
|  |  | **Net Assets (100.00%)** | **Net Assets (100.00%)** | **Net Assets (100.00%)** | **Net Assets (100.00%)** |  | &nbsp;&nbsp;&nbsp; $51137335 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

The percentage shown for each investment category reflects the value of investments in that category as a percentage of total net assets.<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| \* | Variable or Floating Rate Security. Rate disclosed is based on the latest available information as of January 31, 2026. |
| ~ | Perpetual Maturity. Maturity date presented represents the next call date. |
| + | Zero-coupon bond. Rate represents annualized yield at period end. |
| ± | When Issued Security. |
| « | Inflation linked securities issued by foreign entities in which the principal amount is indexed for inflation or deflation periodically. |
| (A) | At January 31, 2026, security (or a portion thereof) was pledged as collateral for securities sold short. The aggregate value of securities pledged as collateral for <br> securities sold short is $314,763,522, which represents 616% of net assets.<br>|
| (B) | Security purchased under forward delivery commitments due within 60 days after January 31, 2026. The purchase price of the security and the date of delivery <br> were fixed at the time the transaction was negotiated.<br>|
| (C) | Due to deposit rate cuts by central banks, rates may be negative. |
| (D) | At January 31, 2026, security (or a portion thereof) was pledged as collateral for OTC derivatives. The aggregate value of securities pledged as collateral for <br> open OTC derivatives is $6,092,496, which represents 12% of net assets.<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 144A | Unregistered securities exempt in an institutional sale from the registration and prospectus delivery requirement of the Securities Act of 1933, as specified in <br> SEC Rule 144A.<br>|
| 1Y | Annually |
| 3M | Quarterly |
| AMX | Armenia Stock Exchange |
| ARM | Adjustable Rate Mortgage |
| BCY | Barclays Bank PLC |
| BOA | Bank of America NA |
| CBOE | Chicago Board Options Exchange |
| CBT | Chicago Board of Trade |
| CHX | Chicago Stock Exchange |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

---

| | |
|:---|:---|
| CME | Chicago Mercantile Exchange |
| CPI | Consumer Price Index |
| DAC | Designated Investment Company |
| DBF | Deutsche Bank AG |
| ETF | Exchange Traded Fund |
| EUREX | Eurex Exchange |
| GST | Goldman Sachs International |
| ICE | Intercontinental Exchange |
| IG | Investment Grade |
| JPM | JPMorgan Chase Bank NA |
| LLC | Limited Liability Company |
| LP | Limited Partnership |
| MSI | Morgan Stanley & Co. International PLC |
| NASDAQ | National Association of Securities Dealers Automated Quotations |
| NYSE | New York Stock Exchange |
| OAT | French Treasury Bond |
| PIK | Payment-in-Kind security. Security that pays interest in the form of cash or additional debt securities. |
| PLC | Public Limited Company |
| PSE | Philippine Stock Exchange  |
| REG S | Unregistered securities exempt in a sale of non-US securities from the registration and prospectus delivery requirement of the Securities Act of 1933, as <br> specified in SEC Regulation S.<br>|
| SA | French Public Limited Company |
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Index Average |
| UBS | UBS AG |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| AUD | Australian Dollar |
| CAD | Canadian Dollar |
| EUR | Euro |
| GBP | Great Britain Pound |

---

---

| | |
|:---|:---|
| JPY | Japanese Yen |
| NOK | Norwegian Krone |
| SEK | Swedish Krona |
| USD | United States Dollar |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Concentration by Industry** |  |  |
| **Industry** | **% of Net Assets** | **Fair**<br> **Value**<br>|
| Foreign Government Obligations | &nbsp;&nbsp;&nbsp;&nbsp;489.62% | &nbsp;&nbsp;&nbsp;&nbsp; $250368361 |
| Financial | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;53.74 | &nbsp;&nbsp;&nbsp;&nbsp; 27485072 |
| United States Government and Agency Obligations | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;20.97 | &nbsp;&nbsp;&nbsp;&nbsp; 10722359 |
| Communications | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;18.68 | &nbsp;&nbsp;&nbsp;&nbsp; 9552740 |
| Energy | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;6.88 | &nbsp;&nbsp;&nbsp;&nbsp; 3518447 |
| Technology | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;5.98 | &nbsp;&nbsp;&nbsp;&nbsp; 3060002 |
| U.S. Government Securities | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;4.70 | &nbsp;&nbsp;&nbsp;&nbsp; 2405374 |
| Consumer Non-cyclical | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;4.51 | &nbsp;&nbsp;&nbsp;&nbsp; 2305974 |
| Consumer Cyclical | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;3.95 | &nbsp;&nbsp;&nbsp;&nbsp; 2021429 |
| Purchased Swaptions Contracts | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;2.37 | &nbsp;&nbsp;&nbsp;&nbsp; 1212853 |
| Industrial | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;1.89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 968010 |
| Ground Transportation | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;1.24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 637273 |
| Options on Equity Indices | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 475011 |
| Basic Materials | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 455221 |
| Utilities | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 383798 |
| Options on Securities | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 366894 |
| Banks | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258600 |
| Electric Utilities | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190254 |
| Construction & Engineering | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177054 |
| Options on Exchange Traded Funds | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135337 |
| Specialty Retail | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76656 |
| Semiconductors & Semiconductor Equipment | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57339 |
| Media | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.09 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44887 |
| Options on Exchange Traded Futures Contracts | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38592 |
| Oil, Gas & Consumable Fuels | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29650 |
| Metals & Mining | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.05 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25630 |
| Textiles, Apparel & Luxury Goods | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.04 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19392 |
| Total Investments | &nbsp;&nbsp;&nbsp;&nbsp;619.88% | &nbsp;&nbsp;&nbsp;&nbsp; $316992209 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts**

**Centrally Cleared Credit Default Swaps** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Expiration**<br> **Date**<br>| **Receive**<br> **(Pay)**<br>| **Reference**<br> **Obligation** | **Buy/Sell**<br> **Protection**<br>| **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | (1485000) | 12/20/2030<br> 3M<br> ICE | 5.00% | CDX NA HY Series 45 <br> Version 1 Index | Sell | $117698 | $131135 | $13437 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3230000 | 12/20/2030<br> 3M<br> ICE | 1.00% | CDX EM Series 44 Version <br> 1 Index | Buy | 56810 | 35140 | (21670) |
| **Total Centrally Cleared Credit Default Swaps** | **Total Centrally Cleared Credit Default Swaps** | **Total Centrally Cleared Credit Default Swaps** | **Total Centrally Cleared Credit Default Swaps** | **Total Centrally Cleared Credit Default Swaps** |  | $174508 | $166275 | $(8233) |

---

**Centrally Cleared Interest Rate Swaps** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Expiration**<br> **Date**<br>| **Fixed**<br> **Rate**<br>| **Pay/Receive**<br> **Variable Rate**<br>| **Variable**<br> **Rate**<br>| **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| EUR | 137414495 | 07/29/2026<br> 1M<br> LCH | 1.91% | Pay | 12 Month EUR STR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1266) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3812 |
| JPY | 15815313 | 12/22/2026<br> 1Y<br> LCH | 0.84% | Receive | 12 Month JPY TONA | &nbsp;&nbsp; 1920 | &nbsp;&nbsp; 14456 | &nbsp;&nbsp; 12536 |
| EUR | 50309020 | 11/27/2027<br> 6M<br> LCH | 2.19% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp; 464 | &nbsp;&nbsp; 9183 | &nbsp;&nbsp; 8719 |
| USD | 1235877 | 10/15/2028<br> 1Y<br> LCH | 3.34% | Receive | 12 Month USD SOFR | &nbsp;&nbsp; (1123) | &nbsp;&nbsp; 2425 | &nbsp;&nbsp; 3548 |
| EUR | 16446232 | 01/29/2029<br> 1Y<br> LCH | 2.34% | Pay | 12 Month EUR STR | &nbsp;&nbsp; (280) | &nbsp;&nbsp; 11567 | &nbsp;&nbsp; 11847 |
| JPY | 4047753 | 12/17/2029<br> 1Y<br> LCH | 1.56% | Receive | 12 Month JPY TONA | &nbsp;&nbsp; 8635 | &nbsp;&nbsp; 15019 | &nbsp;&nbsp; 6384 |
| GBP | 2551435 | 04/15/2030<br> 1M<br> LCH | 3.48% | Pay | U.K. Retail Price Index | &nbsp;&nbsp; 1483 | &nbsp;&nbsp; 2663 | &nbsp;&nbsp; 1180 |
| USD | 813041 | 06/10/2030<br> 1Y<br> LCH | 3.44% | Receive | 12 Month USD SOFR | &nbsp;&nbsp; 1041 | &nbsp;&nbsp; 1214 | &nbsp;&nbsp; 173 |
| EUR | 2258698 | 06/15/2030<br> 1M<br> LCH | 1.76% | Receive | Eurostat Eurozone HICP ex-Tobacco <br> NSA<br>| &nbsp;&nbsp; 4497 | &nbsp;&nbsp; 14371 | &nbsp;&nbsp; 9874 |
| GBP | 2457843 | 06/15/2030<br> 1M<br> LCH | 3.30% | Pay | U.K. Retail Price Index | &nbsp;&nbsp; (4488) | &nbsp;&nbsp; 10467 | &nbsp;&nbsp; 14955 |
| EUR | 7144154 | 10/10/2030<br> 1Y<br> LCH | 2.28% | Pay | 12 Month EUR STR | &nbsp;&nbsp; 4810 | &nbsp;&nbsp; 14576 | &nbsp;&nbsp; 9766 |
| EUR | 1779574 | 01/15/2031<br> 1M<br> LCH | 1.86% | Pay | Eurostat Eurozone HICP ex-Tobacco <br> NSA<br>| &nbsp;&nbsp; (778) | &nbsp;&nbsp; 4081 | &nbsp;&nbsp; 4859 |
| EUR | 7617918 | 03/18/2031<br> 1Y<br> LCH | 2.53% | Pay | 12 Month EUR EURIBOR | &nbsp;&nbsp; (3618) | &nbsp;&nbsp; 906 | &nbsp;&nbsp; 4524 |
| EUR | 456263 | 11/11/2031<br> 1Y<br> LCH | 2.72% | Pay | 12 Month EUR EURIBOR | &nbsp;&nbsp; (236) | &nbsp;&nbsp; 1748 | &nbsp;&nbsp; 1984 |
| EUR | 2125392 | 12/04/2034<br> 1Y<br> LCH | 2.84% | Pay | 12 Month EUR EURIBOR | &nbsp;&nbsp; 666 | &nbsp;&nbsp; 8574 | &nbsp;&nbsp; 7908 |
| EUR | 723888 | 02/01/2035<br> 1Y<br> LCH | 2.84% | Pay | 12 Month EUR EURIBOR | &nbsp;&nbsp; 403 | &nbsp;&nbsp; 2134 | &nbsp;&nbsp; 1731 |
| USD | 4882432 | 03/03/2035<br> 1M<br> LCH | 2.49% | Receive | U.S. CPI Urban Consumers NSA | &nbsp;&nbsp; (3568) | &nbsp;&nbsp; 9907 | &nbsp;&nbsp; 13475 |
| GBP | 2553518 | 04/15/2035<br> 1M<br> LCH | 3.22% | Receive | U.K. Retail Price Index | &nbsp;&nbsp; 600 | &nbsp;&nbsp; 3612 | &nbsp;&nbsp; 3012 |
| GBP | 2789036 | 11/15/2035<br> 1M<br> LCH | 3.11% | Receive | U.K. Retail Price Index | &nbsp;&nbsp; (6916) | &nbsp;&nbsp; 9588 | &nbsp;&nbsp; 16504 |
| EUR | 1892579 | 12/12/2035<br> 1Y<br> LCH | 2.91% | Pay | 12 Month EUR EURIBOR | &nbsp;&nbsp; 3008 | &nbsp;&nbsp; 9537 | &nbsp;&nbsp; 6529 |
| EUR | 1779876 | 01/15/2036<br> 1M<br> LCH | 1.98% | Receive | Eurostat Eurozone HICP ex-Tobacco <br> NSA<br>| &nbsp;&nbsp; 1080 | &nbsp;&nbsp; 7360 | &nbsp;&nbsp; 6280 |
| EUR | 77530 | 03/18/2036<br> 1Y<br> LCH | 2.91% | Pay | 12 Month EUR EURIBOR | &nbsp;&nbsp; 106 | &nbsp;&nbsp; 195 | &nbsp;&nbsp; 89 |
| GBP | 2436303 | 01/29/2038<br> 1Y<br> LCH | 4.09% | Receive | 12 Month GBP WMBA SONIA <br> Compound<br>| &nbsp;&nbsp; 3526 | &nbsp;&nbsp; 37441 | &nbsp;&nbsp; 33915 |
| EUR | 1115301 | 05/07/2038<br> 6M<br> LCH | 2.59% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp; 14863 | &nbsp;&nbsp; 29697 | &nbsp;&nbsp; 14834 |
| EUR | 4680115 | 01/30/2046<br> 1Y<br> LCH | 3.50% | Pay | 12 Month EUR STR | &nbsp;&nbsp; 1933 | &nbsp;&nbsp; 3177 | &nbsp;&nbsp; 1244 |
| EUR | 503172 | 03/18/2056<br> 6M<br> LCH | 3.06% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp; 3741 | &nbsp;&nbsp; 11454 | &nbsp;&nbsp; 7713 |
| EUR | 1856176 | 03/18/2056<br> 6M<br> LCH | 3.16% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp; 10004 | &nbsp;&nbsp; 5151 | (4853) |
| EUR | 1120927 | 03/19/2075<br> 6M<br> LCH | 2.00% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp; 3323 | &nbsp;&nbsp; 323008 | &nbsp;&nbsp; 319685 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Centrally Cleared Interest Rate Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Expiration**<br> **Date**<br>| **Fixed**<br> **Rate**<br>| **Pay/Receive**<br> **Variable Rate**<br>| **Variable**<br> **Rate**<br>| **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| EUR | 9415142 | 01/21/2076<br> 6M<br> LCH | 2.03% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$35139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$46445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$11306 |
| EUR | 375684 | 03/18/2076<br> 6M<br> LCH | 2.97% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp; (91) | &nbsp;&nbsp; 4108 | &nbsp;&nbsp; 4199 |
| **Total Centrally Cleared Interest Rate Swaps** | **Total Centrally Cleared Interest Rate Swaps** | **Total Centrally Cleared Interest Rate Swaps** | **Total Centrally Cleared Interest Rate Swaps** | **Total Centrally Cleared Interest Rate Swaps** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$78878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$616610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$537732 |

---

**Total Return Swaps** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| AUD | (498658) | 05/15/2033<br> 1M | MSI | 1 day AUD AONIA | Commonwealth Bank of <br> Australia<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$15778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$15778 |
| AUD | (13965) | 05/15/2033<br> 1M | MSI | 1 day AUD AONIA | Pro Medicus Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1564 | &nbsp;&nbsp; 1564 |
| AUD | (170945) | 05/05/2028<br> 1M | JPM | 1 day AUD AONIA | Commonwealth Bank of <br> Australia<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1324 | &nbsp;&nbsp; 1324 |
| AUD | 2454 | 05/05/2028<br> 1M | JPM | 1 day AUD AONIA | Lynas Rare Earths Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 345 | &nbsp;&nbsp; 345 |
| AUD | (1520) | 05/05/2028<br> 1M | JPM | 1 day AUD AONIA | Xero Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 206 | &nbsp;&nbsp; 206 |
| AUD | 104965 | 05/15/2033<br> 1M | MSI | 1 day AUD AONIA | QBE Insurance Group Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 84 | &nbsp;&nbsp; 84 |
| HKD | (234674) | 05/15/2033<br> 1M | MSI | 1 day HKD HONIA | Xiaomi Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 15240 | &nbsp;&nbsp; 15240 |
| HKD | (27288) | 05/05/2028<br> 1M | JPM | 1 day HKD HONIA | Xiaomi Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2726 | &nbsp;&nbsp; 2726 |
| HKD | (24655) | 05/05/2028<br> 1M | JPM | 1 day HKD HONIA | Meituan | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2099 | &nbsp;&nbsp; 2099 |
| HKD | (15600) | 05/15/2033<br> 1M | MSI | 1 day HKD HONIA | NetEase, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 725 | &nbsp;&nbsp; 725 |
| HKD | 7378 | 05/15/2033<br> 1M | MSI | 1 day HKD HONIA | CIMC Enric Holdings Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 468 | &nbsp;&nbsp; 468 |
| HKD | (18053) | 05/15/2033<br> 1M | MSI | 1 day HKD HONIA | JD.com, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 423 | &nbsp;&nbsp; 423 |
| HKD | (9466) | 05/05/2028<br> 1M | JPM | 1 day HKD HONIA | Tencent Holdings Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 321 | &nbsp;&nbsp; 321 |
| HKD | (6701) | 05/15/2033<br> 1M | MSI | 1 day HKD HONIA | Tencent Holdings Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 201 | &nbsp;&nbsp; 201 |
| HKD | (1895) | 05/15/2033<br> 1M | MSI | 1 day HKD HONIA | Geely Automobile Holdings <br> Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 129 | &nbsp;&nbsp; 129 |
| HKD | (7828) | 05/05/2028<br> 1M | JPM | 1 day HKD HONIA | JD.com, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 89 | &nbsp;&nbsp; 89 |
| HKD | (7019) | 05/15/2033<br> 1M | MSI | 1 day HKD HONIA | Kuaishou Technology | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
| HKD | (2025) | 05/15/2033<br> 1M | MSI | 1 day HKD HONIA | Hong Kong Exchanges & <br> Clearing Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 38 | &nbsp;&nbsp; 38 |
| ILS | (221073) | 05/15/2033<br> 1M | MSI | 1 day ILS SHIR | Mizrahi Tefahot Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3904 | &nbsp;&nbsp; 3904 |
| USD | (348011) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Blue Owl Capital, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 44194 | &nbsp;&nbsp; 44194 |
| USD | 157543 | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Micron Technology, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 36621 | &nbsp;&nbsp; 36621 |
| USD | (1386819) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | iShares Russell 2000 ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 34042 | &nbsp;&nbsp; 34042 |
| USD | 195549 | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Texas Instruments, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 28147 | &nbsp;&nbsp; 28147 |
| USD | (605979) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Brookfield Asset <br> Management Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 26460 | &nbsp;&nbsp; 26460 |
| USD | (303566) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Carlyle Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 24890 | &nbsp;&nbsp; 24890 |
| USD | (213281) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Blue Owl Capital, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 23112 | &nbsp;&nbsp; 23112 |
| USD | (309721) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Cadence Design Systems, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 21955 | &nbsp;&nbsp; 21955 |
| USD | (184430) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Blue Owl Capital, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 20546 | &nbsp;&nbsp; 20546 |
| USD | (414621) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Carlyle Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 20325 | &nbsp;&nbsp; 20325 |
| USD | 82664 | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Micron Technology, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 20227 | &nbsp;&nbsp; 20227 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | (254009) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Moelis & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$19863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$19863 |
| USD | (152473) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Carlyle Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 16926 | &nbsp;&nbsp; 16926 |
| USD | 849708 | 05/20/2033<br> 1M | GST | 1 day USD OBFR | SPDR S&P Regional Banking <br> ETF<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 14821 | &nbsp;&nbsp; 14821 |
| USD | (277257) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Microsoft Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 14780 | &nbsp;&nbsp; 14780 |
| USD | (161996) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Equifax, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 13162 | &nbsp;&nbsp; 13162 |
| USD | (666468) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR (a) | MSXXALTS Alternatives <br> Index<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 12784 | &nbsp;&nbsp; 12784 |
| USD | (106489) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Thomson Reuters Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 12121 | &nbsp;&nbsp; 12121 |
| USD | (109191) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Murphy Oil Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 11639 | &nbsp;&nbsp; 11639 |
| USD | (108572) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | ARK Innovation ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8845 | &nbsp;&nbsp; 8845 |
| USD | (41883) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Constellation Energy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8763 | &nbsp;&nbsp; 8763 |
| USD | (221441) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | KLA Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8678 | &nbsp;&nbsp; 8678 |
| USD | (114327) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | KLA Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8659 | &nbsp;&nbsp; 8659 |
| USD | (290593) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Taiwan Semiconductor <br> Manufacturing Co., Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8625 | &nbsp;&nbsp; 8625 |
| USD | (383963) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Costco Wholesale Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8284 | &nbsp;&nbsp; 8284 |
| USD | (62188) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Palantir Technologies, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8096 | &nbsp;&nbsp; 8096 |
| USD | (243086) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Raymond James Financial, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8063 | &nbsp;&nbsp; 8063 |
| USD | (183205) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Capital One Financial Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7842 | &nbsp;&nbsp; 7842 |
| USD | (83694) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Microsoft Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7533 | &nbsp;&nbsp; 7533 |
| USD | (123788) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | QUALCOMM, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7518 | &nbsp;&nbsp; 7518 |
| USD | (130116) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Microsoft Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7483 | &nbsp;&nbsp; 7483 |
| USD | (159746) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Dell Technologies, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6969 | &nbsp;&nbsp; 6969 |
| USD | (62824) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | QUALCOMM, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6887 | &nbsp;&nbsp; 6887 |
| USD | (64901) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Celestica, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6736 | &nbsp;&nbsp; 6736 |
| USD | 58816 | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Texas Instruments, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6709 | &nbsp;&nbsp; 6709 |
| USD | (218212) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | TJX Cos., Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6681 | &nbsp;&nbsp; 6681 |
| USD | (23735) | 05/15/2033<br> 1M | GST | 1 day USD OBFR | Humana, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6362 | &nbsp;&nbsp; 6362 |
| USD | (179288) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Cadence Design Systems, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6214 | &nbsp;&nbsp; 6214 |
| USD | (263014) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Chipotle Mexican Grill, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6084 | &nbsp;&nbsp; 6084 |
| USD | (269569) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Verisk Analytics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5572 | &nbsp;&nbsp; 5572 |
| USD | (10231) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Beta Bionics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5446 | &nbsp;&nbsp; 5446 |
| USD | (25514) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Apogee Therapeutics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5141 | &nbsp;&nbsp; 5141 |
| USD | (280780) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | QUALCOMM, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5038 | &nbsp;&nbsp; 5038 |
| USD | (23552) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | DraftKings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5038 | &nbsp;&nbsp; 5038 |
| USD | (35692) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Nebius Group NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5023 | &nbsp;&nbsp; 5023 |
| USD | (757740) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | JPMorgan Chase & Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4945 | &nbsp;&nbsp; 4945 |
| USD | (66845) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | American Express Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4719 | &nbsp;&nbsp; 4719 |
| USD | (117216) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | TJX Cos., Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4709 | &nbsp;&nbsp; 4709 |
| USD | (25556) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Nebius Group NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4599 | &nbsp;&nbsp; 4599 |
| USD | (99530) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | PayPal Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4319 | &nbsp;&nbsp; 4319 |
| USD | (101368) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Moelis & Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4255 | &nbsp;&nbsp; 4255 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | 31025 | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4240 |
| USD | (143948) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Booking Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3897 | &nbsp;&nbsp; 3897 |
| USD | (52381) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Celestica, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3770 | &nbsp;&nbsp; 3770 |
| USD | (38984) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Bruker Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3596 | &nbsp;&nbsp; 3596 |
| USD | (202807) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Visa, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3595 | &nbsp;&nbsp; 3595 |
| USD | (163626) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Spotify Technology SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3514 | &nbsp;&nbsp; 3514 |
| USD | (57767) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Darden Restaurants, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3345 | &nbsp;&nbsp; 3345 |
| USD | (36029) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Logitech International SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3152 | &nbsp;&nbsp; 3152 |
| USD | (17075) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Stevanato Group SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3147 | &nbsp;&nbsp; 3147 |
| USD | (15057) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Legend Biotech Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3139 | &nbsp;&nbsp; 3139 |
| USD | (17682) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Salesforce, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3034 | &nbsp;&nbsp; 3034 |
| USD | 60948 | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Intercontinental Exchange, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3003 | &nbsp;&nbsp; 3003 |
| USD | (53924) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Birkenstock Holding PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2986 | &nbsp;&nbsp; 2986 |
| USD | (33339) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Equifax, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2928 | &nbsp;&nbsp; 2928 |
| USD | (16592) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | First Solar, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2835 | &nbsp;&nbsp; 2835 |
| USD | (12747) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | AppLovin Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2811 | &nbsp;&nbsp; 2811 |
| USD | (26714) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | SoFi Technologies, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2809 | &nbsp;&nbsp; 2809 |
| USD | (14909) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Pacira BioSciences, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2709 | &nbsp;&nbsp; 2709 |
| USD | (13071) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Reddit, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2615 | &nbsp;&nbsp; 2615 |
| USD | (30184) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Veracyte, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2614 | &nbsp;&nbsp; 2614 |
| USD | (213412) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Visa, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2613 | &nbsp;&nbsp; 2613 |
| USD | 485710 | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Life Insurance Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2596 | &nbsp;&nbsp; 2596 |
| USD | (28246) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Starbucks Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2592 | &nbsp;&nbsp; 2592 |
| USD | (22550) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | FormFactor, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2530 | &nbsp;&nbsp; 2530 |
| USD | (71464) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Equifax, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2384 | &nbsp;&nbsp; 2384 |
| USD | (51903) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Boubyan Bank KSCP | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2355 | &nbsp;&nbsp; 2355 |
| USD | (44630) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Constellation Energy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2247 | &nbsp;&nbsp; 2247 |
| USD | (14652) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | PDD Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2223 | &nbsp;&nbsp; 2223 |
| USD | (49136) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | State Street SPDR S&P <br> Metals & Mining ETF<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2123 | &nbsp;&nbsp; 2123 |
| USD | (24639) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | NetApp, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2094 | &nbsp;&nbsp; 2094 |
| USD | (173655) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Home Depot, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2093 | &nbsp;&nbsp; 2093 |
| USD | (21263) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Insulet Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2078 | &nbsp;&nbsp; 2078 |
| USD | (85574) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Home Depot, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2041 | &nbsp;&nbsp; 2041 |
| USD | (35856) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Exelixis, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1982 | &nbsp;&nbsp; 1982 |
| USD | (34398) | 05/20/2033<br> 1M | MSI | 1 day USD OBFR | HP, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1953 | &nbsp;&nbsp; 1953 |
| USD | (8719) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | ROBLOX Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1946 | &nbsp;&nbsp; 1946 |
| USD | (18243) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | PDF Solutions, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1935 | &nbsp;&nbsp; 1935 |
| USD | (18712) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Crinetics Pharmaceuticals, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1932 | &nbsp;&nbsp; 1932 |
| USD | (15005) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Pinterest, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1927 | &nbsp;&nbsp; 1927 |
| USD | (76406) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | LyondellBasell Industries NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1926 | &nbsp;&nbsp; 1926 |
| USD | (151337) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Raymond James Financial, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1897 | &nbsp;&nbsp; 1897 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | (16220) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | SoFi Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1895 |
| USD | (16365) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Crinetics Pharmaceuticals, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1882 | &nbsp;&nbsp; 1882 |
| USD | (18301) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Intuit, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1837 | &nbsp;&nbsp; 1837 |
| USD | (16898) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | U.S. Antimony Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1828 | &nbsp;&nbsp; 1828 |
| USD | (13004) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | PureCycle Technologies, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1809 | &nbsp;&nbsp; 1809 |
| USD | (18110) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Resolute Holdings <br> Management, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1793 | &nbsp;&nbsp; 1793 |
| USD | (27476) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Shake Shack, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1790 | &nbsp;&nbsp; 1790 |
| USD | (41420) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | GE HealthCare <br> Technologies, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1760 | &nbsp;&nbsp; 1760 |
| USD | (121016) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Health Care Select Sector <br> SPDR ETF<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1712 | &nbsp;&nbsp; 1712 |
| USD | (15434) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Ideaya Biosciences, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1656 | &nbsp;&nbsp; 1656 |
| USD | (87694) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | HP, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1594 | &nbsp;&nbsp; 1594 |
| USD | (26238) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Ferrari NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1584 | &nbsp;&nbsp; 1584 |
| USD | (10621) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Skyworks Solutions, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1532 | &nbsp;&nbsp; 1532 |
| USD | (30941) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Incyte Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1520 | &nbsp;&nbsp; 1520 |
| USD | (64588) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Becton Dickinson & Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1510 | &nbsp;&nbsp; 1510 |
| USD | (14781) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Insulet Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1479 | &nbsp;&nbsp; 1479 |
| USD | (116462) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Mitsubishi UFJ Financial <br> Group, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1465 | &nbsp;&nbsp; 1465 |
| USD | (22264) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Onto Innovation, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1453 | &nbsp;&nbsp; 1453 |
| USD | (6511) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Beta Bionics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1449 | &nbsp;&nbsp; 1449 |
| USD | (26348) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Amphenol Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1423 | &nbsp;&nbsp; 1423 |
| USD | (49294) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | NetApp, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1408 | &nbsp;&nbsp; 1408 |
| USD | (16663) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Oklo, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1376 | &nbsp;&nbsp; 1376 |
| USD | (22993) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Alnylam Pharmaceuticals, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1357 | &nbsp;&nbsp; 1357 |
| USD | (123942) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Spotify Technology SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1356 | &nbsp;&nbsp; 1356 |
| USD | (51185) | 05/15/2033<br> 1M | GST | 1 day USD OBFR | iShares Russell 2000 ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1332 | &nbsp;&nbsp; 1332 |
| USD | 450528 | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Intercontinental Exchange, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1300 |
| USD | (20512) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Hon Hai Precision Industry <br> Co., Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1298 | &nbsp;&nbsp; 1298 |
| USD | (14655) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Doximity, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1278 | &nbsp;&nbsp; 1278 |
| USD | (19756) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | CVR Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1268 | &nbsp;&nbsp; 1268 |
| USD | (13657) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Tencent Music <br> Entertainment Group<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1256 | &nbsp;&nbsp; 1256 |
| USD | (36467) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | GLOBALFOUNDRIES, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1188 | &nbsp;&nbsp; 1188 |
| USD | (44179) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Accenture PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1165 | &nbsp;&nbsp; 1165 |
| USD | (15871) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | IMAX Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1139 | &nbsp;&nbsp; 1139 |
| USD | (237636) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | iShares MSCI USA <br> Momentum Factor ETF<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1138 | &nbsp;&nbsp; 1138 |
| USD | (8060) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Logitech International SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1107 | &nbsp;&nbsp; 1107 |
| USD | (22707) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Shift4 Payments, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1098 | &nbsp;&nbsp; 1098 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | (87326) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1092 |
| USD | (23320) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | TG Therapeutics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1042 | &nbsp;&nbsp; 1042 |
| USD | (11797) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Life360, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1026 | &nbsp;&nbsp; 1026 |
| USD | (14339) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Red Violet, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1014 | &nbsp;&nbsp; 1014 |
| USD | (22026) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | iShares MSCI Global Metals <br> & Mining Producers ETF<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 990 | &nbsp;&nbsp; 990 |
| USD | (28025) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Jabil, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 985 | &nbsp;&nbsp; 985 |
| USD | (15133) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Bank of America Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 982 | &nbsp;&nbsp; 982 |
| USD | (12796) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Capital One Financial Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 974 | &nbsp;&nbsp; 974 |
| USD | (17472) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Lattice Semiconductor <br> Corp.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 966 | &nbsp;&nbsp; 966 |
| USD | (50676) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Zimmer Biomet Holdings, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 959 | &nbsp;&nbsp; 959 |
| USD | (20141) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Realtek Semiconductor <br> Corp.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 949 | &nbsp;&nbsp; 949 |
| USD | (14902) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | CEVA, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 940 | &nbsp;&nbsp; 940 |
| USD | (16909) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Amphenol Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 916 | &nbsp;&nbsp; 916 |
| USD | (15420) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Snap, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 881 | &nbsp;&nbsp; 881 |
| USD | (22104) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Newamsterdam Pharma <br> Co. NV<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 880 | &nbsp;&nbsp; 880 |
| USD | (14598) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Robinhood Markets, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 869 | &nbsp;&nbsp; 869 |
| USD | (19958) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Intel Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 859 | &nbsp;&nbsp; 859 |
| USD | (49468) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Quest Diagnostics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 840 | &nbsp;&nbsp; 840 |
| USD | (27038) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Zoetis, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 840 | &nbsp;&nbsp; 840 |
| USD | (14974) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Kyndryl Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 829 | &nbsp;&nbsp; 829 |
| USD | (3173) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Reddit, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 829 | &nbsp;&nbsp; 829 |
| USD | (29652) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | SS&C Technologies <br> Holdings, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 827 | &nbsp;&nbsp; 827 |
| USD | (6219) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Oklo, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 804 | &nbsp;&nbsp; 804 |
| USD | (128734) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Utilities Select Sector SPDR <br> Fund<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 800 | &nbsp;&nbsp; 800 |
| USD | (13975) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Nurix Therapeutics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 775 | &nbsp;&nbsp; 775 |
| USD | (13705) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Sony Group Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 733 | &nbsp;&nbsp; 733 |
| USD | (10345) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Newamsterdam Pharma <br> Co. NV<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 729 | &nbsp;&nbsp; 729 |
| USD | (17565) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Goldman Sachs Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 728 | &nbsp;&nbsp; 728 |
| USD | (17008) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Celestica, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 711 | &nbsp;&nbsp; 711 |
| USD | (5620) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | UiPath, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 710 | &nbsp;&nbsp; 710 |
| USD | (5510) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Kyndryl Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 703 | &nbsp;&nbsp; 703 |
| USD | (4073) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Palantir Technologies, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 701 | &nbsp;&nbsp; 701 |
| USD | (15823) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Intuitive Surgical, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 697 | &nbsp;&nbsp; 697 |
| USD | (15721) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Humana, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 691 | &nbsp;&nbsp; 691 |
| USD | 47287 | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Pfizer, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 675 | &nbsp;&nbsp; 675 |
| USD | (5119) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Kanzhun Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 674 | &nbsp;&nbsp; 674 |
| USD | (14225) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | 10X Genomics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 671 | &nbsp;&nbsp; 671 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | (23652) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Madrigal Pharmaceuticals, <br> Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$654 |
| USD | (44203) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Baxter International, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 651 | &nbsp;&nbsp; 651 |
| USD | (12407) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | NXP Semiconductors NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 648 | &nbsp;&nbsp; 648 |
| USD | (22988) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Bristol-Myers Squibb Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 637 | &nbsp;&nbsp; 637 |
| USD | (38105) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | WaterBridge <br> Infrastructure LLC<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 632 | &nbsp;&nbsp; 632 |
| USD | 25932 | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Alcon AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 630 | &nbsp;&nbsp; 630 |
| USD | (33999) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Starbucks Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 621 | &nbsp;&nbsp; 621 |
| USD | (108792) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Restaurant Brands <br> International, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 604 | &nbsp;&nbsp; 604 |
| USD | (15699) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Incyte Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 589 | &nbsp;&nbsp; 589 |
| USD | 10719 | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Praxis Precision Medicines, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 585 | &nbsp;&nbsp; 585 |
| USD | (14906) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Pure Storage, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 581 | &nbsp;&nbsp; 581 |
| USD | (122354) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Verisk Analytics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 577 | &nbsp;&nbsp; 577 |
| USD | (14999) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Arcutis Biotherapeutics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 563 | &nbsp;&nbsp; 563 |
| USD | (25170) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Peabody Energy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 558 | &nbsp;&nbsp; 558 |
| USD | (9176) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Sea Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 556 | &nbsp;&nbsp; 556 |
| USD | (21781) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Global X Uranium ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 554 | &nbsp;&nbsp; 554 |
| USD | (6940) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Parade Technologies Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 548 | &nbsp;&nbsp; 548 |
| USD | (14537) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Albemarle Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 546 | &nbsp;&nbsp; 546 |
| USD | (7626) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Veracyte, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 543 | &nbsp;&nbsp; 543 |
| USD | (50409) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | McKesson Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 536 | &nbsp;&nbsp; 536 |
| USD | (2836) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | ROBLOX Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 535 | &nbsp;&nbsp; 535 |
| USD | (36538) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Agilent Technologies, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 533 | &nbsp;&nbsp; 533 |
| USD | (124127) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Oracle Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 528 | &nbsp;&nbsp; 528 |
| USD | (1633) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Commvault Systems, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 518 | &nbsp;&nbsp; 518 |
| USD | (4832) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Napco Security <br> Technologies, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 516 | &nbsp;&nbsp; 516 |
| USD | (3123) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Synchrony Financial | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 508 | &nbsp;&nbsp; 508 |
| USD | (18778) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Expedia Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 504 | &nbsp;&nbsp; 504 |
| USD | (28516) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Sumitomo Mitsui Financial <br> Group, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 494 | &nbsp;&nbsp; 494 |
| USD | (11096) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | MaxLinear, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 477 | &nbsp;&nbsp; 477 |
| USD | (10105) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Omnicom Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 475 | &nbsp;&nbsp; 475 |
| USD | (31376) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Insmed, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 473 | &nbsp;&nbsp; 473 |
| USD | (21000) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Williams-Sonoma, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 469 | &nbsp;&nbsp; 469 |
| USD | (23826) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Arcutis Biotherapeutics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 461 | &nbsp;&nbsp; 461 |
| USD | (12764) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Salesforce, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 451 | &nbsp;&nbsp; 451 |
| USD | (17000) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | LG Electronics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 446 | &nbsp;&nbsp; 446 |
| USD | (20548) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Asustek Computer, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 444 | &nbsp;&nbsp; 444 |
| USD | (3464) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Autodesk, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 429 | &nbsp;&nbsp; 429 |
| USD | (4867) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Paycom Software, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 420 | &nbsp;&nbsp; 420 |
| USD | (18620) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | ON Semiconductor Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 413 | &nbsp;&nbsp; 413 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | (10148) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | SS&C Technologies <br> Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$404 |
| USD | (16514) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Netflix, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 400 | &nbsp;&nbsp; 400 |
| USD | (3691) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Shift4 Payments, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 385 | &nbsp;&nbsp; 385 |
| USD | (6012) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | GoDaddy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 382 | &nbsp;&nbsp; 382 |
| USD | (23694) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Illumina, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 380 | &nbsp;&nbsp; 380 |
| USD | 18602 | 05/15/2033<br> 1M | GST | 1 day USD OBFR | Microchip Technology, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 378 | &nbsp;&nbsp; 378 |
| USD | (65482) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Restaurant Brands <br> International, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 368 | &nbsp;&nbsp; 368 |
| USD | (8248) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Broadridge Financial <br> Solutions, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 363 | &nbsp;&nbsp; 363 |
| USD | (10424) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Protagonist Therapeutics, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 363 | &nbsp;&nbsp; 363 |
| USD | (2932) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | I3 Verticals, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 355 | &nbsp;&nbsp; 355 |
| USD | (19677) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | General Electric Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 350 | &nbsp;&nbsp; 350 |
| USD | (2077) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Amplitude, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 344 | &nbsp;&nbsp; 344 |
| USD | (18889) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Marvell Technology, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 343 | &nbsp;&nbsp; 343 |
| USD | (4140) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Flutter Entertainment PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 342 | &nbsp;&nbsp; 342 |
| USD | (16577) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Silicon Laboratories, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 337 | &nbsp;&nbsp; 337 |
| USD | (160471) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Netflix, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 337 | &nbsp;&nbsp; 337 |
| USD | (58436) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Tesla, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 331 | &nbsp;&nbsp; 331 |
| USD | (32376) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Murphy Oil Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 330 | &nbsp;&nbsp; 330 |
| USD | (7287) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | NuScale Power Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 330 | &nbsp;&nbsp; 330 |
| USD | (2602) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Kyndryl Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 325 | &nbsp;&nbsp; 325 |
| USD | (1266) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | AppLovin Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 320 | &nbsp;&nbsp; 320 |
| USD | (15919) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | eGain Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 319 | &nbsp;&nbsp; 319 |
| USD | (15587) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | West Pharmaceutical <br> Services, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 319 | &nbsp;&nbsp; 319 |
| USD | (123228) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Broadcom, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 315 | &nbsp;&nbsp; 315 |
| USD | (3063) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | I3 Verticals, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 309 | &nbsp;&nbsp; 309 |
| USD | (29297) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | iShares U.S. Home <br> Construction ETF<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 295 | &nbsp;&nbsp; 295 |
| USD | (1948) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | AvePoint, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 274 | &nbsp;&nbsp; 274 |
| USD | (28084) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Burlington Stores, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 274 | &nbsp;&nbsp; 274 |
| USD | (2046) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Q2 Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 270 | &nbsp;&nbsp; 270 |
| USD | (15276) | 05/15/2033<br> 1M | JPM | 1 day USD OBFR | Booking Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 270 | &nbsp;&nbsp; 270 |
| USD | (53223) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Kuwait Finance House KSCP | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 265 | &nbsp;&nbsp; 265 |
| USD | (11956) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Fair Isaac Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 251 | &nbsp;&nbsp; 251 |
| USD | (56461) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Qatar National Bank QPSC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 251 | &nbsp;&nbsp; 251 |
| USD | (3016) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Delta Air Lines, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 249 | &nbsp;&nbsp; 249 |
| USD | (2665) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Abbott Laboratories | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 247 | &nbsp;&nbsp; 247 |
| USD | (3078) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Blackstone, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 230 | &nbsp;&nbsp; 230 |
| USD | (119225) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Taiwan Semiconductor <br> Manufacturing Co., Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 223 | &nbsp;&nbsp; 223 |
| USD | (1754) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Capital One Financial Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 221 | &nbsp;&nbsp; 221 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | (2390) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Floor & Decor Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$213 |
| USD | (22532) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Alliant Energy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 207 | &nbsp;&nbsp; 207 |
| USD | (39566) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Energy Fuels, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 206 | &nbsp;&nbsp; 206 |
| USD | (24555) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | DoorDash, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 205 | &nbsp;&nbsp; 205 |
| USD | (5527) | 05/20/2033<br> 1M | MSI | 1 day USD OBFR | Broadridge Financial <br> Solutions, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 205 | &nbsp;&nbsp; 205 |
| USD | (40216) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Booking Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 201 | &nbsp;&nbsp; 201 |
| USD | (1863) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Toast, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 183 | &nbsp;&nbsp; 183 |
| USD | (2580) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Carvana Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 174 | &nbsp;&nbsp; 174 |
| USD | (17828) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Novatek Microelectronics <br> Corp.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 169 | &nbsp;&nbsp; 169 |
| USD | (1067) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | GoDaddy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 163 | &nbsp;&nbsp; 163 |
| USD | (3210) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Toast, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 162 | &nbsp;&nbsp; 162 |
| USD | (24603) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Datadog, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 162 | &nbsp;&nbsp; 162 |
| USD | (16684) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Sphere Entertainment Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 161 | &nbsp;&nbsp; 161 |
| USD | (1555) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Guidewire Software, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 147 | &nbsp;&nbsp; 147 |
| USD | (11370) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Alliant Energy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 141 | &nbsp;&nbsp; 141 |
| USD | (6921) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | NXP Semiconductors NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 137 | &nbsp;&nbsp; 137 |
| USD | (2202) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Elevance Health, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 128 | &nbsp;&nbsp; 128 |
| USD | (1620) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Toast, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 127 | &nbsp;&nbsp; 127 |
| USD | (8565) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Super Micro Computer, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 124 | &nbsp;&nbsp; 124 |
| USD | (3152) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Sea Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 123 | &nbsp;&nbsp; 123 |
| USD | (3128) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | CyberArk Software Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 112 | &nbsp;&nbsp; 112 |
| USD | (1437) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Parade Technologies Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 108 | &nbsp;&nbsp; 108 |
| USD | (3898) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | DXC Technology Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 103 | &nbsp;&nbsp; 103 |
| USD | (87300) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | NetApp, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 103 | &nbsp;&nbsp; 103 |
| USD | (1219) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | HubSpot, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 99 | &nbsp;&nbsp; 99 |
| USD | (2395) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Novatek Microelectronics <br> Corp.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 96 | &nbsp;&nbsp; 96 |
| USD | (3189) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Apollo Global Management, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 94 | &nbsp;&nbsp; 94 |
| USD | (1504) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | PDD Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 90 | &nbsp;&nbsp; 90 |
| USD | (1894) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Grab Holdings Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 88 | &nbsp;&nbsp; 88 |
| USD | (10207) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Ambarella, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 88 | &nbsp;&nbsp; 88 |
| USD | (3620) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Howmet Aerospace, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 82 | &nbsp;&nbsp; 82 |
| USD | (3053) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Hyatt Hotels Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 82 | &nbsp;&nbsp; 82 |
| USD | (5297) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Verisk Analytics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 78 | &nbsp;&nbsp; 78 |
| USD | (2732) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Palo Alto Networks, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 77 | &nbsp;&nbsp; 77 |
| USD | (3602) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Ralph Lauren Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 68 | &nbsp;&nbsp; 68 |
| USD | (15661) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | SPDR S&P Biotech ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 68 | &nbsp;&nbsp; 68 |
| USD | (2063) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Zscaler, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 63 | &nbsp;&nbsp; 63 |
| USD | (16052) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Ubiquiti, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 61 | &nbsp;&nbsp; 61 |
| USD | (2738) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Cintas Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 59 | &nbsp;&nbsp; 59 |
| USD | (37669) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | PTC Therapeutics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 55 | &nbsp;&nbsp; 55 |
| USD | (17030) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Zoetis, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 54 | &nbsp;&nbsp; 54 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | (16185) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Chipotle Mexican Grill, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$54 |
| USD | (4292) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Omnicom Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 54 | &nbsp;&nbsp; 54 |
| USD | (26202) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Health Care Select Sector <br> SPDR ETF<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 51 | &nbsp;&nbsp; 51 |
| USD | (2842) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Tapestry, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| USD | (640) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Shift4 Payments, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 49 | &nbsp;&nbsp; 49 |
| USD | (97392) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | iShares iBoxx $ High Yield <br> Corporate Bond ETF<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 48 | &nbsp;&nbsp; 48 |
| USD | (323) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | DraftKings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 47 | &nbsp;&nbsp; 47 |
| USD | (7882) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Zimmer Biomet Holdings, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 46 | &nbsp;&nbsp; 46 |
| USD | (4115) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | DXC Technology Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 46 | &nbsp;&nbsp; 46 |
| USD | (41123) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Netflix, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 46 | &nbsp;&nbsp; 46 |
| USD | (989) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Synchrony Financial | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 45 | &nbsp;&nbsp; 45 |
| USD | (2729) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | VeriSign, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 43 | &nbsp;&nbsp; 43 |
| USD | (24170) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Quest Diagnostics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 43 | &nbsp;&nbsp; 43 |
| USD | (1449) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | GoDaddy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 42 | &nbsp;&nbsp; 42 |
| USD | (592) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Sony Group Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 39 | &nbsp;&nbsp; 39 |
| USD | (820) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Hyatt Hotels Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 38 | &nbsp;&nbsp; 38 |
| USD | (41753) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | OGE Energy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 38 | &nbsp;&nbsp; 38 |
| USD | (471) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Super Micro Computer, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 35 | &nbsp;&nbsp; 35 |
| USD | (160) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | UiPath, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 34 | &nbsp;&nbsp; 34 |
| USD | (52187) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Ameren Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 31 | &nbsp;&nbsp; 31 |
| USD | (1910) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Zebra Technologies Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
| USD | (17230) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | DTE Energy Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 29 | &nbsp;&nbsp; 29 |
| USD | (5393) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | CVR Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 26 | &nbsp;&nbsp; 26 |
| USD | (2167) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Walt Disney Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 24 | &nbsp;&nbsp; 24 |
| USD | (2576) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Madison Square Garden <br> Sports Corp.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 24 | &nbsp;&nbsp; 24 |
| USD | (674) | 05/10/2026<br> 1M | CBK | 1 day USD OBFR | Verisk Analytics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 22 | &nbsp;&nbsp; 22 |
| USD | (19836) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Axcelis Technologies, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| USD | (5816) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Accenture PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 16 | &nbsp;&nbsp; 16 |
| USD | (5199) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Veeco Instruments, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 15 | &nbsp;&nbsp; 15 |
| USD | (35270) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | InterContinental Hotels <br> Group PLC<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 15 | &nbsp;&nbsp; 15 |
| USD | (368) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Palo Alto Networks, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 14 | &nbsp;&nbsp; 14 |
| USD | (51841) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Landbridge Co. LLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 12 | &nbsp;&nbsp; 12 |
| USD | (1384) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Largan Precision Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9 | &nbsp;&nbsp; 9 |
| USD | 17017 | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Knight-Swift Transportation <br> Holdings, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9 | &nbsp;&nbsp; 9 |
| USD | (13839) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Cloudflare, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| USD | (4877) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | MGE Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| USD | (16553) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | American Express Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| DKK | (180134) | 05/15/2033<br> 1M | MSI | 1 Month DKK CIBOR | Tryg AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9909 | &nbsp;&nbsp; 9909 |
| DKK | (57639) | 05/15/2033<br> 1M | MSI | 1 Month DKK CIBOR | Novo Nordisk AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2942 | &nbsp;&nbsp; 2942 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| DKK | (37676) | 05/15/2033<br> 1M | MSI | 1 Month DKK CIBOR | GN Store Nord AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1841 |
| DKK | (46069) | 05/05/2028<br> 1M | JPM | 1 Month DKK CIBOR | Ambu AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1080 | &nbsp;&nbsp; 1080 |
| DKK | (38334) | 05/20/2033<br> 1M | GST | 1 Month DKK CIBOR | Ambu AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 919 | &nbsp;&nbsp; 919 |
| DKK | (15124) | 05/20/2033<br> 1M | GST | 1 Month DKK CIBOR | Tryg AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 760 | &nbsp;&nbsp; 760 |
| DKK | (24628) | 05/05/2028<br> 1M | JPM | 1 Month DKK CIBOR | Novonesis Novozymes B | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 650 | &nbsp;&nbsp; 650 |
| DKK | (53094) | 05/15/2033<br> 1M | MSI | 1 Month DKK CIBOR | Danske Bank AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 308 | &nbsp;&nbsp; 308 |
| DKK | (53744) | 05/15/2033<br> 1M | MSI | 1 Month DKK CIBOR | Sydbank AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 182 | &nbsp;&nbsp; 182 |
| DKK | (1539) | 05/20/2033<br> 1M | GST | 1 Month DKK CIBOR | Novonesis Novozymes B | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 87 | &nbsp;&nbsp; 87 |
| DKK | (1855) | 05/15/2033<br> 1M | MSI | 1 Month DKK CIBOR | Ambu AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
| NOK | (29339) | 05/05/2028<br> 1M | JPM | 1 Month NOK NIBOR | AutoStore Holdings Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1426 | &nbsp;&nbsp; 1426 |
| NOK | (36282) | 05/20/2033<br> 1M | GST | 1 Month NOK NIBOR | Nordic Semiconductor ASA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 609 | &nbsp;&nbsp; 609 |
| NOK | (3073) | 05/20/2033<br> 1M | GST | 1 Month NOK NIBOR | AutoStore Holdings Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 224 | &nbsp;&nbsp; 224 |
| NOK | (877) | 05/15/2033<br> 1M | MSI | 1 Month NOK NIBOR | AutoStore Holdings Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
| CHF | (405506) | 05/15/2033<br> 1M | MSI | 12 Month CHF SARON | Zurich Insurance Group AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 21995 | &nbsp;&nbsp; 21995 |
| CHF | (276936) | 05/15/2033<br> 1M | MSI | 12 Month CHF SARON | Swiss Re AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 10633 | &nbsp;&nbsp; 10633 |
| CHF | (225148) | 05/15/2033<br> 1M | MSI | 12 Month CHF SARON | Partners Group Holding AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8361 | &nbsp;&nbsp; 8361 |
| CHF | (270284) | 05/15/2033<br> 1M | MSI | 12 Month CHF SARON | Swiss Life Holding AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7381 | &nbsp;&nbsp; 7381 |
| CHF | (62109) | 05/05/2028<br> 1M | JPM | 12 Month CHF SARON | Geberit AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2915 | &nbsp;&nbsp; 2915 |
| CHF | (70462) | 05/05/2028<br> 1M | JPM | 12 Month CHF SARON | Givaudan SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2545 | &nbsp;&nbsp; 2545 |
| CHF | (67421) | 05/20/2033<br> 1M | GST | 12 Month CHF SARON | Lonza Group AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2413 | &nbsp;&nbsp; 2413 |
| CHF | (120552) | 05/20/2033<br> 1M | GST | 12 Month CHF SARON | Swiss Re AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2273 | &nbsp;&nbsp; 2273 |
| CHF | (27277) | 05/20/2033<br> 1M | GST | 12 Month CHF SARON | Logitech International SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2186 | &nbsp;&nbsp; 2186 |
| CHF | (11368) | 05/05/2028<br> 1M | JPM | 12 Month CHF SARON | Interroll Holding AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2044 | &nbsp;&nbsp; 2044 |
| CHF | (67969) | 05/20/2033<br> 1M | GST | 12 Month CHF SARON | Julius Baer Group Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1903 | &nbsp;&nbsp; 1903 |
| CHF | (22365) | 05/20/2033<br> 1M | GST | 12 Month CHF SARON | Temenos AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1808 | &nbsp;&nbsp; 1808 |
| CHF | (87083) | 05/05/2028<br> 1M | JPM | 12 Month CHF SARON | Straumann Holding AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 921 | &nbsp;&nbsp; 921 |
| CHF | (53914) | 05/20/2033<br> 1M | GST | 12 Month CHF SARON | Partners Group Holding AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 756 | &nbsp;&nbsp; 756 |
| CHF | (9350) | 05/05/2028<br> 1M | JPM | 12 Month CHF SARON | Swiss Re AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 515 | &nbsp;&nbsp; 515 |
| CHF | (10484) | 05/20/2033<br> 1M | GST | 12 Month CHF SARON | Straumann Holding AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 475 | &nbsp;&nbsp; 475 |
| CHF | (61569) | 05/20/2033<br> 1M | GST | 12 Month CHF SARON | Banque Cantonale Vaudoise | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 426 | &nbsp;&nbsp; 426 |
| CHF | (2141) | 05/20/2033<br> 1M | GST | 12 Month CHF SARON | Galderma Group AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 139 | &nbsp;&nbsp; 139 |
| CHF | (1009) | 05/05/2028<br> 1M | JPM | 12 Month CHF SARON | Galderma Group AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 104 | &nbsp;&nbsp; 104 |
| CHF | (39733) | 05/05/2028<br> 1M | JPM | 12 Month CHF SARON | Belimo Holding AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 69 | &nbsp;&nbsp; 69 |
| CHF | (1710) | 05/15/2033<br> 1M | MSI | 12 Month CHF SARON | Straumann Holding AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 58 | &nbsp;&nbsp; 58 |
| CHF | (3766) | 05/15/2033<br> 1M | MSI | 12 Month CHF SARON | Geberit AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 51 | &nbsp;&nbsp; 51 |
| EUR | 443921 | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | ArcelorMittal SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 36172 | &nbsp;&nbsp; 36172 |
| EUR | (206946) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | LVMH Moet Hennessy <br> Louis Vuitton SE<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 24352 | &nbsp;&nbsp; 24352 |
| EUR | (102695) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Ferrari NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 13262 | &nbsp;&nbsp; 13262 |
| EUR | (416747) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | STOXX Europe 600 Basic <br> Resources Index<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9291 | &nbsp;&nbsp; 9291 |
| EUR | (829961) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | STOXX Europe 600 <br> Insurance Index<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7751 | &nbsp;&nbsp; 7751 |
| EUR | (48904) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | LVMH Moet Hennessy <br> Louis Vuitton SE<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7610 | &nbsp;&nbsp; 7610 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| EUR | (48907) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Kering SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6767 |
| EUR | (47918) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Stellantis NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6667 | &nbsp;&nbsp; 6667 |
| EUR | (279655) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Muenchener <br> Rueckversicherungs-Gesellschaft <br> AG in Muenchen<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6594 | &nbsp;&nbsp; 6594 |
| EUR | (61723) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Sartorius AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4804 | &nbsp;&nbsp; 4804 |
| EUR | (47643) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Mapfre SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4480 | &nbsp;&nbsp; 4480 |
| EUR | (75723) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Sampo OYJ | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3728 | &nbsp;&nbsp; 3728 |
| EUR | (40853) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Delivery Hero SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3489 | &nbsp;&nbsp; 3489 |
| EUR | (46338) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Airbus SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3371 | &nbsp;&nbsp; 3371 |
| EUR | (159019) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | STOXX Europe 600 <br> Insurance Index<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3310 | &nbsp;&nbsp; 3310 |
| EUR | (3613) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | UCB SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3291 | &nbsp;&nbsp; 3291 |
| EUR | (64176) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | LVMH Moet Hennessy <br> Louis Vuitton SE<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2925 | &nbsp;&nbsp; 2925 |
| EUR | (34201) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Grenke AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2882 | &nbsp;&nbsp; 2882 |
| EUR | (154936) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Hannover Rueck SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2670 | &nbsp;&nbsp; 2670 |
| EUR | (32159) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | BioMerieux | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2658 | &nbsp;&nbsp; 2658 |
| EUR | (16062) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Brunello Cucinelli SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2528 | &nbsp;&nbsp; 2528 |
| EUR | (54410) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Hermes International SCA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2355 | &nbsp;&nbsp; 2355 |
| EUR | (52674) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Sampo OYJ | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2337 | &nbsp;&nbsp; 2337 |
| EUR | (158220) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Banco BPM SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2295 | &nbsp;&nbsp; 2295 |
| EUR | (104283) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | AXA SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2202 | &nbsp;&nbsp; 2202 |
| EUR | (27707) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Wienerberger AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1984 | &nbsp;&nbsp; 1984 |
| EUR | (80048) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Hannover Rueck SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1858 | &nbsp;&nbsp; 1858 |
| EUR | (104125) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Nordea Bank Abp | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1792 | &nbsp;&nbsp; 1792 |
| EUR | (53874) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Hermes International SCA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1700 | &nbsp;&nbsp; 1700 |
| EUR | (37112) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Grifols SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1672 | &nbsp;&nbsp; 1672 |
| EUR | (30067) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Moncler SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1501 | &nbsp;&nbsp; 1501 |
| EUR | (14194) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Ottobock SE & Co. KGaA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1491 | &nbsp;&nbsp; 1491 |
| EUR | (232927) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | ING Groep NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1454 | &nbsp;&nbsp; 1454 |
| EUR | (26233) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | KION Group AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1364 | &nbsp;&nbsp; 1364 |
| EUR | (28631) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Airbus SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1289 | &nbsp;&nbsp; 1289 |
| EUR | (110555) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Commerzbank AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1249 | &nbsp;&nbsp; 1249 |
| EUR | (13174) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Redcare Pharmacy NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1238 | &nbsp;&nbsp; 1238 |
| EUR | (66554) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | EssilorLuxottica SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1175 | &nbsp;&nbsp; 1175 |
| EUR | (13691) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | CSG NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1093 | &nbsp;&nbsp; 1093 |
| EUR | (14792) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Kojamo OYJ | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1044 | &nbsp;&nbsp; 1044 |
| EUR | (35695) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Nemetschek SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1015 | &nbsp;&nbsp; 1015 |
| EUR | (158118) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Intesa Sanpaolo SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 958 | &nbsp;&nbsp; 958 |
| EUR | (25676) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Amadeus IT Group SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 834 | &nbsp;&nbsp; 834 |
| EUR | (7045) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Prosus NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 827 | &nbsp;&nbsp; 827 |
| EUR | (13789) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | BE Semiconductor <br> Industries NV<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 812 | &nbsp;&nbsp; 812 |
| EUR | (32216) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Repsol SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 787 | &nbsp;&nbsp; 787 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| EUR | (55775) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Credito Emiliano SpA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$697 |
| EUR | (29411) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Kering SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 683 | &nbsp;&nbsp; 683 |
| EUR | (21839) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Delivery Hero SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 639 | &nbsp;&nbsp; 639 |
| EUR | (45076) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Mapfre SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 619 | &nbsp;&nbsp; 619 |
| EUR | (30449) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Brunello Cucinelli SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 609 | &nbsp;&nbsp; 609 |
| EUR | (51171) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Auto1 Group SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 575 | &nbsp;&nbsp; 575 |
| EUR | (9234) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | BioMerieux | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 539 | &nbsp;&nbsp; 539 |
| EUR | (9590) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Kojamo OYJ | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 529 | &nbsp;&nbsp; 529 |
| EUR | (20530) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Grenke AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 520 | &nbsp;&nbsp; 520 |
| EUR | (8505) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Prosus NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 451 | &nbsp;&nbsp; 451 |
| EUR | (34217) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Publicis Groupe SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 438 | &nbsp;&nbsp; 438 |
| EUR | (11844) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Eurofins Scientific SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 429 | &nbsp;&nbsp; 429 |
| EUR | (1952) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Nemetschek SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 404 | &nbsp;&nbsp; 404 |
| EUR | (9327) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Adyen NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 404 | &nbsp;&nbsp; 404 |
| EUR | (3005) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Brunello Cucinelli SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 398 | &nbsp;&nbsp; 398 |
| EUR | (4650) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Amadeus IT Group SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 398 | &nbsp;&nbsp; 398 |
| EUR | (12549) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Vonovia SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 391 | &nbsp;&nbsp; 391 |
| EUR | (3624) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Amadeus IT Group SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 389 | &nbsp;&nbsp; 389 |
| EUR | (11552) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Ferrari NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 370 | &nbsp;&nbsp; 370 |
| EUR | (35358) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | ICADE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 368 | &nbsp;&nbsp; 368 |
| EUR | (5580) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Verisure PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 363 | &nbsp;&nbsp; 363 |
| EUR | (8006) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Shurgard Self Storage Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 359 | &nbsp;&nbsp; 359 |
| EUR | (6861) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Melexis NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 352 | &nbsp;&nbsp; 352 |
| EUR | (39614) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Moncler SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 327 | &nbsp;&nbsp; 327 |
| EUR | (17196) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Jungheinrich AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 324 | &nbsp;&nbsp; 324 |
| EUR | (65832) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | InPost SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 315 | &nbsp;&nbsp; 315 |
| EUR | (19305) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Sofina SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 259 | &nbsp;&nbsp; 259 |
| EUR | (24196) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | ASM International NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 257 | &nbsp;&nbsp; 257 |
| EUR | (6350) | 05/11/2026<br> 1M | CBK | 12 Month EUR STR | Industria de Diseno Textil <br> SA<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 257 | &nbsp;&nbsp; 257 |
| EUR | (58095) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Deutsche Post AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 243 | &nbsp;&nbsp; 243 |
| EUR | (2685) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Sartorius AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 207 | &nbsp;&nbsp; 207 |
| EUR | (3139) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Ferrari NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 206 | &nbsp;&nbsp; 206 |
| EUR | (5599) | 05/20/2033<br> 1M | MSI | 12 Month EUR STR | STMicroelectronics NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 188 | &nbsp;&nbsp; 188 |
| EUR | (1816) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Sartorius AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 159 | &nbsp;&nbsp; 159 |
| EUR | (8474) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Accor SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 156 | &nbsp;&nbsp; 156 |
| EUR | (67229) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Vinci SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 143 | &nbsp;&nbsp; 143 |
| EUR | (20846) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | CVC Capital Partners PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 136 | &nbsp;&nbsp; 136 |
| EUR | (1802) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Universal Music Group NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 134 | &nbsp;&nbsp; 134 |
| EUR | (1195) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Prosus NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 132 | &nbsp;&nbsp; 132 |
| EUR | (1757) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Kontron AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 103 | &nbsp;&nbsp; 103 |
| EUR | (34140) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Verisure PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 99 | &nbsp;&nbsp; 99 |
| EUR | (9698) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Industria de Diseno Textil <br> SA<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 98 | &nbsp;&nbsp; 98 |
| EUR | (2433) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Gecina SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| EUR | (2491) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Leonardo SpA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$75 |
| EUR | (2109) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Publicis Groupe SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 65 | &nbsp;&nbsp; 65 |
| EUR | (3874) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Verbund AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 63 | &nbsp;&nbsp; 63 |
| EUR | (5158) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Corp. ACCIONA Energias <br> Renovables SA<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 62 | &nbsp;&nbsp; 62 |
| EUR | (19487) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Davide Campari-Milano NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 54 | &nbsp;&nbsp; 54 |
| EUR | (1494) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Kojamo OYJ | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 51 | &nbsp;&nbsp; 51 |
| EUR | (5779) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Verbund AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 46 | &nbsp;&nbsp; 46 |
| EUR | (8372) | 05/10/2026<br> 1M | CBK | 12 Month EUR STR | Infineon Technologies AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 44 | &nbsp;&nbsp; 44 |
| EUR | (1721) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Wienerberger AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 17 | &nbsp;&nbsp; 17 |
| EUR | (10199) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Auto1 Group SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 15 | &nbsp;&nbsp; 15 |
| EUR | (303) | 05/10/2026<br> 1M | CBK | 12 Month EUR STR | Scout24 SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9 | &nbsp;&nbsp; 9 |
| EUR | (19282) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Gecina SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| EUR | (1514) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Carrefour SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| GBP | (256627) | 05/15/2033<br> 1M | MSI | 12 Month GBP WMBA <br> SONIA Compound | Aviva PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 16481 | &nbsp;&nbsp; 16481 |
| GBP | (75544) | 05/20/2033<br> 1M | GST | 12 Month GBP WMBA <br> SONIA Compound | Ocado Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 14304 | &nbsp;&nbsp; 14304 |
| GBP | (94377) | 05/15/2033<br> 1M | MSI | 12 Month GBP WMBA <br> SONIA Compound | Admiral Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 10327 | &nbsp;&nbsp; 10327 |
| GBP | (59338) | 05/20/2033<br> 1M | GST | 12 Month GBP WMBA <br> SONIA Compound | Burberry Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5921 | &nbsp;&nbsp; 5921 |
| GBP | (55648) | 05/20/2033<br> 1M | GST | 12 Month GBP WMBA <br> SONIA Compound | Intermediate Capital Group <br> PLC<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5652 | &nbsp;&nbsp; 5652 |
| GBP | (26568) | 05/05/2028<br> 1M | JPM | 12 Month GBP WMBA <br> SONIA Compound | JD Sports Fashion PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1314 | &nbsp;&nbsp; 1314 |
| GBP | (6952) | 05/05/2028<br> 1M | JPM | 12 Month GBP WMBA <br> SONIA Compound | Burberry Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1094 | &nbsp;&nbsp; 1094 |
| GBP | (33403) | 05/20/2033<br> 1M | GST | 12 Month GBP WMBA <br> SONIA Compound | Greggs PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1004 | &nbsp;&nbsp; 1004 |
| GBP | (9718) | 05/05/2028<br> 1M | JPM | 12 Month GBP WMBA <br> SONIA Compound | Pearson PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 756 | &nbsp;&nbsp; 756 |
| GBP | (27046) | 05/15/2033<br> 1M | MSI | 12 Month GBP WMBA <br> SONIA Compound | Intertek Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 713 | &nbsp;&nbsp; 713 |
| GBP | (7996) | 05/05/2028<br> 1M | JPM | 12 Month GBP WMBA <br> SONIA Compound | Greggs PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 684 | &nbsp;&nbsp; 684 |
| GBP | (56760) | 05/15/2033<br> 1M | MSI | 12 Month GBP WMBA <br> SONIA Compound | Paragon Banking Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 571 | &nbsp;&nbsp; 571 |
| GBP | (22583) | 05/15/2033<br> 1M | MSI | 12 Month GBP WMBA <br> SONIA Compound | Pearson PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 430 | &nbsp;&nbsp; 430 |
| GBP | (45944) | 05/20/2033<br> 1M | GST | 12 Month GBP WMBA <br> SONIA Compound | Whitbread PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 382 | &nbsp;&nbsp; 382 |
| GBP | (2302) | 05/20/2033<br> 1M | GST | 12 Month GBP WMBA <br> SONIA Compound | Experian PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 329 | &nbsp;&nbsp; 329 |
| GBP | (2068) | 05/15/2033<br> 1M | MSI | 12 Month GBP WMBA <br> SONIA Compound | London Stock Exchange <br> Group PLC<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 222 | &nbsp;&nbsp; 222 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| GBP | (11549) | 05/15/2033<br> 1M | MSI | 12 Month GBP WMBA <br> SONIA Compound | JD Sports Fashion PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$202 |
| GBP | (1304) | 05/05/2028<br> 1M | JPM | 12 Month GBP WMBA <br> SONIA Compound | ICG PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 178 | &nbsp;&nbsp; 178 |
| GBP | (4428) | 05/15/2033<br> 1M | MSI | 12 Month GBP WMBA <br> SONIA Compound | Halma PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 157 | &nbsp;&nbsp; 157 |
| GBP | (3502) | 05/20/2033<br> 1M | GST | 12 Month GBP WMBA <br> SONIA Compound | Next PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 105 | &nbsp;&nbsp; 105 |
| GBP | (2262) | 05/15/2033<br> 1M | MSI | 12 Month GBP WMBA <br> SONIA Compound | Greggs PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 89 | &nbsp;&nbsp; 89 |
| GBP | (1224) | 05/20/2033<br> 1M | GST | 12 Month GBP WMBA <br> SONIA Compound | Rolls-Royce Holdings PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 64 | &nbsp;&nbsp; 64 |
| GBP | (2790) | 05/20/2033<br> 1M | GST | 12 Month GBP WMBA <br> SONIA Compound | Compass Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 29 | &nbsp;&nbsp; 29 |
| GBP | (1797) | 05/15/2033<br> 1M | MSI | 12 Month GBP WMBA <br> SONIA Compound | Ocado Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 27 | &nbsp;&nbsp; 27 |
| GBP | (1401) | 05/20/2033<br> 1M | GST | 12 Month GBP WMBA <br> SONIA Compound | Halma PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
| GBP | (2628) | 05/05/2028<br> 1M | JPM | 12 Month GBP WMBA <br> SONIA Compound | Informa PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8 | &nbsp;&nbsp; 8 |
| GBP | (49) | 05/20/2033<br> 1M | GST | 12 Month GBP WMBA <br> SONIA Compound | Informa PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| JPY | (162180) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | Shizuoka Financial Group, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6689 | &nbsp;&nbsp; 6689 |
| JPY | (117779) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | Mitsubishi UFJ Financial <br> Group, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6258 | &nbsp;&nbsp; 6258 |
| JPY | (15671) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | Nomura Research Institute <br> Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3769 | &nbsp;&nbsp; 3769 |
| JPY | (63432) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | Aozora Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3037 | &nbsp;&nbsp; 3037 |
| JPY | (103830) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | San-In Godo Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2165 | &nbsp;&nbsp; 2165 |
| JPY | (31641) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | Japan Exchange Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1942 | &nbsp;&nbsp; 1942 |
| JPY | (111801) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | TOPIX Small Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1771 | &nbsp;&nbsp; 1771 |
| JPY | (155527) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | Concordia Financial Group <br> Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1762 | &nbsp;&nbsp; 1762 |
| JPY | (18317) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Aisin Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1454 | &nbsp;&nbsp; 1454 |
| JPY | (21145) | 05/20/2033<br> 1M | GST | 12 Month JPY TONA | Fast Retailing Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1350 | &nbsp;&nbsp; 1350 |
| JPY | (51538) | 05/20/2033<br> 1M | GST | 12 Month JPY TONA | Aozora Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1212 | &nbsp;&nbsp; 1212 |
| JPY | (133735) | 05/20/2033<br> 1M | GST | 12 Month JPY TONA | Daiwa Securities Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1198 | &nbsp;&nbsp; 1198 |
| JPY | (16911) | 05/20/2033<br> 1M | GST | 12 Month JPY TONA | Keyence Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1169 | &nbsp;&nbsp; 1169 |
| JPY | (50559) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | Tokyo Stock Exchange <br> TOPIX Banks Index<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1025 | &nbsp;&nbsp; 1025 |
| JPY | (30183) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | T&D Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 977 | &nbsp;&nbsp; 977 |
| JPY | (12109) | 05/20/2033<br> 1M | GST | 12 Month JPY TONA | Recruit Holdings Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 896 | &nbsp;&nbsp; 896 |
| JPY | (24445) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | Tokyo Electron Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 771 | &nbsp;&nbsp; 771 |
| JPY | (18234) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | NEC Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 697 | &nbsp;&nbsp; 697 |
| JPY | (51959) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | Sony Financial Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 696 | &nbsp;&nbsp; 696 |
| JPY | (5208) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | Nexon Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 626 | &nbsp;&nbsp; 626 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| JPY | (6231) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | Taisei Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$492 |
| JPY | (24448) | 05/20/2033<br> 1M | GST | 12 Month JPY TONA | Tokyo Stock Exchange <br> Tokyo Price Index TOPIX<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 378 | &nbsp;&nbsp; 378 |
| JPY | (7118) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | Nintendo Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 372 | &nbsp;&nbsp; 372 |
| JPY | (6944) | 05/20/2033<br> 1M | GST | 12 Month JPY TONA | Nintendo Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 358 | &nbsp;&nbsp; 358 |
| JPY | (18301) | 05/20/2033<br> 1M | GST | 12 Month JPY TONA | Fujitsu Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 352 | &nbsp;&nbsp; 352 |
| JPY | (2722) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Furuno Electric Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 351 | &nbsp;&nbsp; 351 |
| JPY | (2721) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Asahi Intecc Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 343 | &nbsp;&nbsp; 343 |
| JPY | (2863) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Harmonic Drive Systems, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 294 | &nbsp;&nbsp; 294 |
| JPY | (2669) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Suzuki Motor Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 287 | &nbsp;&nbsp; 287 |
| JPY | (2533) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Olympus Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 248 | &nbsp;&nbsp; 248 |
| JPY | (2599) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Taiyo Yuden Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 235 | &nbsp;&nbsp; 235 |
| JPY | (2690) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Fuji Electric Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 225 | &nbsp;&nbsp; 225 |
| JPY | (2648) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | FUJIFILM Holdings Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 225 | &nbsp;&nbsp; 225 |
| JPY | (17805) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Nintendo Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 219 | &nbsp;&nbsp; 219 |
| JPY | (2015) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | PKSHA Technology, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 210 | &nbsp;&nbsp; 210 |
| JPY | (11013) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Japan Exchange Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 207 | &nbsp;&nbsp; 207 |
| JPY | (74808) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | Sumitomo Mitsui Trust <br> Group, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 186 | &nbsp;&nbsp; 186 |
| JPY | (3021) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Hirose Electric Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 165 | &nbsp;&nbsp; 165 |
| JPY | (2834) | 05/20/2033<br> 1M | GST | 12 Month JPY TONA | Mitsubishi Heavy Industries <br> Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 164 | &nbsp;&nbsp; 164 |
| JPY | (2270) | 05/20/2033<br> 1M | GST | 12 Month JPY TONA | Asics Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 163 | &nbsp;&nbsp; 163 |
| JPY | (2784) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Anritsu Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 161 | &nbsp;&nbsp; 161 |
| JPY | (6233) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | SUMCO Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 152 | &nbsp;&nbsp; 152 |
| JPY | (1963) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Wacom Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 123 | &nbsp;&nbsp; 123 |
| JPY | (2738) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Mazda Motor Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 117 | &nbsp;&nbsp; 117 |
| JPY | (2609) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | GS Yuasa Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 114 | &nbsp;&nbsp; 114 |
| JPY | (2118) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Japan Aviation Electronics <br> Industry Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 113 | &nbsp;&nbsp; 113 |
| JPY | (50798) | 05/20/2033<br> 1M | GST | 12 Month JPY TONA | T&D Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 87 | &nbsp;&nbsp; 87 |
| JPY | (3026) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Sanrio Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 81 | &nbsp;&nbsp; 81 |
| JPY | (2837) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Konica Minolta, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 81 | &nbsp;&nbsp; 81 |
| JPY | (836) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Freee KK | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| JPY | (2562) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Toyo Tire Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 63 | &nbsp;&nbsp; 63 |
| JPY | (2957) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Rigaku Holdings Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 52 | &nbsp;&nbsp; 52 |
| JPY | (2565) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Subaru Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 51 | &nbsp;&nbsp; 51 |
| JPY | (1635) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Appier Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| JPY | (2663) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | ITOCHU Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 45 | &nbsp;&nbsp; 45 |
| JPY | (931) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | JINS Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
| JPY | (16147) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Yokogawa Electric Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 38 | &nbsp;&nbsp; 38 |
| JPY | (2822) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Denso Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
| JPY | (23846) | 05/20/2033<br> 1M | GST | 12 Month JPY TONA | SUMCO Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 28 | &nbsp;&nbsp; 28 |
| JPY | (2280) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Sanyo Denki Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| JPY | (2592) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Kaga Electronics Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$19 |
| JPY | (637) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Fujitsu Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
| JPY | (2818) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Oki Electric Industry Co., <br> Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8 | &nbsp;&nbsp; 8 |
| PLN | (28441) | 05/20/2033<br> 1M | GST | 12 Month PLN WIBOR | CCC SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4027 | &nbsp;&nbsp; 4027 |
| PLN | (54679) | 05/20/2033<br> 1M | GST | 12 Month PLN WIBOR | Dino Polska SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3551 | &nbsp;&nbsp; 3551 |
| PLN | (44294) | 05/20/2033<br> 1M | GST | 12 Month PLN WIBOR | Zabka Group SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1041 | &nbsp;&nbsp; 1041 |
| PLN | (33122) | 05/20/2033<br> 1M | GST | 12 Month PLN WIBOR | LPP SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 429 | &nbsp;&nbsp; 429 |
| PLN | (1739) | 05/05/2028<br> 1M | JPM | 12 Month PLN WIBOR | Zabka Group SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 108 | &nbsp;&nbsp; 108 |
| SEK | (277546) | 05/15/2033<br> 1M | MSI | 12 Month SEK STIBOR | Skandinaviska Enskilda <br> Banken AB<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 11699 | &nbsp;&nbsp; 11699 |
| SEK | (76105) | 05/20/2033<br> 1M | GST | 12 Month SEK STIBOR | EQT AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4421 | &nbsp;&nbsp; 4421 |
| SEK | (49350) | 05/20/2033<br> 1M | GST | 12 Month SEK STIBOR | Indutrade AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3671 | &nbsp;&nbsp; 3671 |
| SEK | (55593) | 05/05/2028<br> 1M | JPM | 12 Month SEK STIBOR | Nibe Industrier AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3577 | &nbsp;&nbsp; 3577 |
| SEK | (33520) | 05/15/2033<br> 1M | MSI | 12 Month SEK STIBOR | Volvo Car AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3496 | &nbsp;&nbsp; 3496 |
| SEK | (34677) | 05/20/2033<br> 1M | GST | 12 Month SEK STIBOR | Beijer Ref AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2940 | &nbsp;&nbsp; 2940 |
| SEK | (28146) | 05/05/2028<br> 1M | JPM | 12 Month SEK STIBOR | AddTech AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2452 | &nbsp;&nbsp; 2452 |
| SEK | (26610) | 05/20/2033<br> 1M | GST | 12 Month SEK STIBOR | Vitec Software Group AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2353 | &nbsp;&nbsp; 2353 |
| SEK | (34040) | 05/20/2033<br> 1M | GST | 12 Month SEK STIBOR | Saab AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1757 | &nbsp;&nbsp; 1757 |
| SEK | (43911) | 05/20/2033<br> 1M | GST | 12 Month SEK STIBOR | Hemnet Group AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1753 | &nbsp;&nbsp; 1753 |
| SEK | (19122) | 05/15/2033<br> 1M | MSI | 12 Month SEK STIBOR | Lifco AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1568 | &nbsp;&nbsp; 1568 |
| SEK | (10859) | 05/15/2033<br> 1M | MSI | 12 Month SEK STIBOR | Beijer Ref AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1432 | &nbsp;&nbsp; 1432 |
| SEK | (21991) | 05/05/2028<br> 1M | JPM | 12 Month SEK STIBOR | EQT AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1265 | &nbsp;&nbsp; 1265 |
| SEK | (11835) | 05/15/2033<br> 1M | MSI | 12 Month SEK STIBOR | Indutrade AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1230 |
| SEK | (46625) | 05/05/2028<br> 1M | JPM | 12 Month SEK STIBOR | H & M Hennes & Mauritz <br> AB<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1116 | &nbsp;&nbsp; 1116 |
| SEK | (29541) | 05/20/2033<br> 1M | GST | 12 Month SEK STIBOR | AddTech AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1111 | &nbsp;&nbsp; 1111 |
| SEK | (55236) | 05/20/2033<br> 1M | GST | 12 Month SEK STIBOR | Nibe Industrier AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1108 | &nbsp;&nbsp; 1108 |
| SEK | (28735) | 05/20/2033<br> 1M | GST | 12 Month SEK STIBOR | Lifco AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1096 | &nbsp;&nbsp; 1096 |
| SEK | (6846) | 05/05/2028<br> 1M | JPM | 12 Month SEK STIBOR | Indutrade AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 778 | &nbsp;&nbsp; 778 |
| SEK | (13228) | 05/05/2028<br> 1M | JPM | 12 Month SEK STIBOR | Hexagon AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 773 | &nbsp;&nbsp; 773 |
| SEK | (243736) | 05/15/2033<br> 1M | MSI | 12 Month SEK STIBOR | Svenska Handelsbanken AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 581 | &nbsp;&nbsp; 581 |
| SEK | (44422) | 05/20/2033<br> 1M | GST | 12 Month SEK STIBOR | Roko AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 426 | &nbsp;&nbsp; 426 |
| SEK | (5239) | 05/20/2033<br> 1M | GST | 12 Month SEK STIBOR | BoneSupport Holding AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 405 | &nbsp;&nbsp; 405 |
| SEK | (3412) | 05/15/2033<br> 1M | MSI | 12 Month SEK STIBOR | Roko AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 315 | &nbsp;&nbsp; 315 |
| SEK | (3608) | 05/15/2033<br> 1M | MSI | 12 Month SEK STIBOR | AddTech AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 313 | &nbsp;&nbsp; 313 |
| SEK | (3071) | 05/05/2028<br> 1M | JPM | 12 Month SEK STIBOR | Lifco AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 281 | &nbsp;&nbsp; 281 |
| SEK | (40351) | 05/05/2028<br> 1M | JPM | 12 Month SEK STIBOR | Atlas Copco AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 224 | &nbsp;&nbsp; 224 |
| SEK | (1105) | 05/05/2028<br> 1M | JPM | 12 Month SEK STIBOR | Beijer Ref AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 161 | &nbsp;&nbsp; 161 |
| SEK | (4165) | 05/05/2028<br> 1M | JPM | 12 Month SEK STIBOR | Engcon AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 134 | &nbsp;&nbsp; 134 |
| SEK | (3282) | 05/15/2033<br> 1M | MSI | 12 Month SEK STIBOR | Fastighets AB Balder | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 79 | &nbsp;&nbsp; 79 |
| SEK | (1633) | 05/05/2028<br> 1M | JPM | 12 Month SEK STIBOR | Roko AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 76 | &nbsp;&nbsp; 76 |
| SEK | (1809) | 05/20/2033<br> 1M | GST | 12 Month SEK STIBOR | Volvo Car AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 37 | &nbsp;&nbsp; 37 |
| SEK | (1264) | 05/15/2033<br> 1M | MSI | 12 Month SEK STIBOR | Axfood AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 22 | &nbsp;&nbsp; 22 |
| SEK | (2429) | 05/20/2033<br> 1M | GST | 12 Month SEK STIBOR | Hexagon AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| SEK | (7857) | 05/05/2028<br> 1M | JPM | 12 Month SEK STIBOR | Fastighets AB Balder | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$16 |
| ZAR | (12290) | 05/20/2033<br> 1M | GST | 3 Month ZAR JIBAR SAFEX | Naspers Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 612 | &nbsp;&nbsp; 612 |
| ZAR | (4402) | 05/05/2028<br> 1M | JPM | 3 Month ZAR JIBAR SAFEX | Naspers Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 500 | &nbsp;&nbsp; 500 |
| CAD | (304574) | 05/15/2033<br> 1M | MSI | 6 Month CAD CORRA | Intact Financial Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 25957 | &nbsp;&nbsp; 25957 |
| CAD | (205263) | 05/15/2033<br> 1M | MSI | 6 Month CAD CORRA | Canadian Imperial Bank of <br> Commerce<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3537 | &nbsp;&nbsp; 3537 |
| CAD | (98808) | 05/15/2033<br> 1M | MSI | 6 Month CAD CORRA | Sun Life Financial, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1639 | &nbsp;&nbsp; 1639 |
| CAD | (404008) | 05/15/2033<br> 1M | MSI | 6 Month CAD CORRA | Bank of Montreal | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1569 | &nbsp;&nbsp; 1569 |
| CAD | (12018) | 05/15/2033<br> 1M | MSI | 6 Month CAD CORRA | Brookfield Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 687 | &nbsp;&nbsp; 687 |
| CAD | (7524) | 05/15/2033<br> 1M | JPM | 6 Month CAD CORRA | Brookfield Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 580 | &nbsp;&nbsp; 580 |
| CAD | (9544) | 05/15/2033<br> 1M | MSI | 6 Month CAD CORRA | Constellation Software, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 328 | &nbsp;&nbsp; 328 |
| CAD | (2319) | 05/05/2028<br> 1M | JPM | 6 Month CAD CORRA | Dollarama, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 185 | &nbsp;&nbsp; 185 |
| CAD | (14497) | 05/15/2033<br> 1M | MSI | 6 Month CAD CORRA | Cardinal Energy Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 90 | &nbsp;&nbsp; 90 |
| CHF | 27594 | 05/20/2033<br> 1M | GST | ABB Ltd. | 12 Month CHF SARON | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3194 | &nbsp;&nbsp; 3194 |
| CHF | 34809 | 05/05/2028<br> 1M | JPM | ABB Ltd. | 12 Month CHF SARON | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3172 | &nbsp;&nbsp; 3172 |
| CHF | 30040 | 05/15/2033<br> 1M | MSI | ABB Ltd. | 12 Month CHF SARON | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2496 | &nbsp;&nbsp; 2496 |
| EUR | 42642 | 05/20/2033<br> 1M | GST | ABN AMRO Bank NV | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 972 | &nbsp;&nbsp; 972 |
| EUR | 226708 | 05/15/2033<br> 1M | MSI | ABN AMRO Bank NV | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 33 | &nbsp;&nbsp; 33 |
| EUR | 72481 | 05/20/2033<br> 1M | GST | Addiko Bank AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1436 | &nbsp;&nbsp; 1436 |
| USD | 24659 | 05/05/2028<br> 1M | JPM | Advanced Micro Devices, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 197 | &nbsp;&nbsp; 197 |
| JPY | 49653 | 05/20/2033<br> 1M | GST | Advantest Corp. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 10135 | &nbsp;&nbsp; 10135 |
| JPY | 284 | 05/15/2033<br> 1M | MSI | Advantest Corp. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 43 | &nbsp;&nbsp; 43 |
| EUR | 380001 | 05/15/2033<br> 1M | MSI | AIB Group PLC | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2545 | &nbsp;&nbsp; 2545 |
| EUR | 109059 | 05/20/2033<br> 1M | GST | AIB Group PLC | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1681 | &nbsp;&nbsp; 1681 |
| USD | 30235 | 05/20/2033<br> 1M | GST | Airtac International Group | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3652 | &nbsp;&nbsp; 3652 |
| USD | 23118 | 05/15/2033<br> 1M | MSI | Airtac International Group | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3024 | &nbsp;&nbsp; 3024 |
| USD | 220859 | 05/15/2033<br> 1M | MSI | Al Rajhi Bank | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 11200 | &nbsp;&nbsp; 11200 |
| USD | 4340 | 05/20/2033<br> 1M | GST | Al Rajhi Bank | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 171 | &nbsp;&nbsp; 171 |
| SEK | 41598 | 05/05/2028<br> 1M | JPM | Alfa Laval AB | 12 Month SEK STIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4075 | &nbsp;&nbsp; 4075 |
| USD | 44820 | 05/15/2033<br> 1M | GST | Alibaba Group Holding Ltd. | 1 day HKD HONIA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1979 | &nbsp;&nbsp; 1979 |
| PLN | 134947 | 05/20/2033<br> 1M | GST | Alior Bank SA | 12 Month PLN WIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5676 | &nbsp;&nbsp; 5676 |
| PLN | 42009 | 05/15/2033<br> 1M | MSI | Alior Bank SA | 12 Month PLN WIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1401 | &nbsp;&nbsp; 1401 |
| USD | 223617 | 05/15/2033<br> 1M | MSI | Alphabet, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6583 | &nbsp;&nbsp; 6583 |
| USD | 99547 | 05/20/2033<br> 1M | GST | Alphabet, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5058 | &nbsp;&nbsp; 5058 |
| USD | 67906 | 05/05/2028<br> 1M | JPM | Alphabet, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4539 | &nbsp;&nbsp; 4539 |
| USD | 63941 | 05/05/2028<br> 1M | JPM | Alphabet, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4335 | &nbsp;&nbsp; 4335 |
| USD | 34776 | 05/20/2033<br> 1M | GST | Alphabet, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1728 | &nbsp;&nbsp; 1728 |
| USD | 43745 | 05/15/2033<br> 1M | MSI | Alphabet, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 871 | &nbsp;&nbsp; 871 |
| EUR | 719 | 05/05/2028<br> 1M | JPM | AlzChem Group AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| USD | 368907 | 05/20/2033<br> 1M | GST | Amazon.com, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 13255 | &nbsp;&nbsp; 13255 |
| USD | 217355 | 05/05/2028<br> 1M | JPM | Amazon.com, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5194 | &nbsp;&nbsp; 5194 |
| USD | 904809 | 05/15/2033<br> 1M | MSI | Amazon.com, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3813 | &nbsp;&nbsp; 3813 |
| USD | 7072 | 05/05/2028<br> 1M | JPM | American Electric Power <br> Co., Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 354 | &nbsp;&nbsp; 354 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | 49715 | 05/20/2033<br> 1M | GST | American Electric Power <br> Co., Inc. | 1 day USD OBFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$231 |
| USD | 34148 | 05/15/2033<br> 1M | MSI | American Electric Power <br> Co., Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 107 | &nbsp;&nbsp; 107 |
| USD | 174859 | 05/15/2033<br> 1M | MSI | American International <br> Group, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2008 | &nbsp;&nbsp; 2008 |
| USD | 39335 | 05/20/2033<br> 1M | GST | American International <br> Group, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1325 | &nbsp;&nbsp; 1325 |
| USD | 154788 | 05/05/2028<br> 1M | JPM | American International <br> Group, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 438 | &nbsp;&nbsp; 438 |
| USD | 18218 | 05/05/2028<br> 1M | JPM | American Water Works Co., <br> Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 247 | &nbsp;&nbsp; 247 |
| USD | 27960 | 05/20/2033<br> 1M | GST | Analog Devices, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 641 | &nbsp;&nbsp; 641 |
| GBP | 59016 | 05/15/2033<br> 1M | MSI | Anglo American PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 502 | &nbsp;&nbsp; 502 |
| GBP | 7507 | 05/20/2033<br> 1M | GST | Anglo American PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 322 | &nbsp;&nbsp; 322 |
| USD | 11307 | 05/05/2028<br> 1M | JPM | Annexon, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2209 | &nbsp;&nbsp; 2209 |
| USD | 273865 | 05/20/2033<br> 1M | GST | Antero Resources Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 22769 | &nbsp;&nbsp; 22769 |
| USD | 1367 | 05/15/2033<br> 1M | MSI | Antero Resources Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 197 | &nbsp;&nbsp; 197 |
| EUR | 9213 | 05/05/2028<br> 1M | JPM | Aperam SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 177 | &nbsp;&nbsp; 177 |
| EUR | 20851 | 05/15/2033<br> 1M | MSI | Aperam SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 44 | &nbsp;&nbsp; 44 |
| USD | 287905 | 05/20/2033<br> 1M | GST | Apple, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 14649 | &nbsp;&nbsp; 14649 |
| USD | 316902 | 05/15/2033<br> 1M | MSI | Apple, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 10562 | &nbsp;&nbsp; 10562 |
| USD | 2734 | 05/05/2028<br> 1M | JPM | Apple, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 120 | &nbsp;&nbsp; 120 |
| USD | 29001 | 05/05/2028<br> 1M | JPM | Applied Materials, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3876 | &nbsp;&nbsp; 3876 |
| USD | 181709 | 05/20/2033<br> 1M | GST | Applied Materials, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2335 | &nbsp;&nbsp; 2335 |
| USD | 254629 | 05/15/2033<br> 1M | MSI | Applied Materials, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 970 | &nbsp;&nbsp; 970 |
| USD | 16163 | 05/20/2033<br> 1M | GST | ArcelorMittal SA | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1701 | &nbsp;&nbsp; 1701 |
| USD | 63090 | 05/15/2033<br> 1M | MSI | Argenx SE | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2469 | &nbsp;&nbsp; 2469 |
| USD | 4677 | 05/05/2028<br> 1M | JPM | ASE Technology Holding Co., <br> Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 559 | &nbsp;&nbsp; 559 |
| EUR | 139337 | 05/15/2033<br> 1M | MSI | ASML Holding NV | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5299 | &nbsp;&nbsp; 5299 |
| USD | 30705 | 05/05/2028<br> 1M | JPM | ASML Holding NV | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4870 | &nbsp;&nbsp; 4870 |
| USD | 6732 | 05/20/2033<br> 1M | GST | ASML Holding NV | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 383 | &nbsp;&nbsp; 383 |
| USD | 8464 | 05/15/2033<br> 1M | MSI | ASML Holding NV | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 74 | &nbsp;&nbsp; 74 |
| USD | 42184 | 05/05/2028<br> 1M | JPM | ASPEED Technology, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 10663 | &nbsp;&nbsp; 10663 |
| SEK | 69840 | 05/05/2028<br> 1M | JPM | Assa Abloy AB | 12 Month SEK STIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1206 | &nbsp;&nbsp; 1206 |
| USD | 56326 | 05/20/2033<br> 1M | GST | Assurant, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1302 | &nbsp;&nbsp; 1302 |
| USD | 22935 | 05/20/2033<br> 1M | GST | AstraZeneca PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 722 | &nbsp;&nbsp; 722 |
| SEK | 426595 | 05/05/2028<br> 1M | JPM | Atlas Copco AB | 12 Month SEK STIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 21786 | &nbsp;&nbsp; 21786 |
| USD | 211473 | 05/15/2033<br> 1M | MSI | Axis Capital Holdings Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3967 | &nbsp;&nbsp; 3967 |
| USD | 62690 | 05/15/2033<br> 1M | MSI | Axsome Therapeutics, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3640 | &nbsp;&nbsp; 3640 |
| EUR | 23254 | 05/15/2033<br> 1M | MSI | Ayvens SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 749 | &nbsp;&nbsp; 749 |
| EUR | 715847 | 05/15/2033<br> 1M | MSI | Banco Santander SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 13151 | &nbsp;&nbsp; 13151 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| EUR | 256716 | 05/20/2033<br> 1M | GST | Banco Santander SA | 12 Month EUR STR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10841 |
| EUR | 66524 | 05/20/2033<br> 1M | GST | Bank of Cyprus Holdings <br> PLC | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6700 | &nbsp;&nbsp; 6700 |
| EUR | 72936 | 05/20/2033<br> 1M | GST | Bank of Ireland Group PLC | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2613 | &nbsp;&nbsp; 2613 |
| EUR | 10667 | 05/05/2028<br> 1M | JPM | Bank of Ireland Group PLC | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 141 | &nbsp;&nbsp; 141 |
| JPY | 57130 | 05/15/2033<br> 1M | MSI | Bank of Nagoya Ltd. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1295 | &nbsp;&nbsp; 1295 |
| CAD | 31295 | 05/20/2033<br> 1M | GST | Bank of Nova Scotia | 6 Month CAD CORRA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 136 | &nbsp;&nbsp; 136 |
| EUR | 70641 | 05/20/2033<br> 1M | GST | Bankinter SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 569 | &nbsp;&nbsp; 569 |
| GBP | 282079 | 05/20/2033<br> 1M | GST | Barclays PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4431 | &nbsp;&nbsp; 4431 |
| GBP | 128446 | 05/15/2033<br> 1M | MSI | Barclays PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 731 | &nbsp;&nbsp; 731 |
| GBP | 223187 | 05/05/2028<br> 1M | JPM | Barclays PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 158 | &nbsp;&nbsp; 158 |
| EUR | 44652 | 05/15/2033<br> 1M | MSI | BAWAG Group AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1061 | &nbsp;&nbsp; 1061 |
| EUR | 103576 | 05/20/2033<br> 1M | GST | BAWAG Group AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 545 | &nbsp;&nbsp; 545 |
| GBP | 197154 | 05/15/2033<br> 1M | MSI | Beazley PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 39709 | &nbsp;&nbsp; 39709 |
| GBP | 136626 | 05/20/2033<br> 1M | GST | Beazley PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 929 | &nbsp;&nbsp; 929 |
| EUR | 22736 | 05/05/2028<br> 1M | JPM | Beiersdorf AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1610 | &nbsp;&nbsp; 1610 |
| EUR | 26160 | 05/20/2033<br> 1M | GST | Beiersdorf AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 771 | &nbsp;&nbsp; 771 |
| EUR | 1821 | 05/15/2033<br> 1M | MSI | Beiersdorf AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 43 | &nbsp;&nbsp; 43 |
| EUR | 81803 | 05/05/2028<br> 1M | JPM | Bilfinger SE | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2996 | &nbsp;&nbsp; 2996 |
| USD | 291943 | 05/20/2033<br> 1M | GST | Blackrock, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2338 | &nbsp;&nbsp; 2338 |
| EUR | 317253 | 05/15/2033<br> 1M | MSI | BNP Paribas SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9713 | &nbsp;&nbsp; 9713 |
| EUR | 109354 | 05/05/2028<br> 1M | JPM | Brenntag SE | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3587 | &nbsp;&nbsp; 3587 |
| EUR | 49612 | 05/20/2033<br> 1M | GST | Brenntag SE | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3155 | &nbsp;&nbsp; 3155 |
| EUR | 54736 | 05/15/2033<br> 1M | MSI | Brenntag SE | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 568 | &nbsp;&nbsp; 568 |
| USD | 22231 | 05/20/2033<br> 1M | GST | Bridgebio Pharma, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 23 | &nbsp;&nbsp; 23 |
| GBP | 155544 | 05/20/2033<br> 1M | GST | British American Tobacco <br> PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7827 | &nbsp;&nbsp; 7827 |
| GBP | 400292 | 05/15/2033<br> 1M | MSI | British American Tobacco <br> PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7754 | &nbsp;&nbsp; 7754 |
| GBP | 44210 | 05/05/2028<br> 1M | JPM | British American Tobacco <br> PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4379 | &nbsp;&nbsp; 4379 |
| USD | (5488) | 05/15/2033<br> 1M | MSI | Broadcom, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 188 | &nbsp;&nbsp; 188 |
| GBP | 49681 | 05/20/2033<br> 1M | GST | BT Group PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2182 | &nbsp;&nbsp; 2182 |
| GBP | 15418 | 05/20/2033<br> 1M | GST | Bunzl PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 470 | &nbsp;&nbsp; 470 |
| GBP | 81831 | 05/05/2028<br> 1M | JPM | Bunzl PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 143 | &nbsp;&nbsp; 143 |
| USD | 204248 | 05/15/2033<br> 1M | MSI | Cactus, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 14262 | &nbsp;&nbsp; 14262 |
| USD | 53102 | 05/20/2033<br> 1M | GST | Cactus, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3353 | &nbsp;&nbsp; 3353 |
| USD | 76374 | 05/20/2033<br> 1M | GST | Cameco Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4816 | &nbsp;&nbsp; 4816 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | 4980 | 05/15/2033<br> 1M | MSI | Cameco Corp. | 1 day USD OBFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$449 |
| USD | 166442 | 05/15/2033<br> 1M | MSI | Canadian Natural Resources <br> Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 16052 | &nbsp;&nbsp; 16052 |
| USD | 8470 | 05/20/2033<br> 1M | GST | Canadian Natural Resources <br> Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 684 | &nbsp;&nbsp; 684 |
| USD | 179107 | 05/15/2033<br> 1M | MSI | Carnival Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4375 | &nbsp;&nbsp; 4375 |
| USD | 24836 | 05/05/2028<br> 1M | JPM | Carnival Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1101 | &nbsp;&nbsp; 1101 |
| SEK | 18522 | 05/20/2033<br> 1M | GST | Castellum AB | 12 Month SEK STIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 861 | &nbsp;&nbsp; 861 |
| USD | 15778 | 05/05/2028<br> 1M | JPM | Celcuity, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 854 | &nbsp;&nbsp; 854 |
| USD | 53302 | 05/20/2033<br> 1M | GST | Cencora, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1300 |
| USD | 15592 | 05/15/2033<br> 1M | MSI | Cencora, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 214 | &nbsp;&nbsp; 214 |
| AUD | 233337 | 05/15/2033<br> 1M | MSI | Challenger Ltd. | 1 day AUD AONIA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2709 | &nbsp;&nbsp; 2709 |
| USD | 340103 | 05/15/2033<br> 1M | MSI | Charles Schwab Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3248 | &nbsp;&nbsp; 3248 |
| USD | 58882 | 05/20/2033<br> 1M | GST | Cheniere Energy, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2459 | &nbsp;&nbsp; 2459 |
| USD | 46833 | 05/15/2033<br> 1M | MSI | Cheniere Energy, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2028 | &nbsp;&nbsp; 2028 |
| USD | 51241 | 05/15/2033<br> 1M | MSI | Chesapeake Utilities Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1131 | &nbsp;&nbsp; 1131 |
| USD | 12819 | 05/05/2028<br> 1M | JPM | Chesapeake Utilities Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 564 | &nbsp;&nbsp; 564 |
| USD | 140073 | 05/15/2033<br> 1M | MSI | Chevron Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9054 | &nbsp;&nbsp; 9054 |
| USD | 51288 | 05/20/2033<br> 1M | GST | Chevron Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2667 | &nbsp;&nbsp; 2667 |
| USD | 193675 | 05/20/2033<br> 1M | GST | Chord Energy Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 17530 | &nbsp;&nbsp; 17530 |
| USD | 110025 | 05/05/2028<br> 1M | JPM | Chord Energy Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 11667 | &nbsp;&nbsp; 11667 |
| USD | 116304 | 05/15/2033<br> 1M | MSI | Chord Energy Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 10500 | &nbsp;&nbsp; 10500 |
| USD | 56643 | 05/15/2033<br> 1M | MSI | Chroma ATE, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 840 | &nbsp;&nbsp; 840 |
| USD | 19623 | 05/15/2033<br> 1M | MSI | Cia de Saneamento Basico <br> do Estado de Sao Paulo <br> SABESP | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3566 | &nbsp;&nbsp; 3566 |
| USD | 14545 | 05/05/2028<br> 1M | JPM | Cia de Saneamento Basico <br> do Estado de Sao Paulo <br> SABESP | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1863 | &nbsp;&nbsp; 1863 |
| USD | 453 | 05/20/2033<br> 1M | GST | Cia de Saneamento Basico <br> do Estado de Sao Paulo <br> SABESP | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 60 | &nbsp;&nbsp; 60 |
| USD | 411492 | 05/15/2033<br> 1M | MSI | Cisco Systems, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 11123 | &nbsp;&nbsp; 11123 |
| USD | 181736 | 05/05/2028<br> 1M | JPM | Cisco Systems, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6075 | &nbsp;&nbsp; 6075 |
| USD | 44890 | 05/20/2033<br> 1M | GST | Cisco Systems, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3042 | &nbsp;&nbsp; 3042 |
| USD | 65750 | 05/15/2033<br> 1M | MSI | CNX Resources Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2732 | &nbsp;&nbsp; 2732 |
| USD | 134625 | 05/15/2033<br> 1M | MSI | Coherent Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 11143 | &nbsp;&nbsp; 11143 |
| USD | 68098 | 05/20/2033<br> 1M | GST | Coherent Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6589 | &nbsp;&nbsp; 6589 |
| USD | 3354 | 05/05/2028<br> 1M | JPM | Coherent Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 465 | &nbsp;&nbsp; 465 |
| USD | 190737 | 05/15/2033<br> 1M | MSI | ConocoPhillips | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 10218 | &nbsp;&nbsp; 10218 |
| USD | 22352 | 05/20/2033<br> 1M | GST | ConocoPhillips | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2038 | &nbsp;&nbsp; 2038 |
| USD | 22320 | 05/05/2028<br> 1M | JPM | ConocoPhillips | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1132 | &nbsp;&nbsp; 1132 |
| USD | 36724 | 05/15/2033<br> 1M | MSI | Consolidated Edison, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1450 | &nbsp;&nbsp; 1450 |
| USD | 27797 | 05/20/2033<br> 1M | GST | Contemporary Amperex <br> Technology Co., Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 68 | &nbsp;&nbsp; 68 |
| USD | 245600 | 05/15/2033<br> 1M | MSI | Coterra Energy, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 25647 | &nbsp;&nbsp; 25647 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | 186149 | 05/20/2033<br> 1M | GST | Coterra Energy, Inc. | 1 day USD OBFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$13926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$13926 |
| USD | 12689 | 05/10/2026<br> 1M | CBK | Coterra Energy, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1995 | &nbsp;&nbsp; 1995 |
| USD | 15756 | 05/15/2033<br> 1M | MSI | CVS Health Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 265 | &nbsp;&nbsp; 265 |
| USD | 121655 | 05/15/2033<br> 1M | MSI | Devon Energy Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 11360 | &nbsp;&nbsp; 11360 |
| USD | 62593 | 05/15/2033<br> 1M | MSI | Dexcom, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3435 | &nbsp;&nbsp; 3435 |
| USD | 475988 | 05/15/2033<br> 1M | MSI | Diamondback Energy, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 41438 | &nbsp;&nbsp; 41438 |
| USD | 377847 | 05/20/2033<br> 1M | GST | Diamondback Energy, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 38750 | &nbsp;&nbsp; 38750 |
| USD | 24279 | 05/20/2033<br> 1M | GST | Dianthus Therapeutics, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3538 | &nbsp;&nbsp; 3538 |
| EUR | 10026 | 05/05/2028<br> 1M | JPM | DiaSorin SpA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 350 | &nbsp;&nbsp; 350 |
| USD | 16428 | 05/20/2033<br> 1M | GST | Disc Medicine, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 737 | &nbsp;&nbsp; 737 |
| USD | 199900 | 05/15/2033<br> 1M | MSI | DNOW, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 11849 | &nbsp;&nbsp; 11849 |
| USD | 70291 | 05/20/2033<br> 1M | GST | DNOW, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3851 | &nbsp;&nbsp; 3851 |
| USD | 46248 | 05/05/2028<br> 1M | JPM | Dominion Energy, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1166 | &nbsp;&nbsp; 1166 |
| USD | 67370 | 05/15/2033<br> 1M | MSI | Domino's Pizza, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1565 | &nbsp;&nbsp; 1565 |
| DKK | 79719 | 05/20/2033<br> 1M | GST | DSV AS | 1 Month DKK CIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1035 | &nbsp;&nbsp; 1035 |
| EUR | 14623 | 05/15/2033<br> 1M | MSI | E.ON SE | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 397 | &nbsp;&nbsp; 397 |
| USD | 22036 | 05/05/2028<br> 1M | JPM | Elanco Animal Health, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 985 | &nbsp;&nbsp; 985 |
| USD | 7231 | 05/15/2033<br> 1M | MSI | Eli Lilly & Co. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 29 | &nbsp;&nbsp; 29 |
| EUR | 115100 | 05/20/2033<br> 1M | GST | Elis SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3523 | &nbsp;&nbsp; 3523 |
| EUR | 4961 | 05/05/2028<br> 1M | JPM | Elis SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 49 | &nbsp;&nbsp; 49 |
| EUR | 3937 | 05/15/2033<br> 1M | MSI | Elis SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 36 | &nbsp;&nbsp; 36 |
| USD | 260968 | 05/15/2033<br> 1M | MSI | Emirates NBD Bank PJSC | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9136 | &nbsp;&nbsp; 9136 |
| USD | 46664 | 05/20/2033<br> 1M | GST | EPAM Systems, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 479 | &nbsp;&nbsp; 479 |
| EUR | 92674 | 05/20/2033<br> 1M | GST | Erste Group Bank AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5087 | &nbsp;&nbsp; 5087 |
| EUR | 4670 | 05/05/2028<br> 1M | JPM | Erste Group Bank AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 195 | &nbsp;&nbsp; 195 |
| USD | 185025 | 05/15/2033<br> 1M | MSI | Excelerate Energy, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 25218 | &nbsp;&nbsp; 25218 |
| USD | 177338 | 05/20/2033<br> 1M | GST | Expand Energy Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3754 | &nbsp;&nbsp; 3754 |
| EUR | 71630 | 05/20/2033<br> 1M | GST | FinecoBank Banca Fineco <br> SpA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 259 | &nbsp;&nbsp; 259 |
| USD | 4261 | 05/05/2028<br> 1M | JPM | Flex Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 89 | &nbsp;&nbsp; 89 |
| DKK | 6317 | 05/15/2033<br> 1M | MSI | FLSmidth & Co. AS | 1 Month DKK CIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 337 | &nbsp;&nbsp; 337 |
| EUR | 25117 | 05/05/2028<br> 1M | JPM | Fluidra SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 281 | &nbsp;&nbsp; 281 |
| CAD | 16091 | 05/15/2033<br> 1M | MSI | Foran Mining Corp. | 6 Month CAD CORRA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1654 | &nbsp;&nbsp; 1654 |
| USD | 7576 | 05/20/2033<br> 1M | GST | Freeport-McMoRan, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 74 | &nbsp;&nbsp; 74 |
| USD | 5037 | 05/15/2033<br> 1M | MSI | Freeport-McMoRan, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 65 | &nbsp;&nbsp; 65 |
| JPY | 53440 | 05/20/2033<br> 1M | GST | Fujikura Ltd. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9337 | &nbsp;&nbsp; 9337 |
| EUR | 37130 | 05/15/2033<br> 1M | MSI | Galp Energia SGPS SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 875 | &nbsp;&nbsp; 875 |
| USD | 50841 | 05/15/2033<br> 1M | MSI | GE Vernova, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3637 | &nbsp;&nbsp; 3637 |
| USD | 28723 | 05/20/2033<br> 1M | GST | GE Vernova, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1058 | &nbsp;&nbsp; 1058 |
| GBP | 60445 | 05/15/2033<br> 1M | MSI | Genus PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 12325 | &nbsp;&nbsp; 12325 |
| GBP | 426061 | 05/15/2033<br> 1M | MSI | Glencore PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5768 | &nbsp;&nbsp; 5768 |
| USD | 15075 | 05/20/2033<br> 1M | GST | Globant SA | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 909 | &nbsp;&nbsp; 909 |
| USD | 31665 | 05/05/2028<br> 1M | JPM | Globus Medical, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 74 | &nbsp;&nbsp; 74 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | 62020 | 05/15/2033<br> 1M | MSI | HA Sustainable <br> Infrastructure Capital, Inc. | 1 day USD OBFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$90 |
| JPY | 128035 | 05/15/2033<br> 1M | MSI | Hachijuni Bank Ltd. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2552 | &nbsp;&nbsp; 2552 |
| GBP | 120770 | 05/20/2033<br> 1M | GST | Haleon PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2438 | &nbsp;&nbsp; 2438 |
| GBP | 18948 | 05/05/2028<br> 1M | JPM | Haleon PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 413 | &nbsp;&nbsp; 413 |
| USD | 59438 | 05/15/2033<br> 1M | MSI | Hamilton Insurance Group <br> Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3111 | &nbsp;&nbsp; 3111 |
| USD | 37056 | 05/20/2033<br> 1M | GST | HCA Healthcare, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1029 | &nbsp;&nbsp; 1029 |
| CAD | 61846 | 05/15/2033<br> 1M | MSI | Headwater Exploration, Inc. | 6 Month CAD CORRA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6345 | &nbsp;&nbsp; 6345 |
| EUR | 27246 | 05/05/2028<br> 1M | JPM | Heidelberg Materials AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1115 | &nbsp;&nbsp; 1115 |
| EUR | 30457 | 05/20/2033<br> 1M | GST | Heidelberg Materials AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 383 | &nbsp;&nbsp; 383 |
| GBP | 7195 | 05/05/2028<br> 1M | JPM | Hill & Smith PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 34 | &nbsp;&nbsp; 34 |
| GBP | 12575 | 05/20/2033<br> 1M | GST | Hill & Smith PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| GBP | 198883 | 05/15/2033<br> 1M | MSI | Hiscox Ltd. | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 11892 | &nbsp;&nbsp; 11892 |
| JPY | 266781 | 05/20/2033<br> 1M | GST | Hokuhoku Financial Group, <br> Inc. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4495 | &nbsp;&nbsp; 4495 |
| CHF | 59483 | 05/05/2028<br> 1M | JPM | Holcim AG | 12 Month CHF SARON | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1063 | &nbsp;&nbsp; 1063 |
| CHF | 4774 | 05/20/2033<br> 1M | GST | Holcim AG | 12 Month CHF SARON | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 160 | &nbsp;&nbsp; 160 |
| JPY | 39192 | 05/20/2033<br> 1M | GST | Hoya Corp. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1654 | &nbsp;&nbsp; 1654 |
| USD | 23074 | 05/15/2033<br> 1M | MSI | Huaming Power Equipment <br> Co., Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1783 | &nbsp;&nbsp; 1783 |
| JPY | 67656 | 05/05/2028<br> 1M | JPM | Ibiden Co., Ltd. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 10874 | &nbsp;&nbsp; 10874 |
| USD | 57658 | 05/05/2028<br> 1M | JPM | IDACORP, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3160 | &nbsp;&nbsp; 3160 |
| USD | 6504 | 05/15/2033<br> 1M | MSI | IDACORP, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| GBP | 47740 | 05/20/2033<br> 1M | GST | IMI PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2844 | &nbsp;&nbsp; 2844 |
| GBP | 1772 | 05/05/2028<br> 1M | JPM | IMI PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
| EUR | 74207 | 05/20/2033<br> 1M | GST | Immobiliare Grande <br> Distribuzione SIIQ SpA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1875 | &nbsp;&nbsp; 1875 |
| GBP | 123761 | 05/20/2033<br> 1M | GST | Imperial Brands PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1567 | &nbsp;&nbsp; 1567 |
| GBP | 3950 | 05/05/2028<br> 1M | JPM | Imperial Brands PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 31 | &nbsp;&nbsp; 31 |
| GBP | 7667 | 05/15/2033<br> 1M | MSI | Imperial Brands PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| CHF | 5185 | 05/20/2033<br> 1M | GST | Implenia AG | 12 Month CHF SARON | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 14 | &nbsp;&nbsp; 14 |
| USD | 14513 | 05/05/2028<br> 1M | JPM | Innovex International, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 571 | &nbsp;&nbsp; 571 |
| USD | 176524 | 05/15/2033<br> 1M | MSI | Invesco S&P 500 Equal <br> Weight ETF | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 163 | &nbsp;&nbsp; 163 |
| EUR | 33905 | 05/20/2033<br> 1M | GST | IPSOS SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3152 | &nbsp;&nbsp; 3152 |
| EUR | 13489 | 05/05/2028<br> 1M | JPM | IPSOS SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 576 | &nbsp;&nbsp; 576 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| EUR | 2733 | 05/15/2033<br> 1M | MSI | IPSOS SA | 12 Month EUR STR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$131 |
| USD | 36678 | 05/15/2033<br> 1M | MSI | ISC Co., Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 16239 | &nbsp;&nbsp; 16239 |
| USD | 2815 | 05/20/2033<br> 1M | GST | IsuPetasys Co., Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 181 | &nbsp;&nbsp; 181 |
| EUR | 121685 | 05/20/2033<br> 1M | GST | Italgas SpA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 661 | &nbsp;&nbsp; 661 |
| USD | 43860 | 05/20/2033<br> 1M | GST | Johnson & Johnson | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1817 | &nbsp;&nbsp; 1817 |
| EUR | 213673 | 05/20/2033<br> 1M | GST | KBC Group NV | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5470 | &nbsp;&nbsp; 5470 |
| EUR | 389085 | 05/15/2033<br> 1M | MSI | KBC Group NV | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3436 | &nbsp;&nbsp; 3436 |
| EUR | 1600 | 05/05/2028<br> 1M | JPM | KBC Group NV | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 67 | &nbsp;&nbsp; 67 |
| JPY | 23688 | 05/05/2028<br> 1M | JPM | Keiyo Bank Ltd. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2493 | &nbsp;&nbsp; 2493 |
| JPY | 64750 | 05/15/2033<br> 1M | MSI | Keiyo Bank Ltd. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1268 | &nbsp;&nbsp; 1268 |
| CAD | 44889 | 05/15/2033<br> 1M | MSI | Kelt Exploration Ltd. | 6 Month CAD CORRA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1088 | &nbsp;&nbsp; 1088 |
| PLN | 23674 | 05/15/2033<br> 1M | MSI | KGHM Polska Miedz SA | 12 Month PLN WIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 365 | &nbsp;&nbsp; 365 |
| USD | 119676 | 05/20/2033<br> 1M | GST | Kinetik Holdings, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6900 | &nbsp;&nbsp; 6900 |
| USD | 42671 | 05/05/2028<br> 1M | JPM | Kinetik Holdings, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5234 | &nbsp;&nbsp; 5234 |
| JPY | 59045 | 05/20/2033<br> 1M | GST | Kokusai Electric Corp. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3263 | &nbsp;&nbsp; 3263 |
| CZK | 23035 | 05/20/2033<br> 1M | GST | Komercni Banka AS | 12 Month CZK PRIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 585 | &nbsp;&nbsp; 585 |
| EUR | 41264 | 05/15/2033<br> 1M | MSI | Konecranes OYJ | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 448 | &nbsp;&nbsp; 448 |
| EUR | 5736 | 05/05/2028<br> 1M | JPM | Konecranes OYJ | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 312 | &nbsp;&nbsp; 312 |
| EUR | 38045 | 05/20/2033<br> 1M | GST | Koninklijke Heijmans NV | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 266 | &nbsp;&nbsp; 266 |
| JPY | 215165 | 05/15/2033<br> 1M | MSI | Kyoto Financial Group, Inc. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7664 | &nbsp;&nbsp; 7664 |
| USD | 59986 | 05/05/2028<br> 1M | JPM | Lam Research Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 11920 | &nbsp;&nbsp; 11920 |
| USD | 26314 | 05/15/2033<br> 1M | MSI | Lam Research Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1935 | &nbsp;&nbsp; 1935 |
| GBP | 98115 | 05/15/2033<br> 1M | MSI | Lancashire Holdings Ltd. | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2481 | &nbsp;&nbsp; 2481 |
| HKD | 31773 | 05/05/2028<br> 1M | JPM | Laopu Gold Co., Ltd. | 1 day HKD HONIA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6393 | &nbsp;&nbsp; 6393 |
| EUR | 39372 | 05/20/2033<br> 1M | GST | Legrand SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3109 | &nbsp;&nbsp; 3109 |
| USD | 481 | 05/05/2028<br> 1M | JPM | Lens Technology Co., Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 67 | &nbsp;&nbsp; 67 |
| EUR | 90505 | 05/15/2033<br> 1M | MSI | Linea Directa Aseguradora <br> SA Cia de Seguros y <br> Reaseguros | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3751 | &nbsp;&nbsp; 3751 |
| EUR | 34731 | 05/20/2033<br> 1M | GST | Linea Directa Aseguradora <br> SA Cia de Seguros y <br> Reaseguros | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 912 | &nbsp;&nbsp; 912 |
| GBP | 545439 | 05/20/2033<br> 1M | GST | Lloyds Banking Group PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 36647 | &nbsp;&nbsp; 36647 |
| USD | 30687 | 05/20/2033<br> 1M | GST | Lumentum Holdings, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3011 | &nbsp;&nbsp; 3011 |
| CAD | 32440 | 05/15/2033<br> 1M | MSI | Lundin Mining Corp. | 6 Month CAD CORRA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 126 | &nbsp;&nbsp; 126 |
| CAD | 8464 | 05/15/2033<br> 1M | MSI | Lunr Royalties Corp. | 6 Month CAD CORRA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 582 | &nbsp;&nbsp; 582 |
| CAD | 2073 | 05/20/2033<br> 1M | GST | Lunr Royalties Corp. | 6 Month CAD CORRA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 262 | &nbsp;&nbsp; 262 |
| EUR | 87690 | 05/20/2033<br> 1M | GST | Magnum Ice Cream Co. NV | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3244 | &nbsp;&nbsp; 3244 |
| GBP | 2640 | 05/05/2028<br> 1M | JPM | Magnum Ice Cream Co. NV | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 414 | &nbsp;&nbsp; 414 |
| GBP | 5448 | 05/20/2033<br> 1M | GST | Magnum Ice Cream Co. NV | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 229 | &nbsp;&nbsp; 229 |
| GBP | 195 | 05/15/2033<br> 1M | MSI | Magnum Ice Cream Co. NV | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| EUR | 14687 | 05/05/2028<br> 1M | JPM | Maire SpA | 12 Month EUR STR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1640 |
| CAD | 52528 | 05/20/2033<br> 1M | GST | Manulife Financial Corp. | 6 Month CAD CORRA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1314 | &nbsp;&nbsp; 1314 |
| USD | 84496 | 05/05/2028<br> 1M | JPM | Marathon Petroleum Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 604 | &nbsp;&nbsp; 604 |
| USD | 303080 | 05/20/2033<br> 1M | GST | Mastercard, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5730 | &nbsp;&nbsp; 5730 |
| USD | 274755 | 05/15/2033<br> 1M | MSI | Matador Resources Co. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 15731 | &nbsp;&nbsp; 15731 |
| USD | 119385 | 05/05/2028<br> 1M | JPM | Matador Resources Co. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 11042 | &nbsp;&nbsp; 11042 |
| USD | 172012 | 05/20/2033<br> 1M | GST | Matador Resources Co. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9129 | &nbsp;&nbsp; 9129 |
| JPY | 208900 | 05/20/2033<br> 1M | GST | Mebuki Financial Group, Inc. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4605 | &nbsp;&nbsp; 4605 |
| USD | 69243 | 05/15/2033<br> 1M | MSI | MediaTek, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 13029 | &nbsp;&nbsp; 13029 |
| USD | 53454 | 05/05/2028<br> 1M | JPM | MediaTek, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8460 | &nbsp;&nbsp; 8460 |
| USD | 11703 | 05/20/2033<br> 1M | GST | MediaTek, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2261 | &nbsp;&nbsp; 2261 |
| USD | 47414 | 05/05/2028<br> 1M | JPM | Medtronic PLC | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2727 | &nbsp;&nbsp; 2727 |
| USD | 8139 | 05/20/2033<br> 1M | GST | MercadoLibre, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 452 | &nbsp;&nbsp; 452 |
| USD | 8395 | 05/15/2033<br> 1M | MSI | MercadoLibre, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 196 | &nbsp;&nbsp; 196 |
| USD | 62423 | 05/05/2028<br> 1M | JPM | Merck & Co., Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1644 | &nbsp;&nbsp; 1644 |
| EUR | 234666 | 05/20/2033<br> 1M | GST | Merlin Properties Socimi SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5622 | &nbsp;&nbsp; 5622 |
| USD | 518140 | 05/15/2033<br> 1M | MSI | Meta Platforms, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 57210 | &nbsp;&nbsp; 57210 |
| USD | 48750 | 05/05/2028<br> 1M | JPM | Meta Platforms, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4271 | &nbsp;&nbsp; 4271 |
| USD | 10469 | 05/20/2033<br> 1M | GST | Meta Platforms, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1711 | &nbsp;&nbsp; 1711 |
| USD | 75162 | 05/20/2033<br> 1M | GST | Methanex Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3719 | &nbsp;&nbsp; 3719 |
| USD | 23494 | 05/15/2033<br> 1M | MSI | Methanex Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 700 | &nbsp;&nbsp; 700 |
| USD | 850 | 05/15/2033<br> 1M | MSI | Microsoft Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 11 | &nbsp;&nbsp; 11 |
| JPY | 317080 | 05/15/2033<br> 1M | MSI | Mizuho Financial Group, Inc. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1191 | &nbsp;&nbsp; 1191 |
| USD | 31035 | 05/20/2033<br> 1M | GST | Monolithic Power Systems, <br> Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2690 | &nbsp;&nbsp; 2690 |
| USD | 225627 | 05/15/2033<br> 1M | MSI | Monster Beverage Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8254 | &nbsp;&nbsp; 8254 |
| USD | 595103 | 05/20/2033<br> 1M | GST | Morgan Stanley | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5556 | &nbsp;&nbsp; 5556 |
| USD | 332521 | 05/15/2033<br> 1M | MSI | MSWELINS Index | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1032 | &nbsp;&nbsp; 1032 |
| USD | 425048 | 05/15/2033<br> 1M | MSI | MSXXPHRM Index | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| EUR | 6547 | 05/05/2028<br> 1M | JPM | National Bank of Greece SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 571 | &nbsp;&nbsp; 571 |
| EUR | 28150 | 05/20/2033<br> 1M | GST | National Bank of Greece SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 205 | &nbsp;&nbsp; 205 |
| GBP | 156105 | 05/15/2033<br> 1M | MSI | NatWest Group PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3092 | &nbsp;&nbsp; 3092 |
| USD | 47175 | 05/20/2033<br> 1M | GST | Neurocrine Biosciences, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 38 | &nbsp;&nbsp; 38 |
| USD | 53507 | 05/15/2033<br> 1M | MSI | NexGen Energy Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2492 | &nbsp;&nbsp; 2492 |
| CAD | 13948 | 05/20/2033<br> 1M | GST | NGEx Minerals Ltd. | 6 Month CAD CORRA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 684 | &nbsp;&nbsp; 684 |
| JPY | 18526 | 05/15/2033<br> 1M | MSI | Nichicon Corp. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 248 | &nbsp;&nbsp; 248 |
| USD | 35044 | 05/05/2028<br> 1M | JPM | NiSource, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2293 | &nbsp;&nbsp; 2293 |
| USD | 31951 | 05/15/2033<br> 1M | MSI | NiSource, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 558 | &nbsp;&nbsp; 558 |
| USD | 14192 | 05/20/2033<br> 1M | GST | NiSource, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 291 | &nbsp;&nbsp; 291 |
| JPY | 48108 | 05/05/2028<br> 1M | JPM | Nitto Boseki Co., Ltd. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 16319 | &nbsp;&nbsp; 16319 |
| NOK | 14995 | 05/15/2033<br> 1M | MSI | Norsk Hydro ASA | 1 Month NOK NIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 147 | &nbsp;&nbsp; 147 |
| USD | 37523 | 05/20/2033<br> 1M | GST | Nova Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 477 | &nbsp;&nbsp; 477 |
| USD | 4346 | 05/15/2033<br> 1M | MSI | Nova Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 233 | &nbsp;&nbsp; 233 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| DKK | 12421 | 05/20/2033<br> 1M | GST | NTG Nordic Transport <br> Group AS | 1 Month DKK CIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$451 |
| DKK | 6987 | 05/05/2028<br> 1M | JPM | NTG Nordic Transport <br> Group AS | 1 Month DKK CIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
| USD | 112666 | 05/15/2033<br> 1M | MSI | NU Holdings Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7733 | &nbsp;&nbsp; 7733 |
| USD | 240216 | 05/20/2033<br> 1M | GST | NVIDIA Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 17618 | &nbsp;&nbsp; 17618 |
| USD | 458085 | 05/15/2033<br> 1M | MSI | NVIDIA Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9992 | &nbsp;&nbsp; 9992 |
| USD | 277289 | 05/05/2028<br> 1M | JPM | NVIDIA Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4437 | &nbsp;&nbsp; 4437 |
| USD | 17910 | 05/05/2028<br> 1M | JPM | NXP Semiconductors NV | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 181 | &nbsp;&nbsp; 181 |
| USD | 16380 | 05/20/2033<br> 1M | GST | Oculis Holding AG | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1544 | &nbsp;&nbsp; 1544 |
| USD | 52135 | 05/15/2033<br> 1M | MSI | ONE Gas, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1090 | &nbsp;&nbsp; 1090 |
| USD | 40862 | 05/20/2033<br> 1M | GST | ONE Gas, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 510 | &nbsp;&nbsp; 510 |
| USD | 66924 | 05/15/2033<br> 1M | MSI | O'Reilly Automotive, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2849 | &nbsp;&nbsp; 2849 |
| HUF | 346893 | 05/20/2033<br> 1M | GST | OTP Bank Nyrt | 12 Month HUF BUBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 25320 | &nbsp;&nbsp; 25320 |
| HUF | 41688 | 05/15/2033<br> 1M | MSI | OTP Bank Nyrt | 12 Month HUF BUBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3227 | &nbsp;&nbsp; 3227 |
| USD | 196205 | 05/05/2028<br> 1M | JPM | Ovintiv, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 23710 | &nbsp;&nbsp; 23710 |
| USD | 28684 | 05/15/2033<br> 1M | MSI | Ovintiv, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2527 | &nbsp;&nbsp; 2527 |
| EUR | 43011 | 05/20/2033<br> 1M | GST | Permanent TSB Group <br> Holdings PLC | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2083 | &nbsp;&nbsp; 2083 |
| USD | 441901 | 05/15/2033<br> 1M | MSI | Permian Resources Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 55855 | &nbsp;&nbsp; 55855 |
| USD | 254370 | 05/20/2033<br> 1M | GST | Permian Resources Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 32954 | &nbsp;&nbsp; 32954 |
| USD | 69584 | 05/05/2028<br> 1M | JPM | Permian Resources Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 11631 | &nbsp;&nbsp; 11631 |
| USD | 8372 | 05/20/2033<br> 1M | GST | PG&E Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 93 | &nbsp;&nbsp; 93 |
| USD | 69024 | 05/15/2033<br> 1M | MSI | Philip Morris International, <br> Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2752 | &nbsp;&nbsp; 2752 |
| USD | 172492 | 05/15/2033<br> 1M | MSI | Phillips 66 | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4374 | &nbsp;&nbsp; 4374 |
| USD | 96409 | 05/20/2033<br> 1M | GST | Phillips 66 | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2935 | &nbsp;&nbsp; 2935 |
| ILS | 64922 | 05/15/2033<br> 1M | MSI | Phoenix Financial Ltd. | 1 day ILS SHIR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2561 | &nbsp;&nbsp; 2561 |
| ILS | 49583 | 05/20/2033<br> 1M | GST | Phoenix Financial Ltd. | 1 day ILS SHIR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1643 | &nbsp;&nbsp; 1643 |
| USD | 44841 | 05/15/2033<br> 1M | MSI | PRIO SA | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 222 | &nbsp;&nbsp; 222 |
| GBP | 192192 | 05/20/2033<br> 1M | GST | Prudential PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5901 | &nbsp;&nbsp; 5901 |
| GBP | 33357 | 05/15/2033<br> 1M | MSI | Prudential PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 510 | &nbsp;&nbsp; 510 |
| USD | 22702 | 05/05/2028<br> 1M | JPM | Quanta Computer, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 122 | &nbsp;&nbsp; 122 |
| USD | 26416 | 05/20/2033<br> 1M | GST | Regeneron Pharmaceuticals, <br> Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 276 | &nbsp;&nbsp; 276 |
| USD | 5556 | 05/15/2033<br> 1M | MSI | Revolution Medicines, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 67 | &nbsp;&nbsp; 67 |
| EUR | 248126 | 05/05/2028<br> 1M | JPM | Rheinmetall AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4826 | &nbsp;&nbsp; 4826 |
| USD | 27872 | 05/15/2033<br> 1M | MSI | Roche Holding AG | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1354 | &nbsp;&nbsp; 1354 |
| GBP | (4241) | 05/15/2033<br> 1M | JPM | Rolls-Royce Holdings PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 57 | &nbsp;&nbsp; 57 |
| GBP | 52237 | 05/05/2028<br> 1M | JPM | Rotork PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4113 | &nbsp;&nbsp; 4113 |
| GBP | 17666 | 05/20/2033<br> 1M | GST | Rotork PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 634 | &nbsp;&nbsp; 634 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| GBP | 15955 | 05/15/2033<br> 1M | MSI | Rotork PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$477 |
| DKK | 74036 | 05/20/2033<br> 1M | GST | Royal Unibrew AS | 1 Month DKK CIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1288 | &nbsp;&nbsp; 1288 |
| DKK | 12534 | 05/05/2028<br> 1M | JPM | Royal Unibrew AS | 1 Month DKK CIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 825 | &nbsp;&nbsp; 825 |
| GBP | 74124 | 05/20/2033<br> 1M | GST | RS Group PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4593 | &nbsp;&nbsp; 4593 |
| GBP | 25307 | 05/05/2028<br> 1M | JPM | RS Group PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1434 | &nbsp;&nbsp; 1434 |
| GBP | 17540 | 05/15/2033<br> 1M | MSI | RS Group PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 423 | &nbsp;&nbsp; 423 |
| EUR | 50210 | 05/20/2033<br> 1M | GST | Saipem SpA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2804 | &nbsp;&nbsp; 2804 |
| EUR | 1302 | 05/15/2033<br> 1M | MSI | Saipem SpA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 194 | &nbsp;&nbsp; 194 |
| USD | 60270 | 05/20/2033<br> 1M | GST | Samsung Electro-Mechanics <br> Co., Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 784 | &nbsp;&nbsp; 784 |
| USD | 61895 | 05/05/2028<br> 1M | JPM | Samsung Electronics Co., Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5757 | &nbsp;&nbsp; 5757 |
| USD | 38701 | 05/15/2033<br> 1M | MSI | Samsung Electronics Co., Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3320 | &nbsp;&nbsp; 3320 |
| USD | 12597 | 05/20/2033<br> 1M | GST | Samsung Electronics Co., Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 933 | &nbsp;&nbsp; 933 |
| SEK | 54171 | 05/15/2033<br> 1M | MSI | Sandvik AB | 12 Month SEK STIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2887 | &nbsp;&nbsp; 2887 |
| SEK | 14579 | 05/05/2028<br> 1M | JPM | Sandvik AB | 12 Month SEK STIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2318 | &nbsp;&nbsp; 2318 |
| USD | 285147 | 05/15/2033<br> 1M | MSI | Saudi National Bank | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 18440 | &nbsp;&nbsp; 18440 |
| GBP | 22271 | 05/05/2028<br> 1M | JPM | Savills PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1656 | &nbsp;&nbsp; 1656 |
| GBP | 41956 | 05/20/2033<br> 1M | GST | Savills PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 455 | &nbsp;&nbsp; 455 |
| DKK | 66466 | 05/20/2033<br> 1M | GST | Scandinavian Tobacco Group <br> AS | 1 Month DKK CIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2209 | &nbsp;&nbsp; 2209 |
| EUR | 596949 | 05/20/2033<br> 1M | GST | Schneider Electric SE | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 16673 | &nbsp;&nbsp; 16673 |
| USD | 29425 | 05/20/2033<br> 1M | GST | Seadrill Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2898 | &nbsp;&nbsp; 2898 |
| USD | 4680 | 05/15/2033<br> 1M | MSI | Seadrill Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 438 | &nbsp;&nbsp; 438 |
| GBP | 72974 | 05/20/2033<br> 1M | GST | Serco Group PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 436 | &nbsp;&nbsp; 436 |
| GBP | 14779 | 05/15/2033<br> 1M | MSI | Shell PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 337 | &nbsp;&nbsp; 337 |
| USD | 4223 | 05/15/2033<br> 1M | MSI | Shenzhen Megmeet <br> Electrical Co., Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1288 | &nbsp;&nbsp; 1288 |
| JPY | 7050 | 05/05/2028<br> 1M | JPM | Shiga Bank Ltd. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 540 | &nbsp;&nbsp; 540 |
| JPY | 28699 | 05/20/2033<br> 1M | GST | Shionogi & Co., Ltd. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2606 | &nbsp;&nbsp; 2606 |
| EUR | 346336 | 05/20/2033<br> 1M | GST | Siemens AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2419 | &nbsp;&nbsp; 2419 |
| USD | 89176 | 05/15/2033<br> 1M | MSI | SK Hynix, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 19733 | &nbsp;&nbsp; 19733 |
| USD | 18315 | 05/05/2028<br> 1M | JPM | SK Hynix, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5334 | &nbsp;&nbsp; 5334 |
| USD | 13066 | 05/20/2033<br> 1M | GST | SK Hynix, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3115 | &nbsp;&nbsp; 3115 |
| CHF | 20850 | 05/15/2033<br> 1M | MSI | SKAN Group AG | 12 Month CHF SARON | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 91 | &nbsp;&nbsp; 91 |
| USD | 228845 | 05/15/2033<br> 1M | MSI | SLB Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8894 | &nbsp;&nbsp; 8894 |
| GBP | 7338 | 05/05/2028<br> 1M | JPM | Smiths Group PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 275 | &nbsp;&nbsp; 275 |
| EUR | 60611 | 05/20/2033<br> 1M | GST | Societe Generale SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4195 | &nbsp;&nbsp; 4195 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| EUR | 7659 | 05/15/2033<br> 1M | MSI | Societe Generale SA | 12 Month EUR STR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$302 |
| GBP | 17058 | 05/15/2033<br> 1M | MSI | SSE PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 826 | &nbsp;&nbsp; 826 |
| GBP | 209916 | 05/15/2033<br> 1M | MSI | St. James's Place PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2005 | &nbsp;&nbsp; 2005 |
| GBP | 390479 | 05/20/2033<br> 1M | GST | Standard Chartered PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6164 | &nbsp;&nbsp; 6164 |
| GBP | 372815 | 05/15/2033<br> 1M | MSI | Standard Chartered PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3651 | &nbsp;&nbsp; 3651 |
| USD | 17140 | 05/20/2033<br> 1M | GST | STMicroelectronics NV | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 487 | &nbsp;&nbsp; 487 |
| EUR | (263128) | 05/20/2033<br> 1M | MSI | STOXX Europe 600 <br> Automobiles & Parts Index | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3669 | &nbsp;&nbsp; 3669 |
| USD | 47356 | 05/15/2033<br> 1M | MSI | Structure Therapeutics, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1911 | &nbsp;&nbsp; 1911 |
| NOK | 42180 | 05/20/2033<br> 1M | GST | Subsea 7 SA | 1 Month NOK NIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4744 | &nbsp;&nbsp; 4744 |
| NOK | 6862 | 05/15/2033<br> 1M | MSI | Subsea 7 SA | 1 Month NOK NIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 804 | &nbsp;&nbsp; 804 |
| CHF | 28697 | 05/05/2028<br> 1M | JPM | Sulzer AG | 12 Month CHF SARON | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2728 | &nbsp;&nbsp; 2728 |
| CHF | 52951 | 05/20/2033<br> 1M | GST | Sulzer AG | 12 Month CHF SARON | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1003 | &nbsp;&nbsp; 1003 |
| JPY | 54093 | 05/20/2033<br> 1M | GST | Sumitomo Electric Industries <br> Ltd. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1425 | &nbsp;&nbsp; 1425 |
| JPY | 1271 | 05/15/2033<br> 1M | MSI | Sumitomo Electric Industries <br> Ltd. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
| USD | 38275 | 05/20/2033<br> 1M | GST | Syndax Pharmaceuticals, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 151 | &nbsp;&nbsp; 151 |
| USD | 162249 | 05/05/2028<br> 1M | JPM | Taiwan Semiconductor <br> Manufacturing Co., Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9587 | &nbsp;&nbsp; 9587 |
| USD | 76450 | 05/15/2033<br> 1M | MSI | Taiwan Semiconductor <br> Manufacturing Co., Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3741 | &nbsp;&nbsp; 3741 |
| USD | 480841 | 05/15/2033<br> 1M | MSI | Targa Resources Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 52992 | &nbsp;&nbsp; 52992 |
| USD | 219752 | 05/20/2033<br> 1M | GST | Targa Resources Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 19393 | &nbsp;&nbsp; 19393 |
| EUR | 82762 | 05/20/2033<br> 1M | GST | Technip Energies NV | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1429 | &nbsp;&nbsp; 1429 |
| EUR | 110087 | 05/15/2033<br> 1M | MSI | Tecnicas Reunidas SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6502 | &nbsp;&nbsp; 6502 |
| USD | 122476 | 05/20/2033<br> 1M | GST | Tenaris SA | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5639 | &nbsp;&nbsp; 5639 |
| USD | 56994 | 05/15/2033<br> 1M | MSI | Tenaris SA | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3875 | &nbsp;&nbsp; 3875 |
| HKD | 32368 | 05/20/2033<br> 1M | GST | Tencent Holdings Ltd. | 1 day HKD HONIA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 122 | &nbsp;&nbsp; 122 |
| USD | 134544 | 05/20/2033<br> 1M | GST | Teradyne, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9845 | &nbsp;&nbsp; 9845 |
| USD | 23845 | 05/05/2028<br> 1M | JPM | Teradyne, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1706 | &nbsp;&nbsp; 1706 |
| NOK | 29891 | 05/15/2033<br> 1M | MSI | TGS ASA | 1 Month NOK NIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1019 | &nbsp;&nbsp; 1019 |
| USD | 1342 | 05/15/2033<br> 1M | MSI | Tidewater, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 95 | &nbsp;&nbsp; 95 |
| USD | 39301 | 05/20/2033<br> 1M | GST | T-Mobile U.S., Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2902 | &nbsp;&nbsp; 2902 |
| USD | 18838 | 05/15/2033<br> 1M | MSI | T-Mobile U.S., Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 883 | &nbsp;&nbsp; 883 |
| JPY | 66504 | 05/15/2033<br> 1M | MSI | Tokyo Kiraboshi Financial <br> Group, Inc. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2132 | &nbsp;&nbsp; 2132 |
| JPY | 53688 | 05/20/2033<br> 1M | GST | TOPPAN Holdings, Inc. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2770 | &nbsp;&nbsp; 2770 |
| JPY | 11037 | 05/05/2028<br> 1M | JPM | TOPPAN Holdings, Inc. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 233 | &nbsp;&nbsp; 233 |
| JPY | 8287 | 05/15/2033<br> 1M | MSI | TOPPAN Holdings, Inc. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 207 | &nbsp;&nbsp; 207 |
| USD | 119412 | 05/15/2033<br> 1M | MSI | Tower Semiconductor Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 10333 | &nbsp;&nbsp; 10333 |
| USD | 9417 | 05/20/2033<br> 1M | GST | Tower Semiconductor Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 418 | &nbsp;&nbsp; 418 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | 208943 | 05/20/2033<br> 1M | GST | Truist Financial Corp. | 1 day USD OBFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9695 |
| USD | 156507 | 05/15/2033<br> 1M | MSI | Truist Financial Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2021 | &nbsp;&nbsp; 2021 |
| USD | 78057 | 05/20/2033<br> 1M | GST | Twilio, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 482 | &nbsp;&nbsp; 482 |
| USD | 3114 | 05/15/2033<br> 1M | MSI | Twilio, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 18 | &nbsp;&nbsp; 18 |
| USD | 17644 | 05/15/2033<br> 1M | MSI | Tyra Biosciences, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1094 | &nbsp;&nbsp; 1094 |
| EUR | 62961 | 05/05/2028<br> 1M | JPM | UCB SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5655 | &nbsp;&nbsp; 5655 |
| JPY | 16248 | 05/05/2028<br> 1M | JPM | Ulvac, Inc. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2395 | &nbsp;&nbsp; 2395 |
| JPY | 25596 | 05/15/2033<br> 1M | MSI | Ulvac, Inc. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1023 | &nbsp;&nbsp; 1023 |
| JPY | 10563 | 05/20/2033<br> 1M | GST | Ulvac, Inc. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 334 | &nbsp;&nbsp; 334 |
| EUR | 524799 | 05/20/2033<br> 1M | GST | UniCredit SpA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 15917 | &nbsp;&nbsp; 15917 |
| EUR | 708891 | 05/15/2033<br> 1M | MSI | UniCredit SpA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9939 | &nbsp;&nbsp; 9939 |
| GBP | 88200 | 05/05/2028<br> 1M | JPM | Unilever PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4970 | &nbsp;&nbsp; 4970 |
| GBP | 112188 | 05/20/2033<br> 1M | GST | Unilever PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4421 | &nbsp;&nbsp; 4421 |
| GBP | 3413 | 05/15/2033<br> 1M | MSI | Unilever PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 131 | &nbsp;&nbsp; 131 |
| EUR | 23015 | 05/20/2033<br> 1M | GST | UNIQA Insurance Group AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 277 | &nbsp;&nbsp; 277 |
| EUR | 89903 | 05/20/2033<br> 1M | GST | United Internet AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3138 | &nbsp;&nbsp; 3138 |
| USD | 3745 | 05/20/2033<br> 1M | GST | United Therapeutics Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 11 | &nbsp;&nbsp; 11 |
| NOK | 68403 | 05/05/2028<br> 1M | JPM | Var Energi ASA | 1 Month NOK NIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5220 | &nbsp;&nbsp; 5220 |
| USD | 52713 | 05/20/2033<br> 1M | GST | Victory Giant Technology <br> Huizhou Co., Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 711 | &nbsp;&nbsp; 711 |
| USD | 37791 | 05/15/2033<br> 1M | MSI | Viking Holdings Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1098 | &nbsp;&nbsp; 1098 |
| USD | 38478 | 05/15/2033<br> 1M | MSI | Vita Coco Co., Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 467 | &nbsp;&nbsp; 467 |
| USD | 355137 | 05/15/2033<br> 1M | MSI | Vnom Sub, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 47770 | &nbsp;&nbsp; 47770 |
| USD | 337771 | 05/20/2033<br> 1M | GST | Vnom Sub, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 42400 | &nbsp;&nbsp; 42400 |
| EUR | 746991 | 05/20/2033<br> 1M | GST | Vonovia SE | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 17141 | &nbsp;&nbsp; 17141 |
| EUR | 31946 | 05/05/2028<br> 1M | JPM | Vossloh AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 624 | &nbsp;&nbsp; 624 |
| USD | 9746 | 05/20/2033<br> 1M | GST | Voya Financial, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 450 | &nbsp;&nbsp; 450 |
| EUR | 4547 | 05/20/2033<br> 1M | GST | Wacker Chemie AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 103 | &nbsp;&nbsp; 103 |
| USD | 139584 | 05/20/2033<br> 1M | GST | Walt Disney Co. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3108 | &nbsp;&nbsp; 3108 |
| USD | 58109 | 05/15/2033<br> 1M | MSI | Walt Disney Co. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 209 | &nbsp;&nbsp; 209 |
| HKD | 19426 | 05/15/2033<br> 1M | MSI | Weichai Power Co., Ltd. | 1 day HKD HONIA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3578 | &nbsp;&nbsp; 3578 |
| USD | 778120 | 05/20/2033<br> 1M | GST | Wells Fargo & Co. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 34390 | &nbsp;&nbsp; 34390 |
| USD | 51299 | 05/05/2028<br> 1M | JPM | Wells Fargo & Co. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1457 | &nbsp;&nbsp; 1457 |
| USD | 33968 | 05/20/2033<br> 1M | GST | WESCO International, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1632 | &nbsp;&nbsp; 1632 |
| USD | 7098 | 05/15/2033<br> 1M | MSI | WESCO International, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 138 | &nbsp;&nbsp; 138 |
| USD | 5174 | 05/05/2028<br> 1M | JPM | Westlake Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 299 | &nbsp;&nbsp; 299 |
| USD | 193383 | 05/20/2033<br> 1M | GST | Williams Cos., Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 17208 | &nbsp;&nbsp; 17208 |
| USD | 165957 | 05/05/2028<br> 1M | JPM | Williams Cos., Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 16452 | &nbsp;&nbsp; 16452 |
| USD | 74058 | 05/15/2033<br> 1M | MSI | Williams Cos., Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8402 | &nbsp;&nbsp; 8402 |
| USD | 20894 | 05/20/2033<br> 1M | GST | WONIK IPS Co. Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 11517 | &nbsp;&nbsp; 11517 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| JPY | 24859 | 05/05/2028<br> 1M | JPM | Yamaichi Electronics Co., Ltd. | 12 Month JPY TONA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$12 |
| **Total Total Return Swaps** | **Total Total Return Swaps** | **Total Total Return Swaps** | **Total Total Return Swaps** | **Total Total Return Swaps** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $0 | &nbsp;&nbsp;&nbsp; $3383227 | &nbsp;&nbsp;&nbsp; $3383227 |
|  |  |  |  | **Total Swap Contracts** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$253386 | &nbsp;&nbsp;&nbsp;&nbsp;$4166112 | &nbsp;&nbsp;&nbsp;&nbsp;$3912726 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Forward Currency Contracts** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency**<br> **Purchased**<br>| **Currency**<br> **Bought**<br> **Value**<br>| **Currency**<br> **Sold**<br>| **Currency**<br> **Sold**<br> **Value**<br>| **Counterparty** |  | **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Cost** | **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br>|
| AUD | 20000 | USD | 13433 | DBF | SELL | 1.49 | 02/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$578 |
| AUD | 240000 | USD | 160766 | BCY | SELL | 1.49 | 02/02/2026 | 0 | 7366 | 7366 |
| AUD | 205000 | USD | 137216 | PAR | SELL | 1.49 | 02/02/2026 | 0 | 6397 | 6397 |
| AUD | 44000 | USD | 29443 | BCY | SELL | 1.49 | 02/02/2026 | 0 | 1381 | 1381 |
| AUD | 190000 | USD | 127309 | BOA | SELL | 1.49 | 02/02/2026 | 0 | 5795 | 5795 |
| AUD | 191000 | USD | 127605 | BCY | SELL | 1.50 | 02/02/2026 | 0 | 6200 | 6200 |
| AUD | 205000 | USD | 137253 | BCY | SELL | 1.49 | 02/02/2026 | 0 | 6360 | 6360 |
| AUD | 220000 | USD | 147514 | JPM | SELL | 1.49 | 02/02/2026 | 0 | 6607 | 6607 |
| AUD | 270000 | USD | 181971 | BCY | SELL | 1.48 | 02/02/2026 | 0 | 7178 | 7178 |
| AUD | 130000 | USD | 87448 | BCY | SELL | 1.49 | 02/02/2026 | 0 | 3624 | 3624 |
| AUD | 205000 | USD | 139813 | UBS | SELL | 1.47 | 02/02/2026 | 0 | 3799 | 3799 |
| AUD | 150000 | USD | 102605 | BCY | SELL | 1.46 | 02/02/2026 | 0 | 2478 | 2478 |
| AUD | 205000 | USD | 140342 | BCY | SELL | 1.46 | 02/02/2026 | 0 | 3271 | 3271 |
| AUD | 180000 | USD | 123173 | BCY | SELL | 1.46 | 02/02/2026 | 0 | 2925 | 2925 |
| AUD | 25000 | USD | 17297 | HUS | SELL | 1.45 | 02/02/2026 | 0 | 217 | 217 |
| AUD | 180000 | USD | 124328 | UBS | SELL | 1.45 | 02/02/2026 | 0 | 1771 | 1771 |
| AUD | 24000 | USD | 16666 | BCY | SELL | 1.44 | 02/02/2026 | 0 | 148 | 148 |
| AUD | 82000 | USD | 56836 | JPM | SELL | 1.44 | 02/27/2026 | 0 | 608 | 608 |
| AUD | 363000 | USD | 252057 | BCY | SELL | 1.44 | 03/04/2026 | 0 | 2231 | 2231 |
| AUD | 18000 | USD | 12591 | JPM | SELL | 1.43 | 03/04/2026 | 0 | 19 | 19 |
| AUD | 195000 | USD | 136534 | BCY | SELL | 1.43 | 03/04/2026 | 0 | 68 | 68 |
| AUD | 100000 | USD | 66627 | SSB | SELL | 1.50 | 03/18/2026 | 0 | 3421 | 3421 |
| AUD | 30000 | USD | 19955 | CBK | SELL | 1.50 | 03/18/2026 | 0 | 1060 | 1060 |
| AUD | 5000 | USD | 3348 | CBK | SELL | 1.49 | 03/18/2026 | 0 | 154 | 154 |
| AUD | 30000 | USD | 20128 | CBK | SELL | 1.49 | 03/18/2026 | 0 | 887 | 887 |
| AUD | 10000 | USD | 6938 | SSB | SELL | 1.44 | 03/18/2026 | 0 | 67 | 67 |
| BRL | 80000 | USD | 14283 | CBK | SELL | 5.60 | 02/03/2026 | 0 | 997 | 997 |
| BRL | 1505000 | USD | 276588 | HUS | SELL | 5.44 | 02/03/2026 | 0 | 10870 | 10870 |
| BRL | 665000 | USD | 122710 | BOA | SELL | 5.42 | 02/03/2026 | 0 | 4307 | 4307 |
| BRL | 3086000 | USD | 572643 | HUS | SELL | 5.39 | 02/03/2026 | 0 | 16789 | 16789 |
| BRL | 660000 | USD | 123758 | BCY | SELL | 5.33 | 02/03/2026 | 0 | 2304 | 2304 |
| BRL | 500000 | USD | 94420 | BCY | SELL | 5.30 | 02/03/2026 | 0 | 1081 | 1081 |
| BRL | 80000 | USD | 15125 | MSI | SELL | 5.29 | 03/03/2026 | 0 | 61 | 61 |
| BRL | 5000 | USD | 945 | MSI | SELL | 5.29 | 03/03/2026 | 0 | 4 | 4 |
| BRL | 545000 | USD | 98648 | JPM | SELL | 5.52 | 03/18/2026 | 0 | 4439 | 4439 |
| BRL | 120000 | USD | 21751 | PAR | SELL | 5.52 | 03/18/2026 | 0 | 947 | 947 |
| BRL | 115000 | USD | 20877 | CBK | SELL | 5.51 | 03/18/2026 | 0 | 875 | 875 |
| BRL | 15000 | USD | 2759 | DBF | SELL | 5.44 | 03/18/2026 | 0 | 78 | 78 |
| BRL | 25000 | USD | 4692 | GST | SELL | 5.33 | 03/18/2026 | 0 | 36 | 36 |
| CAD | 362000 | USD | 264636 | PAR | SELL | 1.37 | 02/02/2026 | 0 | 2690 | 2690 |
| CAD | 250000 | USD | 181765 | BCY | SELL | 1.38 | 02/02/2026 | 0 | 2853 | 2853 |
| CAD | 210000 | USD | 151282 | BCY | SELL | 1.39 | 02/02/2026 | 0 | 3797 | 3797 |
| CAD | 190000 | USD | 137853 | BCY | SELL | 1.38 | 02/02/2026 | 0 | 2456 | 2456 |
| CAD | 190000 | USD | 138523 | BCY | SELL | 1.37 | 02/02/2026 | 0 | 1787 | 1787 |
| CAD | 190000 | USD | 139051 | BCY | SELL | 1.37 | 02/02/2026 | 0 | 1259 | 1259 |
| CAD | 150000 | USD | 109949 | UBS | SELL | 1.36 | 02/02/2026 | 0 | 822 | 822 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Forward Currency Contracts (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency**<br> **Purchased**<br>| **Currency**<br> **Bought**<br> **Value**<br>| **Currency**<br> **Sold**<br>| **Currency**<br> **Sold**<br> **Value**<br>| **Counterparty** |  | **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Cost** | **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br>|
| CAD | 250000 | USD | 183634 | BCY | SELL | 1.36 | 02/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$984 |
| CAD | 70000 | USD | 51701 | BCY | SELL | 1.35 | 02/27/2026 | 0 | 46 | 46 |
| CAD | 22000 | USD | 16113 | SSB | SELL | 1.37 | 03/04/2026 | 0 | 154 | 154 |
| CAD | 590000 | USD | 434126 | PAR | SELL | 1.36 | 03/04/2026 | 0 | 2127 | 2127 |
| CAD | 495000 | USD | 365326 | JPM | SELL | 1.36 | 03/04/2026 | 0 | 683 | 683 |
| CAD | 35000 | USD | 25501 | DBF | SELL | 1.37 | 03/18/2026 | 0 | 394 | 394 |
| CAD | 20000 | USD | 14444 | SCB | SELL | 1.38 | 03/18/2026 | 0 | 354 | 354 |
| CHF | 95000 | USD | 120270 | BCY | SELL | 1.27 | 02/02/2026 | 0 | 3099 | 3099 |
| CHF | 70000 | USD | 88404 | BCY | SELL | 1.26 | 02/02/2026 | 0 | 2500 | 2500 |
| CHF | 75000 | USD | 94628 | BCY | SELL | 1.26 | 02/02/2026 | 0 | 2768 | 2768 |
| CHF | 110000 | USD | 138496 | BCY | SELL | 1.26 | 02/02/2026 | 0 | 4352 | 4352 |
| CHF | 110000 | USD | 138506 | BCY | SELL | 1.26 | 02/02/2026 | 0 | 4342 | 4342 |
| CHF | 120000 | USD | 150233 | BOA | SELL | 1.25 | 02/02/2026 | 0 | 5601 | 5601 |
| CHF | 95000 | USD | 118804 | UBS | SELL | 1.25 | 02/02/2026 | 0 | 4565 | 4565 |
| CHF | 145000 | USD | 181300 | UBS | SELL | 1.25 | 02/02/2026 | 0 | 7000 | 7000 |
| CHF | 130000 | USD | 161928 | UBS | SELL | 1.25 | 02/02/2026 | 0 | 6892 | 6892 |
| CHF | 30800 | USD | 38992 | UBS | SELL | 1.27 | 02/02/2026 | 0 | 1006 | 1006 |
| CHF | 110000 | USD | 139357 | UBS | SELL | 1.27 | 02/02/2026 | 0 | 3491 | 3491 |
| CHF | 20400 | USD | 25698 | MSI | SELL | 1.26 | 02/02/2026 | 0 | 793 | 793 |
| CHF | 110000 | USD | 138760 | UBS | SELL | 1.26 | 02/02/2026 | 0 | 4088 | 4088 |
| CHF | 230000 | USD | 292903 | UBS | SELL | 1.27 | 02/02/2026 | 0 | 5779 | 5779 |
| CHF | 75000 | USD | 95421 | UBS | SELL | 1.27 | 02/02/2026 | 0 | 1976 | 1976 |
| CHF | 438200 | USD | 567745 | UBS | SELL | 1.30 | 02/27/2026 | 0 | 2779 | 2779 |
| CHF | 30000 | USD | 38821 | JPM | SELL | 1.29 | 02/27/2026 | 0 | 238 | 238 |
| CHF | 93700 | USD | 121973 | CBK | SELL | 1.30 | 02/27/2026 | 0 | 21 | 21 |
| CHF | 15000 | USD | 19057 | GST | SELL | 1.27 | 03/18/2026 | 0 | 512 | 512 |
| CHF | 30000 | USD | 38972 | SSB | SELL | 1.30 | 03/18/2026 | 0 | 167 | 167 |
| CLP | 2000000 | USD | 2214 | HUS | SELL | 903.18 | 02/02/2026 | 0 | 102 | 102 |
| CLP | 96100000 | USD | 108526 | UBS | SELL | 885.50 | 02/02/2026 | 0 | 2799 | 2799 |
| CLP | 110200000 | USD | 123959 | BOA | SELL | 889.00 | 02/02/2026 | 0 | 3700 | 3700 |
| CLP | 122900000 | USD | 137595 | UBS | SELL | 893.20 | 02/02/2026 | 0 | 4776 | 4776 |
| CLP | 107800000 | USD | 123833 | UBS | SELL | 870.53 | 02/02/2026 | 0 | 1046 | 1046 |
| CNH | 6100000 | USD | 874315 | PAR | SELL | 6.98 | 02/02/2026 | 0 | 3219 | 3219 |
| CNH | 1525000 | USD | 218484 | BCY | SELL | 6.98 | 02/02/2026 | 0 | 899 | 899 |
| CNH | 764000 | USD | 109650 | BOA | SELL | 6.97 | 02/02/2026 | 0 | 257 | 257 |
| CNH | 1769000 | USD | 254164 | JPM | SELL | 6.96 | 02/02/2026 | 0 | 321 | 321 |
| CNH | 2033000 | USD | 292412 | JPM | SELL | 6.95 | 02/02/2026 | 0 | 51 | 51 |
| CNH | 1270000 | USD | 182551 | JPM | SELL | 6.96 | 02/02/2026 | 0 | 149 | 149 |
| CNH | 1270000 | USD | 182509 | JPM | SELL | 6.96 | 02/02/2026 | 0 | 191 | 191 |
| CNH | 1269000 | USD | 182393 | BCY | SELL | 6.96 | 02/02/2026 | 0 | 163 | 163 |
| COP | 56350000 | USD | 15328 | PAR | SELL | 3676.20 | 02/02/2026 | 0 | 28 | 28 |
| COP | 13450000 | USD | 3642 | GST | SELL | 3693.17 | 02/02/2026 | 0 | 23 | 23 |
| COP | 13450000 | USD | 3636 | CBK | SELL | 3699.05 | 02/02/2026 | 0 | 29 | 29 |
| COP | 13450000 | USD | 3643 | MSI | SELL | 3692.49 | 03/04/2026 | 0 | 2 | 2 |
| CZK | 2880000 | USD | 138422 | BCY | SELL | 20.81 | 02/02/2026 | 0 | 2371 | 2371 |
| CZK | 2420000 | USD | 115886 | BCY | SELL | 20.88 | 02/02/2026 | 0 | 2419 | 2419 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Forward Currency Contracts (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency**<br> **Purchased**<br>| **Currency**<br> **Bought**<br> **Value**<br>| **Currency**<br> **Sold**<br>| **Currency**<br> **Sold**<br> **Value**<br>| **Counterparty** |  | **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Cost** | **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br>|
| DKK | 164000 | USD | 26065 | JPM | SELL | 6.29 | 02/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$61 |
| DKK | 496000 | USD | 78918 | HUS | SELL | 6.29 | 02/27/2026 | 0 | 209 | 209 |
| DKK | 7000 | USD | 1114 | HUS | SELL | 6.29 | 02/27/2026 | 0 | 3 | 3 |
| DKK | 180000 | USD | 28640 | HUS | SELL | 6.29 | 02/27/2026 | 0 | 76 | 76 |
| EUR | 35000 | USD | 41275 | HUS | SELL | 0.85 | 02/02/2026 | 0 | 363 | 363 |
| EUR | 33000 | USD | 38853 | BOA | SELL | 0.85 | 02/02/2026 | 0 | 405 | 405 |
| EUR | 74000 | USD | 86866 | BCY | SELL | 0.85 | 02/02/2026 | 0 | 1168 | 1168 |
| EUR | 107000 | USD | 125655 | DBF | SELL | 0.85 | 02/02/2026 | 0 | 1637 | 1637 |
| EUR | 73000 | USD | 85727 | DBF | SELL | 0.85 | 02/02/2026 | 0 | 1117 | 1117 |
| EUR | 2000 | USD | 2349 | DBF | SELL | 0.85 | 02/02/2026 | 0 | 31 | 31 |
| EUR | 10000 | USD | 11743 | DBF | SELL | 0.85 | 02/02/2026 | 0 | 153 | 153 |
| EUR | 93000 | USD | 109214 | DBF | SELL | 0.85 | 02/02/2026 | 0 | 1423 | 1423 |
| EUR | 18000 | USD | 21147 | UBS | SELL | 0.85 | 02/02/2026 | 0 | 267 | 267 |
| EUR | 33800 | USD | 39685 | HUS | SELL | 0.85 | 02/02/2026 | 0 | 525 | 525 |
| EUR | 18000 | USD | 21150 | UBS | SELL | 0.85 | 02/02/2026 | 0 | 263 | 263 |
| EUR | 24000 | USD | 28126 | CBK | SELL | 0.85 | 02/02/2026 | 0 | 426 | 426 |
| EUR | 34000 | USD | 39870 | UBS | SELL | 0.85 | 02/02/2026 | 0 | 578 | 578 |
| EUR | 68000 | USD | 79740 | UBS | SELL | 0.85 | 02/02/2026 | 0 | 1156 | 1156 |
| EUR | 63000 | USD | 73726 | JPM | SELL | 0.85 | 02/02/2026 | 0 | 1222 | 1222 |
| EUR | 27000 | USD | 31436 | BCY | SELL | 0.86 | 02/02/2026 | 0 | 684 | 684 |
| EUR | 32000 | USD | 37252 | BCY | SELL | 0.86 | 02/02/2026 | 0 | 817 | 817 |
| EUR | 79000 | USD | 92354 | BCY | SELL | 0.86 | 02/02/2026 | 0 | 1629 | 1629 |
| EUR | 35000 | USD | 40924 | CBK | SELL | 0.86 | 02/02/2026 | 0 | 714 | 714 |
| EUR | 66000 | USD | 77171 | CBK | SELL | 0.86 | 02/02/2026 | 0 | 1346 | 1346 |
| EUR | 77000 | USD | 89903 | HUS | SELL | 0.86 | 02/02/2026 | 0 | 1700 | 1700 |
| EUR | 33000 | USD | 38530 | HUS | SELL | 0.86 | 02/02/2026 | 0 | 729 | 729 |
| EUR | 71300 | USD | 83263 | UBS | SELL | 0.86 | 02/02/2026 | 0 | 1559 | 1559 |
| EUR | 36000 | USD | 42040 | UBS | SELL | 0.86 | 02/02/2026 | 0 | 787 | 787 |
| EUR | 138000 | USD | 160703 | JPM | SELL | 0.86 | 02/02/2026 | 0 | 3468 | 3468 |
| EUR | 137000 | USD | 159458 | UBS | SELL | 0.86 | 02/02/2026 | 0 | 3524 | 3524 |
| EUR | 36000 | USD | 41817 | SSB | SELL | 0.86 | 02/02/2026 | 0 | 1010 | 1010 |
| EUR | 28000 | USD | 32531 | BOA | SELL | 0.86 | 02/02/2026 | 0 | 779 | 779 |
| EUR | 53000 | USD | 61576 | BOA | SELL | 0.86 | 02/02/2026 | 0 | 1475 | 1475 |
| EUR | 26000 | USD | 30216 | UBS | SELL | 0.86 | 02/02/2026 | 0 | 715 | 715 |
| EUR | 29000 | USD | 33703 | UBS | SELL | 0.86 | 02/02/2026 | 0 | 797 | 797 |
| EUR | 9000 | USD | 10465 | UBS | SELL | 0.86 | 02/02/2026 | 0 | 242 | 242 |
| EUR | 47600 | USD | 55348 | UBS | SELL | 0.86 | 02/02/2026 | 0 | 1280 | 1280 |
| EUR | 26000 | USD | 30232 | UBS | SELL | 0.86 | 02/02/2026 | 0 | 699 | 699 |
| EUR | 12000 | USD | 13953 | UBS | SELL | 0.86 | 02/02/2026 | 0 | 323 | 323 |
| EUR | 27000 | USD | 31683 | BOA | SELL | 0.85 | 02/02/2026 | 0 | 437 | 437 |
| EUR | 44000 | USD | 51514 | SSB | SELL | 0.85 | 02/02/2026 | 0 | 830 | 830 |
| EUR | 45000 | USD | 52685 | SSB | SELL | 0.85 | 02/02/2026 | 0 | 849 | 849 |
| EUR | 80000 | USD | 93662 | SSB | SELL | 0.85 | 02/02/2026 | 0 | 1510 | 1510 |
| EUR | 35000 | USD | 40969 | HUS | SELL | 0.85 | 02/02/2026 | 0 | 668 | 668 |
| EUR | 56000 | USD | 65456 | UBS | SELL | 0.86 | 02/02/2026 | 0 | 1165 | 1165 |
| EUR | 118000 | USD | 138023 | BCY | SELL | 0.86 | 02/02/2026 | 0 | 2356 | 2356 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Forward Currency Contracts (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency**<br> **Purchased**<br>| **Currency**<br> **Bought**<br> **Value**<br>| **Currency**<br> **Sold**<br>| **Currency**<br> **Sold**<br> **Value**<br>| **Counterparty** |  | **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Cost** | **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br>|
| EUR | 35000 | USD | 41118 | UBS | SELL | 0.85 | 02/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$519 |
| EUR | 118000 | USD | 139105 | BOA | SELL | 0.85 | 02/02/2026 | 0 | 1273 | 1273 |
| EUR | 95100 | USD | 112730 | CBK | SELL | 0.84 | 02/02/2026 | 0 | 406 | 406 |
| EUR | 153000 | USD | 181452 | BOA | SELL | 0.84 | 02/02/2026 | 0 | 564 | 564 |
| EUR | 133000 | USD | 158122 | GST | SELL | 0.84 | 02/02/2026 | 0 | 102 | 102 |
| EUR | 101000 | USD | 119911 | DBF | SELL | 0.84 | 02/02/2026 | 0 | 243 | 243 |
| EUR | 632000 | USD | 750336 | DBF | SELL | 0.84 | 02/02/2026 | 0 | 1523 | 1523 |
| EUR | 49000 | USD | 58175 | DBF | SELL | 0.84 | 02/02/2026 | 0 | 118 | 118 |
| EUR | 235000 | USD | 279001 | DBF | SELL | 0.84 | 02/02/2026 | 0 | 566 | 566 |
| EUR | 33000 | USD | 39179 | DBF | SELL | 0.84 | 02/02/2026 | 0 | 80 | 80 |
| EUR | 4500 | USD | 5343 | DBF | SELL | 0.84 | 02/02/2026 | 0 | 11 | 11 |
| EUR | 315900 | USD | 375049 | DBF | SELL | 0.84 | 02/02/2026 | 0 | 761 | 761 |
| EUR | 213000 | USD | 253202 | UBS | SELL | 0.84 | 02/02/2026 | 0 | 194 | 194 |
| EUR | 2069400 | USD | 2458832 | DBF | SELL | 0.84 | 02/27/2026 | 0 | 5816 | 5816 |
| EUR | 1400 | USD | 1663 | DBF | SELL | 0.84 | 02/27/2026 | 0 | 4 | 4 |
| EUR | 558200 | USD | 664218 | UBS | SELL | 0.84 | 02/27/2026 | 0 | 596 | 596 |
| EUR | 43000 | USD | 51048 | GST | SELL | 0.84 | 03/04/2026 | 0 | 177 | 177 |
| EUR | 63000 | USD | 74791 | GST | SELL | 0.84 | 03/04/2026 | 0 | 259 | 259 |
| EUR | 72000 | USD | 85603 | DBF | SELL | 0.84 | 03/04/2026 | 0 | 169 | 169 |
| EUR | 48000 | USD | 57068 | DBF | SELL | 0.84 | 03/04/2026 | 0 | 113 | 113 |
| EUR | 230000 | USD | 270391 | DBF | SELL | 0.85 | 03/18/2026 | 0 | 3783 | 3783 |
| EUR | 27000 | USD | 31891 | CBK | SELL | 0.85 | 03/18/2026 | 0 | 295 | 295 |
| EUR | 4000 | USD | 4704 | CBK | SELL | 0.85 | 03/18/2026 | 0 | 65 | 65 |
| EUR | 10000 | USD | 11764 | SSB | SELL | 0.85 | 03/18/2026 | 0 | 157 | 157 |
| GBP | 18000 | USD | 24330 | MSI | SELL | 0.74 | 02/02/2026 | 0 | 371 | 371 |
| GBP | 873000 | USD | 1179985 | MSI | SELL | 0.74 | 02/02/2026 | 0 | 17989 | 17989 |
| GBP | 17000 | USD | 22986 | GST | SELL | 0.74 | 02/02/2026 | 0 | 343 | 343 |
| GBP | 22000 | USD | 29593 | SCB | SELL | 0.74 | 02/02/2026 | 0 | 596 | 596 |
| GBP | 291000 | USD | 392549 | UBS | SELL | 0.74 | 02/02/2026 | 0 | 6776 | 6776 |
| GBP | 103000 | USD | 138183 | BCY | SELL | 0.75 | 02/02/2026 | 0 | 3159 | 3159 |
| GBP | 294000 | USD | 396051 | UBS | SELL | 0.74 | 02/02/2026 | 0 | 7390 | 7390 |
| GBP | 11000 | USD | 14783 | BOA | SELL | 0.74 | 02/02/2026 | 0 | 311 | 311 |
| GBP | 14000 | USD | 18815 | BOA | SELL | 0.74 | 02/02/2026 | 0 | 396 | 396 |
| GBP | 97000 | USD | 129774 | UBS | SELL | 0.75 | 02/02/2026 | 0 | 3335 | 3335 |
| GBP | 36600 | USD | 49351 | HUS | SELL | 0.74 | 02/02/2026 | 0 | 873 | 873 |
| GBP | 92000 | USD | 124011 | BCY | SELL | 0.74 | 02/02/2026 | 0 | 2236 | 2236 |
| GBP | 119000 | USD | 159733 | PAR | SELL | 0.75 | 02/02/2026 | 0 | 3565 | 3565 |
| GBP | 2000 | USD | 2685 | MSI | SELL | 0.75 | 02/02/2026 | 0 | 60 | 60 |
| GBP | 32000 | USD | 42972 | SCB | SELL | 0.74 | 02/02/2026 | 0 | 940 | 940 |
| GBP | 43000 | USD | 57744 | SCB | SELL | 0.74 | 02/02/2026 | 0 | 1263 | 1263 |
| GBP | 113000 | USD | 152425 | BCY | SELL | 0.74 | 02/02/2026 | 0 | 2639 | 2639 |
| GBP | 124000 | USD | 168057 | BCY | SELL | 0.74 | 02/02/2026 | 0 | 2102 | 2102 |
| GBP | 23000 | USD | 31428 | HUS | SELL | 0.73 | 02/02/2026 | 0 | 134 | 134 |
| GBP | 102000 | USD | 139382 | UBS | SELL | 0.73 | 02/02/2026 | 0 | 587 | 587 |
| GBP | 831000 | USD | 1136392 | GST | SELL | 0.73 | 02/02/2026 | 0 | 3947 | 3947 |
| GBP | 9000 | USD | 12307 | GST | SELL | 0.73 | 02/02/2026 | 0 | 43 | 43 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Forward Currency Contracts (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency**<br> **Purchased**<br>| **Currency**<br> **Bought**<br> **Value**<br>| **Currency**<br> **Sold**<br>| **Currency**<br> **Sold**<br> **Value**<br>| **Counterparty** |  | **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Cost** | **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br>|
| GBP | 6000 | USD | 8205 | GST | SELL | 0.73 | 02/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$29 |
| GBP | 14000 | USD | 19145 | GST | SELL | 0.73 | 02/02/2026 | 0 | 67 | 67 |
| GBP | 118600 | USD | 162185 | GST | SELL | 0.73 | 02/02/2026 | 0 | 563 | 563 |
| GBP | 1700 | USD | 2324 | HUS | SELL | 0.73 | 02/27/2026 | 0 | 8 | 8 |
| GBP | 700400 | USD | 957623 | HUS | SELL | 0.73 | 02/27/2026 | 0 | 3477 | 3477 |
| GBP | 724000 | USD | 989890 | HUS | SELL | 0.73 | 02/27/2026 | 0 | 3594 | 3594 |
| GBP | 40000 | USD | 54698 | GST | SELL | 0.73 | 03/04/2026 | 0 | 191 | 191 |
| GBP | 71000 | USD | 94810 | UBS | SELL | 0.75 | 03/18/2026 | 0 | 2615 | 2615 |
| GBP | 20000 | USD | 26782 | CBK | SELL | 0.75 | 03/18/2026 | 0 | 661 | 661 |
| GBP | 3000 | USD | 4049 | CBK | SELL | 0.74 | 03/18/2026 | 0 | 68 | 68 |
| GBP | 18000 | USD | 24302 | CBK | SELL | 0.74 | 03/18/2026 | 0 | 397 | 397 |
| GBP | 39000 | USD | 52483 | CBK | SELL | 0.74 | 03/18/2026 | 0 | 1032 | 1032 |
| GBP | 5000 | USD | 6853 | SSB | SELL | 0.73 | 03/18/2026 | 0 | 8 | 8 |
| HUF | 52600000 | USD | 159394 | PAR | SELL | 330.00 | 02/02/2026 | 0 | 4944 | 4944 |
| HUF | 38200000 | USD | 115665 | PAR | SELL | 330.27 | 02/02/2026 | 0 | 3683 | 3683 |
| HUF | 41200000 | USD | 124142 | BCY | SELL | 331.88 | 02/02/2026 | 0 | 4579 | 4579 |
| HUF | 14204000 | USD | 43982 | GST | SELL | 322.95 | 02/02/2026 | 0 | 395 | 395 |
| HUF | 48800000 | USD | 150955 | BCY | SELL | 323.28 | 03/04/2026 | 0 | 1176 | 1176 |
| ILS | 435000 | USD | 137639 | BCY | SELL | 3.16 | 02/02/2026 | 0 | 3120 | 3120 |
| ILS | 390000 | USD | 124366 | BCY | SELL | 3.14 | 02/02/2026 | 0 | 1831 | 1831 |
| ILS | 25000 | USD | 7959 | CBK | SELL | 3.14 | 02/27/2026 | 0 | 132 | 132 |
| JPY | 26617000 | USD | 170359 | GST | SELL | 156.24 | 02/02/2026 | 0 | 2187 | 2187 |
| JPY | 400000 | USD | 2560 | GST | SELL | 156.24 | 02/02/2026 | 0 | 33 | 33 |
| JPY | 24000000 | USD | 152234 | JPM | SELL | 157.65 | 02/02/2026 | 0 | 3348 | 3348 |
| JPY | 1800000 | USD | 11397 | CBK | SELL | 157.93 | 02/02/2026 | 0 | 271 | 271 |
| JPY | 1300000 | USD | 8231 | CBK | SELL | 157.93 | 02/02/2026 | 0 | 196 | 196 |
| JPY | 23800000 | USD | 150890 | BCY | SELL | 157.73 | 02/02/2026 | 0 | 3395 | 3395 |
| JPY | 15100000 | USD | 95257 | UBS | SELL | 158.52 | 02/02/2026 | 0 | 2629 | 2629 |
| JPY | 1500000 | USD | 9627 | SSB | SELL | 155.81 | 03/18/2026 | 0 | 131 | 131 |
| JPY | 1600000 | USD | 10324 | CBK | SELL | 154.97 | 03/18/2026 | 0 | 85 | 85 |
| JPY | 14600000 | USD | 92936 | CBK | SELL | 157.10 | 03/18/2026 | 0 | 2048 | 2048 |
| KRW | 157670000 | USD | 109197 | JPM | SELL | 1443.90 | 02/02/2026 | 0 | 341 | 341 |
| KRW | 181360000 | USD | 123332 | JPM | SELL | 1470.50 | 02/02/2026 | 0 | 2665 | 2665 |
| KRW | 150060000 | USD | 101643 | JPM | SELL | 1476.34 | 02/02/2026 | 0 | 2609 | 2609 |
| KRW | 117910000 | USD | 79809 | JPM | SELL | 1477.41 | 02/02/2026 | 0 | 2107 | 2107 |
| KRW | 117910000 | USD | 79658 | BCY | SELL | 1480.21 | 02/02/2026 | 0 | 2258 | 2258 |
| KRW | 139020000 | USD | 96401 | BCY | SELL | 1442.11 | 02/02/2026 | 0 | 181 | 181 |
| MXN | 2250000 | USD | 125019 | SSB | SELL | 18.00 | 02/03/2026 | 0 | 4687 | 4687 |
| MXN | 1445000 | USD | 81032 | JPM | SELL | 17.83 | 02/03/2026 | 0 | 2268 | 2268 |
| MXN | 2180000 | USD | 123276 | BOA | SELL | 17.68 | 02/03/2026 | 0 | 2394 | 2394 |
| MXN | 1830000 | USD | 103570 | BCY | SELL | 17.67 | 02/03/2026 | 0 | 1924 | 1924 |
| MXN | 2440000 | USD | 138097 | JPM | SELL | 17.67 | 02/03/2026 | 0 | 2561 | 2561 |
| MXN | 2050000 | USD | 116074 | BOA | SELL | 17.66 | 02/03/2026 | 0 | 2102 | 2102 |
| MXN | 2290000 | USD | 130889 | UBS | SELL | 17.50 | 02/03/2026 | 0 | 1123 | 1123 |
| MXN | 2160000 | USD | 123432 | BOA | SELL | 17.50 | 02/03/2026 | 0 | 1085 | 1085 |
| MXN | 1650000 | USD | 94500 | BCY | SELL | 17.46 | 02/03/2026 | 0 | 618 | 618 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Forward Currency Contracts (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency**<br> **Purchased**<br>| **Currency**<br> **Bought**<br> **Value**<br>| **Currency**<br> **Sold**<br>| **Currency**<br> **Sold**<br> **Value**<br>| **Counterparty** |  | **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Cost** | **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br>|
| MXN | 820000 | USD | 45010 | UBS | SELL | 18.22 | 03/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2080 |
| MXN | 1340000 | USD | 73834 | CBK | SELL | 18.15 | 03/18/2026 | 0 | 3118 | 3118 |
| MXN | 280000 | USD | 15547 | CBK | SELL | 18.01 | 03/18/2026 | 0 | 533 | 533 |
| MXN | 10000 | USD | 565 | CBK | SELL | 17.70 | 03/18/2026 | 0 | 9 | 9 |
| NOK | 3937000 | USD | 393181 | BCY | SELL | 10.01 | 02/02/2026 | 0 | 16964 | 16964 |
| NOK | 1170000 | USD | 115625 | UBS | SELL | 10.12 | 02/02/2026 | 0 | 6262 | 6262 |
| NOK | 1240000 | USD | 123687 | UBS | SELL | 10.03 | 02/02/2026 | 0 | 5492 | 5492 |
| NOK | 1630000 | USD | 164503 | UBS | SELL | 9.91 | 02/02/2026 | 0 | 5306 | 5306 |
| NOK | 1370000 | USD | 139336 | UBS | SELL | 9.83 | 02/02/2026 | 0 | 3387 | 3387 |
| NOK | 1360000 | USD | 139249 | UBS | SELL | 9.77 | 02/02/2026 | 0 | 2432 | 2432 |
| NOK | 10000 | USD | 1024 | BCY | SELL | 9.77 | 02/02/2026 | 0 | 18 | 18 |
| NOK | 1350000 | USD | 140214 | BCY | SELL | 9.63 | 02/02/2026 | 0 | 425 | 425 |
| NOK | 1550000 | USD | 161103 | UBS | SELL | 9.62 | 02/02/2026 | 0 | 371 | 371 |
| NOK | 430000 | USD | 44082 | DBF | SELL | 9.75 | 02/27/2026 | 0 | 710 | 710 |
| NOK | 1770000 | USD | 181452 | DBF | SELL | 9.75 | 02/27/2026 | 0 | 2923 | 2923 |
| NOK | 677000 | USD | 69403 | DBF | SELL | 9.75 | 02/27/2026 | 0 | 1118 | 1118 |
| NOK | 1517000 | USD | 155261 | BCY | SELL | 9.77 | 03/04/2026 | 0 | 2757 | 2757 |
| NOK | 1550000 | USD | 160812 | JPM | SELL | 9.64 | 03/04/2026 | 0 | 643 | 643 |
| NOK | 330000 | USD | 32876 | CBK | SELL | 10.04 | 03/18/2026 | 0 | 1496 | 1496 |
| NOK | 60000 | USD | 5970 | CBK | SELL | 10.05 | 03/18/2026 | 0 | 280 | 280 |
| NZD | 286000 | USD | 165980 | DBF | SELL | 1.72 | 02/02/2026 | 0 | 7007 | 7007 |
| NZD | 22000 | USD | 12768 | DBF | SELL | 1.72 | 02/02/2026 | 0 | 539 | 539 |
| NZD | 210000 | USD | 121699 | BCY | SELL | 1.73 | 02/02/2026 | 0 | 5319 | 5319 |
| NZD | 315000 | USD | 181346 | JPM | SELL | 1.74 | 02/02/2026 | 0 | 9181 | 9181 |
| NZD | 275000 | USD | 158158 | BCY | SELL | 1.74 | 02/02/2026 | 0 | 8176 | 8176 |
| NZD | 150000 | USD | 86220 | BOA | SELL | 1.74 | 02/02/2026 | 0 | 4508 | 4508 |
| NZD | 275000 | USD | 160775 | BCY | SELL | 1.71 | 02/02/2026 | 0 | 5559 | 5559 |
| NZD | 275000 | USD | 161752 | BCY | SELL | 1.70 | 02/02/2026 | 0 | 4582 | 4582 |
| NZD | 175000 | USD | 103404 | BCY | SELL | 1.69 | 02/02/2026 | 0 | 2445 | 2445 |
| NZD | 285000 | USD | 168379 | BCY | SELL | 1.69 | 02/02/2026 | 0 | 4003 | 4003 |
| NZD | 235000 | USD | 139094 | UBS | SELL | 1.69 | 02/02/2026 | 0 | 3046 | 3046 |
| NZD | 110000 | USD | 66005 | PAR | SELL | 1.67 | 02/02/2026 | 0 | 529 | 529 |
| NZD | 22000 | USD | 13216 | PAR | SELL | 1.66 | 03/04/2026 | 0 | 105 | 105 |
| NZD | 300000 | USD | 181085 | BCY | SELL | 1.66 | 03/04/2026 | 0 | 566 | 566 |
| NZD | 300000 | USD | 181234 | BCY | SELL | 1.66 | 03/04/2026 | 0 | 417 | 417 |
| PHP | 10770000 | USD | 182589 | JPM | SELL | 58.99 | 02/02/2026 | 0 | 324 | 324 |
| PHP | 9920000 | USD | 168207 | JPM | SELL | 58.98 | 02/02/2026 | 0 | 270 | 270 |
| PHP | 9490000 | USD | 160916 | JPM | SELL | 58.98 | 02/02/2026 | 0 | 258 | 258 |
| PHP | 9360000 | USD | 158534 | BCY | SELL | 59.04 | 03/04/2026 | 0 | 235 | 235 |
| PLN | 123000 | USD | 34234 | GST | SELL | 3.59 | 02/02/2026 | 0 | 547 | 547 |
| PLN | 580000 | USD | 161261 | BCY | SELL | 3.60 | 02/02/2026 | 0 | 2750 | 2750 |
| PLN | 500000 | USD | 138186 | BCY | SELL | 3.62 | 02/02/2026 | 0 | 3203 | 3203 |
| PLN | 580000 | USD | 160425 | BCY | SELL | 3.62 | 02/02/2026 | 0 | 3586 | 3586 |
| PLN | 395000 | USD | 109093 | BCY | SELL | 3.62 | 02/02/2026 | 0 | 2604 | 2604 |
| PLN | 580000 | USD | 160406 | BCY | SELL | 3.62 | 02/02/2026 | 0 | 3605 | 3605 |
| PLN | 395000 | USD | 108791 | BCY | SELL | 3.63 | 02/02/2026 | 0 | 2906 | 2906 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Forward Currency Contracts (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency**<br> **Purchased**<br>| **Currency**<br> **Bought**<br> **Value**<br>| **Currency**<br> **Sold**<br>| **Currency**<br> **Sold**<br> **Value**<br>| **Counterparty** |  | **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Cost** | **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br>|
| PLN | 301000 | USD | 82850 | BCY | SELL | 3.63 | 02/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2266 |
| PLN | 144000 | USD | 39656 | BCY | SELL | 3.63 | 02/02/2026 | 0 | 1064 | 1064 |
| PLN | 315000 | USD | 86689 | BCY | SELL | 3.63 | 02/02/2026 | 0 | 2386 | 2386 |
| PLN | 445000 | USD | 124246 | BCY | SELL | 3.58 | 02/02/2026 | 0 | 1590 | 1590 |
| PLN | 545000 | USD | 152250 | BCY | SELL | 3.58 | 02/02/2026 | 0 | 1864 | 1864 |
| PLN | 285000 | USD | 79634 | UBS | SELL | 3.58 | 02/02/2026 | 0 | 958 | 958 |
| PLN | 285000 | USD | 80260 | BCY | SELL | 3.55 | 02/02/2026 | 0 | 331 | 331 |
| PLN | 199000 | USD | 56059 | GST | SELL | 3.55 | 02/27/2026 | 0 | 209 | 209 |
| PLN | 693000 | USD | 195594 | PAR | SELL | 3.54 | 03/04/2026 | 0 | 352 | 352 |
| SEK | 330000 | USD | 35997 | BCY | SELL | 9.17 | 02/02/2026 | 0 | 1282 | 1282 |
| SEK | 1140000 | USD | 123410 | UBS | SELL | 9.24 | 02/02/2026 | 0 | 5371 | 5371 |
| SEK | 810000 | USD | 88296 | UBS | SELL | 9.17 | 02/02/2026 | 0 | 3206 | 3206 |
| SEK | 1080000 | USD | 117205 | UBS | SELL | 9.21 | 02/02/2026 | 0 | 4798 | 4798 |
| SEK | 160000 | USD | 17364 | BOA | SELL | 9.21 | 02/02/2026 | 0 | 710 | 710 |
| SEK | 60000 | USD | 6512 | BOA | SELL | 9.21 | 02/02/2026 | 0 | 266 | 266 |
| SEK | 601000 | USD | 65524 | UBS | SELL | 9.17 | 02/02/2026 | 0 | 2368 | 2368 |
| SEK | 1069000 | USD | 116535 | UBS | SELL | 9.17 | 02/02/2026 | 0 | 4226 | 4226 |
| SEK | 930000 | USD | 100827 | UBS | SELL | 9.22 | 02/02/2026 | 0 | 4231 | 4231 |
| SEK | 1140000 | USD | 123619 | UBS | SELL | 9.22 | 02/02/2026 | 0 | 5162 | 5162 |
| SEK | 702000 | USD | 75942 | BCY | SELL | 9.24 | 02/02/2026 | 0 | 3360 | 3360 |
| SEK | 85000 | USD | 9195 | BCY | SELL | 9.24 | 02/02/2026 | 0 | 407 | 407 |
| SEK | 406000 | USD | 44047 | UBS | SELL | 9.22 | 02/02/2026 | 0 | 1817 | 1817 |
| SEK | 864000 | USD | 94311 | UBS | SELL | 9.16 | 02/02/2026 | 0 | 3292 | 3292 |
| SEK | 1660000 | USD | 183192 | UBS | SELL | 9.06 | 02/02/2026 | 0 | 4331 | 4331 |
| SEK | 1640000 | USD | 182014 | UBS | SELL | 9.01 | 02/02/2026 | 0 | 3250 | 3250 |
| SEK | 1640000 | USD | 181756 | UBS | SELL | 9.02 | 02/02/2026 | 0 | 3508 | 3508 |
| SEK | 150000 | USD | 16782 | HUS | SELL | 8.94 | 02/02/2026 | 0 | 162 | 162 |
| SEK | 110000 | USD | 12301 | GST | SELL | 8.94 | 02/02/2026 | 0 | 125 | 125 |
| SEK | 372000 | USD | 41599 | GST | SELL | 8.94 | 02/02/2026 | 0 | 424 | 424 |
| SEK | 2611000 | USD | 292258 | MSI | SELL | 8.93 | 02/27/2026 | 0 | 3054 | 3054 |
| SEK | 170000 | USD | 19029 | MSI | SELL | 8.93 | 02/27/2026 | 0 | 199 | 199 |
| SEK | 210000 | USD | 23520 | GST | SELL | 8.93 | 03/04/2026 | 0 | 238 | 238 |
| SEK | 712000 | USD | 79742 | GST | SELL | 8.93 | 03/04/2026 | 0 | 807 | 807 |
| SEK | 430000 | USD | 46589 | CBK | SELL | 9.23 | 03/18/2026 | 0 | 2092 | 2092 |
| SEK | 50000 | USD | 5453 | CBK | SELL | 9.17 | 03/18/2026 | 0 | 207 | 207 |
| SGD | 185000 | USD | 144115 | JPM | SELL | 1.28 | 02/02/2026 | 0 | 1669 | 1669 |
| SGD | 280000 | USD | 217898 | JPM | SELL | 1.29 | 02/02/2026 | 0 | 2748 | 2748 |
| SGD | 235000 | USD | 182690 | BCY | SELL | 1.29 | 02/02/2026 | 0 | 2495 | 2495 |
| SGD | 190000 | USD | 147616 | JPM | SELL | 1.29 | 02/02/2026 | 0 | 2108 | 2108 |
| SGD | 105000 | USD | 81860 | UBS | SELL | 1.28 | 02/02/2026 | 0 | 883 | 883 |
| SGD | 140000 | USD | 109028 | JPM | SELL | 1.28 | 02/02/2026 | 0 | 1295 | 1295 |
| SGD | 140000 | USD | 109164 | BOA | SELL | 1.28 | 02/02/2026 | 0 | 1159 | 1159 |
| SGD | 105000 | USD | 82686 | UBS | SELL | 1.27 | 02/02/2026 | 0 | 56 | 56 |
| THB | 564000 | USD | 17896 | BCY | SELL | 31.52 | 02/02/2026 | 0 | 28 | 28 |
| THB | 3776000 | USD | 119831 | BCY | SELL | 31.51 | 02/02/2026 | 0 | 175 | 175 |
| TWD | 5640000 | USD | 178702 | PAR | SELL | 31.56 | 02/02/2026 | 0 | 517 | 517 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Forward Currency Contracts (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency**<br> **Purchased**<br>| **Currency**<br> **Bought**<br> **Value**<br>| **Currency**<br> **Sold**<br>| **Currency**<br> **Sold**<br> **Value**<br>| **Counterparty** |  | **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Cost** | **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br>|
| TWD | 3925000 | USD | 123973 | JPM | SELL | 31.66 | 02/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$748 |
| USD | 785050 | BRL | 4119000 | HUS | BUY | 5.25 | 03/03/2026 | 0 | 3167 | 3167 |
| USD | 365419 | CHF | 280000 | BCY | BUY | 1.31 | 02/02/2026 | 0 | 1806 | 1806 |
| USD | 18169 | CHF | 13900 | UBS | BUY | 1.31 | 02/27/2026 | 0 | 71 | 71 |
| USD | 712387 | CHF | 544000 | BCY | BUY | 1.31 | 03/04/2026 | 0 | 3734 | 3734 |
| USD | 106203 | CHF | 81100 | BCY | BUY | 1.31 | 03/04/2026 | 0 | 557 | 557 |
| USD | 124865 | CLP | 107700000 | UBS | BUY | 862.53 | 02/02/2026 | 0 | 102 | 102 |
| USD | 696 | CLP | 600000 | GST | BUY | 862.35 | 02/02/2026 | 0 | 1 | 1 |
| USD | 699 | CLP | 600000 | UBS | BUY | 858.25 | 02/02/2026 | 0 | 4 | 4 |
| USD | 2330 | CLP | 2000000 | UBS | BUY | 858.25 | 02/02/2026 | 0 | 13 | 13 |
| USD | 699 | CLP | 600000 | UBS | BUY | 858.28 | 03/04/2026 | 0 | 4 | 4 |
| USD | 1313031 | CNH | 9119000 | HUS | BUY | 6.95 | 02/02/2026 | 0 | 1190 | 1190 |
| USD | 217684 | CNH | 1512000 | JPM | BUY | 6.95 | 02/02/2026 | 0 | 171 | 171 |
| USD | 58955 | CNH | 409000 | HUS | BUY | 6.94 | 02/27/2026 | 0 | 39 | 39 |
| USD | 218046 | CNH | 1512000 | MSI | BUY | 6.93 | 03/04/2026 | 0 | 188 | 188 |
| USD | 140364 | CZK | 2870000 | PAR | BUY | 20.45 | 02/02/2026 | 0 | 60 | 60 |
| USD | 108721 | EUR | 91000 | UBS | BUY | 0.84 | 02/02/2026 | 0 | 463 | 463 |
| USD | 692767 | EUR | 579000 | SSB | BUY | 0.84 | 02/02/2026 | 0 | 3959 | 3959 |
| USD | 730850 | EUR | 610000 | PAR | BUY | 0.83 | 02/02/2026 | 0 | 5163 | 5163 |
| USD | 118604 | EUR | 99300 | UBS | BUY | 0.84 | 02/27/2026 | 0 | 338 | 338 |
| USD | 181921 | EUR | 152000 | BCY | BUY | 0.84 | 03/04/2026 | 0 | 847 | 847 |
| USD | 254186 | EUR | 213000 | BCY | BUY | 0.84 | 03/04/2026 | 0 | 444 | 444 |
| USD | 160758 | EUR | 134000 | JPM | BUY | 0.83 | 03/04/2026 | 0 | 1127 | 1127 |
| USD | 153670 | EUR | 128000 | BCY | BUY | 0.83 | 03/04/2026 | 0 | 1187 | 1187 |
| USD | 182476 | EUR | 152000 | UBS | BUY | 0.83 | 03/04/2026 | 0 | 1401 | 1401 |
| USD | 218070 | EUR | 182000 | GST | BUY | 0.83 | 03/04/2026 | 0 | 1258 | 1258 |
| USD | 137792 | EUR | 115000 | UBS | BUY | 0.83 | 03/04/2026 | 0 | 795 | 795 |
| USD | 137485 | EUR | 115000 | BCY | BUY | 0.84 | 03/04/2026 | 0 | 488 | 488 |
| USD | 123632 | GBP | 90000 | UBS | BUY | 0.73 | 02/02/2026 | 0 | 130 | 130 |
| USD | 101842 | GBP | 74000 | BOA | BUY | 0.73 | 02/02/2026 | 0 | 296 | 296 |
| USD | 365248 | GBP | 265000 | PAR | BUY | 0.73 | 02/02/2026 | 0 | 1601 | 1601 |
| USD | 159894 | GBP | 116000 | UBS | BUY | 0.73 | 02/02/2026 | 0 | 713 | 713 |
| USD | 159914 | GBP | 116000 | BCY | BUY | 0.73 | 03/04/2026 | 0 | 738 | 738 |
| USD | 32343 | GBP | 23400 | MSI | BUY | 0.72 | 03/04/2026 | 0 | 233 | 233 |
| USD | 226147 | INR | 20400000 | JPM | BUY | 90.21 | 02/02/2026 | 0 | 4377 | 4377 |
| USD | 182400 | INR | 16470000 | JPM | BUY | 90.30 | 02/02/2026 | 0 | 3354 | 3354 |
| USD | 89056 | INR | 8190000 | BCY | BUY | 91.96 | 02/02/2026 | 0 | 22 | 22 |
| USD | 175984 | JPY | 26917000 | PAR | BUY | 152.95 | 02/02/2026 | 0 | 1492 | 1492 |
| USD | 7810 | JPY | 1200000 | MSI | BUY | 153.65 | 02/27/2026 | 0 | 15 | 15 |
| USD | 269438 | JPY | 41400000 | MSI | BUY | 153.65 | 02/27/2026 | 0 | 509 | 509 |
| USD | 14318 | JPY | 2200000 | MSI | BUY | 153.65 | 02/27/2026 | 0 | 27 | 27 |
| USD | 10527 | JPY | 1600000 | HUS | BUY | 152.00 | 02/27/2026 | 0 | 133 | 133 |
| USD | 10488 | JPY | 1600000 | PAR | BUY | 152.56 | 03/04/2026 | 0 | 90 | 90 |
| USD | 109465 | JPY | 16700000 | PAR | BUY | 152.56 | 03/04/2026 | 0 | 938 | 938 |
| USD | 7866 | JPY | 1200000 | PAR | BUY | 152.56 | 03/04/2026 | 0 | 67 | 67 |
| USD | 4570 | JPY | 700000 | SSB | BUY | 153.16 | 03/18/2026 | 0 | 16 | 16 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Forward Currency Contracts (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency**<br> **Purchased**<br>| **Currency**<br> **Bought**<br> **Value**<br>| **Currency**<br> **Sold**<br>| **Currency**<br> **Sold**<br> **Value**<br>| **Counterparty** |  | **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Cost** | **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br>|
| USD | 82774 | KRW | 119120000 | CBK | BUY | 1439.10 | 02/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$17 |
| USD | 124442 | KRW | 177720000 | GST | BUY | 1428.14 | 02/02/2026 | 0 | 973 | 973 |
| USD | 124541 | KRW | 177720000 | BOA | BUY | 1427.00 | 02/02/2026 | 0 | 1073 | 1073 |
| USD | 52551 | KRW | 74990000 | BCY | BUY | 1427.00 | 02/02/2026 | 0 | 453 | 453 |
| USD | 144499 | KRW | 206200000 | JPM | BUY | 1427.00 | 02/02/2026 | 0 | 1245 | 1245 |
| USD | 95901 | MXN | 1660000 | BOA | BUY | 17.31 | 02/03/2026 | 0 | 207 | 207 |
| USD | 130223 | MXN | 2250000 | BCY | BUY | 17.28 | 02/03/2026 | 0 | 518 | 518 |
| USD | 207083 | MXN | 3555000 | HUS | BUY | 17.17 | 02/03/2026 | 0 | 2149 | 2149 |
| USD | 577 | MXN | 10000 | SSB | BUY | 17.33 | 03/18/2026 | 0 | 3 | 3 |
| USD | 45045 | NOK | 430000 | RBC | BUY | 9.55 | 02/27/2026 | 0 | 253 | 253 |
| USD | 162421 | PLN | 570000 | UBS | BUY | 3.51 | 02/02/2026 | 0 | 1238 | 1238 |
| USD | 1133 | SEK | 10000 | CBK | BUY | 8.83 | 02/02/2026 | 0 | 3 | 3 |
| USD | 138589 | SEK | 1220000 | UBS | BUY | 8.80 | 03/04/2026 | 0 | 569 | 569 |
| USD | 19297 | ZAR | 310000 | SCB | BUY | 16.07 | 02/27/2026 | 0 | 2 | 2 |
| USD | 1250 | ZAR | 20000 | SSB | BUY | 16.00 | 03/18/2026 | 0 | 7 | 7 |
| USD | 3668 | COP | 13450000 | MSI | BUY | 3667.03 | 02/02/2026 | 0 | 3 | 3 |
| USD | 2567 | HKD | 20000 | MSI | BUY | 7.79 | 02/27/2026 | 0 | 4 | 4 |
| USD | 22142 | HKD | 172500 | MSI | BUY | 7.79 | 02/27/2026 | 0 | 35 | 35 |
| USD | 106539 | HKD | 830000 | MSI | BUY | 7.79 | 02/27/2026 | 0 | 167 | 167 |
| USD | 15412 | HKD | 120000 | SCB | BUY | 7.79 | 03/18/2026 | 0 | 25 | 25 |
| USD | 182207 | SGD | 230000 | BCY | BUY | 1.26 | 02/02/2026 | 0 | 962 | 962 |
| USD | 321375 | SGD | 405000 | CBK | BUY | 1.26 | 03/04/2026 | 0 | 1577 | 1577 |
| USD | 139265 | THB | 4350000 | BCY | BUY | 31.24 | 02/02/2026 | 0 | 1017 | 1017 |
| USD | 138670 | THB | 4310000 | BCY | BUY | 31.08 | 02/02/2026 | 0 | 1693 | 1693 |
| USD | 234783 | THB | 7290000 | CBK | BUY | 31.05 | 02/02/2026 | 0 | 3097 | 3097 |
| USD | 167038 | TWD | 5250000 | DBF | BUY | 31.43 | 02/02/2026 | 0 | 212 | 212 |
| USD | 183642 | TWD | 5750000 | BCY | BUY | 31.31 | 02/02/2026 | 0 | 928 | 928 |
| USD | 166768 | TWD | 5225000 | JPM | BUY | 31.33 | 03/04/2026 | 0 | 1236 | 1236 |
| ZAR | 460000 | USD | 27664 | MSI | SELL | 16.63 | 02/02/2026 | 0 | 1018 | 1018 |
| ZAR | 1500000 | USD | 91295 | BCY | SELL | 16.43 | 02/02/2026 | 0 | 2236 | 2236 |
| ZAR | 1490000 | USD | 90770 | BCY | SELL | 16.42 | 02/02/2026 | 0 | 2137 | 2137 |
| ZAR | 1910000 | USD | 115877 | GST | SELL | 16.48 | 02/02/2026 | 0 | 3218 | 3218 |
| ZAR | 2000000 | USD | 123757 | BCY | SELL | 16.16 | 02/02/2026 | 0 | 950 | 950 |
| ZAR | 1760000 | USD | 108911 | BCY | SELL | 16.16 | 02/02/2026 | 0 | 832 | 832 |
| ZAR | 1940000 | USD | 120468 | BCY | SELL | 16.10 | 03/04/2026 | 0 | 238 | 238 |
| ZAR | 540000 | USD | 32189 | CBK | SELL | 16.78 | 03/18/2026 | 0 | 1375 | 1375 |
| ZAR | 110000 | USD | 6671 | CBK | SELL | 16.49 | 03/18/2026 | 0 | 166 | 166 |
| ZAR | 10000 | USD | 608 | CBK | SELL | 16.46 | 03/18/2026 | 0 | 14 | 14 |
| USD | 312746 | TWD | 9373000 | JPM | BUY | 0.03 | 07/07/2026 | 0 | 15131 | 15131 |
| **Total Unrealized Appreciation on Forward Currency Contracts** | **Total Unrealized Appreciation on Forward Currency Contracts** | **Total Unrealized Appreciation on Forward Currency Contracts** | **Total Unrealized Appreciation on Forward Currency Contracts** | **Total Unrealized Appreciation on Forward Currency Contracts** | **Total Unrealized Appreciation on Forward Currency Contracts** | **Total Unrealized Appreciation on Forward Currency Contracts** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$724855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$724855 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Futures Contracts** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract** |  | **Currency** | **Number**<br> **of**<br> **Contracts**<br>| **Aggregate**<br> **Notional**<br> **Value**<br>| **Expiration**<br> **Date**<br>| **Cost** | **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br>|
| 10YR Euro-Bund Bonds | BUY | EUR | &nbsp;&nbsp; 82 | $12503150 | 03/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$41497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$41497 |
| 10YR Euro-Bund Bonds | SELL | EUR | &nbsp;&nbsp; 39 | &nbsp;&nbsp; 464 | 02/2026 | &nbsp;&nbsp; 0 | 1773 | 1773 |
| 2YR U.S. Treasury Notes | SELL | USD | &nbsp;&nbsp; 27 | &nbsp;&nbsp; 5629289 | 03/2026 | &nbsp;&nbsp; 0 | 4965 | 4965 |
| 3 Month EURIBOR | BUY | EUR | &nbsp;&nbsp; 28 | &nbsp;&nbsp; 8154337 | 03/2027 | &nbsp;&nbsp; 0 | 908 | 908 |
| 3 Month SOFR | SELL | USD | &nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp; 2168663 | 06/2026 | &nbsp;&nbsp; 0 | 1982 | 1982 |
| 3 Month SONIA | SELL | GBP | 163 | &nbsp;&nbsp; 54031915 | 03/2027 | &nbsp;&nbsp; 0 | 1297 | 1297 |
| 30YR Euro-Buxl Bonds | SELL | EUR | &nbsp;&nbsp; 31 | &nbsp;&nbsp; 4052281 | 03/2026 | &nbsp;&nbsp; 0 | 14792 | 14792 |
| 5YR Euro-Bobl Notes | BUY | EUR | &nbsp;&nbsp; 96 | &nbsp;&nbsp; 13317608 | 03/2026 | &nbsp;&nbsp; 0 | 17332 | 17332 |
| 5YR U.S. Treasury Notes | BUY | USD | &nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 762508 | 03/2026 | &nbsp;&nbsp; 0 | 305 | 305 |
| Brent Crude Oil | BUY | USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 207960 | 02/2026 | &nbsp;&nbsp; 0 | 18295 | 18295 |
| Brent Crude Oil | BUY | USD | &nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 463680 | 09/2026 | &nbsp;&nbsp; 0 | 33032 | 33032 |
| Canola | BUY | CAD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 9571 | 03/2026 | &nbsp;&nbsp; 0 | 162 | 162 |
| Cocoa | SELL | GBP | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 39974 | 03/2026 | &nbsp;&nbsp; 0 | 20965 | 20965 |
| Cocoa | SELL | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 83300 | 03/2026 | &nbsp;&nbsp; 0 | 18790 | 18790 |
| Coffee | BUY | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 82260 | 03/2026 | &nbsp;&nbsp; 0 | 3880 | 3880 |
| Coffee | SELL | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 124594 | 03/2026 | &nbsp;&nbsp; 0 | 12743 | 12743 |
| Copper | BUY | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 148100 | 03/2026 | &nbsp;&nbsp; 0 | 20750 | 20750 |
| Corn | BUY | USD | &nbsp;&nbsp; 11 | &nbsp;&nbsp; 250800 | 12/2026 | &nbsp;&nbsp; 0 | 550 | 550 |
| Corn | SELL | USD | &nbsp;&nbsp; 12 | &nbsp;&nbsp; 256950 | 03/2026 | &nbsp;&nbsp; 0 | 6388 | 6388 |
| Cotton | BUY | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 68750 | 12/2026 | &nbsp;&nbsp; 0 | 1101 | 1101 |
| Cotton | SELL | USD | &nbsp;&nbsp; 11 | &nbsp;&nbsp; 347435 | 03/2026 | &nbsp;&nbsp; 0 | 7234 | 7234 |
| E-Micro Gold | BUY | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 94902 | 04/2026 | &nbsp;&nbsp; 0 | 1922 | 1922 |
| E-Mini Nasdaq 100 Index | BUY | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 51340 | 03/2026 | &nbsp;&nbsp; 0 | 597 | 597 |
| E-Mini Nasdaq 100 Index | SELL | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 513400 | 03/2026 | &nbsp;&nbsp; 0 | 5040 | 5040 |
| E-Mini Russell 2000 Index | SELL | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 131230 | 03/2026 | &nbsp;&nbsp; 0 | 2181 | 2181 |
| E-Mini S&P 500 Index | BUY | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 69658 | 03/2026 | &nbsp;&nbsp; 0 | 648 | 648 |
| E-Mini S&P 500 Index | SELL | USD | &nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 278630 | 03/2026 | &nbsp;&nbsp; 0 | 936 | 936 |
| Euro Stoxx 50 Index | SELL | EUR | &nbsp;&nbsp; 24 | &nbsp;&nbsp; 1699106 | 03/2026 | &nbsp;&nbsp; 0 | 4414 | 4414 |
| Euro-Schatz | BUY | EUR | &nbsp;&nbsp; 73 | &nbsp;&nbsp; 9284106 | 03/2026 | &nbsp;&nbsp; 0 | 3272 | 3272 |
| Gas Oil | BUY | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 131750 | 11/2026 | &nbsp;&nbsp; 0 | 7039 | 7039 |
| Gasoline RBOB | BUY | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 78662 | 10/2026 | &nbsp;&nbsp; 0 | 3363 | 3363 |
| Lean Hogs | BUY | USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 109200 | 10/2026 | &nbsp;&nbsp; 0 | 4266 | 4266 |
| Live Cattle | BUY | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 180138 | 03/2026 | &nbsp;&nbsp; 0 | 14938 | 14938 |
| Live Cattle | BUY | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 182640 | 10/2026 | &nbsp;&nbsp; 0 | 3813 | 3813 |
| LME Aluminum | BUY | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 78225 | 02/2026 | &nbsp;&nbsp; 0 | 4675 | 4675 |
| LME Lead | SELL | USD | &nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 398224 | 03/2026 | &nbsp;&nbsp; 0 | 9381 | 9381 |
| LME Nickel | BUY | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 213407 | 02/2026 | &nbsp;&nbsp; 0 | 35810 | 35810 |
| LME Zinc | BUY | USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 255130 | 02/2026 | &nbsp;&nbsp; 0 | 21468 | 21468 |
| LME Zinc | BUY | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 85298 | 03/2026 | &nbsp;&nbsp; 0 | 6180 | 6180 |
| Micro Copper | SELL | USD | &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 59240 | 02/2026 | &nbsp;&nbsp; 0 | 965 | 965 |
| Micro Euro Stoxx 50 Index | BUY | EUR | &nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp; 63716 | 03/2026 | &nbsp;&nbsp; 0 | 1418 | 1418 |
| Micro WTI Crude Oil | BUY | USD | &nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 39126 | 02/2026 | &nbsp;&nbsp; 0 | 2744 | 2744 |
| Mini Topix Index | BUY | JPY | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 69564 | 03/2026 | &nbsp;&nbsp; 0 | 2164 | 2164 |
| Natural Gas | BUY | USD | &nbsp;&nbsp; 10 | &nbsp;&nbsp; 456500 | 10/2026 | &nbsp;&nbsp; 0 | 25937 | 25937 |
| NY Harbor ULSD | BUY | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 95386 | 10/2026 | &nbsp;&nbsp; 0 | 3548 | 3548 |
| Rapeseed | BUY | EUR | &nbsp;&nbsp; 11 | &nbsp;&nbsp; 309324 | 04/2026 | &nbsp;&nbsp; 0 | 4814 | 4814 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Assets**

**Futures Contracts (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract** |  | **Currency** | **Number**<br> **of**<br> **Contracts**<br>| **Aggregate**<br> **Notional**<br> **Value**<br>| **Expiration**<br> **Date**<br>| **Cost** | **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br>|
| Soybean | SELL | USD | &nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$425700 | 03/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7413 |
| Soybean | SELL | USD | &nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 146800 | 03/2026 | &nbsp;&nbsp; 0 | 4550 | 4550 |
| Soybean Oil | BUY | USD | &nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 160650 | 12/2026 | &nbsp;&nbsp; 0 | 6458 | 6458 |
| Sugar | SELL | USD | &nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp; 143842 | 02/2026 | &nbsp;&nbsp; 0 | 5626 | 5626 |
| U.S. Treasury Long Bonds | BUY | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 230250 | 03/2026 | &nbsp;&nbsp; 0 | 844 | 844 |
| U.S. Treasury Long Bonds | SELL | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 115125 | 03/2026 | &nbsp;&nbsp; 0 | 1031 | 1031 |
| &nbsp;&nbsp;&nbsp; Ultra 10YR U.S. Treasury <br> Notes<br>| SELL | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 228313 | 03/2026 | &nbsp;&nbsp; 0 | 1375 | 1375 |
| Wheat | BUY | EUR | &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 46218 | 03/2026 | &nbsp;&nbsp; 0 | 1249 | 1249 |
| Wheat | BUY | USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 90188 | 12/2026 | &nbsp;&nbsp; 0 | 352 | 352 |
| Wheat | BUY | USD | &nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 146438 | 12/2026 | &nbsp;&nbsp; 0 | 240 | 240 |
| WTI Crude Oil | BUY | USD | &nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 373440 | 10/2026 | &nbsp;&nbsp; 0 | 15464 | 15464 |
| **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$444876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$444876 |
| **Total Derivative Assets** | **Total Derivative Assets** | **Total Derivative Assets** | **Total Derivative Assets** | **Total Derivative Assets** | **Total Derivative Assets** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$253386 | &nbsp;&nbsp;&nbsp;&nbsp;$5335843 | &nbsp;&nbsp;&nbsp;&nbsp;$5082457 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) The following table represents the individual positions within the total return swap
 as of January 31, 2026:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| **Reference Instrument** | **% of Index** | **Notional Amount** | **Market Value** |
| Blue Owl Capital Inc | &nbsp;&nbsp; 39.4% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (262588) | &nbsp;&nbsp; $5038 |
| Carlyle Group Inc/The | &nbsp;&nbsp; 16.1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (107301) | &nbsp;&nbsp;&nbsp; 2058 |
| KKR & Co Inc | &nbsp;&nbsp; 10.7% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (71312) | &nbsp;&nbsp;&nbsp; 1368 |
| Apollo Global Management Inc | &nbsp;&nbsp; 9.6% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (63981) | &nbsp;&nbsp;&nbsp; 1227 |
| Blackstone Inc | &nbsp;&nbsp; 9.2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (61315) | &nbsp;&nbsp;&nbsp; 1176 |
| Ares Management Corp | &nbsp;&nbsp; 7.8% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51985) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 997 |
| TPG Inc | &nbsp;&nbsp; 7.2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (47986) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 920 |
| **Total** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (666468) | &nbsp;&nbsp; $12784 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 1M | Monthly |
| 1Y | Annually |
| 3M | Quarterly |
| 6M | Semi-Annually |
| AS | Danish Public Limited Liability Company |
| BCY | Barclays Bank PLC |
| BOA | Bank of America NA |
| BUBOR | Budapest Interbank Offered Rate |
| CBK | Citibank NA |
| CORRA | Canadian Overnight Repo Rate Average |
| CPI | Consumer Price Index |
| DBF | Deutsche Bank AG |
| EM | Emerging Markets |
| ETF | Exchange Traded Fund |
| EURIBOR | Euro Interbank Offered Rate |
| GST | Goldman Sachs International |
| HUS | HSBC Bank USA NA |
| HY | High Yield |
| ICE | Intercontinental Exchange |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

---

| | |
|:---|:---|
| ING | Ing Bank N.V.  |
| JIBAR | Johannesburg Interbank Agreed Rate |
| JPM | JPMorgan Chase Bank NA |
| LCH | London Clearing House |
| LLC | Limited Liability Company |
| LME | London Mercantile Exchange |
| MSI | Morgan Stanley & Co. International PLC |
| NIBOR | Norwegian Interbank Offered Rate |
| PAR | BNP Paribas |
| PLC | Public Limited Company |
| PRIBOR | Prague Interbank Offered Rate |
| RBC | Royal Bank of Canada |
| RBOB | Reformulated Blendstock for Oxygenate Blending |
| SA | French Public Limited Company |
| SAFEX | South African Futures Exchange |
| SCB | Standard Chartered Bank |
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Index Average |
| SpA | Italian Public Limited Company |
| SSB | State Street Capital Markets |
| STIBOR | Stockholm Interbank Offered Rate |
| TONA | Tokyo Overnight Average Rate |
| UBS | UBS AG |
| ULSD | Ultra-Low Sulfur Diesel |
| WIBOR | Warsaw Interbank Offered Rate |
| WMBA | Wholesale Markets Brokers' Association |
| WTI | West Texas Intermediate |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| CNH | Chinese Yuan Offshore Renminbi |
| COP | Colombian Peso |
| CZK | Czech Koruna |
| DKK | Danish Krone |
| EUR | Euro |
| GBP | Great Britain Pound |
| HKD | Hong Kong Dollar |
| HUF | Hungarian Forint |
| ILS | Israeli Shekel |

---

---

| | |
|:---|:---|
| INR | Indian Rupee |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PHP | Philippine Peso |
| PLN | Polish Zloty |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| TWD | New Taiwan Dollar |
| USD | United States Dollar |
| ZAR | South African Rand |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** |  |  |  | **Proceeds** | **Fair**<br> **Value**<br>|
|  |  | **Securities Sold Short (630.82%)** | **Securities Sold Short (630.82%)** | **Securities Sold Short (630.82%)** | **Securities Sold Short (630.82%)** | **Securities Sold Short (630.82%)** |
|  |  | **Bank Loans \* (0.38%)** | **Bank Loans \* (0.38%)** | **Bank Loans \* (0.38%)** | **Bank Loans \* (0.38%)** | **Bank Loans \* (0.38%)** |
|  |  | **United States (0.38%)** | **United States (0.38%)** | **United States (0.38%)** | **United States (0.38%)** | **United States (0.38%)** |
|  |  | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical |
| USD | 200000 | Gulfside Supply, Inc. Term Loan B | 6.67% | 06/17/2031 | $196000 | $193688 |
|  |  | **Fixed Income (40.21%)** | **Fixed Income (40.21%)** | **Fixed Income (40.21%)** | **Fixed Income (40.21%)** | **Fixed Income (40.21%)** |
|  |  | **Bulgaria (0.38%)** | **Bulgaria (0.38%)** | **Bulgaria (0.38%)** | **Bulgaria (0.38%)** | **Bulgaria (0.38%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| EUR | 150000 | Bulgaria Government International Bonds REG S | 4.88% | 05/13/2036 | &nbsp;&nbsp; 174622 | &nbsp;&nbsp; 196583 |
|  |  | **Canada (0.59%)** | **Canada (0.59%)** | **Canada (0.59%)** | **Canada (0.59%)** | **Canada (0.59%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| EUR | 250000 | PSP Capital, Inc. 144A | 3.25% | 07/02/2034 | &nbsp;&nbsp; 291837 | &nbsp;&nbsp; 300426 |
|  |  | **Colombia (1.28%)** | **Colombia (1.28%)** | **Colombia (1.28%)** | **Colombia (1.28%)** | **Colombia (1.28%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| USD | 200000 | Colombia Government International Bonds | 8.38% | 11/07/2054 | &nbsp;&nbsp; 192573 | &nbsp;&nbsp; 212600 |
| USD | 400000 | Colombia Government International Bonds | 8.75% | 11/14/2053 | &nbsp;&nbsp; 406800 | &nbsp;&nbsp; 442000 |
|  |  | **Total Colombia** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 599373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 654600 |
|  |  | **France (1.26%)** | **France (1.26%)** | **France (1.26%)** | **France (1.26%)** | **France (1.26%)** |
|  |  | Financial | Financial | Financial | Financial | Financial |
| EUR | 200000 | Banque Federative du Credit Mutuel SA REG S | 4.38% | 01/11/2034 | &nbsp;&nbsp; 213348 | &nbsp;&nbsp; 245874 |
| EUR | 300000 | Societe Generale SA REG S | 5.63% | 06/02/2033 | &nbsp;&nbsp; 342882 | &nbsp;&nbsp; 396583 |
|  |  | **Total France** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 556230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 642457 |
|  |  | **Germany (2.15%)** | **Germany (2.15%)** | **Germany (2.15%)** | **Germany (2.15%)** | **Germany (2.15%)** |
|  |  | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical |
| USD | 255000 | IHO Verwaltungs GmbH 144A PIK | 7.75% | 11/15/2030 | &nbsp;&nbsp; 254578 | &nbsp;&nbsp; 268484 |
|  |  | Financial | Financial | Financial | Financial | Financial |
| EUR | 280000 | Aroundtown Finance S.à r.l.~\* | 5.00% | 04/16/2029 | &nbsp;&nbsp; 330911 | &nbsp;&nbsp; 333343 |
| EUR | 400000 | Deutsche Bank AG REG S \* | 4.50% | 07/12/2035 | &nbsp;&nbsp; 439940 | &nbsp;&nbsp; 500260 |
|  |  | **Total Germany** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1025429 | &nbsp;&nbsp;&nbsp;&nbsp; 1102087 |
|  |  | **Indonesia (0.77%)** | **Indonesia (0.77%)** | **Indonesia (0.77%)** | **Indonesia (0.77%)** | **Indonesia (0.77%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| USD | 400000 | Indonesia Government International Bonds REG S | 5.25% | 01/08/2047 | &nbsp;&nbsp; 370275 | &nbsp;&nbsp; 391450 |
|  |  | **Ireland (0.46%)** | **Ireland (0.46%)** | **Ireland (0.46%)** | **Ireland (0.46%)** | **Ireland (0.46%)** |
|  |  | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical |
| EUR | 200000 | Fiserv Funding ULC | 4.00% | 06/15/2036 | &nbsp;&nbsp; 230892 | &nbsp;&nbsp; 235716 |
|  |  | **Luxembourg (0.33%)** | **Luxembourg (0.33%)** | **Luxembourg (0.33%)** | **Luxembourg (0.33%)** | **Luxembourg (0.33%)** |
|  |  | Basic Materials | Basic Materials | Basic Materials | Basic Materials | Basic Materials |
| USD | 200000 | INEOS Finance PLC 144A | 7.50% | 04/15/2029 | &nbsp;&nbsp; 190075 | &nbsp;&nbsp; 167851 |
|  |  | **Netherlands (0.29%)** | **Netherlands (0.29%)** | **Netherlands (0.29%)** | **Netherlands (0.29%)** | **Netherlands (0.29%)** |
|  |  | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical |
| EUR | 125000 | Stellantis NV REG S | 4.00% | 03/19/2034 | &nbsp;&nbsp; 140503 | &nbsp;&nbsp; 146499 |
|  |  | **Oman (0.85%)** | **Oman (0.85%)** | **Oman (0.85%)** | **Oman (0.85%)** | **Oman (0.85%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| USD | 400000 | Oman Government International Bonds REG S | 6.75% | 01/17/2048 | &nbsp;&nbsp; 415349 | &nbsp;&nbsp; 433300 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** |  |  |  | **Proceeds** | **Fair**<br> **Value**<br>|
|  |  | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** |
|  |  | **Fixed Income (continued)** | **Fixed Income (continued)** | **Fixed Income (continued)** | **Fixed Income (continued)** | **Fixed Income (continued)** |
|  |  | **Panama (1.30%)** | **Panama (1.30%)** | **Panama (1.30%)** | **Panama (1.30%)** | **Panama (1.30%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| USD | 600000 | Panama Government International Bonds | 4.50% | 04/01/2056 | $392725 | $447075 |
| USD | 200000 | Panama Government International Bonds | 6.88% | 01/31/2036 | &nbsp;&nbsp; 212788 | &nbsp;&nbsp; 216626 |
|  |  | **Total Panama** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 605513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 663701 |
|  |  | **Poland (0.46%)** | **Poland (0.46%)** | **Poland (0.46%)** | **Poland (0.46%)** | **Poland (0.46%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| EUR | 60000 | Republic of Poland Government International Bonds Series 10YR REG S | 3.63% | 01/11/2034 | &nbsp;&nbsp; 63715 | &nbsp;&nbsp; 72815 |
| EUR | 140000 | Republic of Poland Government International Bonds Series 20YR REG S | 4.13% | 01/11/2044 | &nbsp;&nbsp; 160851 | &nbsp;&nbsp; 164284 |
|  |  | **Total Poland** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237099 |
|  |  | **Qatar (0.38%)** | **Qatar (0.38%)** | **Qatar (0.38%)** | **Qatar (0.38%)** | **Qatar (0.38%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| USD | 200000 | Qatar Government International Bonds REG S | 5.10% | 04/23/2048 | &nbsp;&nbsp; 188217 | &nbsp;&nbsp; 195624 |
|  |  | **Romania (1.07%)** | **Romania (1.07%)** | **Romania (1.07%)** | **Romania (1.07%)** | **Romania (1.07%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| USD | 156000 | Romania Government International Bonds REG S | 6.13% | 01/22/2044 | &nbsp;&nbsp; 147128 | &nbsp;&nbsp; 152256 |
| USD | 352000 | Romania Government International Bonds REG S | 7.63% | 01/17/2053 | &nbsp;&nbsp; 379933 | &nbsp;&nbsp; 393765 |
|  |  | **Total Romania** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 527061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 546021 |
|  |  | **Saudi Arabia (1.89%)** | **Saudi Arabia (1.89%)** | **Saudi Arabia (1.89%)** | **Saudi Arabia (1.89%)** | **Saudi Arabia (1.89%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| USD | 200000 | Saudi Government International Bonds REG S | 5.25% | 01/16/2050 | &nbsp;&nbsp; 184388 | &nbsp;&nbsp; 184900 |
| USD | 800000 | Saudi Government International Bonds REG S | 5.75% | 01/16/2054 | &nbsp;&nbsp; 746356 | &nbsp;&nbsp; 780000 |
|  |  | **Total Saudi Arabia** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 930744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 964900 |
|  |  | **South Africa (0.41%)** | **South Africa (0.41%)** | **South Africa (0.41%)** | **South Africa (0.41%)** | **South Africa (0.41%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| USD | 200000 | Republic of South Africa Government International Bonds REG S | 7.10% | 11/19/2036 | &nbsp;&nbsp; 213487 | &nbsp;&nbsp; 212408 |
|  |  | **Spain (0.49%)** | **Spain (0.49%)** | **Spain (0.49%)** | **Spain (0.49%)** | **Spain (0.49%)** |
|  |  | Financial | Financial | Financial | Financial | Financial |
| EUR | 200000 | Banco Santander SA REG S | 4.13% | 04/22/2034 | &nbsp;&nbsp; 219794 | &nbsp;&nbsp; 249465 |
|  |  | **United Kingdom \* (0.59%)** | **United Kingdom \* (0.59%)** | **United Kingdom \* (0.59%)** | **United Kingdom \* (0.59%)** | **United Kingdom \* (0.59%)** |
|  |  | Financial | Financial | Financial | Financial | Financial |
| EUR | 250000 | Barclays PLC REG S | 3.94% | 01/31/2036 | &nbsp;&nbsp; 265629 | &nbsp;&nbsp; 300948 |
|  |  | **United States (25.13%)** | **United States (25.13%)** | **United States (25.13%)** | **United States (25.13%)** | **United States (25.13%)** |
|  |  | Basic Materials | Basic Materials | Basic Materials | Basic Materials | Basic Materials |
| USD | 100000 | Cleveland-Cliffs, Inc. 144A | 7.00% | 03/15/2032 | &nbsp;&nbsp; 95815 | &nbsp;&nbsp; 102874 |
| USD | 325000 | Cleveland-Cliffs, Inc. 144A | 7.38% | 05/01/2033 | &nbsp;&nbsp; 312495 | &nbsp;&nbsp; 339547 |
| USD | 100000 | Cleveland-Cliffs, Inc. 144A | 7.63% | 01/15/2034 | &nbsp;&nbsp; 103161 | &nbsp;&nbsp; 104871 |
| USD | 400000 | Olympus Water U.S. Holding Corp. 144A | 7.25% | 06/15/2031 | &nbsp;&nbsp; 400640 | &nbsp;&nbsp; 410599 |
|  |  | Communications | Communications | Communications | Communications | Communications |
| EUR | 275000 | Alphabet, Inc. | 4.00% | 05/06/2054 | &nbsp;&nbsp; 304713 | &nbsp;&nbsp; 307547 |
| USD | 100000 | APLD ComputeCo LLC 144A | 9.25% | 12/15/2030 | &nbsp;&nbsp; 96995 | &nbsp;&nbsp; 104124 |
| USD | 375000 | Paramount Global | 6.88% | 04/30/2036 | &nbsp;&nbsp; 366715 | &nbsp;&nbsp; 366174 |
| USD | 225000 | Uber Technologies, Inc. | 5.35% | 09/15/2054 | &nbsp;&nbsp; 209770 | &nbsp;&nbsp; 214414 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** |  |  |  | **Proceeds** | **Fair**<br> **Value**<br>|
|  |  | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** |
|  |  | **Fixed Income (continued)** | **Fixed Income (continued)** | **Fixed Income (continued)** | **Fixed Income (continued)** | **Fixed Income (continued)** |
|  |  | **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
|  |  | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical |
| USD | 150000 | Carnival Corp. 144A | 6.13% | 02/15/2033 | $148688 | $154998 |
| USD | 200000 | Ford Motor Credit Co. LLC | 5.87% | 10/31/2035 | &nbsp;&nbsp; 197445 | &nbsp;&nbsp; 199314 |
| USD | 125000 | MGM Resorts International | 6.50% | 04/15/2032 | &nbsp;&nbsp; 123579 | &nbsp;&nbsp; 128104 |
| USD | 185000 | Whirlpool Corp. | 6.50% | 06/15/2033 | &nbsp;&nbsp; 182272 | &nbsp;&nbsp; 182854 |
|  |  | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical |
| USD | 720000 | CVS Health Corp. | 6.05% | 06/01/2054 | &nbsp;&nbsp; 694039 | &nbsp;&nbsp; 712531 |
| USD | 50000 | HCA, Inc. | 6.20% | 03/01/2055 | &nbsp;&nbsp; 52373 | &nbsp;&nbsp; 50996 |
| USD | 200000 | UnitedHealth Group, Inc. | 5.63% | 07/15/2054 | &nbsp;&nbsp; 202467 | &nbsp;&nbsp; 195019 |
|  |  | Energy | Energy | Energy | Energy | Energy |
| USD | 1080000 | Occidental Petroleum Corp. | 6.05% | 10/01/2054 | &nbsp;&nbsp; 1032580 | &nbsp;&nbsp; 1041050 |
| USD | 830000 | Ovintiv, Inc. | 6.25% | 07/15/2033 | &nbsp;&nbsp; 874701 | &nbsp;&nbsp; 881773 |
| USD | 72000 | Venture Global LNG, Inc. 144A | 7.00% | 01/15/2030 | &nbsp;&nbsp; 71869 | &nbsp;&nbsp; 72540 |
| USD | 160000 | Venture Global LNG, Inc. 144A | 8.38% | 06/01/2031 | &nbsp;&nbsp; 164007 | &nbsp;&nbsp; 163858 |
| USD | 97000 | Venture Global LNG, Inc. 144A | 9.88% | 02/01/2032 | &nbsp;&nbsp; 103167 | &nbsp;&nbsp; 102679 |
| USD | 85000 | Vital Energy, Inc. 144A | 7.88% | 04/15/2032 | &nbsp;&nbsp; 72643 | &nbsp;&nbsp; 84673 |
|  |  | Financial | Financial | Financial | Financial | Financial |
| USD | 675000 | Citigroup, Inc.\* | 5.61% | 03/04/2056 | &nbsp;&nbsp; 680385 | &nbsp;&nbsp; 671149 |
| USD | 775000 | Goldman Sachs Group, Inc. | 5.15% | 05/22/2045 | &nbsp;&nbsp; 709182 | &nbsp;&nbsp; 726075 |
| USD | 810000 | Goldman Sachs Group, Inc.\* | 5.73% | 01/28/2056 | &nbsp;&nbsp; 797021 | &nbsp;&nbsp; 817723 |
| USD | 725000 | Morgan Stanley\* | 5.52% | 11/19/2055 | &nbsp;&nbsp; 732735 | &nbsp;&nbsp; 716418 |
| USD | 375000 | OneMain Finance Corp. | 6.50% | 03/15/2033 | &nbsp;&nbsp; 372338 | &nbsp;&nbsp; 377533 |
| USD | 250000 | OneMain Finance Corp. | 6.75% | 03/15/2032 | &nbsp;&nbsp; 246992 | &nbsp;&nbsp; 256136 |
|  |  | Industrial | Industrial | Industrial | Industrial | Industrial |
| USD | 330000 | MIWD Holdco II LLC/MIWD Finance Corp. 144A | 5.50% | 02/01/2030 | &nbsp;&nbsp; 320723 | &nbsp;&nbsp; 321199 |
|  |  | Technology | Technology | Technology | Technology | Technology |
| USD | 325000 | CoreWeave, Inc. 144A | 9.00% | 02/01/2031 | &nbsp;&nbsp; 309325 | &nbsp;&nbsp; 316796 |
| USD | 525000 | Intel Corp. | 5.60% | 02/21/2054 | &nbsp;&nbsp; 504432 | &nbsp;&nbsp; 493070 |
| USD | 100000 | Intel Corp. | 5.70% | 02/10/2053 | &nbsp;&nbsp; 98351 | &nbsp;&nbsp; 94556 |
|  |  | U.S. Government Securities | U.S. Government Securities | U.S. Government Securities | U.S. Government Securities | U.S. Government Securities |
| USD | 215000 | U.S. Treasury Bonds | 4.75% | 05/15/2055 | &nbsp;&nbsp; 217584 | &nbsp;&nbsp; 210297 |
| USD | 1834000 | U.S. Treasury Bonds | 4.75% | 08/15/2055 | &nbsp;&nbsp; 1824880 | &nbsp;&nbsp; 1794741 |
|  |  | Utilities | Utilities | Utilities | Utilities | Utilities |
| USD | 125000 | Constellation Energy Generation LLC | 6.50% | 10/01/2053 | &nbsp;&nbsp; 131948 | &nbsp;&nbsp; 135476 |
|  |  | **Total United States** |  |  | &nbsp;&nbsp;&nbsp; 12756030 | &nbsp;&nbsp;&nbsp; 12851708 |
|  |  | **Uruguay (0.13%)** | **Uruguay (0.13%)** | **Uruguay (0.13%)** | **Uruguay (0.13%)** | **Uruguay (0.13%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| USD | 75000 | Uruguay Government International Bonds | 4.98% | 04/20/2055 | &nbsp;&nbsp; 70518 | &nbsp;&nbsp; 67988 |
|  |  | **Total Fixed Income** | **Total Fixed Income** | **Total Fixed Income** | &nbsp;&nbsp;&nbsp; 19996144 | &nbsp;&nbsp;&nbsp; 20560831 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** |  |  |  | **Proceeds** | **Fair**<br> **Value**<br>|
|  |  | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** |
|  |  | **Fixed Income Buy-Sellback Agreements ‡ (590.23%)** | **Fixed Income Buy-Sellback Agreements ‡ (590.23%)** | **Fixed Income Buy-Sellback Agreements ‡ (590.23%)** | **Fixed Income Buy-Sellback Agreements ‡ (590.23%)** | **Fixed Income Buy-Sellback Agreements ‡ (590.23%)** |
|  |  | **Australia (34.89%)** | **Australia (34.89%)** | **Australia (34.89%)** | **Australia (34.89%)** | **Australia (34.89%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| AUD | 349000 | Australia Government Bonds Series 138 REG S | 3.25% | 04/21/2029 | $232662 | $237296 |
| AUD | 2570000 | Australia Government Bonds Series 149 REG S | 2.25% | 05/21/2028 | &nbsp;&nbsp; 1692383 | &nbsp;&nbsp; 1725336 |
| AUD | 8171000 | Australia Government Bonds Series 152 REG S | 2.75% | 11/21/2028 | &nbsp;&nbsp; 5400150 | &nbsp;&nbsp; 5507117 |
| AUD | 340000 | Australia Government Bonds Series 154 REG S | 2.75% | 11/21/2029 | &nbsp;&nbsp; 221192 | &nbsp;&nbsp; 225582 |
| AUD | 6155000 | Australia Government Bonds Series 155 | 2.50% | 05/21/2030 | &nbsp;&nbsp; 3931927 | &nbsp;&nbsp; 4010078 |
| AUD | 4331000 | Australia Government Bonds Series 157 | 1.50% | 06/21/2031 | &nbsp;&nbsp; 2565443 | &nbsp;&nbsp; 2617214 |
| AUD | 1682000 | Australia Government Bonds Series 158 | 1.25% | 05/21/2032 | &nbsp;&nbsp; 951307 | &nbsp;&nbsp; 970711 |
| AUD | 396000 | Australia Government Bonds Series 160 REG S | 1.00% | 12/21/2030 | &nbsp;&nbsp; 232313 | &nbsp;&nbsp; 236958 |
| AUD | 2750000 | Australia Government Bonds Series 167 REG S | 3.75% | 05/21/2034 | &nbsp;&nbsp; 1768064 | &nbsp;&nbsp; 1804344 |
| AUD | 733000 | Queensland Treasury Corp. REG S | 5.25% | 07/21/2036 | &nbsp;&nbsp; 497812 | &nbsp;&nbsp; 508323 |
|  |  | **Total Australia** |  |  | &nbsp;&nbsp;&nbsp; 17493253 | &nbsp;&nbsp;&nbsp; 17842959 |
|  |  | **Austria (3.05%)** | **Austria (3.05%)** | **Austria (3.05%)** | **Austria (3.05%)** | **Austria (3.05%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| EUR | 1030000 | Republic of Austria Government Bonds REG S | 3.15% | 06/20/2044 | &nbsp;&nbsp; 1154087 | &nbsp;&nbsp; 1150904 |
| EUR | 386000 | Republic of Austria Government Bonds REG S | 3.15% | 10/20/2053 | &nbsp;&nbsp; 409610 | &nbsp;&nbsp; 407565 |
|  |  | **Total Austria** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1563697 | &nbsp;&nbsp;&nbsp;&nbsp; 1558469 |
|  |  | **Belgium (1.43%)** | **Belgium (1.43%)** | **Belgium (1.43%)** | **Belgium (1.43%)** | **Belgium (1.43%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| EUR | 574647 | Kingdom of Belgium Government Bonds Series 66 REG S | 4.00% | 03/28/2032 | &nbsp;&nbsp; 732973 | &nbsp;&nbsp; 730891 |
|  |  | **Canada (1.35%)** | **Canada (1.35%)** | **Canada (1.35%)** | **Canada (1.35%)** | **Canada (1.35%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| CAD | 520000 | Canadian Government Bonds | 5.00% | 06/01/2037 | &nbsp;&nbsp; 436664 | &nbsp;&nbsp; 437262 |
| CAD | 410000 | Province of Quebec | 3.50% | 12/01/2048 | &nbsp;&nbsp; 253884 | &nbsp;&nbsp; 253817 |
|  |  | **Total Canada** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 690548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 691079 |
|  |  | **France (44.31%)** | **France (44.31%)** | **France (44.31%)** | **France (44.31%)** | **France (44.31%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| EUR | 2442000 | French Republic Government Bonds OAT REG S | 2.50% | 05/25/2030 | &nbsp;&nbsp; 2904761 | &nbsp;&nbsp; 2897033 |
| EUR | 2345620 | French Republic Government Bonds OAT REG S | 2.75% | 02/25/2029 | &nbsp;&nbsp; 2817012 | &nbsp;&nbsp; 2821630 |
| EUR | 3008224 | French Republic Government Bonds OAT REG S | 2.75% | 02/25/2030 | &nbsp;&nbsp; 3602761 | &nbsp;&nbsp; 3606708 |
| EUR | 3539000 | French Republic Government Bonds OAT REG S | 3.00% | 11/25/2034 | &nbsp;&nbsp; 4129351 | &nbsp;&nbsp; 4116452 |
| EUR | 1585000 | French Republic Government Bonds OAT REG S | 3.00% | 05/25/2054 | &nbsp;&nbsp; 1479083 | &nbsp;&nbsp; 1474442 |
| EUR | 4318000 | French Republic Government Bonds OAT REG S | 3.25% | 05/25/2045 | &nbsp;&nbsp; 4593281 | &nbsp;&nbsp; 4580688 |
| EUR | 1859500 | French Republic Government Bonds OAT REG S | 3.25% | 05/25/2055 | &nbsp;&nbsp; 1807077 | &nbsp;&nbsp; 1807465 |
| EUR | 459000 | French Republic Government Bonds OAT REG S | 3.50% | 11/25/2035 | &nbsp;&nbsp; 547627 | &nbsp;&nbsp; 549390 |
| EUR | 655000 | French Republic Government Bonds OAT REG S | 4.00% | 10/25/2038 | &nbsp;&nbsp; 806670 | &nbsp;&nbsp; 803389 |
|  |  | **Total France** |  |  | &nbsp;&nbsp;&nbsp; 22687623 | &nbsp;&nbsp;&nbsp; 22657197 |
|  |  | **Germany (62.17%)** | **Germany (62.17%)** | **Germany (62.17%)** | **Germany (62.17%)** | **Germany (62.17%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| EUR | 1239738 | Bundesobligation Series 188 REG S | 2.40% | 10/19/2028 | &nbsp;&nbsp; 1489831 | &nbsp;&nbsp; 1485337 |
| EUR | 7914500 | Bundesrepublik Deutschland Bundesanleihe REG S | 1.70% | 08/15/2032 | &nbsp;&nbsp; 8957636 | &nbsp;&nbsp; 8953906 |
| EUR | 914000 | Bundesrepublik Deutschland Bundesanleihe REG S | 1.80% | 08/15/2053 | &nbsp;&nbsp; 770257 | &nbsp;&nbsp; 766418 |
| EUR | 417832 | Bundesrepublik Deutschland Bundesanleihe REG S + | 2.37% | 08/15/2030 | &nbsp;&nbsp; 449027 | &nbsp;&nbsp; 448262 |
| EUR | 3800532 | Bundesrepublik Deutschland Bundesanleihe REG S + | 2.41% | 02/15/2031 | &nbsp;&nbsp; 4008596 | &nbsp;&nbsp; 4019340 |
| EUR | 3500092 | Bundesrepublik Deutschland Bundesanleihe REG S + | 2.47% | 08/15/2031 | &nbsp;&nbsp; 3638275 | &nbsp;&nbsp; 3648624 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** |  |  |  | **Proceeds** | **Fair**<br> **Value**<br>|
|  |  | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** |
|  |  | **Fixed Income Buy-Sellback Agreements ‡ (continued)** | **Fixed Income Buy-Sellback Agreements ‡ (continued)** | **Fixed Income Buy-Sellback Agreements ‡ (continued)** | **Fixed Income Buy-Sellback Agreements ‡ (continued)** | **Fixed Income Buy-Sellback Agreements ‡ (continued)** |
|  |  | **Germany (continued)** | **Germany (continued)** | **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
|  |  | Foreign Government Obligations (continued) | Foreign Government Obligations (continued) | Foreign Government Obligations (continued) | Foreign Government Obligations (continued) | Foreign Government Obligations (continued) |
| EUR | 852016 | Bundesrepublik Deutschland Bundesanleihe REG S | 2.50% | 02/15/2035 | $993742 | $992300 |
| EUR | 897804 | Bundesrepublik Deutschland Bundesanleihe REG S | 2.50% | 08/15/2054 | &nbsp;&nbsp; 884003 | &nbsp;&nbsp; 879768 |
| EUR | 2834000 | Bundesrepublik Deutschland Bundesanleihe REG S + | 2.53% | 02/15/2032 | &nbsp;&nbsp; 2912756 | &nbsp;&nbsp; 2908422 |
| EUR | 1144000 | Bundesrepublik Deutschland Bundesanleihe REG S | 2.60% | 05/15/2041 | &nbsp;&nbsp; 1263625 | &nbsp;&nbsp; 1260526 |
| EUR | 1940300 | Bundesrepublik Deutschland Bundesanleihe REG S | 2.90% | 08/15/2056 | &nbsp;&nbsp; 2062798 | &nbsp;&nbsp; 2053098 |
| EUR | 3266500 | Bundesrepublik Deutschland Bundesanleihe REG S | 4.25% | 07/04/2039 | &nbsp;&nbsp; 4387384 | &nbsp;&nbsp; 4378552 |
|  |  | **Total Germany** |  |  | &nbsp;&nbsp;&nbsp; 31817930 | &nbsp;&nbsp;&nbsp; 31794553 |
|  |  | **Italy (96.30%)** | **Italy (96.30%)** | **Italy (96.30%)** | **Italy (96.30%)** | **Italy (96.30%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| EUR | 3964000 | Italy Buoni Poliennali Del Tesoro Series 10YR REG S | 3.45% | 02/01/2036 | &nbsp;&nbsp; 4741323 | &nbsp;&nbsp; 4724942 |
| EUR | 615000 | Italy Buoni Poliennali Del Tesoro Series 11YR REG S | 3.85% | 02/01/2035 | &nbsp;&nbsp; 765457 | &nbsp;&nbsp; 762383 |
| EUR | 1483000 | Italy Buoni Poliennali Del Tesoro Series 15YR REG S | 2.45% | 09/01/2033 | &nbsp;&nbsp; 1693450 | &nbsp;&nbsp; 1688582 |
| EUR | 2260000 | Italy Buoni Poliennali Del Tesoro Series 15YR REG S | 4.15% | 10/01/2039 | &nbsp;&nbsp; 2738325 | &nbsp;&nbsp; 2801947 |
| EUR | 859000 | Italy Buoni Poliennali Del Tesoro Series 16YR REG S | 0.95% | 03/01/2037 | &nbsp;&nbsp; 785128 | &nbsp;&nbsp; 781437 |
| EUR | 1703000 | Italy Buoni Poliennali Del Tesoro Series 16YR REG S | 3.50% | 03/01/2030 | &nbsp;&nbsp; 2106806 | &nbsp;&nbsp; 2101572 |
| EUR | 3255000 | Italy Buoni Poliennali Del Tesoro Series 17YR REG S | 1.65% | 03/01/2032 | &nbsp;&nbsp; 3620344 | &nbsp;&nbsp; 3610020 |
| EUR | 1496000 | Italy Buoni Poliennali Del Tesoro Series 20YR REG S | 2.95% | 09/01/2038 | &nbsp;&nbsp; 1662452 | &nbsp;&nbsp; 1655923 |
| EUR | 2676000 | Italy Buoni Poliennali Del Tesoro Series 20YR REG S | 4.45% | 09/01/2043 | &nbsp;&nbsp; 3325955 | &nbsp;&nbsp; 3370202 |
| EUR | 1550000 | Italy Buoni Poliennali Del Tesoro Series 30YR REG S | 2.15% | 09/01/2052 | &nbsp;&nbsp; 1245750 | &nbsp;&nbsp; 1234165 |
| EUR | 1013000 | Italy Buoni Poliennali Del Tesoro Series 30YR REG S | 3.85% | 09/01/2049 | &nbsp;&nbsp; 1154712 | &nbsp;&nbsp; 1151756 |
| EUR | 1634000 | Italy Buoni Poliennali Del Tesoro Series 30YR REG S | 4.50% | 10/01/2053 | &nbsp;&nbsp; 1985643 | &nbsp;&nbsp; 2014085 |
| EUR | 1720000 | Italy Buoni Poliennali Del Tesoro Series 30YR REG S | 4.65% | 10/01/2055 | &nbsp;&nbsp; 2162230 | &nbsp;&nbsp; 2156063 |
| EUR | 1090000 | Italy Buoni Poliennali Del Tesoro Series 31YR REG S | 3.45% | 03/01/2048 | &nbsp;&nbsp; 1178166 | &nbsp;&nbsp; 1170572 |
| EUR | 3589000 | Italy Buoni Poliennali Del Tesoro Series 31YR REG S | 4.00% | 02/01/2037 | &nbsp;&nbsp; 4488677 | &nbsp;&nbsp; 4469966 |
| EUR | 1070000 | Italy Buoni Poliennali Del Tesoro Series 31YR REG S | 4.75% | 09/01/2044 | &nbsp;&nbsp; 1407057 | &nbsp;&nbsp; 1400959 |
| EUR | 1652000 | Italy Buoni Poliennali Del Tesoro Series 31YR REG S | 5.00% | 09/01/2040 | &nbsp;&nbsp; 2242493 | &nbsp;&nbsp; 2232894 |
| EUR | 4440000 | Italy Buoni Poliennali Del Tesoro Series 31YR REG S | 6.00% | 05/01/2031 | &nbsp;&nbsp; 6106637 | &nbsp;&nbsp; 6123229 |
| EUR | 4790000 | Italy Buoni Poliennali Del Tesoro Series 7YR REG S | 3.25% | 07/15/2032 | &nbsp;&nbsp; 5678754 | &nbsp;&nbsp; 5796897 |
|  |  | **Total Italy** |  |  | &nbsp;&nbsp;&nbsp; 49089359 | &nbsp;&nbsp;&nbsp; 49247594 |
|  |  | **Japan (13.17%)** | **Japan (13.17%)** | **Japan (13.17%)** | **Japan (13.17%)** | **Japan (13.17%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| JPY | 410950000 | Japan Government Ten Year Bonds Series 354 | 0.10% | 03/20/2029 | &nbsp;&nbsp; 2496536 | &nbsp;&nbsp; 2558925 |
| JPY | 72100000 | Japan Government Ten Year Bonds Series 362 | 0.10% | 03/20/2031 | &nbsp;&nbsp; 420809 | &nbsp;&nbsp; 431595 |
| JPY | 290600000 | Japan Government Ten Year Bonds Series 370 | 0.50% | 03/20/2033 | &nbsp;&nbsp; 1667580 | &nbsp;&nbsp; 1710026 |
| JPY | 334150000 | Japan Government Ten Year Bonds Series 378 | 1.40% | 03/20/2035 | &nbsp;&nbsp; 2041339 | &nbsp;&nbsp; 2033845 |
|  |  | **Total Japan** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 6626264 | &nbsp;&nbsp;&nbsp;&nbsp; 6734391 |
|  |  | **Netherlands (1.77%)** | **Netherlands (1.77%)** | **Netherlands (1.77%)** | **Netherlands (1.77%)** | **Netherlands (1.77%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| EUR | 101000 | Netherlands Government Bonds REG S | 2.50% | 07/15/2035 | &nbsp;&nbsp; 115881 | &nbsp;&nbsp; 116148 |
| EUR | 1436845 | Netherlands Government Bonds REG S + | 3.52% | 01/15/2052 | &nbsp;&nbsp; 698977 | &nbsp;&nbsp; 693375 |
| EUR | 75000 | Netherlands Government Bonds REG S | 3.75% | 01/15/2042 | &nbsp;&nbsp; 93761 | &nbsp;&nbsp; 93984 |
|  |  | **Total Netherlands** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 908619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 903507 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** |  |  |  | **Proceeds** | **Fair**<br> **Value**<br>|
|  |  | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** |
|  |  | **Fixed Income Buy-Sellback Agreements ‡ (continued)** | **Fixed Income Buy-Sellback Agreements ‡ (continued)** | **Fixed Income Buy-Sellback Agreements ‡ (continued)** | **Fixed Income Buy-Sellback Agreements ‡ (continued)** | **Fixed Income Buy-Sellback Agreements ‡ (continued)** |
|  |  | **Spain (49.42%)** | **Spain (49.42%)** | **Spain (49.42%)** | **Spain (49.42%)** | **Spain (49.42%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| EUR | 2102000 | Spain Government Bonds REG S | 0.10% | 04/30/2031 | $2202078 | $2196681 |
| EUR | 3059000 | Spain Government Bonds REG S | 1.25% | 10/31/2030 | &nbsp;&nbsp; 3439558 | &nbsp;&nbsp; 3430761 |
| EUR | 1580000 | Spain Government Bonds REG S | 1.95% | 07/30/2030 | &nbsp;&nbsp; 1841877 | &nbsp;&nbsp; 1837166 |
| EUR | 1102000 | Spain Government Bonds REG S | 2.55% | 10/31/2032 | &nbsp;&nbsp; 1291541 | &nbsp;&nbsp; 1288370 |
| EUR | 1013000 | Spain Government Bonds REG S | 2.90% | 10/31/2046 | &nbsp;&nbsp; 1045679 | &nbsp;&nbsp; 1040655 |
| EUR | 3060000 | Spain Government Bonds REG S | 3.15% | 04/30/2033 | &nbsp;&nbsp; 3704620 | &nbsp;&nbsp; 3696796 |
| EUR | 5622000 | Spain Government Bonds REG S | 3.20% | 10/31/2035 | &nbsp;&nbsp; 6630564 | &nbsp;&nbsp; 6682380 |
| EUR | 1068000 | Spain Government Bonds REG S | 3.45% | 07/30/2043 | &nbsp;&nbsp; 1220457 | &nbsp;&nbsp; 1216436 |
| EUR | 930000 | Spain Government Bonds REG S | 3.90% | 07/30/2039 | &nbsp;&nbsp; 1121532 | &nbsp;&nbsp; 1145962 |
| EUR | 2010000 | Spain Government Bonds REG S | 4.90% | 07/30/2040 | &nbsp;&nbsp; 2728839 | &nbsp;&nbsp; 2734998 |
|  |  | **Total Spain** |  |  | &nbsp;&nbsp;&nbsp; 25226745 | &nbsp;&nbsp;&nbsp; 25270205 |
|  |  | **Supranational (65.93%)** | **Supranational (65.93%)** | **Supranational (65.93%)** | **Supranational (65.93%)** | **Supranational (65.93%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| EUR | 463000 | European Union Series SURE REG S | 0.30% | 11/04/2050 | &nbsp;&nbsp; 241436 | &nbsp;&nbsp; 246646 |
| EUR | 6136500 | European Union Series UFA REG S | 0.70% | 07/06/2051 | &nbsp;&nbsp; 3602767 | &nbsp;&nbsp; 3586203 |
| EUR | 2159000 | European Union Series UFA REG S | 2.50% | 12/04/2031 | &nbsp;&nbsp; 2550934 | &nbsp;&nbsp; 2543987 |
| EUR | 5208000 | European Union Series UFA REG S | 3.00% | 12/04/2034 | &nbsp;&nbsp; 6203488 | &nbsp;&nbsp; 6191893 |
| EUR | 745673 | European Union Series UFA REG S | 3.00% | 03/04/2053 | &nbsp;&nbsp; 745473 | &nbsp;&nbsp; 748157 |
| EUR | 558000 | European Union Series UFA REG S | 3.25% | 07/04/2034 | &nbsp;&nbsp; 678822 | &nbsp;&nbsp; 677570 |
| EUR | 13460341 | European Union Series UFA REG S | 3.38% | 12/12/2035 | &nbsp;&nbsp; 16297714 | &nbsp;&nbsp; 16338747 |
| EUR | 2462000 | European Union Series UFA REG S | 3.38% | 11/04/2042 | &nbsp;&nbsp; 2823598 | &nbsp;&nbsp; 2814817 |
| EUR | 481000 | European Union Series UFA REG S | 3.75% | 10/12/2045 | &nbsp;&nbsp; 563463 | &nbsp;&nbsp; 566443 |
|  |  | **Total Supranational** |  |  | &nbsp;&nbsp;&nbsp; 33707695 | &nbsp;&nbsp;&nbsp; 33714463 |
|  |  | **Sweden (22.57%)** | **Sweden (22.57%)** | **Sweden (22.57%)** | **Sweden (22.57%)** | **Sweden (22.57%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| SEK | 3235000 | Sweden Government Bonds Series 1056 REG S | 2.25% | 06/01/2032 | &nbsp;&nbsp; 350631 | &nbsp;&nbsp; 361751 |
| SEK | 45355000 | Sweden Government Bonds Series 1060 REG S | 0.75% | 05/12/2028 | &nbsp;&nbsp; 4842929 | &nbsp;&nbsp; 4986684 |
| SEK | 56970000 | Sweden Government Bonds Series 1066 REG S | 2.25% | 05/11/2035 | &nbsp;&nbsp; 6111374 | &nbsp;&nbsp; 6192319 |
|  |  | **Total Sweden** |  |  | &nbsp;&nbsp;&nbsp; 11304934 | &nbsp;&nbsp;&nbsp; 11540754 |
|  |  | **United Kingdom (98.62%)** | **United Kingdom (98.62%)** | **United Kingdom (98.62%)** | **United Kingdom (98.62%)** | **United Kingdom (98.62%)** |
|  |  | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations | Foreign Government Obligations |
| GBP | 2305701 | U.K. Gilts REG S | 0.25% | 07/31/2031 | &nbsp;&nbsp; 2599501 | &nbsp;&nbsp; 2591983 |
| GBP | 2357538 | U.K. Gilts REG S | 0.88% | 10/22/2029 | &nbsp;&nbsp; 2920741 | &nbsp;&nbsp; 2912086 |
| GBP | 1550000 | U.K. Gilts REG S | 1.13% | 01/31/2039 | &nbsp;&nbsp; 1383179 | &nbsp;&nbsp; 1375025 |
| GBP | 962180 | U.K. Gilts REG S | 1.50% | 07/22/2047 | &nbsp;&nbsp; 694152 | &nbsp;&nbsp; 689362 |
| GBP | 2299000 | U.K. Gilts REG S | 1.63% | 10/22/2028 | &nbsp;&nbsp; 3004776 | &nbsp;&nbsp; 2991061 |
| GBP | 921354 | U.K. Gilts REG S | 1.63% | 10/22/2054 | &nbsp;&nbsp; 590621 | &nbsp;&nbsp; 586339 |
| GBP | 873750 | U.K. Gilts REG S | 3.50% | 07/22/2068 | &nbsp;&nbsp; 858913 | &nbsp;&nbsp; 853303 |
| GBP | 305500 | U.K. Gilts REG S | 3.75% | 07/22/2052 | &nbsp;&nbsp; 331494 | &nbsp;&nbsp; 329149 |
| GBP | 3356357 | U.K. Gilts REG S | 4.00% | 10/22/2031 | &nbsp;&nbsp; 4598033 | &nbsp;&nbsp; 4581455 |
| GBP | 816000 | U.K. Gilts REG S | 4.00% | 10/22/2063 | &nbsp;&nbsp; 896620 | &nbsp;&nbsp; 891084 |
| GBP | 1767000 | U.K. Gilts REG S | 4.13% | 07/22/2029 | &nbsp;&nbsp; 2454822 | &nbsp;&nbsp; 2444911 |
| GBP | 2632250 | U.K. Gilts REG S | 4.25% | 06/07/2032 | &nbsp;&nbsp; 3654828 | &nbsp;&nbsp; 3641173 |
| GBP | 2138250 | U.K. Gilts REG S | 4.25% | 03/07/2036 | &nbsp;&nbsp; 2862347 | &nbsp;&nbsp; 2847967 |
| GBP | 1220000 | U.K. Gilts REG S | 4.25% | 09/07/2039 | &nbsp;&nbsp; 1579127 | &nbsp;&nbsp; 1569823 |
| GBP | 1147000 | U.K. Gilts REG S | 4.25% | 12/07/2040 | &nbsp;&nbsp; 1465211 | &nbsp;&nbsp; 1456931 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** |  |  |  | **Proceeds** | **Fair**<br> **Value**<br>|
|  |  | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** |
|  |  | **Fixed Income Buy-Sellback Agreements ‡ (continued)** | **Fixed Income Buy-Sellback Agreements ‡ (continued)** | **Fixed Income Buy-Sellback Agreements ‡ (continued)** | **Fixed Income Buy-Sellback Agreements ‡ (continued)** | **Fixed Income Buy-Sellback Agreements ‡ (continued)** |
|  |  | **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
|  |  | Foreign Government Obligations (continued) | Foreign Government Obligations (continued) | Foreign Government Obligations (continued) | Foreign Government Obligations (continued) | Foreign Government Obligations (continued) |
| GBP | 3028000 | U.K. Gilts REG S | 4.25% | 12/07/2046 | $3672570 | $3653642 |
| GBP | 876000 | U.K. Gilts REG S | 4.38% | 01/31/2040 | &nbsp;&nbsp; 1142104 | &nbsp;&nbsp; 1135566 |
| GBP | 3037320 | U.K. Gilts REG S | 4.50% | 03/07/2035 | &nbsp;&nbsp; 4178241 | &nbsp;&nbsp; 4162640 |
| GBP | 990000 | U.K. Gilts REG S | 4.63% | 01/31/2034 | &nbsp;&nbsp; 1386063 | &nbsp;&nbsp; 1379455 |
| GBP | 2830000 | U.K. Gilts REG S | 4.75% | 12/07/2030 | &nbsp;&nbsp; 4041689 | &nbsp;&nbsp; 4026149 |
| GBP | 1723000 | U.K. Gilts REG S | 4.75% | 10/22/2035 | &nbsp;&nbsp; 2405797 | &nbsp;&nbsp; 2393978 |
| GBP | 1244250 | U.K. Gilts REG S | 4.75% | 12/07/2038 | &nbsp;&nbsp; 1705784 | &nbsp;&nbsp; 1696247 |
| GBP | 1199411 | U.K. Inflation-Linked Gilts Series 3MO REG S « | 0.13% | 08/10/2031 | &nbsp;&nbsp; 1599483 | &nbsp;&nbsp; 1582607 |
| GBP | 605309 | U.K. Inflation-Linked Gilts Series 3MO REG S « | 0.63% | 03/22/2045 | &nbsp;&nbsp; 650243 | &nbsp;&nbsp; 639942 |
|  |  | **Total United Kingdom** |  |  | &nbsp;&nbsp;&nbsp; 50676339 | &nbsp;&nbsp;&nbsp; 50431878 |
|  |  | **United States (95.25%)** | **United States (95.25%)** | **United States (95.25%)** | **United States (95.25%)** | **United States (95.25%)** |
|  |  | U.S. Government Securities | U.S. Government Securities | U.S. Government Securities | U.S. Government Securities | U.S. Government Securities |
| USD | 1003000 | U.S. Treasury Bonds | 4.75% | 08/15/2055 | &nbsp;&nbsp; 986434 | &nbsp;&nbsp; 981836 |
| USD | 2670000 | U.S. Treasury Notes | 3.50% | 01/15/2029 | &nbsp;&nbsp; 2658811 | &nbsp;&nbsp; 2663333 |
| USD | 2707000 | U.S. Treasury Notes | 3.50% | 11/30/2030 | &nbsp;&nbsp; 2668158 | &nbsp;&nbsp; 2673802 |
| USD | 1151000 | U.S. Treasury Notes | 3.63% | 09/30/2030 | &nbsp;&nbsp; 1141665 | &nbsp;&nbsp; 1143987 |
| USD | 15250000 | U.S. Treasury Notes | 3.63% | 12/31/2030 | &nbsp;&nbsp; 15114421 | &nbsp;&nbsp; 15139105 |
| USD | 1869500 | U.S. Treasury Notes | 3.88% | 12/31/2032 | &nbsp;&nbsp; 1850899 | &nbsp;&nbsp; 1853991 |
| USD | 18308500 | U.S. Treasury Notes | 4.00% | 11/15/2035 | &nbsp;&nbsp; 17935229 | &nbsp;&nbsp; 17941724 |
| USD | 952900 | U.S. Treasury Notes | 4.25% | 05/15/2035 | &nbsp;&nbsp; 954887 | &nbsp;&nbsp; 955536 |
| USD | 5349400 | U.S. Treasury Notes | 4.25% | 08/15/2035 | &nbsp;&nbsp; 5356254 | &nbsp;&nbsp; 5356845 |
|  |  | **Total United States** |  |  | &nbsp;&nbsp;&nbsp; 48666758 | &nbsp;&nbsp;&nbsp; 48710159 |
|  |  | **Total Fixed Income Buy-Sellback Agreements** | **Total Fixed Income Buy-Sellback Agreements** | **Total Fixed Income Buy-Sellback Agreements** | &nbsp;&nbsp; 301192737 | &nbsp;&nbsp; 301828099 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| **Units** |  |  |  |
|  | **Investment Funds # (0.00%)** | **Investment Funds # (0.00%)** | **Investment Funds # (0.00%)** |
|  | **United Kingdom (0.00%)** | **United Kingdom (0.00%)** | **United Kingdom (0.00%)** |
|  | Capital Markets | Capital Markets | Capital Markets |
| 166 | Scottish Mortgage Investment Trust PLC | &nbsp;&nbsp; 2710 | &nbsp;&nbsp; 2865 |
|  | **Total Securities Sold Short** | $321387591 | $322585483 |
| The percentage shown for each investment category reflects the value of investments in that category as a percentage of total net assets. | The percentage shown for each investment category reflects the value of investments in that category as a percentage of total net assets. | The percentage shown for each investment category reflects the value of investments in that category as a percentage of total net assets. | The percentage shown for each investment category reflects the value of investments in that category as a percentage of total net assets. |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

# Amount rounds to less than 0.005% of the Fund's total value of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| \* | Variable or Floating Rate Security. Rate disclosed is based on the latest available information as of January 31, 2026. |
| ~ | Perpetual Maturity. Maturity date presented represents the next call date. |
| + | Zero-coupon bond. Rate represents annualized yield at period end. |
| ‡ | Security sold under forward sale commitments due within 60 days after January 31, 2026. The sale price of the security and the dates of delivery were fixed at <br> the time the transaction was negotiated.<br>|
| « | Inflation linked securities issued by foreign entities in which the principal amount is indexed for inflation or deflation periodically. |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 144A | Unregistered securities exempt in an institutional sale from the registration and prospectus delivery requirement of the Securities Act of 1933, as specified in <br> SEC Rule 144A.<br>|
| GmbH | German Company with Limited Liability |
| LLC | Limited Liability Company |
| OAT | French Treasury Bond |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

---

| | |
|:---|:---|
| PIK | Payment-in-Kind security. Security that pays interest in the form of cash or additional debt securities. |
| PLC | Public Limited Company |
| REG S | Unregistered securities exempt in a sale of non-US securities from the registration and prospectus delivery requirement of the Securities Act of 1933, as <br> specified in SEC Regulation S.<br>|
| SA | French Public Limited Company |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Concentration by Industry for Securities Sold Short** |  |  |
| **Industry** | **% of Net Assets** | **Fair**<br> **Value**<br>|
| Foreign Government Obligations | &nbsp;&nbsp;&nbsp;&nbsp;504.49% | &nbsp;&nbsp;&nbsp;&nbsp; $257982040 |
| U.S. Government Securities | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;99.17 | &nbsp;&nbsp;&nbsp;&nbsp; 50715197 |
| Financial | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;10.93 | &nbsp;&nbsp;&nbsp;&nbsp; 5591507 |
| Energy | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;4.59 | &nbsp;&nbsp;&nbsp;&nbsp; 2346573 |
| Consumer Cyclical | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;2.49 | &nbsp;&nbsp;&nbsp;&nbsp; 1273941 |
| Consumer Non-cyclical | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;2.34 | &nbsp;&nbsp;&nbsp;&nbsp; 1194262 |
| Basic Materials | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;2.20 | &nbsp;&nbsp;&nbsp;&nbsp; 1125742 |
| Communications | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;1.94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 992259 |
| Technology | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;1.77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 904422 |
| Industrial | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 321199 |
| Utilities | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135476 |
| Investment Funds | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.00<sup>#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2865 |
| Total Securities Sold Short | &nbsp;&nbsp;&nbsp;&nbsp;630.82% | &nbsp;&nbsp;&nbsp;&nbsp; $322585483 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

# Amount rounds to less than 0.005% of the Fund's total value of net assets.

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Written Options Contracts**

**Options on Equity Indices** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract** | **Counterparty/**<br> **Exchange**<br>|  | **Strike Price** | **Contracts** | **Expiration**<br> **Date**<br>| **Notional** | **Premium** | **Fair**<br> **Value**<br>| **Unrealized** |
| S&P 500 Index | CBOE | Put | 6000.00 | (8) | 03/20/2026 | (48000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(19053) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(14400) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4653 |
| S&P 500 Index | CBOE | Put | 5400.00 | (5) | 09/18/2026 | (27000) | &nbsp;&nbsp; (33393) | &nbsp;&nbsp; (35950) | (2557) |
| S&P 500 Index | CBOE | Put | 7300.00 | (5) | 03/19/2027 | (36500) | &nbsp;&nbsp; (263668) | &nbsp;&nbsp; (276900) | (13232) |
| **Total Options on Equity Indices** | **Total Options on Equity Indices** | **Total Options on Equity Indices** | **Total Options on Equity Indices** | **Total Options on Equity Indices** | **Total Options on Equity Indices** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (316114) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (327250) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11136) |

---

**Options on Exchange Traded Funds** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract** | **Counterparty/**<br> **Exchange**<br>|  | **Strike Price** | **Contracts** | **Expiration**<br> **Date**<br>| **Notional** | **Premium** | **Fair**<br> **Value**<br>| **Unrealized** |
| Invesco QQQ Trust | AMX | Put | 655.00 | (3) | 01/15/2027 | (1965) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(18202) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(18266) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(64) |
| &nbsp;&nbsp;&nbsp; iShares MSCI Emerging <br> Markets ETF<br>| AMX | Call | 65.00 | (13) | 04/17/2026 | &nbsp;&nbsp; (845) | &nbsp;&nbsp; (1049) | &nbsp;&nbsp; (442) | &nbsp;&nbsp; 607 |
| &nbsp;&nbsp;&nbsp; iShares MSCI Emerging <br> Markets ETF<br>| AMX | Put | 50.00 | (96) | 04/17/2026 | (4800) | &nbsp;&nbsp; (1670) | &nbsp;&nbsp; (2304) | &nbsp;&nbsp; (634) |
| **Total Options on Exchange Traded Funds** | **Total Options on Exchange Traded Funds** | **Total Options on Exchange Traded Funds** | **Total Options on Exchange Traded Funds** | **Total Options on Exchange Traded Funds** | **Total Options on Exchange Traded Funds** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20921) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21012) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (91) |

---

**Options on Exchange Traded Futures Contracts** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract** |  | **Strike Price** | **Contracts** | **Expiration**<br> **Date**<br>| **Notional** | **Premium** | **Fair**<br> **Value**<br>| **Unrealized** |
| 3 Month SOFR<br> CME | Call | 98.00 | (96) | 06/11/2027 | &nbsp;&nbsp; (9408) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(27585) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(12600) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$14985 |
| 3 Month SONIA<br> ICE | Put | 96.05 | (412) | 03/13/2026 | (39573) | &nbsp;&nbsp; (23377) | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 23377 |
| **Total Options on Exchange Traded Futures Contracts** | **Total Options on Exchange Traded Futures Contracts** | **Total Options on Exchange Traded Futures Contracts** | **Total Options on Exchange Traded Futures Contracts** | **Total Options on Exchange Traded Futures Contracts** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50962) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12600) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38362 |

---

**Options on Securities** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract** | **Counterparty/**<br> **Exchange**<br>|  | **Strike Price** | **Contracts** | **Expiration**<br> **Date**<br>| **Notional** | **Premium** | **Fair**<br> **Value**<br>| **Unrealized** |
| 10YR U.S. Treasury Notes | CBT | Put | 109.50 | (39) | 02/20/2026 | (4270) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2257) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(609) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1648 |
| Advanced Micro Devices, Inc. | AMX | Call | 305.00 | (17) | 02/06/2026 | (5185) | &nbsp;&nbsp; (2539) | &nbsp;&nbsp; (391) | &nbsp;&nbsp; 2148 |
| Amazon.com, Inc. | AMX | Put | 207.50 | (16) | 02/06/2026 | (3320) | &nbsp;&nbsp; (1332) | &nbsp;&nbsp; (1232) | &nbsp;&nbsp; 100 |
| Applied Materials, Inc. | AMX | Put | 290.00 | (20) | 02/06/2026 | (5800) | &nbsp;&nbsp; (2073) | &nbsp;&nbsp; (2420) | (347) |
| ARM Holdings PLC | NASDAQ | Call | 140.00 | (22) | 02/20/2026 | (3080) | &nbsp;&nbsp; (2352) | &nbsp;&nbsp; (1012) | &nbsp;&nbsp; 1340 |
| Celestica, Inc. | NYSE | Put | 230.00 | (16) | 02/20/2026 | (3680) | &nbsp;&nbsp; (4267) | &nbsp;&nbsp; (5744) | (1477) |
| EchoStar Corp. | AMX | Call | 170.00 | (20) | 03/20/2026 | (3400) | &nbsp;&nbsp; (4480) | &nbsp;&nbsp; (1700) | &nbsp;&nbsp; 2780 |
| GLOBALFOUNDRIES, Inc. | AMX | Call | 60.00 | (74) | 03/20/2026 | (4440) | &nbsp;&nbsp; (4791) | &nbsp;&nbsp; (2960) | &nbsp;&nbsp; 1831 |
| KLA Corp. | AMX | Call | 1980.00 | (3) | 02/20/2026 | (5940) | &nbsp;&nbsp; (2524) | &nbsp;&nbsp; (282) | &nbsp;&nbsp; 2242 |
| Lam Research Corp. | AMX | Put | 195.00 | (21) | 02/20/2026 | (4095) | &nbsp;&nbsp; (2694) | &nbsp;&nbsp; (3612) | (918) |
| Palantir Technologies, Inc. | AMX | Put | 120.00 | (22) | 02/20/2026 | (2640) | &nbsp;&nbsp; (2906) | &nbsp;&nbsp; (3102) | (196) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Written Options Contracts (continued)**

**Options on Securities (continued)**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract** | **Counterparty/**<br> **Exchange**<br>|  | **Strike Price** | **Contracts** | **Expiration**<br> **Date**<br>| **Notional** | **Premium** | **Fair**<br> **Value**<br>| **Unrealized** |
| QUALCOMM, Inc. | AMX | Put | 135.00 | (21) | 02/20/2026 | (2835) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1810) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2520) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(710) |
| Teradyne, Inc. | NYSE | Call | 320.00 | (13) | 02/20/2026 | (4160) | &nbsp;&nbsp; (1904) | &nbsp;&nbsp; (2600) | (696) |
| **Total Options on Securities** | **Total Options on Securities** | **Total Options on Securities** | **Total Options on Securities** | **Total Options on Securities** | **Total Options on Securities** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35929) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28184) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7745 |
| **Total Written Options Contracts** | **Total Written Options Contracts** | **Total Written Options Contracts** | **Total Written Options Contracts** | **Total Written Options Contracts** | **Total Written Options Contracts** |  | &nbsp;&nbsp;&nbsp;&nbsp;$(423926) | &nbsp;&nbsp;&nbsp;&nbsp;$(389046) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$34880 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Written Swaptions Contracts** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract** | **Counterparty** | **Currency** | **Exercise**<br> **Rate**<br>| **Notional** | **Expiration**<br> **Date**<br>| **Premium** | **Fair**<br> **Value**<br>| **Unrealized** |
| &nbsp;&nbsp;&nbsp; 10YR Interest Rate Swap Pay <br> GBP Put<br>| MSI<br> 1Y | GBP | 5.00% | (5434110) | &nbsp;&nbsp; 09/01/2026 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(16745) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(15671) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1074 |
| &nbsp;&nbsp;&nbsp; 1YR Interest Rate Swap Pay <br> USD Put<br>| GST<br> 1Y | USD | 3.60% | (24715000) | &nbsp;&nbsp; 06/04/2026 | &nbsp;&nbsp; (14457) | (5194) | 9263 |
| &nbsp;&nbsp;&nbsp; 1YR Interest Rate Swap <br> Receive EUR Call<br>| JPM<br> 3M | EUR | 1.67% | (28928719) | &nbsp;&nbsp; 01/28/2027 | &nbsp;&nbsp; (10010) | (10713) | (703) |
| &nbsp;&nbsp;&nbsp; 1YR Interest Rate Swap <br> Receive USD Call<br>| GST<br> 1Y | USD | 2.50% | (24715000) | &nbsp;&nbsp; 06/04/2026 | &nbsp;&nbsp; (9442) | (2449) | 6993 |
| &nbsp;&nbsp;&nbsp; iTraxx Europe Series 44 <br> Version 1 Put<br>| BOA<br> 3M | EUR | 65.00% | (2442000) | &nbsp;&nbsp; 03/18/2026 | &nbsp;&nbsp; (2260) | (1315) | 945 |
| &nbsp;&nbsp;&nbsp; iTraxx Europe Series 44 <br> Version 1 Put<br>| DBF<br> 3M | EUR | 65.00% | (2435000) | &nbsp;&nbsp; 03/18/2026 | &nbsp;&nbsp; (1389) | (1311) | 78 |
|  |  | **Total Written Swaptions Contracts** | **Total Written Swaptions Contracts** | **Total Written Swaptions Contracts** | **Total Written Swaptions Contracts** | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(54303) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(36653) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$17650 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts**

**Bi-Lateral Credit Default Swaps** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Expiration**<br> **Date**<br>| **Counter-**<br> **party**<br>| **Receive**<br> **(Pay)**<br>| **Reference**<br> **Obligation** | **Buy/**<br> **Sell**<br> **Protection**<br>| **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | 430000 | 09/30/2027<br> 3M | DBF | 1.00% | Panama Government International <br> Bonds | Sell | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(8555) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(4426) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4129 |
| USD | 45000 | 01/28/2033<br> 3M | GST | 1.00% | Colombia Government International <br> Bonds | Sell | &nbsp;&nbsp; (1736) | &nbsp;&nbsp; (1979) | (243) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205000 | 01/28/2033<br> 3M | DBF | 1.00% | Colombia Government International <br> Bonds | Sell | &nbsp;&nbsp; (8013) | &nbsp;&nbsp; (9015) | (1002) |
| **Total Bi-Lateral Credit Default Swaps** | **Total Bi-Lateral Credit Default Swaps** | **Total Bi-Lateral Credit Default Swaps** | **Total Bi-Lateral Credit Default Swaps** | **Total Bi-Lateral Credit Default Swaps** | **Total Bi-Lateral Credit Default Swaps** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(18304) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(15420) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2884 |

---

**Centrally Cleared Credit Default Swaps** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Expiration**<br> **Date**<br>| **Receive**<br> **(Pay)**<br>| **Reference**<br> **Obligation** | **Buy/**<br> **Sell**<br> **Protection**<br>| **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| EUR | 1180000 | 12/20/2030<br> 3M<br> ICE | 5.00% | iTraxx Europe Crossover <br> Series 44 Version 1 Index | Buy | $(145351) | $(159193) | $(13842) |
| USD | &nbsp;&nbsp;&nbsp; 1851300 | 12/20/2030<br> 3M<br> ICE | 5.00% | CDX NA HY Series 45 <br> Version 1 Index | Buy | (139579) | (163482) | (23903) |
| **Total Centrally Cleared Credit Default Swaps** | **Total Centrally Cleared Credit Default Swaps** | **Total Centrally Cleared Credit Default Swaps** | **Total Centrally Cleared Credit Default Swaps** | **Total Centrally Cleared Credit Default Swaps** |  | $(284930) | $(322675) | $(37745) |

---

**Centrally Cleared Interest Rate Swaps** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Expiration**<br> **Date**<br>| **Fixed**<br> **Rate**<br>| **Pay/Receive**<br> **Variable** <br> **Rate**<br>| **Variable**<br> **Rate**<br>| **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| EUR | 26125262 | 05/06/2026<br> 1M<br> LCH | 1.91% | Pay | 12 Month EUR STR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(438) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(469) |
| JPY | 16511384 | 07/28/2027<br> 1Y<br> LCH | 1.28% | Receive | 12 Month JPY TONA | &nbsp;&nbsp; 4097 | &nbsp;&nbsp; (5045) | &nbsp;&nbsp; (9142) |
| EUR | 49662484 | 11/27/2027<br> 1Y<br> LCH | 1.94% | Pay | 12 Month EUR STR | &nbsp;&nbsp; (12361) | &nbsp;&nbsp; (19082) | &nbsp;&nbsp; (6721) |
| GBP | 21635027 | 01/23/2028<br> 1Y<br> LCH | 3.53% | Receive | 12 Month GBP WMBA SONIA <br> Compound<br>| &nbsp;&nbsp; 2890 | &nbsp;&nbsp; (495) | &nbsp;&nbsp; (3385) |
| EUR | 3778672 | 04/01/2028<br> 1Y<br> LCH | 1.97% | Pay | 12 Month EUR STR | &nbsp;&nbsp; (756) | &nbsp;&nbsp; (848) | &nbsp;&nbsp; (92) |
| EUR | 2272975 | 05/19/2028<br> 6M<br> LCH | 2.25% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp; 144 | &nbsp;&nbsp; (912) | &nbsp;&nbsp; (1056) |
| EUR | 16660053 | 01/29/2029<br> 6M<br> LCH | 2.59% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp; (3425) | &nbsp;&nbsp; (16181) | &nbsp;&nbsp; (12756) |
| EUR | 2679538 | 02/25/2029<br> 1Y<br> LCH | 1.88% | Pay | 12 Month EUR STR | &nbsp;&nbsp; (5555) | &nbsp;&nbsp; (15994) | &nbsp;&nbsp; (10439) |
| GBP | 2413504 | 10/22/2029<br> 1Y<br> LCH | 3.56% | Pay | 12 Month GBP WMBA SONIA <br> Compound<br>| &nbsp;&nbsp; (221) | &nbsp;&nbsp; (10208) | &nbsp;&nbsp; (9987) |
| USD | 5140853 | 01/15/2030<br> 1M<br> LCH | 2.52% | Pay | U.S. CPI Urban Consumers NSA | &nbsp;&nbsp; 2147 | &nbsp;&nbsp; (12951) | &nbsp;&nbsp; (15098) |
| EUR | 2513965 | 02/25/2030<br> 1Y<br> LCH | 2.09% | Pay | 12 Month EUR STR | &nbsp;&nbsp; (9269) | &nbsp;&nbsp; (7180) | &nbsp;&nbsp; 2089 |
| USD | 4887718 | 03/03/2030<br> 1M<br> LCH | 2.52% | Pay | U.S. CPI Urban Consumers NSA | &nbsp;&nbsp; (1718) | &nbsp;&nbsp; (6646) | &nbsp;&nbsp; (4928) |
| USD | 11088817 | 05/31/2030<br> 1Y<br> LCH | 3.31% | Pay | 12 Month USD SOFR | &nbsp;&nbsp; (79817) | &nbsp;&nbsp; (68620) | &nbsp;&nbsp; 11197 |
| EUR | 1854600 | 10/10/2030<br> 1Y<br> LCH | 2.19% | Pay | 12 Month EUR STR | &nbsp;&nbsp; (8016) | &nbsp;&nbsp; (3523) | &nbsp;&nbsp; 4493 |
| GBP | 2790477 | 11/15/2030<br> 1M<br> LCH | 3.24% | Pay | U.K. Retail Price Index | &nbsp;&nbsp; 5476 | &nbsp;&nbsp; (2862) | &nbsp;&nbsp; (8338) |
| NOK | 3446718 | 03/18/2031<br> 1Y<br> LCH | 4.09% | Pay | 12 Month NOK NIBOR | &nbsp;&nbsp; 7515 | &nbsp;&nbsp; (7457) | &nbsp;&nbsp; (14972) |
| SEK | 8308183 | 03/18/2031<br> 3M<br> LCH | 2.53% | Receive | 12 Month SEK STIBOR | &nbsp;&nbsp; 22117 | &nbsp;&nbsp; (12004) | &nbsp;&nbsp; (34121) |
| EUR | 8486533 | 03/18/2031<br> 1Y<br> LCH | 2.44% | Pay | 12 Month EUR EURIBOR | &nbsp;&nbsp; (9646) | &nbsp;&nbsp; (35460) | &nbsp;&nbsp; (25814) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Centrally Cleared Interest Rate Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Expiration**<br> **Date**<br>| **Fixed**<br> **Rate**<br>| **Pay/Receive**<br> **Variable** <br> **Rate**<br>| **Variable**<br> **Rate**<br>| **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | 5134526 | 01/15/2035<br> 1M<br> LCH | 2.55% | Receive | U.S. CPI Urban Consumers NSA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(8474) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(13679) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(5205) |
| EUR | 2867311 | 01/29/2035<br> 6M<br> LCH | 2.82% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp; (1733) | &nbsp;&nbsp; (4630) | &nbsp;&nbsp; (2897) |
| EUR | 3881071 | 02/15/2035<br> 1Y<br> LCH | 2.63% | Receive | 12 Month EUR STR | &nbsp;&nbsp; (79) | &nbsp;&nbsp; (16749) | &nbsp;&nbsp; (16670) |
| EUR | 4971069 | 02/15/2035<br> 1Y<br> LCH | 2.50% | Pay | 12 Month EUR STR | &nbsp;&nbsp; (39600) | &nbsp;&nbsp; (30820) | &nbsp;&nbsp; 8780 |
| SEK | 5970210 | 05/11/2035<br> 1Y<br> LCH | 2.72% | Pay | 12 Month SEK STIBOR | &nbsp;&nbsp; 26865 | &nbsp;&nbsp; (28157) | &nbsp;&nbsp; (55022) |
| EUR | 2261721 | 06/15/2035<br> 1M<br> LCH | 1.92% | Pay | Eurostat Eurozone HICP ex-Tobacco <br> NSA<br>| &nbsp;&nbsp; (7519) | &nbsp;&nbsp; (17645) | &nbsp;&nbsp; (10126) |
| GBP | 2461012 | 06/15/2035<br> 1M<br> LCH | 3.14% | Receive | U.K. Retail Price Index | &nbsp;&nbsp; 7657 | &nbsp;&nbsp; (3302) | &nbsp;&nbsp; (10959) |
| GBP | 1408902 | 10/22/2035<br> 1Y<br> LCH | 4.03% | Pay | 12 Month GBP WMBA SONIA <br> Compound<br>| &nbsp;&nbsp; 4127 | &nbsp;&nbsp; (8511) | &nbsp;&nbsp; (12638) |
| EUR | 4534083 | 12/12/2035<br> 1Y<br> LCH | 2.78% | Pay | 12 Month EUR EURIBOR | &nbsp;&nbsp; (22265) | &nbsp;&nbsp; (26530) | &nbsp;&nbsp; (4265) |
| NOK | 1265765 | 06/03/2036<br> 6M<br> LCH | 4.22% | Receive | 12 Month NOK NIBOR | &nbsp;&nbsp; 323 | &nbsp;&nbsp; (1972) | &nbsp;&nbsp; (2295) |
| EUR | 1604420 | 06/13/2036<br> 6M<br> LCH | 2.91% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp; 276 | &nbsp;&nbsp; (4878) | &nbsp;&nbsp; (5154) |
| GBP | 445202 | 09/01/2036<br> 1Y<br> LCH | 4.09% | Pay | 12 Month GBP WMBA SONIA <br> Compound<br>| &nbsp;&nbsp; (576) | &nbsp;&nbsp; (3997) | &nbsp;&nbsp; (3421) |
| EUR | 234235 | 05/07/2038<br> 1Y<br> LCH | 2.81% | Receive | 12 Month EUR STR | &nbsp;&nbsp; 79 | &nbsp;&nbsp; (1482) | &nbsp;&nbsp; (1561) |
| EUR | 1437529 | 10/04/2039<br> 6M<br> LCH | 3.06% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp; 1868 | &nbsp;&nbsp; (3829) | &nbsp;&nbsp; (5697) |
| GBP | 1085754 | 01/31/2040<br> 1Y<br> LCH | 4.19% | Pay | 12 Month GBP WMBA SONIA <br> Compound<br>| &nbsp;&nbsp; 1499 | &nbsp;&nbsp; (19231) | &nbsp;&nbsp; (20730) |
| EUR | 1131227 | 07/30/2043<br> 1Y<br> LCH | 2.94% | Pay | 12 Month EUR STR | &nbsp;&nbsp; 317 | &nbsp;&nbsp; (826) | &nbsp;&nbsp; (1143) |
| EUR | 530723 | 10/12/2045<br> 1Y<br> LCH | 3.13% | Pay | 12 Month EUR EURIBOR | &nbsp;&nbsp; 61 | &nbsp;&nbsp; (2944) | &nbsp;&nbsp; (3005) |
| JPY | 1004947 | 12/17/2045<br> 1Y<br> LCH | 3.38% | Pay | 12 Month JPY TONA | &nbsp;&nbsp; (2525) | &nbsp;&nbsp; (13712) | &nbsp;&nbsp; (11187) |
| EUR | 2912523 | 01/21/2046<br> 1Y<br> LCH | 3.53% | Pay | 12 Month EUR EURIBOR | &nbsp;&nbsp; (6150) | &nbsp;&nbsp; (13428) | &nbsp;&nbsp; (7278) |
| EUR | 612488 | 01/26/2046<br> 1Y<br> LCH | 3.59% | Pay | 12 Month EUR EURIBOR | &nbsp;&nbsp; (358) | &nbsp;&nbsp; (444) | &nbsp;&nbsp; (86) |
| EUR | 4744949 | 01/30/2046<br> 6M<br> LCH | 3.59% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp; (8763) | &nbsp;&nbsp; (12824) | &nbsp;&nbsp; (4061) |
| EUR | 900853 | 10/05/2054<br> 6M<br> LCH | 3.19% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp; 771 | &nbsp;&nbsp; (3200) | &nbsp;&nbsp; (3971) |
| EUR | 9533225 | 01/09/2056<br> 6M<br> LCH | 3.22% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp; (65333) | &nbsp;&nbsp; (50119) | &nbsp;&nbsp; 15214 |
| EUR | 9561765 | 01/09/2056<br> 1Y<br> LCH | 3.09% | Pay | 12 Month EUR STR | &nbsp;&nbsp; 5578 | &nbsp;&nbsp; (98) | &nbsp;&nbsp; (5676) |
| EUR | 1019997 | 01/15/2056<br> 1Y<br> LCH | 3.13% | Pay | 12 Month EUR EURIBOR | &nbsp;&nbsp; 2682 | &nbsp;&nbsp; (1197) | &nbsp;&nbsp; (3879) |
| EUR | 1457981 | 01/15/2066<br> 6M<br> LCH | 2.72% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp; (5308) | &nbsp;&nbsp; (21) | &nbsp;&nbsp; 5287 |
| EUR | 1926715 | 01/26/2076<br> 6M<br> LCH | 2.25% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp; 148 | &nbsp;&nbsp; (2051) | &nbsp;&nbsp; (2199) |
| **Total Centrally Cleared Interest Rate Swaps** | **Total Centrally Cleared Interest Rate Swaps** | **Total Centrally Cleared Interest Rate Swaps** | **Total Centrally Cleared Interest Rate Swaps** | **Total Centrally Cleared Interest Rate Swaps** |  | &nbsp;&nbsp;&nbsp;&nbsp;$(202799) | &nbsp;&nbsp;&nbsp;&nbsp;$(512182) | &nbsp;&nbsp;&nbsp;&nbsp;$(309383) |

---

**Total Return Swaps** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| AUD | (17335) | 05/15/2033<br> 1M | MSI | 1 day AUD AONIA | REA Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(106) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(106) |
| AUD | (121609) | 05/15/2033<br> 1M | MSI | 1 day AUD AONIA | Westpac Banking Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1111) | &nbsp;&nbsp; (1111) |
| AUD | (14829) | 05/20/2033<br> 1M | GST | 1 day AUD AONIA | Woodside Energy Group <br> Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1204) | &nbsp;&nbsp; (1204) |
| AUD | (105590) | 05/05/2028<br> 1M | JPM | 1 day AUD AONIA | National Australia Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2206) | &nbsp;&nbsp; (2206) |
| AUD | (46781) | 05/05/2028<br> 1M | JPM | 1 day AUD AONIA | Woodside Energy Group <br> Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4201) | &nbsp;&nbsp; (4201) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| AUD | (191610) | 05/15/2033<br> 1M | MSI | 1 day AUD AONIA | Woodside Energy Group <br> Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(10980) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(10980) |
| HKD | (4349) | 05/15/2033<br> 1M | MSI | 1 day HKD HONIA | Alibaba Group Holding Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (102) | &nbsp;&nbsp; (102) |
| HKD | (4650) | 05/15/2033<br> 1M | MSI | 1 day HKD HONIA | Baidu, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (174) | &nbsp;&nbsp; (174) |
| HKD | (16174) | 05/05/2028<br> 1M | JPM | 1 day HKD HONIA | Meitu, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (196) | &nbsp;&nbsp; (196) |
| HKD | (3034) | 05/20/2033<br> 1M | GST | 1 day HKD HONIA | Pop Mart International <br> Group Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (428) | &nbsp;&nbsp; (428) |
| HKD | (12144) | 05/20/2033<br> 1M | GST | 1 day HKD HONIA | Alibaba Group Holding Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (667) | &nbsp;&nbsp; (667) |
| HKD | (17945) | 05/15/2033<br> 1M | MSI | 1 day HKD HONIA | Chow Tai Fook Jewellery <br> Group Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1258) | &nbsp;&nbsp; (1258) |
| HKD | (16539) | 05/15/2033<br> 1M | MSI | 1 day HKD HONIA | Xinyi Solar Holdings Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1288) | &nbsp;&nbsp; (1288) |
| HKD | (10928) | 05/05/2028<br> 1M | JPM | 1 day HKD HONIA | Pop Mart International <br> Group Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2181) | &nbsp;&nbsp; (2181) |
| HKD | (22065) | 05/15/2033<br> 1M | MSI | 1 day HKD HONIA | Hua Hong Semiconductor <br> Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3643) | &nbsp;&nbsp; (3643) |
| HKD | (24637) | 05/15/2033<br> 1M | MSI | 1 day HKD HONIA | Pop Mart International <br> Group Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5165) | &nbsp;&nbsp; (5165) |
| ILS | (11477) | 05/20/2033<br> 1M | GST | 1 day ILS SHIR | Mizrahi Tefahot Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (70) | &nbsp;&nbsp; (70) |
| USD | (110) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Walt Disney Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2) | &nbsp;&nbsp; (2) |
| USD | (1213) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | InterContinental Hotels <br> Group PLC<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2) | &nbsp;&nbsp; (2) |
| USD | (1534) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Globant SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4) | &nbsp;&nbsp; (4) |
| USD | (219) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Legalzoom.com, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4) | &nbsp;&nbsp; (4) |
| USD | (1135) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Comfort Systems USA, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (7) | &nbsp;&nbsp; (7) |
| USD | (1545) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Legalzoom.com, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (11) | &nbsp;&nbsp; (11) |
| USD | (2449) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | eBay, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (14) | &nbsp;&nbsp; (14) |
| USD | (10102) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | InterDigital, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (17) | &nbsp;&nbsp; (17) |
| USD | (1882) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Vistra Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (18) | &nbsp;&nbsp; (18) |
| USD | (2170) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Cigna Group | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (23) | &nbsp;&nbsp; (23) |
| USD | (4926) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Freeport-McMoRan, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (25) | &nbsp;&nbsp; (25) |
| USD | (3718) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Parker-Hannifin Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (25) | &nbsp;&nbsp; (25) |
| USD | (3612) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Merck & Co., Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (27) | &nbsp;&nbsp; (27) |
| USD | (1963) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Equitable Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (32) | &nbsp;&nbsp; (32) |
| USD | (6746) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | MGE Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (43) | &nbsp;&nbsp; (43) |
| USD | (1539) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Amphenol Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (46) | &nbsp;&nbsp; (46) |
| USD | (2432) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Invesco QQQ Trust | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (55) | &nbsp;&nbsp; (55) |
| USD | (2317) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Quanta Services, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (56) | &nbsp;&nbsp; (56) |
| USD | (34711) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Northwest Natural Holding <br> Co.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (61) | &nbsp;&nbsp; (61) |
| USD | (1867) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | LG Energy Solution Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (64) | &nbsp;&nbsp; (64) |
| USD | (2137) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Corpay, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (66) | &nbsp;&nbsp; (66) |
| USD | (88858) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Invesco QQQ Trust | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (69) | &nbsp;&nbsp; (69) |
| USD | (21789) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Largan Precision Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (69) | &nbsp;&nbsp; (69) |
| USD | (10351) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | GLOBALFOUNDRIES, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (72) | &nbsp;&nbsp; (72) |
| USD | (2763) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Arista Networks, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (72) | &nbsp;&nbsp; (72) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | (20936) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | TTM Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(79) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(79) |
| USD | (7905) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Photronics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (81) | &nbsp;&nbsp; (81) |
| USD | (36737) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Entergy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (84) | &nbsp;&nbsp; (84) |
| USD | (29267) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | LyondellBasell Industries <br> NV<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (84) | &nbsp;&nbsp; (84) |
| USD | 462 | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Credo Technology Group <br> Holding Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (86) | &nbsp;&nbsp; (86) |
| USD | (9182) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Otter Tail Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (90) | &nbsp;&nbsp; (90) |
| USD | (1362) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | GE Vernova, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (92) | &nbsp;&nbsp; (92) |
| USD | (13832) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Northwest Natural Holding <br> Co.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (95) | &nbsp;&nbsp; (95) |
| USD | (743) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | GLOBALFOUNDRIES, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (101) | &nbsp;&nbsp; (101) |
| USD | (2460) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | New York Times Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (106) | &nbsp;&nbsp; (106) |
| USD | (1818) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | F5, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (111) | &nbsp;&nbsp; (111) |
| USD | (1161) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Coherent Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (112) | &nbsp;&nbsp; (112) |
| USD | (2655) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Coca-Cola Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (113) | &nbsp;&nbsp; (113) |
| USD | (9267) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | LG Energy Solution Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (113) | &nbsp;&nbsp; (113) |
| USD | (1991) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Starbucks Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (124) | &nbsp;&nbsp; (124) |
| USD | (2051) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Colgate-Palmolive Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (129) | &nbsp;&nbsp; (129) |
| USD | (3574) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | AutoZone, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (130) | &nbsp;&nbsp; (130) |
| USD | (3904) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | VanEck Semiconductor ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (131) | &nbsp;&nbsp; (131) |
| USD | (14555) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Halliburton Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (160) | &nbsp;&nbsp; (160) |
| USD | (2298) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Carnival Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (164) | &nbsp;&nbsp; (164) |
| USD | (3715) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Hilton Worldwide Holdings, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (166) | &nbsp;&nbsp; (166) |
| USD | (13047) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Applied Materials, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (168) | &nbsp;&nbsp; (168) |
| USD | (715) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | American Express Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (174) | &nbsp;&nbsp; (174) |
| USD | (2264) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Fortinet, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (174) | &nbsp;&nbsp; (174) |
| USD | (3167) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Madison Square Garden <br> Entertainment Corp.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (174) | &nbsp;&nbsp; (174) |
| USD | (15423) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | iShares MSCI USA <br> Momentum Factor ETF<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (186) | &nbsp;&nbsp; (186) |
| USD | (18826) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Applied Materials, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (191) | &nbsp;&nbsp; (191) |
| USD | (57189) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Marriott International, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (196) | &nbsp;&nbsp; (196) |
| USD | (12549) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Host Hotels & Resorts, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (200) | &nbsp;&nbsp; (200) |
| USD | (61575) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | FirstEnergy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (204) | &nbsp;&nbsp; (204) |
| USD | (15343) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Host Hotels & Resorts, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (204) | &nbsp;&nbsp; (204) |
| USD | (110780) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Marriott International, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (206) | &nbsp;&nbsp; (206) |
| USD | (56413) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | MSXXAI Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (206) | &nbsp;&nbsp; (206) |
| USD | (18741) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Qnity Electronics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (207) | &nbsp;&nbsp; (207) |
| USD | (64289) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | SPDR S&P Biotech ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (207) | &nbsp;&nbsp; (207) |
| USD | (12068) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Delek U.S. Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (208) | &nbsp;&nbsp; (208) |
| USD | (21568) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Banque Saudi Fransi | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (211) | &nbsp;&nbsp; (211) |
| USD | (22683) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Xcel Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (211) | &nbsp;&nbsp; (211) |
| USD | (2688) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Akamai Technologies, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (227) | &nbsp;&nbsp; (227) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | (15924) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Fabrinet | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(227) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(227) |
| USD | (3233) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Talos Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (236) | &nbsp;&nbsp; (236) |
| USD | (10488) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Sterling Infrastructure, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (250) | &nbsp;&nbsp; (250) |
| USD | (7599) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | PTC Therapeutics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (256) | &nbsp;&nbsp; (256) |
| USD | (11207) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Bel Fuse, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (261) | &nbsp;&nbsp; (261) |
| USD | (5258) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | International Business <br> Machines Corp.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (263) | &nbsp;&nbsp; (263) |
| USD | (2614) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | EMCOR Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (269) | &nbsp;&nbsp; (269) |
| USD | (2615) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | ArcBest Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (272) | &nbsp;&nbsp; (272) |
| USD | (14502) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | NVE Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (278) | &nbsp;&nbsp; (278) |
| USD | (16430) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Dell Technologies, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (278) | &nbsp;&nbsp; (278) |
| USD | (4109) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | GE Vernova, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (279) | &nbsp;&nbsp; (279) |
| USD | (6440) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | DTE Energy Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (279) | &nbsp;&nbsp; (279) |
| USD | (12722) | 05/15/2033<br> 1M | GST | 1 day USD OBFR | MGIC Investment Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (280) | &nbsp;&nbsp; (280) |
| USD | (3152) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | ConocoPhillips | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (287) | &nbsp;&nbsp; (287) |
| USD | (14938) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Portland General Electric <br> Co.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (288) | &nbsp;&nbsp; (288) |
| USD | (14202) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Flex Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (297) | &nbsp;&nbsp; (297) |
| USD | (17531) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | On Holding AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (298) | &nbsp;&nbsp; (298) |
| USD | (16254) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | NOV, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (298) | &nbsp;&nbsp; (298) |
| USD | (1785) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Texas Pacific Land Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (305) | &nbsp;&nbsp; (305) |
| USD | (11481) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Xcel Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (308) | &nbsp;&nbsp; (308) |
| USD | (2008) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Transocean Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (308) | &nbsp;&nbsp; (308) |
| USD | (138619) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | DoorDash, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (318) | &nbsp;&nbsp; (318) |
| USD | (7016) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | USA Rare Earth, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (361) | &nbsp;&nbsp; (361) |
| USD | (5717) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Sterling Infrastructure, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (367) | &nbsp;&nbsp; (367) |
| USD | (5902) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Texas Pacific Land Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (369) | &nbsp;&nbsp; (369) |
| USD | (32874) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | McKesson Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (375) | &nbsp;&nbsp; (375) |
| USD | (6862) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Diebold Nixdorf, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (384) | &nbsp;&nbsp; (384) |
| USD | (14570) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Weatherford International <br> PLC<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (388) | &nbsp;&nbsp; (388) |
| USD | (14451) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Venture Global, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (396) | &nbsp;&nbsp; (396) |
| USD | (90161) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | American Express Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (401) | &nbsp;&nbsp; (401) |
| USD | (5583) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | PBF Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (406) | &nbsp;&nbsp; (406) |
| USD | (20449) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Otter Tail Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (414) | &nbsp;&nbsp; (414) |
| USD | (23589) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Advanced Energy <br> Industries, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (415) | &nbsp;&nbsp; (415) |
| USD | 52611 | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Interactive Brokers Group, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (419) | &nbsp;&nbsp; (419) |
| USD | (17884) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Cencora, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (436) | &nbsp;&nbsp; (436) |
| USD | (10562) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Immunovant, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (436) | &nbsp;&nbsp; (436) |
| USD | (3168) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Coherent Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (439) | &nbsp;&nbsp; (439) |
| USD | (4129) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Comfort Systems USA, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (439) | &nbsp;&nbsp; (439) |
| USD | (13583) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Plains All American <br> Pipeline LP<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (443) | &nbsp;&nbsp; (443) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | (16524) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | iShares Semiconductor ETF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(445) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(445) |
| USD | (4835) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Comstock Resources, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (449) | &nbsp;&nbsp; (449) |
| USD | (25607) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Allstate Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (461) | &nbsp;&nbsp; (461) |
| USD | (353362) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | iShares iBoxx $ Investment <br> Grade Corporate Bond <br> ETF<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (462) | &nbsp;&nbsp; (462) |
| USD | (18806) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Talos Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (469) | &nbsp;&nbsp; (469) |
| USD | 37923 | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Omnicom Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (481) | &nbsp;&nbsp; (481) |
| USD | 8184 | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Sea Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (496) | &nbsp;&nbsp; (496) |
| USD | (9134) | 05/15/2033<br> 1M | GST | 1 day USD OBFR | EOG Resources, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (509) | &nbsp;&nbsp; (509) |
| USD | (2288) | 05/15/2033<br> 1M | GST | 1 day USD OBFR | Kinsus Interconnect <br> Technology Corp.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (519) | &nbsp;&nbsp; (519) |
| USD | (14220) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Dow, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (519) | &nbsp;&nbsp; (519) |
| USD | (3602) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Texas Instruments, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (520) | &nbsp;&nbsp; (520) |
| USD | (19106) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | General Mills, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (532) | &nbsp;&nbsp; (532) |
| USD | (5699) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Granite Ridge Resources, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (561) | &nbsp;&nbsp; (561) |
| USD | (18697) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | National Fuel Gas Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (566) | &nbsp;&nbsp; (566) |
| USD | (7781) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | RPC, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (578) | &nbsp;&nbsp; (578) |
| USD | (28707) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Mondelez International, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (586) | &nbsp;&nbsp; (586) |
| USD | (5549) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Delek U.S. Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (589) | &nbsp;&nbsp; (589) |
| USD | (136979) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Sumitomo Mitsui Financial <br> Group, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (590) | &nbsp;&nbsp; (590) |
| USD | (18543) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Bristol-Myers Squibb Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (590) | &nbsp;&nbsp; (590) |
| USD | (19885) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Avista Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (595) | &nbsp;&nbsp; (595) |
| USD | (16083) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Cirrus Logic, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (600) | &nbsp;&nbsp; (600) |
| USD | (120237) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | MSWEWLAI Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (600) | &nbsp;&nbsp; (600) |
| USD | (15944) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | International Business <br> Machines Corp.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (618) | &nbsp;&nbsp; (618) |
| USD | 77993 | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | iShares Russell 2000 Value <br> ETF<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (634) | &nbsp;&nbsp; (634) |
| USD | (15834) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | New Jersey Resources <br> Corp.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (643) | &nbsp;&nbsp; (643) |
| USD | (656424) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | iShares iBoxx $ High Yield <br> Corporate Bond ETF<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (648) | &nbsp;&nbsp; (648) |
| USD | (17955) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Entergy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (648) | &nbsp;&nbsp; (648) |
| USD | (16448) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Commercial Bank PSQC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (653) | &nbsp;&nbsp; (653) |
| USD | (36255) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Entergy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (662) | &nbsp;&nbsp; (662) |
| USD | (58007) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Bank of America Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (673) | &nbsp;&nbsp; (673) |
| USD | (17711) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | NOV, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (713) | &nbsp;&nbsp; (713) |
| USD | (33495) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Alerian MLP ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (725) | &nbsp;&nbsp; (725) |
| USD | (66405) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Evergy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (734) | &nbsp;&nbsp; (734) |
| USD | (39285) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Boston Scientific Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (746) | &nbsp;&nbsp; (746) |
| USD | (28337) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | iShares Semiconductor ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (752) | &nbsp;&nbsp; (752) |
| USD | (2732) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | MACOM Technology <br> Solutions Holdings, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (773) | &nbsp;&nbsp; (773) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | (5484) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Texas Instruments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(808) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(808) |
| USD | (15175) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | HF Sinclair Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (838) | &nbsp;&nbsp; (838) |
| USD | (6096) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Infinity Natural Resources, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (843) | &nbsp;&nbsp; (843) |
| USD | (5832) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Infinity Natural Resources, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (869) | &nbsp;&nbsp; (869) |
| USD | (13151) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Kymera Therapeutics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (878) | &nbsp;&nbsp; (878) |
| USD | (11785) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Vitesse Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (895) | &nbsp;&nbsp; (895) |
| USD | (14621) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Mach Natural Resources LP | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (903) | &nbsp;&nbsp; (903) |
| USD | (68190) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Portland General Electric <br> Co.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (904) | &nbsp;&nbsp; (904) |
| USD | (5247) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | W&T Offshore, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (908) | &nbsp;&nbsp; (908) |
| USD | (32722) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Banque Saudi Fransi | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (943) | &nbsp;&nbsp; (943) |
| USD | (12280) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Liquidia Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (945) | &nbsp;&nbsp; (945) |
| USD | (12386) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Plains All American <br> Pipeline LP<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (948) | &nbsp;&nbsp; (948) |
| USD | (60075) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | FirstEnergy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (993) | &nbsp;&nbsp; (993) |
| USD | (26841) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Public Service Enterprise <br> Group, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (997) | &nbsp;&nbsp; (997) |
| USD | 53487 | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | IQVIA Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1012) | &nbsp;&nbsp; (1012) |
| USD | (19972) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Riyad Bank | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1013) | &nbsp;&nbsp; (1013) |
| USD | (34642) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | MGE Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1064) | &nbsp;&nbsp; (1064) |
| USD | (23351) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Patterson-UTI Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1076) | &nbsp;&nbsp; (1076) |
| USD | (35133) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Avista Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1079) | &nbsp;&nbsp; (1079) |
| USD | (14969) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Plains GP Holdings LP | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1088) | &nbsp;&nbsp; (1088) |
| USD | (11792) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Liquidia Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1094) | &nbsp;&nbsp; (1094) |
| USD | (238952) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | American Tower Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1104) | &nbsp;&nbsp; (1104) |
| USD | (21730) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | CME Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1106) | &nbsp;&nbsp; (1106) |
| USD | (15221) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | LG Electronics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1128) | &nbsp;&nbsp; (1128) |
| USD | (20287) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | KLA Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1132) | &nbsp;&nbsp; (1132) |
| USD | (12568) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Eaton Corp. PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1137) | &nbsp;&nbsp; (1137) |
| USD | (77164) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | RenaissanceRe Holdings <br> Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1148) | &nbsp;&nbsp; (1148) |
| USD | (15983) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Semtech Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1163) | &nbsp;&nbsp; (1163) |
| USD | (14686) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | HF Sinclair Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1171) | &nbsp;&nbsp; (1171) |
| USD | (23589) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Helmerich & Payne, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1177) | &nbsp;&nbsp; (1177) |
| USD | (12526) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Otter Tail Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1204) | &nbsp;&nbsp; (1204) |
| USD | (15905) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Comstock Resources, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1262) | &nbsp;&nbsp; (1262) |
| USD | (14320) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | SiTime Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1293) | &nbsp;&nbsp; (1293) |
| USD | (14532) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Dyne Therapeutics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1301) | &nbsp;&nbsp; (1301) |
| USD | (15166) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Equinor ASA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1320) | &nbsp;&nbsp; (1320) |
| USD | (176516) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | SPDR S&P 500 ETF Trust | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1321) | &nbsp;&nbsp; (1321) |
| USD | 82556 | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Consumer Discretionary <br> Select Sector SPDR Fund<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1372) | &nbsp;&nbsp; (1372) |
| USD | (31660) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Eaton Corp. PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1373) | &nbsp;&nbsp; (1373) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | (48896) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Sanofi SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1390) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1390) |
| USD | (28823) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Caterpillar, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1416) | &nbsp;&nbsp; (1416) |
| USD | 37093 | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Sea Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1447) | &nbsp;&nbsp; (1447) |
| USD | (41729) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | National Fuel Gas Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1486) | &nbsp;&nbsp; (1486) |
| USD | (104631) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | MGIC Investment Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1488) | &nbsp;&nbsp; (1488) |
| USD | 31191 | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Charles River Laboratories <br> International, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1513) | &nbsp;&nbsp; (1513) |
| USD | (46671) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Amgen, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1534) | &nbsp;&nbsp; (1534) |
| USD | (14547) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Borr Drilling Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1548) | &nbsp;&nbsp; (1548) |
| USD | 38934 | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Knight-Swift Transportation <br> Holdings, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1632) | &nbsp;&nbsp; (1632) |
| USD | (87005) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Alerian MLP ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1648) | &nbsp;&nbsp; (1648) |
| USD | (155108) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | PNC Financial Services <br> Group, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1648) | &nbsp;&nbsp; (1648) |
| USD | (10582) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Transocean Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1649) | &nbsp;&nbsp; (1649) |
| USD | (8082) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Liberty Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1655) | &nbsp;&nbsp; (1655) |
| USD | (29332) | 05/05/2028<br> 1M | MSI | 1 day USD OBFR | EMCOR Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1660) | &nbsp;&nbsp; (1660) |
| USD | (57463) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Charles Schwab Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1667) | &nbsp;&nbsp; (1667) |
| USD | (22983) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Commercial Bank PSQC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1698) | &nbsp;&nbsp; (1698) |
| USD | (16491) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Rambus, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1722) | &nbsp;&nbsp; (1722) |
| USD | (22622) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Teradyne, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1724) | &nbsp;&nbsp; (1724) |
| USD | (30183) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Rio Tinto PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1768) | &nbsp;&nbsp; (1768) |
| USD | 165011 | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | iShares China Large-Cap <br> ETF<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1778) | &nbsp;&nbsp; (1778) |
| USD | (14523) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Verizon Communications, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1798) | &nbsp;&nbsp; (1798) |
| USD | 31279 | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Soleno Therapeutics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1858) | &nbsp;&nbsp; (1858) |
| USD | 123156 | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Consumer Discretionary <br> Select Sector SPDR ETF<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1864) | &nbsp;&nbsp; (1864) |
| USD | 28150 | 05/20/2033<br> 1M | MSI | 1 day USD OBFR | Intuitive Surgical, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1930) | &nbsp;&nbsp; (1930) |
| USD | (22800) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Arista Networks, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2005) | &nbsp;&nbsp; (2005) |
| USD | (18958) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Verizon Communications, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2100) | &nbsp;&nbsp; (2100) |
| USD | (35925) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Stryker Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2139) | &nbsp;&nbsp; (2139) |
| USD | (24367) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Calumet, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2167) | &nbsp;&nbsp; (2167) |
| USD | (20826) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Datadog, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2193) | &nbsp;&nbsp; (2193) |
| USD | (14972) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Calumet, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2217) | &nbsp;&nbsp; (2217) |
| USD | (54276) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Portland General Electric <br> Co.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2355) | &nbsp;&nbsp; (2355) |
| USD | (31382) | 11/30/2026<br> 1M | MSI | 1 day USD OBFR | MSZZMOMO Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2385) | &nbsp;&nbsp; (2385) |
| USD | (18797) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Allegro MicroSystems, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2427) | &nbsp;&nbsp; (2427) |
| USD | (21557) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | ACM Research, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2447) | &nbsp;&nbsp; (2447) |
| USD | (82134) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Saudi Awwal Bank | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2487) | &nbsp;&nbsp; (2487) |
| USD | (42322) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Ciena Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2500) | &nbsp;&nbsp; (2500) |
| USD | (40642) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Vertiv Holdings Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2552) | &nbsp;&nbsp; (2552) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | (45558) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2582) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2582) |
| USD | (32125) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Alkermes PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2747) | &nbsp;&nbsp; (2747) |
| USD | (207379) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Mastercard, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2794) | &nbsp;&nbsp; (2794) |
| USD | (74750) | 05/20/2033<br> 1M | MSI | 1 day USD OBFR | EOG Resources, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2844) | &nbsp;&nbsp; (2844) |
| USD | (339873) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | McDonald's Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2847) | &nbsp;&nbsp; (2847) |
| USD | (240001) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | JPMorgan Chase & Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2875) | &nbsp;&nbsp; (2875) |
| USD | (68589) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Datadog, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2925) | &nbsp;&nbsp; (2925) |
| USD | (51780) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Arch Capital Group Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3059) | &nbsp;&nbsp; (3059) |
| USD | (41283) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Range Resources Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3191) | &nbsp;&nbsp; (3191) |
| USD | (47266) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Ciena Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3348) | &nbsp;&nbsp; (3348) |
| USD | (28650) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | MKS, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3366) | &nbsp;&nbsp; (3366) |
| USD | (80025) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Halliburton Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3507) | &nbsp;&nbsp; (3507) |
| USD | (7983) | 05/20/2033<br> 1M | MSI | 1 day USD OBFR | Kinsus Interconnect <br> Technology Corp.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3562) | &nbsp;&nbsp; (3562) |
| USD | (16391) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Lumentum Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3593) | &nbsp;&nbsp; (3593) |
| USD | (43409) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | GSK PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3598) | &nbsp;&nbsp; (3598) |
| USD | (29129) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Energy Transfer LP | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3601) | &nbsp;&nbsp; (3601) |
| USD | (1174591) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | iShares JP Morgan USD <br> Emerging Markets Bond <br> ETF<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3685) | &nbsp;&nbsp; (3685) |
| USD | (43380) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Trane Technologies PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3725) | &nbsp;&nbsp; (3725) |
| USD | (65244) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | FirstEnergy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3730) | &nbsp;&nbsp; (3730) |
| USD | (26690) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Gilead Sciences, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3829) | &nbsp;&nbsp; (3829) |
| USD | (52959) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Avista Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3897) | &nbsp;&nbsp; (3897) |
| USD | (45518) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Monolithic Power Systems, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3945) | &nbsp;&nbsp; (3945) |
| USD | (51012) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Baker Hughes Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3963) | &nbsp;&nbsp; (3963) |
| USD | (35751) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Equinor ASA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4014) | &nbsp;&nbsp; (4014) |
| USD | (18221) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Ring Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4133) | &nbsp;&nbsp; (4133) |
| USD | (37997) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Patterson-UTI Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4141) | &nbsp;&nbsp; (4141) |
| USD | (76506) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Rio Tinto PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4146) | &nbsp;&nbsp; (4146) |
| USD | (159388) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | APA Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4179) | &nbsp;&nbsp; (4179) |
| USD | (73510) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Energy Transfer LP | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4257) | &nbsp;&nbsp; (4257) |
| USD | (98295) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | HF Sinclair Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4281) | &nbsp;&nbsp; (4281) |
| USD | (55176) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Noble Corp. PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4417) | &nbsp;&nbsp; (4417) |
| USD | (27242) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Crescent Energy Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4481) | &nbsp;&nbsp; (4481) |
| USD | (255116) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | PNC Financial Services <br> Group, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4482) | &nbsp;&nbsp; (4482) |
| USD | (17929) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Seagate Technology <br> Holdings PLC<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4494) | &nbsp;&nbsp; (4494) |
| USD | (104161) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Reinsurance Group of <br> America, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4513) | &nbsp;&nbsp; (4513) |
| USD | (31539) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Transocean Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4578) | &nbsp;&nbsp; (4578) |
| USD | (466593) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Charles Schwab Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4685) | &nbsp;&nbsp; (4685) |
| USD | (51619) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Baker Hughes Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4813) | &nbsp;&nbsp; (4813) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | (94614) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Analog Devices, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(4867) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(4867) |
| USD | (40287) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Liberty Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4872) | &nbsp;&nbsp; (4872) |
| USD | (500994) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | VanEck Semiconductor ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4945) | &nbsp;&nbsp; (4945) |
| USD | (135048) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Plains GP Holdings LP | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4974) | &nbsp;&nbsp; (4974) |
| USD | (19029) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Entegris, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5078) | &nbsp;&nbsp; (5078) |
| USD | (43843) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Lumentum Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5137) | &nbsp;&nbsp; (5137) |
| USD | (245860) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Bank of America Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5191) | &nbsp;&nbsp; (5191) |
| USD | (74449) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | ONEOK, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5216) | &nbsp;&nbsp; (5216) |
| USD | (49294) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Northern Oil & Gas, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5331) | &nbsp;&nbsp; (5331) |
| USD | (99274) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Eaton Corp. PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5449) | &nbsp;&nbsp; (5449) |
| USD | (66911) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Noble Corp. PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5576) | &nbsp;&nbsp; (5576) |
| USD | (71882) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Kimbell Royalty Partners LP | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5596) | &nbsp;&nbsp; (5596) |
| USD | (71086) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Vertiv Holdings Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5620) | &nbsp;&nbsp; (5620) |
| USD | (200131) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Allstate Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5625) | &nbsp;&nbsp; (5625) |
| USD | (14950) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | W&T Offshore, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5713) | &nbsp;&nbsp; (5713) |
| USD | (102035) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Arch Capital Group Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5722) | &nbsp;&nbsp; (5722) |
| USD | (25867) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Texas Instruments, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5811) | &nbsp;&nbsp; (5811) |
| USD | (207164) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Chubb Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5814) | &nbsp;&nbsp; (5814) |
| USD | (62719) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Kinder Morgan, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5822) | &nbsp;&nbsp; (5822) |
| USD | (47947) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Range Resources Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6065) | &nbsp;&nbsp; (6065) |
| USD | (34381) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Monolithic Power Systems, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6088) | &nbsp;&nbsp; (6088) |
| USD | (17173) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Denali Therapeutics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6132) | &nbsp;&nbsp; (6132) |
| USD | (174010) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | RenaissanceRe Holdings <br> Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6278) | &nbsp;&nbsp; (6278) |
| USD | (312685) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Regions Financial Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6487) | &nbsp;&nbsp; (6487) |
| USD | (20290) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Micron Technology, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6677) | &nbsp;&nbsp; (6677) |
| USD | 252182 | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | American Express Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6719) | &nbsp;&nbsp; (6719) |
| USD | (35135) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Gilead Sciences, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (7024) | &nbsp;&nbsp; (7024) |
| USD | (242284) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Analog Devices, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (7042) | &nbsp;&nbsp; (7042) |
| USD | (64797) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Kinder Morgan, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (7281) | &nbsp;&nbsp; (7281) |
| USD | (142288) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Occidental Petroleum <br> Corp.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (7317) | &nbsp;&nbsp; (7317) |
| USD | (22546) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Western Digital Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (7482) | &nbsp;&nbsp; (7482) |
| USD | (120075) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | BHP Group Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (7626) | &nbsp;&nbsp; (7626) |
| USD | (143591) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Energy Transfer LP | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (8142) | &nbsp;&nbsp; (8142) |
| USD | (93341) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | AT&T, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (8171) | &nbsp;&nbsp; (8171) |
| USD | (101943) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Equinor ASA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (8491) | &nbsp;&nbsp; (8491) |
| USD | (63827) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Magnolia Oil & Gas Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (8571) | &nbsp;&nbsp; (8571) |
| USD | (168215) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | T-Mobile U.S., Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (8682) | &nbsp;&nbsp; (8682) |
| USD | (177432) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Riyad Bank | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (8724) | &nbsp;&nbsp; (8724) |
| USD | (101521) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Alinma Bank | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (8740) | &nbsp;&nbsp; (8740) |
| USD | (132324) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Saudi Awwal Bank | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (8912) | &nbsp;&nbsp; (8912) |
| USD | (38868) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Landbridge Co. LLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (8996) | &nbsp;&nbsp; (8996) |
| USD | (34437) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Sandisk Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (9358) | &nbsp;&nbsp; (9358) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | (253542) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Ameriprise Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(9526) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(9526) |
| USD | (87236) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | AT&T, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (9625) | &nbsp;&nbsp; (9625) |
| USD | (165855) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Patterson-UTI Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (9797) | &nbsp;&nbsp; (9797) |
| USD | (97196) | 05/15/2033<br> 1M | JPM | 1 day USD OBFR | Commercial Bank PSQC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (9971) | &nbsp;&nbsp; (9971) |
| USD | (53767) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Meta Platforms, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (10002) | &nbsp;&nbsp; (10002) |
| USD | (617948) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | PNC Financial Services <br> Group, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (10301) | &nbsp;&nbsp; (10301) |
| USD | (329930) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Regions Financial Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (10389) | &nbsp;&nbsp; (10389) |
| USD | (158488) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Mitsubishi UFJ Financial <br> Group, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (10784) | &nbsp;&nbsp; (10784) |
| USD | (155163) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Ameriprise Financial, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (10902) | &nbsp;&nbsp; (10902) |
| USD | (340650) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | CME Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (11136) | &nbsp;&nbsp; (11136) |
| USD | (66824) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Comstock Resources, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (11218) | &nbsp;&nbsp; (11218) |
| USD | (69497) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Magnolia Oil & Gas Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (11753) | &nbsp;&nbsp; (11753) |
| USD | (99796) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Magnolia Oil & Gas Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (12601) | &nbsp;&nbsp; (12601) |
| USD | (76104) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | Northern Oil & Gas, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (14496) | &nbsp;&nbsp; (14496) |
| USD | (173799) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Kinder Morgan, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (15726) | &nbsp;&nbsp; (15726) |
| USD | (164985) | 05/05/2028<br> 1M | JPM | 1 day USD OBFR | SPDR S&P Oil & Gas <br> Exploration & Production <br> ETF<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (16486) | &nbsp;&nbsp; (16486) |
| USD | (372110) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | VanEck Oil Services ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (20177) | &nbsp;&nbsp; (20177) |
| USD | (334427) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | VanEck Oil Services ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (23718) | &nbsp;&nbsp; (23718) |
| USD | (1183168) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Consumer Staples Select <br> Sector SPDR ETF<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (24220) | &nbsp;&nbsp; (24220) |
| USD | (190205) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | Northern Oil & Gas, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (24570) | &nbsp;&nbsp; (24570) |
| USD | (313760) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | SPDR S&P Oil & Gas <br> Exploration & Production <br> ETF<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (25341) | &nbsp;&nbsp; (25341) |
| USD | (208551) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Meta Platforms, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (26461) | &nbsp;&nbsp; (26461) |
| USD | (156718) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | Royal Caribbean Cruises <br> Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (27033) | &nbsp;&nbsp; (27033) |
| USD | (459119) | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | SPDR S&P Oil & Gas <br> Exploration & Production <br> ETF<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (33404) | &nbsp;&nbsp; (33404) |
| USD | (241934) | 05/20/2033<br> 1M | GST | 1 day USD OBFR | AT&T, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (34079) | &nbsp;&nbsp; (34079) |
| USD | 592360 | 05/15/2033<br> 1M | MSI | 1 day USD OBFR | iShares Expanded <br> Tech-Software Sector ETF<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (52758) | &nbsp;&nbsp; (52758) |
| DKK | (3742) | 05/05/2028<br> 1M | JPM | 1 Month DKK CIBOR | GN Store Nord AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (17) | &nbsp;&nbsp; (17) |
| DKK | (67509) | 05/15/2033<br> 1M | MSI | 1 Month DKK CIBOR | Ringkjoebing Landbobank <br> AS<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (394) | &nbsp;&nbsp; (394) |
| DKK | (65376) | 05/20/2033<br> 1M | GST | 1 Month DKK CIBOR | Carlsberg AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (632) | &nbsp;&nbsp; (632) |
| DKK | (117023) | 05/20/2033<br> 1M | GST | 1 Month DKK CIBOR | Ringkjoebing Landbobank <br> AS<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1820) | &nbsp;&nbsp; (1820) |
| CHF | (1298) | 05/05/2028<br> 1M | JPM | 12 Month CHF SARON | Partners Group Holding AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (27) | &nbsp;&nbsp; (27) |
| CHF | (70113) | 05/20/2033<br> 1M | GST | 12 Month CHF SARON | Chocoladefabriken Lindt & <br> Spruengli AG<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (36) | &nbsp;&nbsp; (36) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| CHF | (52629) | 05/15/2033<br> 1M | MSI | 12 Month CHF SARON | Julius Baer Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(60) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(60) |
| CHF | (8388) | 05/15/2033<br> 1M | MSI | 12 Month CHF SARON | Banque Cantonale Vaudoise | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (75) | &nbsp;&nbsp; (75) |
| CHF | (5407) | 05/05/2028<br> 1M | JPM | 12 Month CHF SARON | Emmi AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (526) | &nbsp;&nbsp; (526) |
| CHF | (28601) | 05/20/2033<br> 1M | GST | 12 Month CHF SARON | Emmi AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2152) | &nbsp;&nbsp; (2152) |
| CHF | (15175) | 05/05/2028<br> 1M | JPM | 12 Month CHF SARON | Bachem Holding AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3052) | &nbsp;&nbsp; (3052) |
| CZK | (56700) | 05/15/2033<br> 1M | MSI | 12 Month CZK PRIBOR | Komercni Banka AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1355) | &nbsp;&nbsp; (1355) |
| CZK | (65588) | 05/20/2033<br> 1M | GST | 12 Month CZK PRIBOR | Komercni Banka AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1641) | &nbsp;&nbsp; (1641) |
| EUR | (137) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Anheuser-Busch InBev SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4) | &nbsp;&nbsp; (4) |
| EUR | (187) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Iberdrola SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5) | &nbsp;&nbsp; (5) |
| EUR | (11265) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | STMicroelectronics NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (11) | &nbsp;&nbsp; (11) |
| EUR | (809) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Argenx SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (12) | &nbsp;&nbsp; (12) |
| EUR | (2148) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Scout24 SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (20) | &nbsp;&nbsp; (20) |
| EUR | (1605) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Solaria Energia y Medio <br> Ambiente SA<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (25) | &nbsp;&nbsp; (25) |
| EUR | (3175) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Valmet OYJ | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (29) | &nbsp;&nbsp; (29) |
| EUR | (4352) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Vonovia SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (39) | &nbsp;&nbsp; (39) |
| EUR | (2854) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | UniCredit SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (40) | &nbsp;&nbsp; (40) |
| EUR | (1404) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Iberdrola SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (40) | &nbsp;&nbsp; (40) |
| EUR | (5903) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | CVC Capital Partners PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (44) | &nbsp;&nbsp; (44) |
| EUR | (51945) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Accor SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (56) | &nbsp;&nbsp; (56) |
| EUR | (1701) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Aena SME SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (57) | &nbsp;&nbsp; (57) |
| EUR | (5763) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | EDP Renovaveis SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (58) | &nbsp;&nbsp; (58) |
| EUR | (7788) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Melexis NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (60) | &nbsp;&nbsp; (60) |
| EUR | (1729) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Solaria Energia y Medio <br> Ambiente SA<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (61) | &nbsp;&nbsp; (61) |
| EUR | (2622) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Deutsche Bank AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (66) | &nbsp;&nbsp; (66) |
| EUR | (1580) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Grifols SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (68) | &nbsp;&nbsp; (68) |
| EUR | (7097) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Schneider Electric SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (70) | &nbsp;&nbsp; (70) |
| EUR | (12621) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | L'Oreal SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (72) | &nbsp;&nbsp; (72) |
| EUR | (2413) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Argenx SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (76) | &nbsp;&nbsp; (76) |
| EUR | (16964) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | HOCHTIEF AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (77) | &nbsp;&nbsp; (77) |
| EUR | (1638) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Shurgard Self Storage Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (85) | &nbsp;&nbsp; (85) |
| EUR | (9993) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Credito Emiliano SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (85) | &nbsp;&nbsp; (85) |
| EUR | (952) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Delivery Hero SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (95) | &nbsp;&nbsp; (95) |
| EUR | (6287) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Eurofins Scientific SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (95) | &nbsp;&nbsp; (95) |
| EUR | (5706) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | ING Groep NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (109) | &nbsp;&nbsp; (109) |
| EUR | (3205) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Kesko Oyj | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (110) | &nbsp;&nbsp; (110) |
| EUR | (1203) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Basic-Fit NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (115) | &nbsp;&nbsp; (115) |
| EUR | (3342) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Innoscripta SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (119) | &nbsp;&nbsp; (119) |
| EUR | (3582) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Exail Technologies SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (127) | &nbsp;&nbsp; (127) |
| EUR | (4765) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | CVC Capital Partners PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (147) | &nbsp;&nbsp; (147) |
| EUR | (675) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | ASM International NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (152) | &nbsp;&nbsp; (152) |
| EUR | (1706) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Anheuser-Busch InBev SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (200) | &nbsp;&nbsp; (200) |
| EUR | (4962) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Wienerberger AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (205) | &nbsp;&nbsp; (205) |
| EUR | (4944) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Intercos SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (210) | &nbsp;&nbsp; (210) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| EUR | (5958) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Kesko Oyj | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(231) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(231) |
| EUR | (9494) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Infineon Technologies AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (232) | &nbsp;&nbsp; (232) |
| EUR | (8155) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Traton SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (235) | &nbsp;&nbsp; (235) |
| EUR | (28461) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Kontron AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (256) | &nbsp;&nbsp; (256) |
| EUR | (2957) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Siemens Energy AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (271) | &nbsp;&nbsp; (271) |
| EUR | (34352) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Carrefour SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (358) | &nbsp;&nbsp; (358) |
| EUR | (6119) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | BE Semiconductor <br> Industries NV<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (368) | &nbsp;&nbsp; (368) |
| EUR | (3457) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Kesko Oyj | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (398) | &nbsp;&nbsp; (398) |
| EUR | (21474) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Oesterreichische Post AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (411) | &nbsp;&nbsp; (411) |
| EUR | (30597) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Kingspan Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (413) | &nbsp;&nbsp; (413) |
| EUR | (42552) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | EDP Renovaveis SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (426) | &nbsp;&nbsp; (426) |
| EUR | (13687) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Iberdrola SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (489) | &nbsp;&nbsp; (489) |
| EUR | (208069) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Allianz SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (558) | &nbsp;&nbsp; (558) |
| EUR | (16830) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Redcare Pharmacy NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (597) | &nbsp;&nbsp; (597) |
| EUR | (707972) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | STOXX Europe 600 <br> Industrial Goods & Services <br> Index<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (608) | &nbsp;&nbsp; (608) |
| EUR | (38391) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Valmet OYJ | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (656) | &nbsp;&nbsp; (656) |
| EUR | (13851) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Eni SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (657) | &nbsp;&nbsp; (657) |
| EUR | (115046) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Deutsche Bank AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (675) | &nbsp;&nbsp; (675) |
| EUR | (14617) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | BASF SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (759) | &nbsp;&nbsp; (759) |
| EUR | (17618) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Basic-Fit NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (811) | &nbsp;&nbsp; (811) |
| EUR | (27148) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Schneider Electric SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (844) | &nbsp;&nbsp; (844) |
| EUR | (31374) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Verbund AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (927) | &nbsp;&nbsp; (927) |
| EUR | (14548) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | TotalEnergies SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1131) | &nbsp;&nbsp; (1131) |
| EUR | (34106) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Aena SME SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1226) | &nbsp;&nbsp; (1226) |
| EUR | (21687) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Repsol SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1242) | &nbsp;&nbsp; (1242) |
| EUR | (59137) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Vonovia SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1488) | &nbsp;&nbsp; (1488) |
| EUR | (47941) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Bechtle AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1575) | &nbsp;&nbsp; (1575) |
| EUR | (42164) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Intesa Sanpaolo SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1587) | &nbsp;&nbsp; (1587) |
| EUR | (33412) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Repsol SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1870) | &nbsp;&nbsp; (1870) |
| EUR | (19670) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | Theon International PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2155) | &nbsp;&nbsp; (2155) |
| EUR | (36144) | 05/05/2028<br> 1M | JPM | 12 Month EUR STR | L'Oreal SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2346) | &nbsp;&nbsp; (2346) |
| EUR | (45926) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Schneider Electric SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2544) | &nbsp;&nbsp; (2544) |
| EUR | (151313) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Banco de Sabadell SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2893) | &nbsp;&nbsp; (2893) |
| EUR | (213086) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Bankinter SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2915) | &nbsp;&nbsp; (2915) |
| EUR | (150880) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | STOXX Europe 600 Real <br> Estate Index<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3171) | &nbsp;&nbsp; (3171) |
| EUR | (26619) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Nagarro SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3258) | &nbsp;&nbsp; (3258) |
| EUR | (34848) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Solaria Energia y Medio <br> Ambiente SA<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3536) | &nbsp;&nbsp; (3536) |
| EUR | (189444) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | STOXX Europe 600 Banks <br> Index<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3618) | &nbsp;&nbsp; (3618) |
| EUR | (43320) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Traton SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4261) | &nbsp;&nbsp; (4261) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| EUR | (67447) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Piraeus Financial Holdings <br> SA<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(4503) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(4503) |
| EUR | (172711) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | EURO STOXX Banks Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5960) | &nbsp;&nbsp; (5960) |
| EUR | (66311) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Veolia Environnement SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6152) | &nbsp;&nbsp; (6152) |
| EUR | (591883) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | EU Defense Stocks Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6432) | &nbsp;&nbsp; (6432) |
| EUR | (176251) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | Eni SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (9048) | &nbsp;&nbsp; (9048) |
| EUR | (179907) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | CaixaBank SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (9757) | &nbsp;&nbsp; (9757) |
| EUR | (350439) | 05/20/2033<br> 1M | GST | 12 Month EUR STR | STOXX Europe 600 Banks <br> Index<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (12642) | &nbsp;&nbsp; (12642) |
| EUR | (1585860) | 05/15/2033<br> 1M | MSI | 12 Month EUR STR | Euro Stoxx Banks Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (19072) | &nbsp;&nbsp; (19072) |
| GBP | (245) | 05/20/2033<br> 1M | GST | 12 Month GBP WMBA <br> SONIA Compound | Imperial Brands PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3) | &nbsp;&nbsp; (3) |
| GBP | (2674) | 05/05/2028<br> 1M | JPM | 12 Month GBP WMBA <br> SONIA Compound | Imperial Brands PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (21) | &nbsp;&nbsp; (21) |
| GBP | (4301) | 05/05/2028<br> 1M | JPM | 12 Month GBP WMBA <br> SONIA Compound | 3i Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (139) | &nbsp;&nbsp; (139) |
| GBP | (1859) | 05/05/2028<br> 1M | JPM | 12 Month GBP WMBA <br> SONIA Compound | Grainger PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (202) | &nbsp;&nbsp; (202) |
| GBP | (6697) | 05/20/2033<br> 1M | GST | 12 Month GBP WMBA <br> SONIA Compound | BP PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (408) | &nbsp;&nbsp; (408) |
| GBP | (18125) | 05/20/2033<br> 1M | GST | 12 Month GBP WMBA <br> SONIA Compound | Diageo PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (597) | &nbsp;&nbsp; (597) |
| GBP | (21208) | 05/20/2033<br> 1M | GST | 12 Month GBP WMBA <br> SONIA Compound | JD Sports Fashion PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (930) | &nbsp;&nbsp; (930) |
| GBP | (44672) | 05/20/2033<br> 1M | GST | 12 Month GBP WMBA <br> SONIA Compound | Diversified Energy Co. PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (979) | &nbsp;&nbsp; (979) |
| GBP | (104248) | 05/15/2033<br> 1M | MSI | 12 Month GBP WMBA <br> SONIA Compound | Barclays PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1091) | &nbsp;&nbsp; (1091) |
| GBP | (23034) | 05/15/2033<br> 1M | MSI | 12 Month GBP WMBA <br> SONIA Compound | 3i Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1103) | &nbsp;&nbsp; (1103) |
| GBP | (36185) | 05/20/2033<br> 1M | GST | 12 Month GBP WMBA <br> SONIA Compound | Vistry Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1421) | &nbsp;&nbsp; (1421) |
| GBP | (15597) | 05/05/2028<br> 1M | JPM | 12 Month GBP WMBA <br> SONIA Compound | Whitbread PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1423) | &nbsp;&nbsp; (1423) |
| GBP | (32364) | 05/20/2033<br> 1M | GST | 12 Month GBP WMBA <br> SONIA Compound | Grainger PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1527) | &nbsp;&nbsp; (1527) |
| GBP | (38338) | 05/20/2033<br> 1M | GST | 12 Month GBP WMBA <br> SONIA Compound | BT Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1963) | &nbsp;&nbsp; (1963) |
| GBP | (17789) | 05/20/2033<br> 1M | GST | 12 Month GBP WMBA <br> SONIA Compound | Great Portland Estates PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1979) | &nbsp;&nbsp; (1979) |
| GBP | (63319) | 05/15/2033<br> 1M | MSI | 12 Month GBP WMBA <br> SONIA Compound | BP PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3379) | &nbsp;&nbsp; (3379) |
| GBP | (56194) | 05/05/2028<br> 1M | JPM | 12 Month GBP WMBA <br> SONIA Compound | BP PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3744) | &nbsp;&nbsp; (3744) |
| GBP | (340141) | 05/05/2028<br> 1M | JPM | 12 Month GBP WMBA <br> SONIA Compound | HSBC Holdings PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (19529) | &nbsp;&nbsp; (19529) |
| JPY | (2707) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Minebea Mitsumi, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5) | &nbsp;&nbsp; (5) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| JPY | (2620) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Yokogawa Electric Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(6) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(6) |
| JPY | (2510) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | SUMCO Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (7) | &nbsp;&nbsp; (7) |
| JPY | (2647) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | San-In Godo Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (8) | &nbsp;&nbsp; (8) |
| JPY | (33677) | 05/15/2033<br> 1M | GST | 12 Month JPY TONA | Rakuten Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (14) | &nbsp;&nbsp; (14) |
| JPY | (451) | 05/20/2033<br> 1M | GST | 12 Month JPY TONA | SUMCO Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (17) | &nbsp;&nbsp; (17) |
| JPY | (2480) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | RS Technologies Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (18) | &nbsp;&nbsp; (18) |
| JPY | (2582) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Dexerials Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (21) | &nbsp;&nbsp; (21) |
| JPY | (20971) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Aozora Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (26) | &nbsp;&nbsp; (26) |
| JPY | (2574) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Mitsubishi Electric Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (30) | &nbsp;&nbsp; (30) |
| JPY | (284) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | Advantest Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (43) | &nbsp;&nbsp; (43) |
| JPY | (2862) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Yokohama Rubber Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (44) | &nbsp;&nbsp; (44) |
| JPY | (2616) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Mitsui High-Tec, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (45) | &nbsp;&nbsp; (45) |
| JPY | (2653) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Alps Alpine Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (51) | &nbsp;&nbsp; (51) |
| JPY | (2232) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | JVCKenwood Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (57) | &nbsp;&nbsp; (57) |
| JPY | (2456) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | JTEKT Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (61) | &nbsp;&nbsp; (61) |
| JPY | (2507) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Hosiden Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (69) | &nbsp;&nbsp; (69) |
| JPY | (2481) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | DMG Mori Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (74) | &nbsp;&nbsp; (74) |
| JPY | (2873) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Panasonic Holdings Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (75) | &nbsp;&nbsp; (75) |
| JPY | (2238) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Meidensha Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (83) | &nbsp;&nbsp; (83) |
| JPY | (760) | 05/20/2033<br> 1M | GST | 12 Month JPY TONA | Disco Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (93) | &nbsp;&nbsp; (93) |
| JPY | (2658) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Seiko Group Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (101) | &nbsp;&nbsp; (101) |
| JPY | (2816) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Kyocera Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (103) | &nbsp;&nbsp; (103) |
| JPY | (746) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | Disco Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (105) | &nbsp;&nbsp; (105) |
| JPY | (2696) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Toyota Motor Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (106) | &nbsp;&nbsp; (106) |
| JPY | (2621) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Japan Steel Works Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (114) | &nbsp;&nbsp; (114) |
| JPY | (2110) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | Nikon Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (116) | &nbsp;&nbsp; (116) |
| JPY | (840) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Kitz Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (120) | &nbsp;&nbsp; (120) |
| JPY | (2663) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Tokyo Electron Device Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (121) | &nbsp;&nbsp; (121) |
| JPY | (2562) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Ushio, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (147) | &nbsp;&nbsp; (147) |
| JPY | (3100) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | SWCC Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (150) | &nbsp;&nbsp; (150) |
| JPY | (2739) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Dai-Dan Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (152) | &nbsp;&nbsp; (152) |
| JPY | (2521) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Isetan Mitsukoshi Holdings <br> Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (153) | &nbsp;&nbsp; (153) |
| JPY | (2685) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Kandenko Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (159) | &nbsp;&nbsp; (159) |
| JPY | (2506) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Megachips Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (162) | &nbsp;&nbsp; (162) |
| JPY | (2506) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Sinfonia Technology Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (171) | &nbsp;&nbsp; (171) |
| JPY | (2504) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Optorun Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (187) | &nbsp;&nbsp; (187) |
| JPY | (2446) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Mitsubishi Heavy Industries <br> Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (189) | &nbsp;&nbsp; (189) |
| JPY | (2555) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Maruwa Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (196) | &nbsp;&nbsp; (196) |
| JPY | (103309) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | Tokio Marine Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (206) | &nbsp;&nbsp; (206) |
| JPY | (653) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Disco Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (209) | &nbsp;&nbsp; (209) |
| JPY | (2677) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Macnica Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (221) | &nbsp;&nbsp; (221) |
| JPY | (2940) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | NGK Insulators Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (223) | &nbsp;&nbsp; (223) |
| JPY | (2581) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | SUMCO Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (247) | &nbsp;&nbsp; (247) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| JPY | (2518) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | NHK Spring Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(249) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(249) |
| JPY | (21877) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | Resona Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (250) | &nbsp;&nbsp; (250) |
| JPY | (2433) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Nikon Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (262) | &nbsp;&nbsp; (262) |
| JPY | (1275) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Sanken Electric Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (266) | &nbsp;&nbsp; (266) |
| JPY | (2618) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | NIDEC Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (267) | &nbsp;&nbsp; (267) |
| JPY | (2782) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Daihen Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (272) | &nbsp;&nbsp; (272) |
| JPY | (2619) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Mitsubishi Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (293) | &nbsp;&nbsp; (293) |
| JPY | (2151) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Japan Material Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (310) | &nbsp;&nbsp; (310) |
| JPY | (2788) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Tsugami Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (313) | &nbsp;&nbsp; (313) |
| JPY | (1267) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | CKD Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (318) | &nbsp;&nbsp; (318) |
| JPY | (2620) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Sanki Engineering Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (318) | &nbsp;&nbsp; (318) |
| JPY | (2677) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Namura Shipbuilding Co., <br> Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (318) | &nbsp;&nbsp; (318) |
| JPY | (2979) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Makita Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (348) | &nbsp;&nbsp; (348) |
| JPY | (2855) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Sumitomo Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (356) | &nbsp;&nbsp; (356) |
| JPY | (2406) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Tri Chemical Laboratories, <br> Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (372) | &nbsp;&nbsp; (372) |
| JPY | (2959) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Kawasaki Heavy Industries <br> Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (380) | &nbsp;&nbsp; (380) |
| JPY | (14478) | 05/20/2033<br> 1M | GST | 12 Month JPY TONA | Canon, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (381) | &nbsp;&nbsp; (381) |
| JPY | (2919) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Horiba Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (401) | &nbsp;&nbsp; (401) |
| JPY | (2745) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Marubeni Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (408) | &nbsp;&nbsp; (408) |
| JPY | (16840) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Toyota Tsusho Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (412) | &nbsp;&nbsp; (412) |
| JPY | (2823) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Ferrotec Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (430) | &nbsp;&nbsp; (430) |
| JPY | (2381) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Shibaura Mechatronics <br> Corp.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (444) | &nbsp;&nbsp; (444) |
| JPY | (3052) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Renesas Electronics Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (457) | &nbsp;&nbsp; (457) |
| JPY | (2614) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Rohm Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (467) | &nbsp;&nbsp; (467) |
| JPY | (2679) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | IHI Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (485) | &nbsp;&nbsp; (485) |
| JPY | (2459) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Noritsu Koki Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (494) | &nbsp;&nbsp; (494) |
| JPY | (2867) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Ebara Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (495) | &nbsp;&nbsp; (495) |
| JPY | (2936) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Furuya Metal Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (498) | &nbsp;&nbsp; (498) |
| JPY | (3084) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Micronics Japan Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (503) | &nbsp;&nbsp; (503) |
| JPY | (2410) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Union Tool Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (517) | &nbsp;&nbsp; (517) |
| JPY | (2715) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Organo Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (518) | &nbsp;&nbsp; (518) |
| JPY | (2638) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Meiko Electronics Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (533) | &nbsp;&nbsp; (533) |
| JPY | (6110) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | Japan Post Bank Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (536) | &nbsp;&nbsp; (536) |
| JPY | (4123) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | Tokyo Seimitsu Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (547) | &nbsp;&nbsp; (547) |
| JPY | (13052) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | TDK Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (548) | &nbsp;&nbsp; (548) |
| JPY | (15235) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | Konami Group Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (563) | &nbsp;&nbsp; (563) |
| JPY | (3060) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Mitsui E&S Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (564) | &nbsp;&nbsp; (564) |
| JPY | (103678) | 05/20/2033<br> 1M | GST | 12 Month JPY TONA | Sumitomo Mitsui Trust <br> Holdings, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (592) | &nbsp;&nbsp; (592) |
| JPY | (2993) | 05/20/2033<br> 1M | GST | 12 Month JPY TONA | Advantest Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (611) | &nbsp;&nbsp; (611) |
| JPY | (2840) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | SCREEN Holdings Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (675) | &nbsp;&nbsp; (675) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| JPY | (2582) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Furukawa Electric Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(788) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(788) |
| JPY | (16351) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Kajima Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (850) | &nbsp;&nbsp; (850) |
| JPY | (16384) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Sumitomo Mitsui Trust <br> Group, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (921) | &nbsp;&nbsp; (921) |
| JPY | (2712) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Rorze Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (939) | &nbsp;&nbsp; (939) |
| JPY | (23402) | 05/20/2033<br> 1M | GST | 12 Month JPY TONA | Nikon Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1091) | &nbsp;&nbsp; (1091) |
| JPY | (9598) | 05/20/2033<br> 1M | GST | 12 Month JPY TONA | Tokyo Seimitsu Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1188) | &nbsp;&nbsp; (1188) |
| JPY | (7346) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | SCREEN Holdings Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1234) | &nbsp;&nbsp; (1234) |
| JPY | (2541) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Chiyoda Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1289) | &nbsp;&nbsp; (1289) |
| JPY | (14074) | 05/20/2033<br> 1M | GST | 12 Month JPY TONA | SCREEN Holdings Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1378) | &nbsp;&nbsp; (1378) |
| JPY | (41390) | 05/15/2033<br> 1M | MSI | 12 Month JPY TONA | Rakuten Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1665) | &nbsp;&nbsp; (1665) |
| JPY | (51811) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | T&D Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2220) | &nbsp;&nbsp; (2220) |
| JPY | (42701) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Daiwa Securities Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3584) | &nbsp;&nbsp; (3584) |
| JPY | (18276) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Tokyo Seimitsu Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3833) | &nbsp;&nbsp; (3833) |
| JPY | (104020) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Mitsubishi UFJ Financial <br> Group, Inc.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (11026) | &nbsp;&nbsp; (11026) |
| JPY | (69428) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Resona Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (11195) | &nbsp;&nbsp; (11195) |
| JPY | (88665) | 05/20/2033<br> 1M | GST | 12 Month JPY TONA | Tokyo Stock Exchange <br> TOPIX Banks Index<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (11985) | &nbsp;&nbsp; (11985) |
| JPY | (196392) | 05/20/2033<br> 1M | GST | 12 Month JPY TONA | Japan Post Bank Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (18296) | &nbsp;&nbsp; (18296) |
| JPY | (20539) | 05/05/2028<br> 1M | JPM | 12 Month JPY TONA | Kioxia Holdings Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (18578) | &nbsp;&nbsp; (18578) |
| PLN | (5444) | 05/05/2028<br> 1M | JPM | 12 Month PLN WIBOR | LPP SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (47) | &nbsp;&nbsp; (47) |
| PLN | (22102) | 05/20/2033<br> 1M | GST | 12 Month PLN WIBOR | Powszechna Kasa <br> Oszczednosci Bank Polski <br> SA<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1316) | &nbsp;&nbsp; (1316) |
| PLN | (96899) | 05/15/2033<br> 1M | MSI | 12 Month PLN WIBOR | Powszechna Kasa <br> Oszczednosci Bank Polski <br> SA<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5887) | &nbsp;&nbsp; (5887) |
| SEK | (1679) | 05/15/2033<br> 1M | MSI | 12 Month SEK STIBOR | H & M Hennes & Mauritz <br> AB<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (25) | &nbsp;&nbsp; (25) |
| SEK | (1999) | 05/15/2033<br> 1M | MSI | 12 Month SEK STIBOR | Castellum AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (45) | &nbsp;&nbsp; (45) |
| SEK | (10059) | 05/20/2033<br> 1M | GST | 12 Month SEK STIBOR | H & M Hennes & Mauritz <br> AB<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (108) | &nbsp;&nbsp; (108) |
| SEK | (29932) | 05/20/2033<br> 1M | GST | 12 Month SEK STIBOR | Wallenstam AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (108) | &nbsp;&nbsp; (108) |
| SEK | (24996) | 05/05/2028<br> 1M | JPM | 12 Month SEK STIBOR | BoneSupport Holding AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (354) | &nbsp;&nbsp; (354) |
| SEK | (33533) | 05/20/2033<br> 1M | GST | 12 Month SEK STIBOR | Svenska Handelsbanken AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (380) | &nbsp;&nbsp; (380) |
| SEK | (13280) | 05/20/2033<br> 1M | GST | 12 Month SEK STIBOR | Engcon AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (394) | &nbsp;&nbsp; (394) |
| SEK | (35774) | 05/20/2033<br> 1M | GST | 12 Month SEK STIBOR | Axfood AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (456) | &nbsp;&nbsp; (456) |
| SEK | (16291) | 05/20/2033<br> 1M | GST | 12 Month SEK STIBOR | Fastighets AB Balder | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (458) | &nbsp;&nbsp; (458) |
| SEK | (37668) | 05/05/2028<br> 1M | JPM | 12 Month SEK STIBOR | Munters Group AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (618) | &nbsp;&nbsp; (618) |
| SEK | (31491) | 05/20/2033<br> 1M | GST | 12 Month SEK STIBOR | Hufvudstaden AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (710) | &nbsp;&nbsp; (710) |
| SEK | (15625) | 05/20/2033<br> 1M | GST | 12 Month SEK STIBOR | Castellum AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (726) | &nbsp;&nbsp; (726) |
| SEK | (18088) | 05/20/2033<br> 1M | GST | 12 Month SEK STIBOR | Avanza Bank Holding AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (909) | &nbsp;&nbsp; (909) |
| SEK | (22311) | 05/15/2033<br> 1M | MSI | 12 Month SEK STIBOR | Nordnet AB publ | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1186) | &nbsp;&nbsp; (1186) |
| SEK | (82810) | 05/15/2033<br> 1M | MSI | 12 Month SEK STIBOR | Avanza Bank Holding AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1440) | &nbsp;&nbsp; (1440) |
| SEK | (96436) | 05/20/2033<br> 1M | GST | 12 Month SEK STIBOR | Fabege AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3291) | &nbsp;&nbsp; (3291) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| SEK | (75954) | 05/20/2033<br> 1M | GST | 12 Month SEK STIBOR | Nordnet AB publ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(5464) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(5464) |
| ZAR | (6257) | 05/20/2033<br> 1M | GST | 3 Month ZAR JIBAR SAFEX | FirstRand Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (126) | &nbsp;&nbsp; (126) |
| CAD | (47516) | 05/15/2033<br> 1M | MSI | 6 Month CAD CORRA | Baytex Energy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (104) | &nbsp;&nbsp; (104) |
| CAD | (6220) | 05/20/2033<br> 1M | GST | 6 Month CAD CORRA | Enbridge, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (126) | &nbsp;&nbsp; (126) |
| CAD | (16077) | 05/15/2033<br> 1M | MSI | 6 Month CAD CORRA | Gibson Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (593) | &nbsp;&nbsp; (593) |
| CAD | (11177) | 05/15/2033<br> 1M | MSI | 6 Month CAD CORRA | Parex Resources, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (616) | &nbsp;&nbsp; (616) |
| CAD | (31246) | 05/15/2033<br> 1M | MSI | 6 Month CAD CORRA | Enbridge, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (685) | &nbsp;&nbsp; (685) |
| CAD | (14657) | 05/15/2033<br> 1M | MSI | 6 Month CAD CORRA | Precision Drilling Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (762) | &nbsp;&nbsp; (762) |
| CAD | (10472) | 05/15/2033<br> 1M | MSI | 6 Month CAD CORRA | Surge Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1124) | &nbsp;&nbsp; (1124) |
| CAD | (20802) | 05/20/2033<br> 1M | GST | 6 Month CAD CORRA | Pembina Pipeline Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1190) | &nbsp;&nbsp; (1190) |
| CAD | (58233) | 05/20/2033<br> 1M | GST | 6 Month CAD CORRA | Imperial Oil Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1272) | &nbsp;&nbsp; (1272) |
| CAD | (25739) | 05/20/2033<br> 1M | GST | 6 Month CAD CORRA | Parex Resources, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1456) | &nbsp;&nbsp; (1456) |
| CAD | (44942) | 05/20/2033<br> 1M | GST | 6 Month CAD CORRA | South Bow Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1826) | &nbsp;&nbsp; (1826) |
| CAD | (124903) | 05/15/2033<br> 1M | MSI | 6 Month CAD CORRA | Imperial Oil Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3522) | &nbsp;&nbsp; (3522) |
| CAD | (63350) | 05/15/2033<br> 1M | MSI | 6 Month CAD CORRA | TC Energy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3754) | &nbsp;&nbsp; (3754) |
| CAD | (65334) | 05/15/2033<br> 1M | MSI | 6 Month CAD CORRA | South Bow Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4296) | &nbsp;&nbsp; (4296) |
| CAD | (50148) | 05/15/2033<br> 1M | MSI | 6 Month CAD CORRA | Paramount Resources Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4989) | &nbsp;&nbsp; (4989) |
| CAD | (33645) | 05/15/2033<br> 1M | MSI | 6 Month CAD CORRA | Athabasca Oil Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5051) | &nbsp;&nbsp; (5051) |
| CAD | (60982) | 05/15/2033<br> 1M | MSI | 6 Month CAD CORRA | Obsidian Energy Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6379) | &nbsp;&nbsp; (6379) |
| CAD | (108251) | 05/20/2033<br> 1M | GST | 6 Month CAD CORRA | Vermilion Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6855) | &nbsp;&nbsp; (6855) |
| CAD | 215139 | 05/15/2033<br> 1M | MSI | 6 Month CAD CORRA | Royal Bank of Canada | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (8084) | &nbsp;&nbsp; (8084) |
| CAD | (123044) | 05/15/2033<br> 1M | MSI | 6 Month CAD CORRA | Birchcliff Energy Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (9073) | &nbsp;&nbsp; (9073) |
| CAD | (251258) | 05/15/2033<br> 1M | MSI | 6 Month CAD CORRA | Whitecap Resources, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (18603) | &nbsp;&nbsp; (18603) |
| CAD | (226734) | 05/15/2033<br> 1M | MSI | 6 Month CAD CORRA | Vermilion Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (25497) | &nbsp;&nbsp; (25497) |
| CAD | (319057) | 05/15/2033<br> 1M | MSI | 6 Month CAD CORRA | Tourmaline Oil Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (29576) | &nbsp;&nbsp; (29576) |
| SGD | (3004) | 05/15/2033<br> 1M | MSI | 6 Month SGD SOR Telerate | Singapore <br> Telecommunications Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (77) | &nbsp;&nbsp; (77) |
| SGD | (2936) | 05/15/2033<br> 1M | MSI | 6 Month SGD SOR Telerate | Singapore Technologies <br> Engineering Ltd.<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (86) | &nbsp;&nbsp; (86) |
| SGD | (105204) | 05/15/2033<br> 1M | MSI | 6 Month SGD SOR Telerate | DBS Group Holdings Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1118) | &nbsp;&nbsp; (1118) |
| SGD | (102696) | 05/05/2028<br> 1M | JPM | 6 Month SGD SOR Telerate | DBS Group Holdings Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2951) | &nbsp;&nbsp; (2951) |
| EUR | 43742 | 05/15/2033<br> 1M | MSI | Acerinox SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3210) | &nbsp;&nbsp; (3210) |
| EUR | 15736 | 05/15/2033<br> 1M | MSI | Addiko Bank AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (9) | &nbsp;&nbsp; (9) |
| USD | 36444 | 05/15/2033<br> 1M | MSI | Advanced Micro Devices, <br> Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (934) | &nbsp;&nbsp; (934) |
| USD | 129810 | 05/20/2033<br> 1M | GST | Advanced Micro Devices, <br> Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6947) | &nbsp;&nbsp; (6947) |
| EUR | 55084 | 05/20/2033<br> 1M | GST | Adyen NV | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5523) | &nbsp;&nbsp; (5523) |
| USD | 4311 | 05/15/2033<br> 1M | MSI | Airbnb, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (42) | &nbsp;&nbsp; (42) |
| USD | 62227 | 05/20/2033<br> 1M | GST | Airbnb, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (647) | &nbsp;&nbsp; (647) |
| USD | 16576 | 05/05/2028<br> 1M | JPM | Airbnb, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (793) | &nbsp;&nbsp; (793) |
| USD | 238358 | 05/20/2033<br> 1M | GST | Ally Financial, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (787) | &nbsp;&nbsp; (787) |
| USD | 386384 | 05/15/2033<br> 1M | MSI | Ally Financial, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (9289) | &nbsp;&nbsp; (9289) |
| DKK | 270573 | 05/15/2033<br> 1M | MSI | Alm Brand AS | 1 Month DKK CIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (14278) | &nbsp;&nbsp; (14278) |
| USD | 18322 | 05/15/2033<br> 1M | MSI | Alnylam Pharmaceuticals, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1081) | &nbsp;&nbsp; (1081) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| EUR | 47689 | 05/20/2033<br> 1M | GST | AlzChem Group AG | 12 Month EUR STR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(3342) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(3342) |
| USD | 28316 | 05/20/2033<br> 1M | GST | Amer Sports, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1283) | &nbsp;&nbsp; (1283) |
| USD | 85735 | 05/15/2033<br> 1M | MSI | American Financial Group, <br> Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1060) | &nbsp;&nbsp; (1060) |
| USD | 50202 | 05/20/2033<br> 1M | GST | American Water Works Co., <br> Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (875) | &nbsp;&nbsp; (875) |
| USD | 43605 | 05/15/2033<br> 1M | MSI | American Water Works Co., <br> Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1380) | &nbsp;&nbsp; (1380) |
| CHF | 7234 | 05/20/2033<br> 1M | GST | Amrize Ltd. | 12 Month CHF SARON | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (268) | &nbsp;&nbsp; (268) |
| CHF | 63151 | 05/05/2028<br> 1M | JPM | Amrize Ltd. | 12 Month CHF SARON | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5828) | &nbsp;&nbsp; (5828) |
| CAD | 66041 | 05/15/2033<br> 1M | MSI | ARC Resources Ltd. | 6 Month CAD CORRA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (624) | &nbsp;&nbsp; (624) |
| USD | 315892 | 05/20/2033<br> 1M | GST | ARES Management Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (22539) | &nbsp;&nbsp; (22539) |
| USD | 501079 | 05/15/2033<br> 1M | MSI | ARES Management Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (58805) | &nbsp;&nbsp; (58805) |
| USD | 86216 | 05/15/2033<br> 1M | MSI | ARM Holdings PLC | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5089) | &nbsp;&nbsp; (5089) |
| USD | 42078 | 05/05/2028<br> 1M | JPM | ARM Holdings PLC | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5623) | &nbsp;&nbsp; (5623) |
| USD | 18465 | 05/20/2033<br> 1M | GST | ASE Technology Holding Co., <br> Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4) | &nbsp;&nbsp; (4) |
| USD | 53010 | 05/15/2033<br> 1M | MSI | ASE Technology Holding Co., <br> Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (501) | &nbsp;&nbsp; (501) |
| SEK | 189447 | 05/20/2033<br> 1M | GST | Atlas Copco AB | 12 Month SEK STIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5071) | &nbsp;&nbsp; (5071) |
| USD | 124195 | 05/15/2033<br> 1M | MSI | Atlassian Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (16415) | &nbsp;&nbsp; (16415) |
| USD | 28560 | 05/20/2033<br> 1M | GST | Atmos Energy Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (282) | &nbsp;&nbsp; (282) |
| USD | 66069 | 05/15/2033<br> 1M | MSI | Atmos Energy Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1529) | &nbsp;&nbsp; (1529) |
| USD | 41417 | 05/15/2033<br> 1M | MSI | Axon Enterprise, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (9985) | &nbsp;&nbsp; (9985) |
| GBP | 417447 | 05/15/2033<br> 1M | MSI | BAE Systems PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (13128) | &nbsp;&nbsp; (13128) |
| EUR | 106385 | 05/15/2033<br> 1M | MSI | Banca Monte dei Paschi di <br> Siena SpA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3414) | &nbsp;&nbsp; (3414) |
| EUR | (103568) | 05/15/2033<br> 1M | MSI | Banco Bilbao Vizcaya <br> Argentaria SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1752) | &nbsp;&nbsp; (1752) |
| ILS | 208629 | 05/15/2033<br> 1M | MSI | Bank Leumi Le-Israel BM | 1 day ILS SHIR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (9749) | &nbsp;&nbsp; (9749) |
| JPY | 117770 | 05/20/2033<br> 1M | GST | Bank of Nagoya Ltd. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1702) | &nbsp;&nbsp; (1702) |
| USD | 620098 | 05/15/2033<br> 1M | MSI | Bank of New York Mellon <br> Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (17607) | &nbsp;&nbsp; (17607) |
| CAD | 450864 | 05/15/2033<br> 1M | MSI | Bank of Nova Scotia | 6 Month CAD CORRA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1720) | &nbsp;&nbsp; (1720) |
| GBP | 167806 | 05/15/2033<br> 1M | MSI | Beazley PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1596) | &nbsp;&nbsp; (1596) |
| EUR | 41460 | 05/20/2033<br> 1M | GST | BFF Bank SpA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1547) | &nbsp;&nbsp; (1547) |
| USD | 7460 | 05/05/2028<br> 1M | JPM | Bill Holdings, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1460) | &nbsp;&nbsp; (1460) |
| USD | 43087 | 05/20/2033<br> 1M | MSI | Bill Holdings, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4536) | &nbsp;&nbsp; (4536) |
| USD | 130359 | 05/20/2033<br> 1M | GST | Bill Holdings, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6116) | &nbsp;&nbsp; (6116) |
| USD | 31573 | 05/20/2033<br> 1M | GST | BioNTech SE | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1543) | &nbsp;&nbsp; (1543) |
| USD | 547789 | 05/15/2033<br> 1M | MSI | Blackrock, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (14055) | &nbsp;&nbsp; (14055) |
| USD | 7920 | 05/15/2033<br> 1M | MSI | Block, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (548) | &nbsp;&nbsp; (548) |
| USD | 50229 | 05/20/2033<br> 1M | GST | Block, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1764) | &nbsp;&nbsp; (1764) |
| USD | 50858 | 05/05/2028<br> 1M | JPM | Block, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5959) | &nbsp;&nbsp; (5959) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| EUR | 55746 | 05/15/2033<br> 1M | MSI | BPER Banca SpA | 12 Month EUR STR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1329) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1329) |
| USD | 29591 | 05/20/2033<br> 1M | GST | Broadcom, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (106) | &nbsp;&nbsp; (106) |
| USD | 27287 | 05/05/2028<br> 1M | JPM | Broadcom, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (452) | &nbsp;&nbsp; (452) |
| USD | 189897 | 05/15/2033<br> 1M | MSI | Broadcom, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6357) | &nbsp;&nbsp; (6357) |
| GBP | 23198 | 05/15/2033<br> 1M | MSI | Bunzl PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (338) | &nbsp;&nbsp; (338) |
| EUR | 18849 | 05/05/2028<br> 1M | JPM | Buzzi SpA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1333) | &nbsp;&nbsp; (1333) |
| EUR | 36752 | 05/20/2033<br> 1M | GST | Buzzi Unicem SpA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (377) | &nbsp;&nbsp; (377) |
| SEK | 13472 | 05/15/2033<br> 1M | MSI | Camurus AB | 12 Month SEK STIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (393) | &nbsp;&nbsp; (393) |
| USD | 255500 | 05/05/2028<br> 1M | JPM | Capital One Financial Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2198) | &nbsp;&nbsp; (2198) |
| USD | 85999 | 05/20/2033<br> 1M | GST | Capital One Financial Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3681) | &nbsp;&nbsp; (3681) |
| USD | 89338 | 05/15/2033<br> 1M | MSI | Capital One Financial Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6801) | &nbsp;&nbsp; (6801) |
| SEK | 69319 | 05/15/2033<br> 1M | MSI | Castellum AB | 12 Month SEK STIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (556) | &nbsp;&nbsp; (556) |
| USD | 11536 | 05/20/2033<br> 1M | GST | Celestica, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (577) | &nbsp;&nbsp; (577) |
| USD | 35775 | 05/05/2028<br> 1M | JPM | Celestica, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1495) | &nbsp;&nbsp; (1495) |
| USD | 74401 | 05/15/2033<br> 1M | MSI | Celestica, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (7807) | &nbsp;&nbsp; (7807) |
| USD | 79842 | 05/15/2033<br> 1M | MSI | Celsius Holdings, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2277) | &nbsp;&nbsp; (2277) |
| EUR | 60033 | 05/15/2033<br> 1M | MSI | Cementir Holding NV | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1885) | &nbsp;&nbsp; (1885) |
| USD | 5608 | 05/15/2033<br> 1M | GST | Centuri Holdings, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (143) | &nbsp;&nbsp; (143) |
| USD | 4033 | 05/15/2033<br> 1M | MSI | CG oncology, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (78) | &nbsp;&nbsp; (78) |
| USD | 25103 | 05/20/2033<br> 1M | GST | CG oncology, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1212) | &nbsp;&nbsp; (1212) |
| USD | 339122 | 05/20/2033<br> 1M | GST | Charles Schwab Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1902) | &nbsp;&nbsp; (1902) |
| USD | 73787 | 05/20/2033<br> 1M | GST | Chewy, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (8639) | &nbsp;&nbsp; (8639) |
| USD | 180341 | 05/15/2033<br> 1M | MSI | Chewy, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (16306) | &nbsp;&nbsp; (16306) |
| USD | 12343 | 05/15/2033<br> 1M | MSI | Cloudflare, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2056) | &nbsp;&nbsp; (2056) |
| USD | 27606 | 05/05/2028<br> 1M | JPM | Cloudflare, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2600) | &nbsp;&nbsp; (2600) |
| USD | 50436 | 05/15/2033<br> 1M | MSI | Cogent Biosciences, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4292) | &nbsp;&nbsp; (4292) |
| USD | 233900 | 05/15/2033<br> 1M | MSI | Comerica, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (7259) | &nbsp;&nbsp; (7259) |
| USD | 450061 | 05/20/2033<br> 1M | GST | Comerica, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (23203) | &nbsp;&nbsp; (23203) |
| USD | 28478 | 05/20/2033<br> 1M | GST | Corning, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1633) | &nbsp;&nbsp; (1633) |
| USD | (15698) | 05/20/2033<br> 1M | JPM | Corning, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2577) | &nbsp;&nbsp; (2577) |
| USD | 8834 | 05/20/2033<br> 1M | GST | Credo Technology Group <br> Holding Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1317) | &nbsp;&nbsp; (1317) |
| USD | 33424 | 05/15/2033<br> 1M | MSI | Credo Technology Group <br> Holding Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5236) | &nbsp;&nbsp; (5236) |
| USD | 23465 | 05/20/2033<br> 1M | GST | Crowdstrike Holdings, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (70) | &nbsp;&nbsp; (70) |
| USD | 165345 | 05/05/2028<br> 1M | JPM | Crown Castle, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3011) | &nbsp;&nbsp; (3011) |
| USD | 145922 | 05/15/2033<br> 1M | MSI | Crown Castle, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5810) | &nbsp;&nbsp; (5810) |
| USD | 15618 | 05/20/2033<br> 1M | GST | CVS Health Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (827) | &nbsp;&nbsp; (827) |
| USD | 17658 | 05/05/2028<br> 1M | JPM | CyberArk Software Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (425) | &nbsp;&nbsp; (425) |
| USD | 39264 | 05/15/2033<br> 1M | MSI | Danaher Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2709) | &nbsp;&nbsp; (2709) |
| EUR | 44643 | 05/20/2033<br> 1M | GST | Dassault Aviation SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1533) | &nbsp;&nbsp; (1533) |
| EUR | 2429 | 05/15/2033<br> 1M | MSI | DiaSorin SpA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (80) | &nbsp;&nbsp; (80) |
| EUR | 19178 | 05/20/2033<br> 1M | GST | DiaSorin SpA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (586) | &nbsp;&nbsp; (586) |
| USD | 34856 | 05/20/2033<br> 1M | GST | Dick's Sporting Goods, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (718) | &nbsp;&nbsp; (718) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | 68973 | 05/15/2033<br> 1M | MSI | Dick's Sporting Goods, Inc. | 1 day USD OBFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(3525) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(3525) |
| USD | 144695 | 05/15/2033<br> 1M | MSI | Dominion Energy, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (408) | &nbsp;&nbsp; (408) |
| USD | 57180 | 05/20/2033<br> 1M | GST | Dominion Energy, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (861) | &nbsp;&nbsp; (861) |
| USD | 24886 | 05/20/2033<br> 1M | GST | DoorDash, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (127) | &nbsp;&nbsp; (127) |
| USD | 38660 | 05/15/2033<br> 1M | MSI | DoorDash, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1010) | &nbsp;&nbsp; (1010) |
| USD | 22607 | 05/05/2028<br> 1M | GST | Dynatrace, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (362) | &nbsp;&nbsp; (362) |
| USD | 15083 | 05/15/2033<br> 1M | MSI | Dynatrace, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (494) | &nbsp;&nbsp; (494) |
| USD | 9501 | 05/20/2033<br> 1M | GST | EchoStar Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (331) | &nbsp;&nbsp; (331) |
| USD | 18503 | 05/05/2028<br> 1M | JPM | EchoStar Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1633) | &nbsp;&nbsp; (1633) |
| USD | 49711 | 05/15/2033<br> 1M | MSI | EchoStar Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5102) | &nbsp;&nbsp; (5102) |
| USD | 60157 | 05/15/2033<br> 1M | MSI | Edwards Lifesciences Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2229) | &nbsp;&nbsp; (2229) |
| USD | 15317 | 05/20/2033<br> 1M | GST | Elanco Animal Health, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (51) | &nbsp;&nbsp; (51) |
| USD | 51023 | 05/20/2033<br> 1M | GST | Eli Lilly & Co. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (203) | &nbsp;&nbsp; (203) |
| HKD | 13461 | 05/15/2033<br> 1M | MSI | ENN Energy Holdings Ltd. | 1 day HKD HONIA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (167) | &nbsp;&nbsp; (167) |
| USD | 43169 | 05/20/2033<br> 1M | GST | Enphase Energy, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2750) | &nbsp;&nbsp; (2750) |
| USD | 58515 | 05/15/2033<br> 1M | MSI | Envista Holdings Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2891) | &nbsp;&nbsp; (2891) |
| USD | 4735 | 05/15/2033<br> 1M | MSI | EPAM Systems, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (146) | &nbsp;&nbsp; (146) |
| USD | 20688 | 05/15/2033<br> 1M | MSI | Evercore, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1612) | &nbsp;&nbsp; (1612) |
| USD | 45446 | 05/20/2033<br> 1M | GST | Evercore, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1641) | &nbsp;&nbsp; (1641) |
| USD | 5734 | 05/15/2033<br> 1M | GST | Eversource Energy | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (134) | &nbsp;&nbsp; (134) |
| USD | 16656 | 05/20/2033<br> 1M | MSI | Eversource Energy | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (134) | &nbsp;&nbsp; (134) |
| EUR | 51184 | 05/15/2033<br> 1M | MSI | FinecoBank Banca Fineco <br> SpA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (444) | &nbsp;&nbsp; (444) |
| CAD | 13672 | 05/20/2033<br> 1M | MSI | First Quantum Minerals Ltd. | 6 Month CAD CORRA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (923) | &nbsp;&nbsp; (923) |
| USD | 123973 | 05/15/2033<br> 1M | MSI | Five Below, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4006) | &nbsp;&nbsp; (4006) |
| USD | 54165 | 05/20/2033<br> 1M | GST | Flex Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1148) | &nbsp;&nbsp; (1148) |
| EUR | 25440 | 05/15/2033<br> 1M | MSI | Fluidra SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (597) | &nbsp;&nbsp; (597) |
| EUR | 28440 | 05/20/2033<br> 1M | GST | Fluidra SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (883) | &nbsp;&nbsp; (883) |
| USD | 421787 | 05/15/2033<br> 1M | MSI | Freeport-McMoRan, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (19752) | &nbsp;&nbsp; (19752) |
| EUR | 34874 | 05/20/2033<br> 1M | GST | FUCHS SE | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1090) | &nbsp;&nbsp; (1090) |
| EUR | 32355 | 05/05/2028<br> 1M | JPM | FUCHS SE | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1708) | &nbsp;&nbsp; (1708) |
| JPY | 331956 | 05/15/2033<br> 1M | MSI | Fukuoka Financial Group, Inc. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2218) | &nbsp;&nbsp; (2218) |
| CHF | 65034 | 05/05/2028<br> 1M | JPM | Galderma Group AG | 12 Month CHF SARON | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6502) | &nbsp;&nbsp; (6502) |
| EUR | 258547 | 05/15/2033<br> 1M | MSI | Generali | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2087) | &nbsp;&nbsp; (2087) |
| USD | 29938 | 05/20/2033<br> 1M | GST | Genius Sports Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3142) | &nbsp;&nbsp; (3142) |
| DKK | 42674 | 05/15/2033<br> 1M | MSI | Genmab AS | 1 Month DKK CIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2422) | &nbsp;&nbsp; (2422) |
| GBP | 131096 | 05/15/2033<br> 1M | MSI | Glencore PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (383) | &nbsp;&nbsp; (383) |
| USD | 16104 | 05/05/2028<br> 1M | JPM | GLOBALFOUNDRIES, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (828) | &nbsp;&nbsp; (828) |
| USD | 88429 | 05/15/2033<br> 1M | MSI | GLOBALFOUNDRIES, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (10106) | &nbsp;&nbsp; (10106) |
| USD | 29276 | 05/15/2033<br> 1M | MSI | Goldman Sachs Group, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1214) | &nbsp;&nbsp; (1214) |
| SEK | 27274 | 05/20/2033<br> 1M | GST | Haypp Group AB | 12 Month SEK STIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1049) | &nbsp;&nbsp; (1049) |
| EUR | 22562 | 05/15/2033<br> 1M | MSI | Heidelberg Materials AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (363) | &nbsp;&nbsp; (363) |
| CHF | 8969 | 05/15/2033<br> 1M | MSI | Helvetia Baloise Holding AG | 12 Month CHF SARON | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (206) | &nbsp;&nbsp; (206) |
| CHF | 66521 | 05/20/2033<br> 1M | GST | Helvetia Baloise Holding AG | 12 Month CHF SARON | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (624) | &nbsp;&nbsp; (624) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| CHF | 21889 | 05/05/2028<br> 1M | JPM | Helvetia Baloise Holding AG | 12 Month CHF SARON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1705) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1705) |
| GBP | 13868 | 05/15/2033<br> 1M | MSI | Hill & Smith PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (781) | &nbsp;&nbsp; (781) |
| GBP | 33926 | 05/15/2033<br> 1M | MSI | Hiscox Ltd. | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (237) | &nbsp;&nbsp; (237) |
| GBP | 187169 | 05/20/2033<br> 1M | GST | Hiscox Ltd. | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (603) | &nbsp;&nbsp; (603) |
| USD | 246364 | 05/15/2033<br> 1M | MSI | Huntington Bancshares, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4860) | &nbsp;&nbsp; (4860) |
| USD | 351343 | 05/20/2033<br> 1M | GST | Huntington Bancshares, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (11252) | &nbsp;&nbsp; (11252) |
| CAD | 196139 | 05/15/2033<br> 1M | MSI | iA Financial Corp., Inc. | 6 Month CAD CORRA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (16140) | &nbsp;&nbsp; (16140) |
| GBP | 499137 | 05/15/2033<br> 1M | MSI | ICG PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (52639) | &nbsp;&nbsp; (52639) |
| USD | 24751 | 05/20/2033<br> 1M | GST | IDACORP, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (52) | &nbsp;&nbsp; (52) |
| CHF | 35747 | 05/15/2033<br> 1M | MSI | Implenia AG | 12 Month CHF SARON | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (600) | &nbsp;&nbsp; (600) |
| USD | 22580 | 05/20/2033<br> 1M | GST | Intel Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (972) | &nbsp;&nbsp; (972) |
| USD | 460362 | 05/15/2033<br> 1M | MSI | Intel Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (13831) | &nbsp;&nbsp; (13831) |
| USD | 42467 | 05/05/2028<br> 1M | JPM | Intuit, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (9040) | &nbsp;&nbsp; (9040) |
| EUR | 68232 | 05/20/2033<br> 1M | GST | IONOS Group SE | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2) | &nbsp;&nbsp; (2) |
| EUR | 3326 | 05/15/2033<br> 1M | MSI | IONOS Group SE | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6) | &nbsp;&nbsp; (6) |
| EUR | 1569 | 05/05/2028<br> 1M | JPM | IONOS Group SE | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6) | &nbsp;&nbsp; (6) |
| USD | 939923 | 05/15/2033<br> 1M | MSI | iShares MSCI Brazil ETF | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (22701) | &nbsp;&nbsp; (22701) |
| USD | 581714 | 05/15/2033<br> 1M | MSI | iShares MSCI Emerging <br> Markets ETF | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (9448) | &nbsp;&nbsp; (9448) |
| USD | 57698 | 05/15/2033<br> 1M | MSI | IsuPetasys Co., Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1506) | &nbsp;&nbsp; (1506) |
| EUR | 13758 | 05/15/2033<br> 1M | MSI | Italgas SpA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (92) | &nbsp;&nbsp; (92) |
| USD | 103440 | 05/15/2033<br> 1M | MSI | James Hardie Industries PLC | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4353) | &nbsp;&nbsp; (4353) |
| USD | 18834 | 05/05/2028<br> 1M | JPM | Jazz Pharmaceuticals PLC | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1069) | &nbsp;&nbsp; (1069) |
| EUR | 5969 | 05/15/2033<br> 1M | MSI | Jeronimo Martins SGPS SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (193) | &nbsp;&nbsp; (193) |
| EUR | 9185 | 05/05/2028<br> 1M | JPM | Jeronimo Martins SGPS SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (372) | &nbsp;&nbsp; (372) |
| EUR | 73019 | 05/20/2033<br> 1M | GST | Jeronimo Martins SGPS SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1483) | &nbsp;&nbsp; (1483) |
| JPY | 131714 | 05/20/2033<br> 1M | GST | Keiyo Bank Ltd. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (15) | &nbsp;&nbsp; (15) |
| USD | 7168 | 05/20/2033<br> 1M | GST | Kirby Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (697) | &nbsp;&nbsp; (697) |
| USD | 67576 | 05/15/2033<br> 1M | MSI | Kirby Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4628) | &nbsp;&nbsp; (4628) |
| USD | 241109 | 05/20/2033<br> 1M | GST | KKR & Co., Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (17159) | &nbsp;&nbsp; (17159) |
| USD | 473552 | 05/05/2028<br> 1M | JPM | KKR & Co., Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (71471) | &nbsp;&nbsp; (71471) |
| USD | 550362 | 05/15/2033<br> 1M | MSI | KKR & Co., Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (71498) | &nbsp;&nbsp; (71498) |
| USD | 66878 | 05/20/2033<br> 1M | GST | KLA Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2621) | &nbsp;&nbsp; (2621) |
| USD | 19805 | 05/15/2033<br> 1M | MSI | Kratos Defense & Security <br> Solutions, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3426) | &nbsp;&nbsp; (3426) |
| JPY | 116854 | 05/15/2033<br> 1M | MSI | Kyushu Financial Group, Inc. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (185) | &nbsp;&nbsp; (185) |
| USD | 9050 | 05/20/2033<br> 1M | GST | Lens Technology Co., Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (480) | &nbsp;&nbsp; (480) |
| USD | 22778 | 05/15/2033<br> 1M | MSI | Lens Technology Co., Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1201) | &nbsp;&nbsp; (1201) |
| USD | 139228 | 05/20/2033<br> 1M | GST | Liberty Media Corp.-Liberty <br> Formula One | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3129) | &nbsp;&nbsp; (3129) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | 114561 | 05/15/2033<br> 1M | MSI | Liberty Media Corp.-Liberty <br> Formula One | 1 day USD OBFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(4307) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(4307) |
| USD | 34852 | 05/15/2033<br> 1M | MSI | Lululemon Athletica, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5187) | &nbsp;&nbsp; (5187) |
| USD | 4188 | 05/05/2028<br> 1M | JPM | Luxshare Precision Industry <br> Co., Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (473) | &nbsp;&nbsp; (473) |
| USD | 9261 | 05/20/2033<br> 1M | GST | Luxshare Precision Industry <br> Co., Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (932) | &nbsp;&nbsp; (932) |
| USD | 14774 | 05/15/2033<br> 1M | MSI | Luxshare Precision Industry <br> Co., Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1452) | &nbsp;&nbsp; (1452) |
| CAD | 215818 | 05/15/2033<br> 1M | MSI | Manulife Financial Corp. | 6 Month CAD CORRA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1736) | &nbsp;&nbsp; (1736) |
| USD | 10289 | 05/15/2033<br> 1M | MSI | Marvell Technology, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (187) | &nbsp;&nbsp; (187) |
| USD | 18673 | 05/20/2033<br> 1M | GST | Marvell Technology, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (206) | &nbsp;&nbsp; (206) |
| USD | 69653 | 05/05/2028<br> 1M | JPM | Marvell Technology, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (8648) | &nbsp;&nbsp; (8648) |
| USD | 23688 | 05/20/2033<br> 1M | GST | Masimo Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (891) | &nbsp;&nbsp; (891) |
| USD | 177447 | 05/15/2033<br> 1M | MSI | Mastercard, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (928) | &nbsp;&nbsp; (928) |
| USD | 22174 | 05/05/2028<br> 1M | JPM | Mastercard, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1127) | &nbsp;&nbsp; (1127) |
| USD | 21484 | 05/20/2033<br> 1M | GST | MBX Biosciences, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3132) | &nbsp;&nbsp; (3132) |
| EUR | 17201 | 05/20/2033<br> 1M | GST | Medincell SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2902) | &nbsp;&nbsp; (2902) |
| USD | 40824 | 05/05/2028<br> 1M | JPM | MercadoLibre, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (16) | &nbsp;&nbsp; (16) |
| USD | 9202 | 05/20/2033<br> 1M | GST | MercadoLibre, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (611) | &nbsp;&nbsp; (611) |
| USD | 186102 | 05/15/2033<br> 1M | MSI | Meta Platforms, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1961) | &nbsp;&nbsp; (1961) |
| USD | 5201 | 05/05/2028<br> 1M | JPM | Microsoft Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (468) | &nbsp;&nbsp; (468) |
| USD | 107267 | 05/20/2033<br> 1M | GST | Microsoft Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5718) | &nbsp;&nbsp; (5718) |
| USD | 28955 | 05/15/2033<br> 1M | MSI | Mineralys Therapeutics, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1154) | &nbsp;&nbsp; (1154) |
| USD | 29421 | 05/20/2033<br> 1M | GST | MNTN, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2962) | &nbsp;&nbsp; (2962) |
| USD | 13809 | 05/15/2033<br> 1M | MSI | MongoDB, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (441) | &nbsp;&nbsp; (441) |
| USD | 15991 | 05/05/2028<br> 1M | JPM | MongoDB, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1881) | &nbsp;&nbsp; (1881) |
| USD | 137381 | 05/20/2033<br> 1M | GST | MongoDB, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4816) | &nbsp;&nbsp; (4816) |
| USD | 36010 | 05/20/2033<br> 1M | GST | Monster Beverage Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (314) | &nbsp;&nbsp; (314) |
| JPY | 2852 | 05/15/2033<br> 1M | MSI | Murata Manufacturing Co., <br> Ltd. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (209) | &nbsp;&nbsp; (209) |
| JPY | 23016 | 05/05/2028<br> 1M | JPM | Murata Manufacturing Co., <br> Ltd. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1094) | &nbsp;&nbsp; (1094) |
| JPY | 37428 | 05/20/2033<br> 1M | GST | Murata Manufacturing Co., <br> Ltd. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1727) | &nbsp;&nbsp; (1727) |
| USD | 206120 | 05/20/2033<br> 1M | GST | Nasdaq, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1100) | &nbsp;&nbsp; (1100) |
| USD | 52277 | 05/15/2033<br> 1M | MSI | Nasdaq, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1991) | &nbsp;&nbsp; (1991) |
| USD | 55038 | 05/15/2033<br> 1M | MSI | Natera, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2107) | &nbsp;&nbsp; (2107) |
| EUR | 294649 | 05/15/2033<br> 1M | MSI | National Bank of Greece SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2636) | &nbsp;&nbsp; (2636) |
| USD | 95080 | 10/30/2026<br> 1M | GST | Negative Return on <br> U.S. Dispersion Index | Positive Return on <br> U.S. Dispersion Index<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1396) | &nbsp;&nbsp; (1396) |
| USD | 146094 | 06/30/2026<br> 1M | GST | Negative Return on <br> U.S. Dispersion Index | Positive Return on <br> U.S. Dispersion Index<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2144) | &nbsp;&nbsp; (2144) |
| USD | 2984 | 05/15/2033<br> 1M | MSI | Net Power, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (166) | &nbsp;&nbsp; (166) |
| USD | 18761 | 05/20/2033<br> 1M | GST | Netflix, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (811) | &nbsp;&nbsp; (811) |
| USD | 20780 | 05/15/2033<br> 1M | MSI | Netflix, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1076) | &nbsp;&nbsp; (1076) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| GBP | 4588 | 05/05/2028<br> 1M | JPM | Next PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(102) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(102) |
| GBP | 3177 | 05/15/2033<br> 1M | MSI | Next PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (156) | &nbsp;&nbsp; (156) |
| GBP | 61006 | 05/20/2033<br> 1M | GST | Next PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1829) | &nbsp;&nbsp; (1829) |
| CAD | 40642 | 05/15/2033<br> 1M | MSI | NGEx Minerals Ltd. | 6 Month CAD CORRA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (250) | &nbsp;&nbsp; (250) |
| JPY | 7095 | 05/20/2033<br> 1M | GST | Nichicon Corp. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5) | &nbsp;&nbsp; (5) |
| USD | 303625 | 05/15/2033<br> 1M | MSI | NIKE, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (12252) | &nbsp;&nbsp; (12252) |
| JPY | 29343 | 05/15/2033<br> 1M | MSI | Niterra Co., Ltd. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (778) | &nbsp;&nbsp; (778) |
| SEK | 27517 | 05/05/2028<br> 1M | JPM | NOBA Bank Group AB | 12 Month SEK STIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1578) | &nbsp;&nbsp; (1578) |
| JPY | 340652 | 05/15/2033<br> 1M | MSI | Nomura Holdings, Inc. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (16753) | &nbsp;&nbsp; (16753) |
| USD | 84660 | 05/15/2033<br> 1M | MSI | Northern Trust Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (531) | &nbsp;&nbsp; (531) |
| USD | 362966 | 05/20/2033<br> 1M | GST | Northern Trust Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (10909) | &nbsp;&nbsp; (10909) |
| DKK | 1050 | 05/15/2033<br> 1M | MSI | NTG Nordic Transport <br> Group AS | 1 Month DKK CIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (30) | &nbsp;&nbsp; (30) |
| CAD | 76746 | 05/15/2033<br> 1M | MSI | Nutrien Ltd. | 6 Month CAD CORRA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (434) | &nbsp;&nbsp; (434) |
| USD | 231 | 05/20/2033<br> 1M | GST | NXP Semiconductors NV | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5) | &nbsp;&nbsp; (5) |
| USD | 16795 | 05/20/2033<br> 1M | GST | Okta, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (997) | &nbsp;&nbsp; (997) |
| USD | 32363 | 05/15/2033<br> 1M | MSI | Okta, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2626) | &nbsp;&nbsp; (2626) |
| USD | 26634 | 05/15/2033<br> 1M | MSI | On Holding AG | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (434) | &nbsp;&nbsp; (434) |
| USD | 24649 | 05/20/2033<br> 1M | GST | Oracle Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2102) | &nbsp;&nbsp; (2102) |
| EUR | 49862 | 05/15/2033<br> 1M | MSI | Outokumpu OYJ | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1695) | &nbsp;&nbsp; (1695) |
| USD | 696 | 05/05/2028<br> 1M | JPM | Palantir Technologies, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (110) | &nbsp;&nbsp; (110) |
| USD | 8559 | 05/15/2033<br> 1M | MSI | Palantir Technologies, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1376) | &nbsp;&nbsp; (1376) |
| USD | 27470 | 05/20/2033<br> 1M | GST | Palantir Technologies, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3576) | &nbsp;&nbsp; (3576) |
| USD | 6170 | 05/15/2033<br> 1M | MSI | PG&E Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (141) | &nbsp;&nbsp; (141) |
| USD | 104974 | 05/15/2033<br> 1M | MSI | Pinnacle Financial Partners, <br> Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2752) | &nbsp;&nbsp; (2752) |
| EUR | (551807) | 11/30/2026<br> 1M | JPM | Positive Return on JPM Pure <br> Momentum Long-Short <br> Index | Negative Return on JPM <br> Pure Momentum <br> Long-Short Index<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (22019) | &nbsp;&nbsp; (22019) |
| EUR | (1020535) | 11/30/2026<br> 1M | JPM | Positive Return on JPM Pure <br> Momentum Long-Short <br> Index (a) | Negative Return on JPM <br> Pure Momentum <br> Long-Short Index<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (51776) | &nbsp;&nbsp; (51776) |
| USD | 656 | 05/05/2028<br> 1M | JPM | Procore Technologies, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (148) | &nbsp;&nbsp; (148) |
| USD | 27580 | 05/20/2033<br> 1M | GST | Procore Technologies, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3403) | &nbsp;&nbsp; (3403) |
| EUR | 39704 | 05/20/2033<br> 1M | GST | Publicis Groupe SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (508) | &nbsp;&nbsp; (508) |
| EUR | 63832 | 05/05/2028<br> 1M | JPM | Publicis Groupe SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2831) | &nbsp;&nbsp; (2831) |
| EUR | 164330 | 05/15/2033<br> 1M | MSI | Publicis Groupe SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5535) | &nbsp;&nbsp; (5535) |
| USD | 31667 | 05/20/2033<br> 1M | GST | Pure Storage, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (235) | &nbsp;&nbsp; (235) |
| USD | 48047 | 05/15/2033<br> 1M | MSI | Pure Storage, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1872) | &nbsp;&nbsp; (1872) |
| USD | 9645 | 05/15/2033<br> 1M | MSI | Regeneron Pharmaceuticals, <br> Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6) | &nbsp;&nbsp; (6) |
| USD | 45031 | 05/05/2028<br> 1M | JPM | Regeneron Pharmaceuticals, <br> Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1285) | &nbsp;&nbsp; (1285) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| EUR | 10824 | 05/20/2033<br> 1M | GST | RENK Group AG | 12 Month EUR STR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1067) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1067) |
| EUR | 35687 | 05/05/2028<br> 1M | JPM | RENK Group AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3554) | &nbsp;&nbsp; (3554) |
| USD | 19060 | 05/20/2033<br> 1M | GST | Revolution Medicines, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3160) | &nbsp;&nbsp; (3160) |
| EUR | 369414 | 05/20/2033<br> 1M | GST | Rheinmetall AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (24237) | &nbsp;&nbsp; (24237) |
| USD | 13105 | 05/20/2033<br> 1M | GST | Rice Acquisition Corp. 3 | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (148) | &nbsp;&nbsp; (148) |
| USD | 34453 | 05/15/2033<br> 1M | MSI | ROBLOX Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (7688) | &nbsp;&nbsp; (7688) |
| USD | 66541 | 05/20/2033<br> 1M | GST | ROBLOX Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (11040) | &nbsp;&nbsp; (11040) |
| GBP | 29945 | 05/20/2033<br> 1M | GST | Rolls-Royce Holdings PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1571) | &nbsp;&nbsp; (1571) |
| GBP | 464864 | 05/15/2033<br> 1M | MSI | Rolls-Royce Holdings PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (22817) | &nbsp;&nbsp; (22817) |
| DKK | 7021 | 05/15/2033<br> 1M | MSI | Royal Unibrew AS | 1 Month DKK CIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (43) | &nbsp;&nbsp; (43) |
| EUR | 35011 | 05/15/2033<br> 1M | MSI | Ryanair Holdings PLC | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (115) | &nbsp;&nbsp; (115) |
| EUR | 23748 | 05/05/2028<br> 1M | JPM | Ryanair Holdings PLC | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (873) | &nbsp;&nbsp; (873) |
| USD | 29749 | 05/05/2028<br> 1M | JPM | Ryanair Holdings PLC | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1115) | &nbsp;&nbsp; (1115) |
| USD | 18652 | 05/05/2028<br> 1M | JPM | S&P Global, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (179) | &nbsp;&nbsp; (179) |
| USD | 178901 | 05/15/2033<br> 1M | MSI | S&P Global, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5786) | &nbsp;&nbsp; (5786) |
| EUR | 7806 | 05/15/2033<br> 1M | MSI | Sacyr SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (13) | &nbsp;&nbsp; (13) |
| EUR | 43226 | 05/05/2028<br> 1M | JPM | Sacyr SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (314) | &nbsp;&nbsp; (314) |
| EUR | 77343 | 05/15/2033<br> 1M | MSI | Salzgitter AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2752) | &nbsp;&nbsp; (2752) |
| EUR | 1164 | 05/15/2033<br> 1M | MSI | Sampo OYJ | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (75) | &nbsp;&nbsp; (75) |
| EUR | 1832 | 05/05/2028<br> 1M | JPM | Sampo OYJ | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (151) | &nbsp;&nbsp; (151) |
| EUR | 67512 | 05/20/2033<br> 1M | GST | Sampo OYJ | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2996) | &nbsp;&nbsp; (2996) |
| USD | 10833 | 05/15/2033<br> 1M | MSI | Samsung Electro-Mechanics <br> Co., Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (182) | &nbsp;&nbsp; (182) |
| EUR | 104679 | 05/15/2033<br> 1M | MSI | SCOR SE | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1021) | &nbsp;&nbsp; (1021) |
| USD | 107266 | 05/20/2033<br> 1M | GST | Sempra | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1722) | &nbsp;&nbsp; (1722) |
| USD | 48532 | 05/15/2033<br> 1M | MSI | Sempra | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2417) | &nbsp;&nbsp; (2417) |
| USD | 7099 | 05/20/2033<br> 1M | GST | ServiceNow, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (664) | &nbsp;&nbsp; (664) |
| USD | 35424 | 05/05/2028<br> 1M | JPM | ServiceNow, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (7342) | &nbsp;&nbsp; (7342) |
| USD | 88519 | 05/15/2033<br> 1M | MSI | ServiceNow, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (9889) | &nbsp;&nbsp; (9889) |
| USD | 16698 | 05/20/2033<br> 1M | GST | SharkNinja, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (623) | &nbsp;&nbsp; (623) |
| USD | 205625 | 05/15/2033<br> 1M | MSI | SharkNinja, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (13078) | &nbsp;&nbsp; (13078) |
| JPY | 136109 | 05/20/2033<br> 1M | GST | Shiga Bank Ltd. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1992) | &nbsp;&nbsp; (1992) |
| JPY | 103366 | 05/15/2033<br> 1M | MSI | Shin-Etsu Chemical Co., Ltd. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (9532) | &nbsp;&nbsp; (9532) |
| USD | 4963 | 05/20/2033<br> 1M | GST | Shopify, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (371) | &nbsp;&nbsp; (371) |
| USD | 37544 | 05/15/2033<br> 1M | MSI | Shopify, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6180) | &nbsp;&nbsp; (6180) |
| ZAR | 45233 | 05/15/2033<br> 1M | MSI | Sibanye Stillwater Ltd. | 3 Month ZAR JIBAR <br> SAFEX<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (704) | &nbsp;&nbsp; (704) |
| EUR | 169308 | 05/05/2028<br> 1M | JPM | Siemens AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2307) | &nbsp;&nbsp; (2307) |
| SEK | 338226 | 05/20/2033<br> 1M | GST | Skandinaviska Enskilda <br> Banken AB | 12 Month SEK STIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (10792) | &nbsp;&nbsp; (10792) |
| USD | 37100 | 05/20/2033<br> 1M | GST | SM Energy Co. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (360) | &nbsp;&nbsp; (360) |
| GBP | 41530 | 05/15/2033<br> 1M | MSI | Smiths Group PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (771) | &nbsp;&nbsp; (771) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| GBP | 54682 | 05/20/2033<br> 1M | GST | Smiths Group PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1180) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1180) |
| USD | 1122 | 05/05/2028<br> 1M | JPM | Snowflake, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (158) | &nbsp;&nbsp; (158) |
| USD | 32581 | 05/20/2033<br> 1M | GST | Snowflake, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2135) | &nbsp;&nbsp; (2135) |
| USD | 145423 | 05/15/2033<br> 1M | MSI | Snowflake, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (11497) | &nbsp;&nbsp; (11497) |
| JPY | 640 | 05/15/2033<br> 1M | MSI | Sony Group Corp. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (77) | &nbsp;&nbsp; (77) |
| JPY | 23064 | 05/20/2033<br> 1M | GST | Sony Group Corp. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1835) | &nbsp;&nbsp; (1835) |
| USD | 14576 | 05/20/2033<br> 1M | GST | Southwest Gas Holdings, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (248) | &nbsp;&nbsp; (248) |
| EUR | 12088 | 05/15/2033<br> 1M | MSI | SPIE SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (323) | &nbsp;&nbsp; (323) |
| EUR | 73909 | 05/20/2033<br> 1M | GST | SPIE SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (505) | &nbsp;&nbsp; (505) |
| EUR | 26420 | 05/05/2028<br> 1M | JPM | SPIE SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2105) | &nbsp;&nbsp; (2105) |
| USD | 37316 | 05/20/2033<br> 1M | GST | Spotify Technology SA | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (790) | &nbsp;&nbsp; (790) |
| USD | 32636 | 05/05/2028<br> 1M | JPM | Spotify Technology SA | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5117) | &nbsp;&nbsp; (5117) |
| USD | 22430 | 05/20/2033<br> 1M | GST | Spyre Therapeutics, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1164) | &nbsp;&nbsp; (1164) |
| USD | 60934 | 05/15/2033<br> 1M | MSI | Stifel Financial Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3229) | &nbsp;&nbsp; (3229) |
| USD | 146293 | 05/20/2033<br> 1M | GST | Stifel Financial Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4128) | &nbsp;&nbsp; (4128) |
| NOK | 26540 | 05/20/2033<br> 1M | GST | Storebrand ASA | 1 Month NOK NIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (117) | &nbsp;&nbsp; (117) |
| NOK | 305856 | 05/15/2033<br> 1M | MSI | Storebrand ASA | 1 Month NOK NIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6584) | &nbsp;&nbsp; (6584) |
| EUR | 20421 | 05/15/2033<br> 1M | MSI | Strabag SE | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (15) | &nbsp;&nbsp; (15) |
| USD | 56979 | 05/20/2033<br> 1M | GST | Structure Therapeutics, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1609) | &nbsp;&nbsp; (1609) |
| CHF | 5407 | 05/15/2033<br> 1M | MSI | Sulzer AG | 12 Month CHF SARON | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (260) | &nbsp;&nbsp; (260) |
| USD | 30032 | 05/15/2033<br> 1M | MSI | Sunococorp LLC | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (112) | &nbsp;&nbsp; (112) |
| SEK | 208916 | 05/15/2033<br> 1M | MSI | Swedbank AB | 12 Month SEK STIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1422) | &nbsp;&nbsp; (1422) |
| USD | 56955 | 05/05/2028<br> 1M | JPM | Synopsys, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3932) | &nbsp;&nbsp; (3932) |
| USD | 210520 | 05/20/2033<br> 1M | GST | Synopsys, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (18892) | &nbsp;&nbsp; (18892) |
| USD | 237325 | 05/15/2033<br> 1M | MSI | Synopsys, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (20116) | &nbsp;&nbsp; (20116) |
| USD | 26685 | 05/20/2033<br> 1M | GST | Taiwan Semiconductor <br> Manufacturing Co., Ltd. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (11) | &nbsp;&nbsp; (11) |
| EUR | 196727 | 05/20/2033<br> 1M | GST | Talanx AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3983) | &nbsp;&nbsp; (3983) |
| USD | 48129 | 05/05/2028<br> 1M | JPM | Tandem Diabetes Care, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6778) | &nbsp;&nbsp; (6778) |
| EUR | 193 | 05/20/2033<br> 1M | MSI | Technip Energies NV | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2) | &nbsp;&nbsp; (2) |
| EUR | 32158 | 05/05/2028<br> 1M | JPM | Technip Energies NV | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (420) | &nbsp;&nbsp; (420) |
| HKD | 11872 | 05/05/2028<br> 1M | JPM | Tencent Holdings Ltd. | 1 day HKD HONIA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (402) | &nbsp;&nbsp; (402) |
| HKD | 39885 | 05/15/2033<br> 1M | MSI | Tencent Holdings Ltd. | 1 day HKD HONIA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1199) | &nbsp;&nbsp; (1199) |
| USD | 9060 | 05/15/2033<br> 1M | MSI | Terns Pharmaceuticals, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (583) | &nbsp;&nbsp; (583) |
| USD | 13644 | 05/20/2033<br> 1M | GST | Terns Pharmaceuticals, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (739) | &nbsp;&nbsp; (739) |
| USD | 73614 | 05/15/2033<br> 1M | MSI | Thermo Fisher Scientific, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4181) | &nbsp;&nbsp; (4181) |
| USD | 8436 | 05/05/2028<br> 1M | JPM | T-Mobile U.S., Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (153) | &nbsp;&nbsp; (153) |
| JPY | 133954 | 05/20/2033<br> 1M | GST | Tochigi Bank Ltd. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3095) | &nbsp;&nbsp; (3095) |
| JPY | 111762 | 05/15/2033<br> 1M | MSI | Tochigi Bank Ltd. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3883) | &nbsp;&nbsp; (3883) |
| JPY | 27721 | 05/05/2028<br> 1M | JPM | TOPPAN Holdings, Inc. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (482) | &nbsp;&nbsp; (482) |
| USD | 47758 | 05/20/2033<br> 1M | GST | TPG, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2987) | &nbsp;&nbsp; (2987) |
| USD | 271977 | 05/15/2033<br> 1M | MSI | TPG, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (20372) | &nbsp;&nbsp; (20372) |
| USD | 55618 | 05/15/2033<br> 1M | MSI | Tractor Supply Co. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2448) | &nbsp;&nbsp; (2448) |
| USD | 105359 | 05/15/2033<br> 1M | MSI | Tradeweb Markets, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1052) | &nbsp;&nbsp; (1052) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Maturity Date** | **Counter-**<br> **party**<br>| **Receive** | **Pay** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Fair**<br> **Value**<br>| **Unrealized** |
| USD | 196501 | 05/20/2033<br> 1M | GST | Tradeweb Markets, Inc. | 1 day USD OBFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1802) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1802) |
| USD | 261505 | 05/20/2033<br> 1M | GST | TransUnion | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (10300) | &nbsp;&nbsp; (10300) |
| SEK | 126 | 05/15/2033<br> 1M | MSI | Trelleborg AB | 12 Month SEK STIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (9) | &nbsp;&nbsp; (9) |
| SEK | 39670 | 05/20/2033<br> 1M | GST | Trelleborg AB | 12 Month SEK STIBOR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2001) | &nbsp;&nbsp; (2001) |
| CHF | 63579 | 05/15/2033<br> 1M | MSI | UBS Group AG | 12 Month CHF SARON | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2867) | &nbsp;&nbsp; (2867) |
| CHF | 419793 | 05/20/2033<br> 1M | GST | UBS Group AG | 12 Month CHF SARON | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6593) | &nbsp;&nbsp; (6593) |
| EUR | 12630 | 05/20/2033<br> 1M | GST | UCB SA | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (37) | &nbsp;&nbsp; (37) |
| USD | 22656 | 05/15/2033<br> 1M | MSI | United Therapeutics Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (120) | &nbsp;&nbsp; (120) |
| USD | 8814 | 05/05/2028<br> 1M | JPM | United Therapeutics Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (364) | &nbsp;&nbsp; (364) |
| USD | 11299 | 05/20/2033<br> 1M | GST | Unity Software, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3384) | &nbsp;&nbsp; (3384) |
| USD | 47510 | 05/15/2033<br> 1M | MSI | Universal Health Services, <br> Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1220) | &nbsp;&nbsp; (1220) |
| USD | 32486 | 05/15/2033<br> 1M | MSI | Valero Energy Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (554) | &nbsp;&nbsp; (554) |
| USD | 14742 | 05/20/2033<br> 1M | GST | Valero Energy Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (772) | &nbsp;&nbsp; (772) |
| USD | 14211 | 05/20/2033<br> 1M | GST | Vera Therapeutics, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (498) | &nbsp;&nbsp; (498) |
| USD | 15062 | 05/15/2033<br> 1M | MSI | Viridian Therapeutics, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (14) | &nbsp;&nbsp; (14) |
| USD | 81987 | 05/15/2033<br> 1M | MSI | Visa, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2173) | &nbsp;&nbsp; (2173) |
| USD | 366873 | 05/20/2033<br> 1M | GST | Visa, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4493) | &nbsp;&nbsp; (4493) |
| USD | 82405 | 05/20/2033<br> 1M | GST | Vita Coco Co., Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (886) | &nbsp;&nbsp; (886) |
| USD | 52273 | 05/05/2028<br> 1M | JPM | Voya Financial, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1064) | &nbsp;&nbsp; (1064) |
| USD | 94219 | 05/15/2033<br> 1M | MSI | Voya Financial, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1997) | &nbsp;&nbsp; (1997) |
| EUR | 84606 | 05/15/2033<br> 1M | MSI | Wacker Chemie AG | 12 Month EUR STR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5962) | &nbsp;&nbsp; (5962) |
| USD | 3612 | 05/15/2033<br> 1M | MSI | Walt Disney Co. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2) | &nbsp;&nbsp; (2) |
| USD | 12324 | 05/15/2033<br> 1M | MSI | Warby Parker, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1227) | &nbsp;&nbsp; (1227) |
| USD | 31567 | 05/15/2033<br> 1M | MSI | Waters Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1910) | &nbsp;&nbsp; (1910) |
| USD | 2374 | 05/20/2033<br> 1M | GST | Wayfair, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (97) | &nbsp;&nbsp; (97) |
| USD | 192087 | 05/15/2033<br> 1M | MSI | Wayfair, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (22570) | &nbsp;&nbsp; (22570) |
| USD | 99193 | 05/20/2033<br> 1M | GST | Westlake Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5674) | &nbsp;&nbsp; (5674) |
| USD | 81148 | 05/15/2033<br> 1M | MSI | Westlake Corp. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (8253) | &nbsp;&nbsp; (8253) |
| GBP | 43775 | 05/20/2033<br> 1M | GST | Wise PLC | 12 Month GBP WMBA <br> SONIA Compound<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1061) | &nbsp;&nbsp; (1061) |
| JPY | 1250 | 05/20/2033<br> 1M | GST | Yamaichi Electronics Co., Ltd. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (60) | &nbsp;&nbsp; (60) |
| JPY | 2296 | 05/15/2033<br> 1M | MSI | Yamaichi Electronics Co., Ltd. | 12 Month JPY TONA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (110) | &nbsp;&nbsp; (110) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222967 | 05/15/2033<br> 1M | MSI | Yum! Brands, Inc. | 1 day USD OBFR | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5267) | &nbsp;&nbsp; (5267) |
| **Total Total Return Swaps** | **Total Total Return Swaps** | **Total Total Return Swaps** | **Total Total Return Swaps** | **Total Total Return Swaps** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $0 | &nbsp;&nbsp; $(2976611) | &nbsp;&nbsp; $(2976611) |
|  |  |  |  | **Total Swap Contracts** |  | &nbsp;&nbsp;&nbsp;&nbsp;$(506033) | $(3826888) | $(3320855) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Forward Currency Contracts** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency**<br> **Purchased**<br>| **Currency**<br> **Purchased**<br> **Value**<br>| **Currency**<br> **Sold**<br>| **Currency**<br> **Sold**<br> **Value**<br>| **Counterparty** |  | **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Cost** | **Market**<br> **Value**<br>| **Unrealized**<br> **Depreciation**<br>|
| AUD | 242000 | USD | 169670 | JPM | SELL | 1.43 | 03/04/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(145) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(145) |
| AUD | 240000 | USD | 169663 | BCY | SELL | 1.41 | 03/04/2026 | 0 | (1539) | (1539) |
| CHF | 140000 | USD | 182538 | UBS | SELL | 1.30 | 02/02/2026 | 0 | (732) | (732) |
| CHF | 140000 | USD | 182778 | JPM | SELL | 1.31 | 02/02/2026 | 0 | (971) | (971) |
| CHF | 544000 | USD | 710090 | BCY | SELL | 1.31 | 02/02/2026 | 0 | (3642) | (3642) |
| CHF | 81100 | USD | 105861 | BCY | SELL | 1.31 | 02/02/2026 | 0 | (543) | (543) |
| CHF | 24300 | USD | 31763 | UBS | SELL | 1.31 | 02/27/2026 | 0 | (125) | (125) |
| CHF | 280000 | USD | 366598 | BCY | SELL | 1.31 | 03/04/2026 | 0 | (1850) | (1850) |
| CLP | 600000 | USD | 699 | UBS | SELL | 858.25 | 02/02/2026 | 0 | (4) | (4) |
| CLP | 600000 | USD | 699 | UBS | SELL | 858.28 | 03/04/2026 | 0 | (4) | (4) |
| CLP | 2000000 | USD | 2330 | UBS | SELL | 858.28 | 03/04/2026 | 0 | (14) | (14) |
| CNH | 656000 | USD | 94398 | JPM | SELL | 6.95 | 02/02/2026 | 0 | (27) | (27) |
| CNH | 1109000 | USD | 159543 | JPM | SELL | 6.95 | 02/02/2026 | 0 | (5) | (5) |
| CNH | 1175000 | USD | 169114 | BCY | SELL | 6.95 | 02/02/2026 | 0 | (81) | (81) |
| CNH | 1512000 | USD | 217654 | MSI | SELL | 6.95 | 02/02/2026 | 0 | (141) | (141) |
| CNH | 9119000 | USD | 1315417 | HUS | SELL | 6.93 | 03/04/2026 | 0 | (1497) | (1497) |
| COP | 396300000 | USD | 108400 | PAR | SELL | 3655.91 | 02/02/2026 | 0 | (403) | (403) |
| CZK | 470000 | USD | 22992 | UBS | SELL | 20.44 | 02/27/2026 | 0 | (10) | (10) |
| CZK | 2870000 | USD | 140412 | PAR | SELL | 20.44 | 03/04/2026 | 0 | (63) | (63) |
| EUR | 152000 | USD | 181205 | UBS | SELL | 0.84 | 02/02/2026 | 0 | (378) | (378) |
| EUR | 305000 | USD | 365103 | BCY | SELL | 0.84 | 02/02/2026 | 0 | (2260) | (2260) |
| EUR | 305000 | USD | 365128 | UBS | SELL | 0.84 | 02/02/2026 | 0 | (2285) | (2285) |
| EUR | 305000 | USD | 365632 | UBS | SELL | 0.83 | 02/02/2026 | 0 | (2788) | (2788) |
| EUR | 78000 | USD | 93163 | UBS | SELL | 0.84 | 02/27/2026 | 0 | (265) | (265) |
| EUR | 7000 | USD | 8361 | BCY | SELL | 0.84 | 02/27/2026 | 0 | (24) | (24) |
| EUR | 126000 | USD | 150490 | BCY | SELL | 0.84 | 02/27/2026 | 0 | (424) | (424) |
| EUR | 579000 | USD | 693749 | SSB | SELL | 0.83 | 03/04/2026 | 0 | (3999) | (3999) |
| EUR | 610000 | USD | 731887 | PAR | SELL | 0.83 | 03/04/2026 | 0 | (5208) | (5208) |
| EUR | 273000 | USD | 327397 | JPM | SELL | 0.83 | 03/04/2026 | 0 | (2178) | (2178) |
| EUR | 305000 | USD | 368427 | BCY | SELL | 0.83 | 03/04/2026 | 0 | (5087) | (5087) |
| EUR | 305000 | USD | 368275 | BCY | SELL | 0.83 | 03/04/2026 | 0 | (4936) | (4936) |
| EUR | 116000 | USD | 139385 | UBS | SELL | 0.83 | 03/04/2026 | 0 | (1197) | (1197) |
| EUR | 91000 | USD | 109026 | BCY | SELL | 0.83 | 03/04/2026 | 0 | (620) | (620) |
| EUR | 328000 | USD | 393069 | SCB | SELL | 0.83 | 03/04/2026 | 0 | (2330) | (2330) |
| EUR | 328000 | USD | 392271 | BOA | SELL | 0.84 | 03/04/2026 | 0 | (1532) | (1532) |
| EUR | 328000 | USD | 391272 | UBS | SELL | 0.84 | 03/04/2026 | 0 | (533) | (533) |
| EUR | 53500 | USD | 64126 | CBK | SELL | 0.83 | 03/04/2026 | 0 | (393) | (393) |
| EUR | 328000 | USD | 393042 | UBS | SELL | 0.83 | 03/04/2026 | 0 | (2303) | (2303) |
| EUR | 4000 | USD | 4770 | SSB | SELL | 0.84 | 03/18/2026 | 0 | (1) | (1) |
| GBP | 265000 | USD | 365356 | GST | SELL | 0.73 | 02/02/2026 | 0 | (1709) | (1709) |
| GBP | 265000 | USD | 365112 | GST | SELL | 0.73 | 02/02/2026 | 0 | (1465) | (1465) |
| GBP | 116000 | USD | 159920 | BCY | SELL | 0.73 | 02/02/2026 | 0 | (739) | (739) |
| GBP | 16000 | USD | 22141 | HUS | SELL | 0.72 | 02/27/2026 | 0 | (186) | (186) |
| GBP | 18500 | USD | 25539 | SCB | SELL | 0.72 | 02/27/2026 | 0 | (153) | (153) |
| GBP | 74000 | USD | 101839 | BOA | SELL | 0.73 | 03/04/2026 | 0 | (295) | (295) |
| GBP | 265000 | USD | 365237 | PAR | SELL | 0.73 | 03/04/2026 | 0 | (1601) | (1601) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Forward Currency Contracts (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency**<br> **Purchased**<br>| **Currency**<br> **Purchased**<br> **Value**<br>| **Currency**<br> **Sold**<br>| **Currency**<br> **Sold**<br> **Value**<br>| **Counterparty** |  | **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Cost** | **Market**<br> **Value**<br>| **Unrealized**<br> **Depreciation**<br>|
| GBP | 265000 | USD | 366883 | BCY | SELL | 0.72 | 03/04/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(3248) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(3248) |
| GBP | 116000 | USD | 159982 | UBS | SELL | 0.73 | 03/04/2026 | 0 | (806) | (806) |
| GBP | 100000 | USD | 137770 | BCY | SELL | 0.73 | 03/04/2026 | 0 | (549) | (549) |
| GBP | 185000 | USD | 254823 | BCY | SELL | 0.73 | 03/04/2026 | 0 | (965) | (965) |
| HUF | 41800000 | USD | 131364 | BCY | SELL | 318.20 | 03/04/2026 | 0 | (1055) | (1055) |
| HUF | 43800000 | USD | 137129 | UBS | SELL | 319.41 | 03/04/2026 | 0 | (585) | (585) |
| ILS | 380000 | USD | 122997 | JPM | SELL | 3.09 | 03/04/2026 | 0 | (12) | (12) |
| INR | 7790000 | USD | 86321 | JPM | SELL | 90.24 | 02/02/2026 | 0 | (1635) | (1635) |
| INR | 12500000 | USD | 138112 | JPM | SELL | 90.51 | 02/02/2026 | 0 | (2224) | (2224) |
| INR | 8190000 | USD | 89881 | BCY | SELL | 91.12 | 02/02/2026 | 0 | (848) | (848) |
| INR | 8310000 | USD | 90825 | JPM | SELL | 91.50 | 02/02/2026 | 0 | (486) | (486) |
| INR | 80000 | USD | 872 | HUS | SELL | 91.76 | 02/02/2026 | 0 | (2) | (2) |
| INR | 8270000 | USD | 89926 | JPM | SELL | 91.96 | 02/02/2026 | 0 | (23) | (23) |
| JPY | 13900000 | USD | 90372 | BCY | SELL | 153.81 | 02/02/2026 | 0 | (265) | (265) |
| JPY | 1600000 | USD | 10461 | PAR | SELL | 152.95 | 02/02/2026 | 0 | (89) | (89) |
| JPY | 16700000 | USD | 109185 | PAR | SELL | 152.95 | 02/02/2026 | 0 | (926) | (926) |
| JPY | 1200000 | USD | 7846 | PAR | SELL | 152.95 | 02/02/2026 | 0 | (67) | (67) |
| JPY | 66600000 | USD | 433443 | MSI | SELL | 153.65 | 02/27/2026 | 0 | (818) | (818) |
| JPY | 26917000 | USD | 176436 | PAR | SELL | 152.56 | 03/04/2026 | 0 | (1512) | (1512) |
| JPY | 27800000 | USD | 182586 | BCY | SELL | 152.26 | 03/04/2026 | 0 | (1925) | (1925) |
| KRW | 177720000 | USD | 124293 | BOA | SELL | 1429.86 | 02/02/2026 | 0 | (825) | (825) |
| KRW | 119120000 | USD | 83476 | CBK | SELL | 1427.00 | 02/02/2026 | 0 | (719) | (719) |
| KRW | 162070000 | USD | 113574 | PAR | SELL | 1427.00 | 02/02/2026 | 0 | (978) | (978) |
| KRW | 177720000 | USD | 124541 | GST | SELL | 1427.00 | 02/02/2026 | 0 | (1073) | (1073) |
| KRW | 119120000 | USD | 82868 | CBK | SELL | 1437.46 | 03/04/2026 | 0 | (356) | (356) |
| KRW | 177720000 | USD | 124579 | GST | SELL | 1426.57 | 03/04/2026 | 0 | (1475) | (1475) |
| MXN | 2630000 | USD | 152525 | BCY | SELL | 17.24 | 03/04/2026 | 0 | (1295) | (1295) |
| MXN | 3555000 | USD | 206526 | HUS | SELL | 17.21 | 03/04/2026 | 0 | (2107) | (2107) |
| MXN | 1620000 | USD | 94104 | BOA | SELL | 17.22 | 03/04/2026 | 0 | (951) | (951) |
| NOK | 1750000 | USD | 183621 | UBS | SELL | 9.53 | 03/04/2026 | 0 | (1332) | (1332) |
| NOK | 1330000 | USD | 139219 | UBS | SELL | 9.55 | 03/04/2026 | 0 | (680) | (680) |
| NZD | 255000 | USD | 155515 | BCY | SELL | 1.64 | 03/04/2026 | 0 | (1112) | (1112) |
| PLN | 570000 | USD | 161213 | BCY | SELL | 3.54 | 02/02/2026 | 0 | (30) | (30) |
| PLN | 570000 | USD | 162410 | UBS | SELL | 3.51 | 03/04/2026 | 0 | (1242) | (1242) |
| PLN | 410000 | USD | 117136 | BCY | SELL | 3.50 | 03/04/2026 | 0 | (1208) | (1208) |
| SEK | 1620000 | USD | 183606 | UBS | SELL | 8.82 | 02/02/2026 | 0 | (602) | (602) |
| SEK | 10000 | USD | 1135 | CBK | SELL | 8.81 | 03/04/2026 | 0 | (3) | (3) |
| SEK | 960000 | USD | 108658 | BCY | SELL | 8.84 | 03/04/2026 | 0 | (52) | (52) |
| SEK | 1920000 | USD | 217879 | GST | SELL | 8.81 | 03/04/2026 | 0 | (666) | (666) |
| SGD | 405000 | USD | 320690 | CBK | SELL | 1.26 | 02/02/2026 | 0 | (1542) | (1542) |
| SGD | 230000 | USD | 182089 | BOA | SELL | 1.26 | 02/02/2026 | 0 | (844) | (844) |
| SGD | 230000 | USD | 182597 | BCY | SELL | 1.26 | 03/04/2026 | 0 | (983) | (983) |
| SGD | 230000 | USD | 182987 | BCY | SELL | 1.26 | 03/04/2026 | 0 | (1374) | (1374) |
| THB | 3410000 | USD | 109514 | BCY | SELL | 31.14 | 02/02/2026 | 0 | (1140) | (1140) |
| THB | 4310000 | USD | 137590 | JPM | SELL | 31.33 | 02/02/2026 | 0 | (612) | (612) |
| THB | 3890000 | USD | 124771 | BCY | SELL | 31.18 | 02/02/2026 | 0 | (1142) | (1142) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Forward Currency Contracts (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency**<br> **Purchased**<br>| **Currency**<br> **Purchased**<br> **Value**<br>| **Currency**<br> **Sold**<br>| **Currency**<br> **Sold**<br> **Value**<br>| **Counterparty** |  | **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Cost** | **Market**<br> **Value**<br>| **Unrealized**<br> **Depreciation**<br>|
| THB | 7290000 | USD | 235116 | CBK | SELL | 31.01 | 03/04/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2980) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2980) |
| TWD | 5750000 | USD | 183034 | BCY | SELL | 31.42 | 02/02/2026 | 0 | (320) | (320) |
| TWD | 440000 | USD | 14053 | JPM | SELL | 31.31 | 02/02/2026 | 0 | (71) | (71) |
| TWD | 5250000 | USD | 167673 | DBF | SELL | 31.31 | 02/02/2026 | 0 | (847) | (847) |
| TWD | 60000 | USD | 1916 | PAR | SELL | 31.31 | 02/02/2026 | 0 | (10) | (10) |
| TWD | 5250000 | USD | 167224 | DBF | SELL | 31.40 | 03/04/2026 | 0 | (901) | (901) |
| TWD | 3880000 | USD | 124579 | JPM | SELL | 31.15 | 03/04/2026 | 0 | (1658) | (1658) |
| USD | 46207 | AUD | 69000 | TDS | BUY | 1.49 | 02/02/2026 | 0 | (2131) | (2131) |
| USD | 95094 | AUD | 142000 | TDS | BUY | 1.49 | 02/02/2026 | 0 | (4385) | (4385) |
| USD | 86832 | AUD | 130000 | BCY | BUY | 1.50 | 02/02/2026 | 0 | (4239) | (4239) |
| USD | 93493 | AUD | 140000 | BCY | BUY | 1.50 | 02/02/2026 | 0 | (4584) | (4584) |
| USD | 136871 | AUD | 205000 | BCY | BUY | 1.50 | 02/02/2026 | 0 | (6742) | (6742) |
| USD | 111170 | AUD | 165000 | BCY | BUY | 1.48 | 02/02/2026 | 0 | (4421) | (4421) |
| USD | 161350 | AUD | 240000 | BCY | BUY | 1.49 | 02/02/2026 | 0 | (6782) | (6782) |
| USD | 137318 | AUD | 205000 | BCY | BUY | 1.49 | 02/02/2026 | 0 | (6295) | (6295) |
| USD | 160493 | AUD | 240000 | UBS | BUY | 1.50 | 02/02/2026 | 0 | (7639) | (7639) |
| USD | 160678 | AUD | 240000 | BCY | BUY | 1.49 | 02/02/2026 | 0 | (7454) | (7454) |
| USD | 117114 | AUD | 175000 | JPM | BUY | 1.49 | 02/02/2026 | 0 | (5482) | (5482) |
| USD | 87136 | AUD | 130000 | BCY | BUY | 1.49 | 02/02/2026 | 0 | (3936) | (3936) |
| USD | 162292 | AUD | 240000 | BCY | BUY | 1.48 | 02/02/2026 | 0 | (5840) | (5840) |
| USD | 252067 | AUD | 363000 | BCY | BUY | 1.44 | 02/02/2026 | 0 | (2232) | (2232) |
| USD | 33616 | AUD | 48500 | JPM | BUY | 1.44 | 02/27/2026 | 0 | (359) | (359) |
| USD | 8317 | AUD | 12000 | JPM | BUY | 1.44 | 02/27/2026 | 0 | (89) | (89) |
| USD | 3466 | AUD | 5000 | JPM | BUY | 1.44 | 02/27/2026 | 0 | (37) | (37) |
| USD | 16665 | AUD | 24000 | BCY | BUY | 1.44 | 03/04/2026 | 0 | (148) | (148) |
| USD | 23319 | AUD | 35000 | SSB | BUY | 1.50 | 03/18/2026 | 0 | (1197) | (1197) |
| USD | 3329 | AUD | 5000 | SSB | BUY | 1.50 | 03/18/2026 | 0 | (174) | (174) |
| USD | 3360 | AUD | 5000 | CBK | BUY | 1.49 | 03/18/2026 | 0 | (142) | (142) |
| USD | 546805 | BRL | 3055000 | GST | BUY | 5.59 | 02/03/2026 | 0 | (36706) | (36706) |
| USD | 893 | BRL | 5000 | CBK | BUY | 5.60 | 02/03/2026 | 0 | (62) | (62) |
| USD | 284734 | BRL | 1536000 | HUS | BUY | 5.39 | 02/03/2026 | 0 | (8644) | (8644) |
| USD | 124450 | BRL | 665000 | BCY | BUY | 5.34 | 02/03/2026 | 0 | (2566) | (2566) |
| USD | 124359 | BRL | 655000 | BCY | BUY | 5.27 | 02/03/2026 | 0 | (747) | (747) |
| USD | 94185 | BRL | 495000 | GST | BUY | 5.26 | 02/03/2026 | 0 | (361) | (361) |
| USD | 15219 | BRL | 80000 | MSI | BUY | 5.26 | 02/03/2026 | 0 | (61) | (61) |
| USD | 951 | BRL | 5000 | MSI | BUY | 5.26 | 02/03/2026 | 0 | (4) | (4) |
| USD | 7053 | BRL | 40000 | JPM | BUY | 5.67 | 03/18/2026 | 0 | (513) | (513) |
| USD | 7940 | BRL | 45000 | HUS | BUY | 5.67 | 03/18/2026 | 0 | (571) | (571) |
| USD | 11921 | BRL | 65000 | GST | BUY | 5.45 | 03/18/2026 | 0 | (373) | (373) |
| USD | 87644 | CAD | 120000 | BCY | BUY | 1.37 | 02/02/2026 | 0 | (973) | (973) |
| USD | 181732 | CAD | 250000 | JPM | BUY | 1.38 | 02/02/2026 | 0 | (2885) | (2885) |
| USD | 137242 | CAD | 190000 | UBS | BUY | 1.38 | 02/02/2026 | 0 | (3068) | (3068) |
| USD | 152806 | CAD | 210000 | BCY | BUY | 1.37 | 02/02/2026 | 0 | (2273) | (2273) |
| USD | 138762 | CAD | 190000 | UBS | BUY | 1.37 | 02/02/2026 | 0 | (1547) | (1547) |
| USD | 160560 | CAD | 220000 | BCY | BUY | 1.37 | 02/02/2026 | 0 | (1904) | (1904) |
| USD | 16092 | CAD | 22000 | SSB | BUY | 1.37 | 02/02/2026 | 0 | (154) | (154) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Forward Currency Contracts (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency**<br> **Purchased**<br>| **Currency**<br> **Purchased**<br> **Value**<br>| **Currency**<br> **Sold**<br>| **Currency**<br> **Sold**<br> **Value**<br>| **Counterparty** |  | **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Cost** | **Market**<br> **Value**<br>| **Unrealized**<br> **Depreciation**<br>|
| USD | 433566 | CAD | 590000 | PAR | BUY | 1.36 | 02/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2132) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2132) |
| USD | 13972 | CAD | 19100 | GST | BUY | 1.37 | 02/27/2026 | 0 | (148) | (148) |
| USD | 16093 | CAD | 22000 | GST | BUY | 1.37 | 02/27/2026 | 0 | (170) | (170) |
| USD | 111922 | CAD | 153000 | GST | BUY | 1.37 | 02/27/2026 | 0 | (1184) | (1184) |
| USD | 7315 | CAD | 10000 | GST | BUY | 1.37 | 02/27/2026 | 0 | (77) | (77) |
| USD | 136514 | CAD | 185000 | BCY | BUY | 1.36 | 03/04/2026 | 0 | (278) | (278) |
| USD | 110757 | CAD | 150000 | BCY | BUY | 1.35 | 03/04/2026 | 0 | (155) | (155) |
| USD | 180981 | CAD | 245000 | JPM | BUY | 1.35 | 03/04/2026 | 0 | (175) | (175) |
| USD | 7300 | CAD | 10000 | SSB | BUY | 1.37 | 03/18/2026 | 0 | (99) | (99) |
| USD | 14500 | CAD | 20000 | SCB | BUY | 1.38 | 03/18/2026 | 0 | (297) | (297) |
| USD | 37408 | CHF | 29600 | UBS | BUY | 1.26 | 02/02/2026 | 0 | (1031) | (1031) |
| USD | 542160 | CHF | 429000 | UBS | BUY | 1.26 | 02/02/2026 | 0 | (14947) | (14947) |
| USD | 29465 | CHF | 23300 | BOA | BUY | 1.26 | 02/02/2026 | 0 | (793) | (793) |
| USD | 156945 | CHF | 125000 | BCY | BUY | 1.26 | 02/02/2026 | 0 | (5382) | (5382) |
| USD | 48345 | CHF | 38600 | MSI | BUY | 1.25 | 02/02/2026 | 0 | (1782) | (1782) |
| USD | 65378 | CHF | 52000 | UBS | BUY | 1.26 | 02/02/2026 | 0 | (2150) | (2150) |
| USD | 116912 | CHF | 93000 | UBS | BUY | 1.26 | 02/02/2026 | 0 | (3860) | (3860) |
| USD | 22775 | CHF | 18200 | SSB | BUY | 1.25 | 02/02/2026 | 0 | (860) | (860) |
| USD | 43938 | CHF | 35000 | UBS | BUY | 1.26 | 02/02/2026 | 0 | (1514) | (1514) |
| USD | 94725 | CHF | 75000 | UBS | BUY | 1.26 | 02/02/2026 | 0 | (2672) | (2672) |
| USD | 151839 | CHF | 120000 | BCY | BUY | 1.27 | 02/02/2026 | 0 | (3995) | (3995) |
| USD | 120503 | CHF | 95000 | UBS | BUY | 1.27 | 02/02/2026 | 0 | (2865) | (2865) |
| USD | 158038 | CHF | 125000 | GST | BUY | 1.26 | 02/02/2026 | 0 | (4289) | (4289) |
| USD | 163901 | CHF | 130000 | UBS | BUY | 1.26 | 02/02/2026 | 0 | (4919) | (4919) |
| USD | 182850 | CHF | 145000 | UBS | BUY | 1.26 | 02/02/2026 | 0 | (5450) | (5450) |
| USD | 139383 | CHF | 110000 | UBS | BUY | 1.27 | 02/02/2026 | 0 | (3465) | (3465) |
| USD | 83410 | CHF | 65000 | JPM | BUY | 1.28 | 02/02/2026 | 0 | (1000) | (1000) |
| USD | 148486 | CHF | 115000 | JPM | BUY | 1.29 | 02/02/2026 | 0 | (855) | (855) |
| USD | 141522 | CHF | 110000 | UBS | BUY | 1.29 | 02/02/2026 | 0 | (1326) | (1326) |
| USD | 29110 | CHF | 22600 | MSI | BUY | 1.29 | 02/02/2026 | 0 | (239) | (239) |
| USD | 251444 | CHF | 195000 | UBS | BUY | 1.29 | 02/02/2026 | 0 | (1786) | (1786) |
| USD | 155475 | CHF | 120000 | UBS | BUY | 1.30 | 02/27/2026 | 0 | (761) | (761) |
| USD | 59469 | CHF | 45900 | UBS | BUY | 1.30 | 02/27/2026 | 0 | (291) | (291) |
| USD | 6737 | CHF | 5200 | UBS | BUY | 1.30 | 02/27/2026 | 0 | (33) | (33) |
| USD | 128008 | CHF | 98800 | UBS | BUY | 1.30 | 02/27/2026 | 0 | (626) | (626) |
| USD | 181332 | CHF | 139300 | CBK | BUY | 1.30 | 02/27/2026 | 0 | (32) | (32) |
| USD | 18973 | CHF | 15000 | UBS | BUY | 1.26 | 03/18/2026 | 0 | (597) | (597) |
| USD | 138849 | CLP | 124200000 | PAR | BUY | 894.50 | 02/02/2026 | 0 | (5029) | (5029) |
| USD | 110446 | CLP | 97800000 | UBS | BUY | 885.50 | 02/02/2026 | 0 | (2849) | (2849) |
| USD | 121099 | CLP | 106700000 | BOA | BUY | 881.10 | 02/02/2026 | 0 | (2506) | (2506) |
| USD | 144297 | CNH | 1007000 | JPM | BUY | 6.98 | 02/02/2026 | 0 | (568) | (568) |
| USD | 182601 | CNH | 1272000 | JPM | BUY | 6.97 | 02/02/2026 | 0 | (386) | (386) |
| USD | 218261 | CNH | 1522000 | JPM | BUY | 6.97 | 02/02/2026 | 0 | (691) | (691) |
| USD | 183266 | CNH | 1277000 | BCY | BUY | 6.97 | 02/02/2026 | 0 | (440) | (440) |
| USD | 147862 | CNH | 1030000 | JPM | BUY | 6.97 | 02/02/2026 | 0 | (312) | (312) |
| USD | 161105 | CNH | 1123000 | JPM | BUY | 6.97 | 02/02/2026 | 0 | (448) | (448) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Forward Currency Contracts (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency**<br> **Purchased**<br>| **Currency**<br> **Purchased**<br> **Value**<br>| **Currency**<br> **Sold**<br>| **Currency**<br> **Sold**<br> **Value**<br>| **Counterparty** |  | **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Cost** | **Market**<br> **Value**<br>| **Unrealized**<br> **Depreciation**<br>|
| USD | 109332 | CNH | 761000 | JPM | BUY | 6.96 | 02/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(144) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(144) |
| USD | 32205 | CNH | 224000 | BOA | BUY | 6.96 | 02/02/2026 | 0 | (19) | (19) |
| USD | 62397 | CNH | 434000 | BOA | BUY | 6.96 | 02/02/2026 | 0 | (38) | (38) |
| USD | 168253 | CNH | 1171000 | BCY | BUY | 6.96 | 02/02/2026 | 0 | (204) | (204) |
| USD | 117117 | CZK | 2430000 | GST | BUY | 20.75 | 02/02/2026 | 0 | (1676) | (1676) |
| USD | 25586 | DKK | 164000 | BCY | BUY | 6.41 | 02/02/2026 | 0 | (541) | (541) |
| USD | 1273 | DKK | 8000 | HUS | BUY | 6.28 | 02/27/2026 | 0 | (3) | (3) |
| USD | 26111 | DKK | 164000 | JPM | BUY | 6.28 | 03/04/2026 | 0 | (60) | (60) |
| USD | 92774 | EUR | 79000 | DBF | BUY | 0.85 | 02/02/2026 | 0 | (1209) | (1209) |
| USD | 42277 | EUR | 36000 | DBF | BUY | 0.85 | 02/02/2026 | 0 | (551) | (551) |
| USD | 425115 | EUR | 362000 | DBF | BUY | 0.85 | 02/02/2026 | 0 | (5539) | (5539) |
| USD | 648946 | EUR | 552600 | DBF | BUY | 0.85 | 02/02/2026 | 0 | (8455) | (8455) |
| USD | 23482 | EUR | 20000 | HUS | BUY | 0.85 | 02/02/2026 | 0 | (311) | (311) |
| USD | 19922 | EUR | 17000 | CBK | BUY | 0.85 | 02/02/2026 | 0 | (302) | (302) |
| USD | 241790 | EUR | 206000 | JPM | BUY | 0.85 | 02/02/2026 | 0 | (3278) | (3278) |
| USD | 17610 | EUR | 15000 | HUS | BUY | 0.85 | 02/02/2026 | 0 | (235) | (235) |
| USD | 138055 | EUR | 118000 | BCY | BUY | 0.85 | 02/02/2026 | 0 | (2324) | (2324) |
| USD | 160197 | EUR | 137000 | BCY | BUY | 0.86 | 02/02/2026 | 0 | (2786) | (2786) |
| USD | 149664 | EUR | 128000 | CBK | BUY | 0.86 | 02/02/2026 | 0 | (2611) | (2611) |
| USD | 139141 | EUR | 119000 | CBK | BUY | 0.86 | 02/02/2026 | 0 | (2427) | (2427) |
| USD | 39755 | EUR | 34000 | CBK | BUY | 0.86 | 02/02/2026 | 0 | (694) | (694) |
| USD | 160934 | EUR | 138000 | BCY | BUY | 0.86 | 02/02/2026 | 0 | (3237) | (3237) |
| USD | 38584 | EUR | 33200 | UBS | BUY | 0.86 | 02/02/2026 | 0 | (912) | (912) |
| USD | 73216 | EUR | 63000 | UBS | BUY | 0.86 | 02/02/2026 | 0 | (1731) | (1731) |
| USD | 110464 | EUR | 95000 | CBK | BUY | 0.86 | 02/02/2026 | 0 | (2552) | (2552) |
| USD | 5232 | EUR | 4500 | UBS | BUY | 0.86 | 02/02/2026 | 0 | (121) | (121) |
| USD | 12790 | EUR | 11000 | UBS | BUY | 0.86 | 02/02/2026 | 0 | (296) | (296) |
| USD | 38371 | EUR | 33000 | UBS | BUY | 0.86 | 02/02/2026 | 0 | (887) | (887) |
| USD | 27906 | EUR | 24000 | UBS | BUY | 0.86 | 02/02/2026 | 0 | (645) | (645) |
| USD | 31395 | EUR | 27000 | UBS | BUY | 0.86 | 02/02/2026 | 0 | (726) | (726) |
| USD | 138437 | EUR | 119000 | JPM | BUY | 0.86 | 02/02/2026 | 0 | (3132) | (3132) |
| USD | 51162 | EUR | 44000 | UBS | BUY | 0.86 | 02/02/2026 | 0 | (1183) | (1183) |
| USD | 110613 | EUR | 95000 | CBK | BUY | 0.86 | 02/02/2026 | 0 | (2404) | (2404) |
| USD | 94580 | EUR | 81000 | JPM | BUY | 0.86 | 02/02/2026 | 0 | (1782) | (1782) |
| USD | 160237 | EUR | 137000 | JPM | BUY | 0.86 | 02/02/2026 | 0 | (2745) | (2745) |
| USD | 118022 | EUR | 100700 | CBK | BUY | 0.85 | 02/02/2026 | 0 | (1776) | (1776) |
| USD | 63222 | EUR | 54000 | SSB | BUY | 0.85 | 02/02/2026 | 0 | (1019) | (1019) |
| USD | 68644 | EUR | 58700 | UBS | BUY | 0.86 | 02/02/2026 | 0 | (1188) | (1188) |
| USD | 71334 | EUR | 61000 | UBS | BUY | 0.86 | 02/02/2026 | 0 | (1235) | (1235) |
| USD | 124167 | EUR | 106000 | BOA | BUY | 0.85 | 02/02/2026 | 0 | (1936) | (1936) |
| USD | 138532 | EUR | 118000 | BCY | BUY | 0.85 | 02/02/2026 | 0 | (1847) | (1847) |
| USD | 34638 | EUR | 29500 | CBK | BUY | 0.85 | 02/02/2026 | 0 | (457) | (457) |
| USD | 182084 | EUR | 155000 | UBS | BUY | 0.85 | 02/02/2026 | 0 | (2311) | (2311) |
| USD | 109253 | EUR | 93000 | BCY | BUY | 0.85 | 02/02/2026 | 0 | (1385) | (1385) |
| USD | 138655 | EUR | 118000 | UBS | BUY | 0.85 | 02/02/2026 | 0 | (1724) | (1724) |
| USD | 123715 | EUR | 105000 | UBS | BUY | 0.85 | 02/02/2026 | 0 | (1198) | (1198) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Forward Currency Contracts (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency**<br> **Purchased**<br>| **Currency**<br> **Purchased**<br> **Value**<br>| **Currency**<br> **Sold**<br>| **Currency**<br> **Sold**<br> **Value**<br>| **Counterparty** |  | **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Cost** | **Market**<br> **Value**<br>| **Unrealized**<br> **Depreciation**<br>|
| USD | 140204 | EUR | 118000 | BCY | BUY | 0.84 | 02/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(175) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(175) |
| USD | 33258 | EUR | 28000 | GST | BUY | 0.84 | 02/02/2026 | 0 | (52) | (52) |
| USD | 85481 | EUR | 72000 | DBF | BUY | 0.84 | 02/02/2026 | 0 | (174) | (174) |
| USD | 56988 | EUR | 48000 | DBF | BUY | 0.84 | 02/02/2026 | 0 | (116) | (116) |
| USD | 1985459 | EUR | 1671000 | DBF | BUY | 0.84 | 02/27/2026 | 0 | (4697) | (4697) |
| USD | 46696 | EUR | 39300 | DBF | BUY | 0.84 | 02/27/2026 | 0 | (110) | (110) |
| USD | 52280 | EUR | 44000 | DBF | BUY | 0.84 | 02/27/2026 | 0 | (124) | (124) |
| USD | 317246 | EUR | 267000 | DBF | BUY | 0.84 | 02/27/2026 | 0 | (750) | (750) |
| USD | 30536 | EUR | 25700 | DBF | BUY | 0.84 | 02/27/2026 | 0 | (72) | (72) |
| USD | 106343 | EUR | 89500 | DBF | BUY | 0.84 | 02/27/2026 | 0 | (252) | (252) |
| USD | 644235 | EUR | 542200 | DBF | BUY | 0.84 | 02/27/2026 | 0 | (1524) | (1524) |
| USD | 39268 | EUR | 33000 | UBS | BUY | 0.84 | 02/27/2026 | 0 | (35) | (35) |
| USD | 279397 | EUR | 235000 | DBF | BUY | 0.84 | 03/04/2026 | 0 | (553) | (553) |
| USD | 120081 | EUR | 101000 | DBF | BUY | 0.84 | 03/04/2026 | 0 | (238) | (238) |
| USD | 58257 | EUR | 49000 | DBF | BUY | 0.84 | 03/04/2026 | 0 | (115) | (115) |
| USD | 751401 | EUR | 632000 | DBF | BUY | 0.84 | 03/04/2026 | 0 | (1487) | (1487) |
| USD | 39235 | EUR | 33000 | DBF | BUY | 0.84 | 03/04/2026 | 0 | (78) | (78) |
| USD | 5350 | EUR | 4500 | DBF | BUY | 0.84 | 03/04/2026 | 0 | (11) | (11) |
| USD | 375581 | EUR | 315900 | DBF | BUY | 0.84 | 03/04/2026 | 0 | (743) | (743) |
| USD | 42322 | EUR | 36000 | DBF | BUY | 0.85 | 03/18/2026 | 0 | (592) | (592) |
| USD | 55254 | EUR | 47000 | DBF | BUY | 0.85 | 03/18/2026 | 0 | (773) | (773) |
| USD | 17723 | EUR | 15000 | CBK | BUY | 0.85 | 03/18/2026 | 0 | (158) | (158) |
| USD | 42488 | EUR | 36000 | SCB | BUY | 0.85 | 03/18/2026 | 0 | (426) | (426) |
| USD | 21260 | EUR | 18000 | SSB | BUY | 0.85 | 03/18/2026 | 0 | (197) | (197) |
| USD | 50382 | EUR | 43000 | CBK | BUY | 0.85 | 03/18/2026 | 0 | (877) | (877) |
| USD | 519031 | GBP | 384000 | MSI | BUY | 0.74 | 02/02/2026 | 0 | (7913) | (7913) |
| USD | 37846 | GBP | 28000 | MSI | BUY | 0.74 | 02/02/2026 | 0 | (577) | (577) |
| USD | 8110 | GBP | 6000 | MSI | BUY | 0.74 | 02/02/2026 | 0 | (124) | (124) |
| USD | 12165 | GBP | 9000 | MSI | BUY | 0.74 | 02/02/2026 | 0 | (185) | (185) |
| USD | 80423 | GBP | 59500 | MSI | BUY | 0.74 | 02/02/2026 | 0 | (1226) | (1226) |
| USD | 14868 | GBP | 11000 | MSI | BUY | 0.74 | 02/02/2026 | 0 | (227) | (227) |
| USD | 25689 | GBP | 19000 | GST | BUY | 0.74 | 02/02/2026 | 0 | (383) | (383) |
| USD | 390176 | GBP | 290000 | PAR | BUY | 0.74 | 02/02/2026 | 0 | (7777) | (7777) |
| USD | 21535 | GBP | 16000 | HUS | BUY | 0.74 | 02/02/2026 | 0 | (421) | (421) |
| USD | 21657 | GBP | 16000 | UBS | BUY | 0.74 | 02/02/2026 | 0 | (299) | (299) |
| USD | 63334 | GBP | 47000 | CBK | BUY | 0.74 | 02/02/2026 | 0 | (1162) | (1162) |
| USD | 47568 | GBP | 35300 | CBK | BUY | 0.74 | 02/02/2026 | 0 | (873) | (873) |
| USD | 33008 | GBP | 24500 | UBS | BUY | 0.74 | 02/02/2026 | 0 | (612) | (612) |
| USD | 82994 | GBP | 62000 | BCY | BUY | 0.75 | 02/02/2026 | 0 | (2085) | (2085) |
| USD | 40179 | GBP | 30000 | BCY | BUY | 0.75 | 02/02/2026 | 0 | (988) | (988) |
| USD | 784056 | GBP | 585000 | GST | BUY | 0.75 | 02/02/2026 | 0 | (18711) | (18711) |
| USD | 783997 | GBP | 585000 | GST | BUY | 0.75 | 02/02/2026 | 0 | (18769) | (18769) |
| USD | 138204 | GBP | 103000 | UBS | BUY | 0.75 | 02/02/2026 | 0 | (3138) | (3138) |
| USD | 161110 | GBP | 120000 | BCY | BUY | 0.74 | 02/02/2026 | 0 | (3560) | (3560) |
| USD | 138432 | GBP | 103000 | UBS | BUY | 0.74 | 02/02/2026 | 0 | (2909) | (2909) |
| USD | 95402 | GBP | 71000 | UBS | BUY | 0.74 | 02/02/2026 | 0 | (2028) | (2028) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Forward Currency Contracts (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency**<br> **Purchased**<br>| **Currency**<br> **Purchased**<br> **Value**<br>| **Currency**<br> **Sold**<br>| **Currency**<br> **Sold**<br> **Value**<br>| **Counterparty** |  | **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Cost** | **Market**<br> **Value**<br>| **Unrealized**<br> **Depreciation**<br>|
| USD | 102561 | GBP | 76000 | BCY | BUY | 0.74 | 02/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1730) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1730) |
| USD | 102495 | GBP | 76000 | BCY | BUY | 0.74 | 02/02/2026 | 0 | (1796) | (1796) |
| USD | 182207 | GBP | 135000 | UBS | BUY | 0.74 | 02/02/2026 | 0 | (3046) | (3046) |
| USD | 124129 | GBP | 92000 | BCY | BUY | 0.74 | 02/02/2026 | 0 | (2118) | (2118) |
| USD | 79956 | GBP | 59000 | UBS | BUY | 0.74 | 02/02/2026 | 0 | (1007) | (1007) |
| USD | 103382 | GBP | 76000 | BCY | BUY | 0.74 | 02/02/2026 | 0 | (909) | (909) |
| USD | 49055 | GBP | 35900 | HUS | BUY | 0.73 | 02/02/2026 | 0 | (209) | (209) |
| USD | 23229 | GBP | 17000 | HUS | BUY | 0.73 | 02/02/2026 | 0 | (99) | (99) |
| USD | 80635 | GBP | 59000 | BCY | BUY | 0.73 | 02/02/2026 | 0 | (328) | (328) |
| USD | 95878 | GBP | 70000 | JPM | BUY | 0.73 | 02/02/2026 | 0 | (179) | (179) |
| USD | 89049 | GBP | 65000 | BCY | BUY | 0.73 | 02/02/2026 | 0 | (147) | (147) |
| USD | 54700 | GBP | 40000 | GST | BUY | 0.73 | 02/02/2026 | 0 | (190) | (190) |
| USD | 138167 | GBP | 101000 | BCY | BUY | 0.73 | 02/02/2026 | 0 | (430) | (430) |
| USD | 80668 | GBP | 59000 | HUS | BUY | 0.73 | 02/27/2026 | 0 | (293) | (293) |
| USD | 3555 | GBP | 2600 | HUS | BUY | 0.73 | 02/27/2026 | 0 | (13) | (13) |
| USD | 214932 | GBP | 157200 | HUS | BUY | 0.73 | 02/27/2026 | 0 | (780) | (780) |
| USD | 20509 | GBP | 15000 | HUS | BUY | 0.73 | 02/27/2026 | 0 | (74) | (74) |
| USD | 9571 | GBP | 7000 | HUS | BUY | 0.73 | 02/27/2026 | 0 | (35) | (35) |
| USD | 357987 | GBP | 261700 | BCY | BUY | 0.73 | 02/27/2026 | 0 | (1122) | (1122) |
| USD | 1136348 | GBP | 831000 | GST | BUY | 0.73 | 03/04/2026 | 0 | (3958) | (3958) |
| USD | 12307 | GBP | 9000 | GST | BUY | 0.73 | 03/04/2026 | 0 | (43) | (43) |
| USD | 19144 | GBP | 14000 | GST | BUY | 0.73 | 03/04/2026 | 0 | (67) | (67) |
| USD | 162179 | GBP | 118600 | GST | BUY | 0.73 | 03/04/2026 | 0 | (565) | (565) |
| USD | 8205 | GBP | 6000 | GST | BUY | 0.73 | 03/04/2026 | 0 | (29) | (29) |
| USD | 8071 | GBP | 6000 | SSB | BUY | 0.74 | 03/18/2026 | 0 | (162) | (162) |
| USD | 4042 | GBP | 3000 | CBK | BUY | 0.74 | 03/18/2026 | 0 | (74) | (74) |
| USD | 4036 | GBP | 3000 | TDS | BUY | 0.74 | 03/18/2026 | 0 | (80) | (80) |
| USD | 45051 | HUF | 14804000 | BCY | BUY | 328.60 | 02/02/2026 | 0 | (1201) | (1201) |
| USD | 124655 | HUF | 41000000 | GST | BUY | 328.91 | 02/02/2026 | 0 | (3440) | (3440) |
| USD | 139313 | HUF | 45800000 | GST | BUY | 328.76 | 02/02/2026 | 0 | (3780) | (3780) |
| USD | 135661 | HUF | 44600000 | GST | BUY | 328.76 | 02/02/2026 | 0 | (3682) | (3682) |
| USD | 33757 | HUF | 10900000 | UBS | BUY | 322.89 | 02/27/2026 | 0 | (235) | (235) |
| USD | 43888 | HUF | 14204000 | GST | BUY | 323.64 | 03/04/2026 | 0 | (392) | (392) |
| USD | 137915 | ILS | 435000 | BCY | BUY | 3.15 | 02/02/2026 | 0 | (2844) | (2844) |
| USD | 124322 | ILS | 390000 | GST | BUY | 3.14 | 02/02/2026 | 0 | (1875) | (1875) |
| USD | 123508 | ILS | 385000 | BCY | BUY | 3.12 | 03/04/2026 | 0 | (1095) | (1095) |
| USD | 10241 | JPY | 1600000 | GST | BUY | 156.24 | 02/02/2026 | 0 | (131) | (131) |
| USD | 94726 | JPY | 14800000 | GST | BUY | 156.24 | 02/02/2026 | 0 | (1216) | (1216) |
| USD | 21803 | JPY | 3400000 | BOA | BUY | 155.94 | 02/02/2026 | 0 | (237) | (237) |
| USD | 152813 | JPY | 23900000 | JPM | BUY | 156.40 | 02/02/2026 | 0 | (2120) | (2120) |
| USD | 149917 | JPY | 23800000 | BOA | BUY | 158.75 | 02/02/2026 | 0 | (4367) | (4367) |
| USD | 20281 | JPY | 3200000 | BOA | BUY | 157.79 | 02/02/2026 | 0 | (463) | (463) |
| USD | 181288 | JPY | 28800000 | BCY | BUY | 158.86 | 02/02/2026 | 0 | (5410) | (5410) |
| USD | 181751 | JPY | 28100000 | SCB | BUY | 154.61 | 03/18/2026 | 0 | (1061) | (1061) |
| USD | 43539 | JPY | 6700000 | CBK | BUY | 153.88 | 03/18/2026 | 0 | (49) | (49) |
| USD | 35979 | JPY | 5600000 | CBK | BUY | 155.65 | 03/18/2026 | 0 | (453) | (453) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Forward Currency Contracts (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency**<br> **Purchased**<br>| **Currency**<br> **Purchased**<br> **Value**<br>| **Currency**<br> **Sold**<br>| **Currency**<br> **Sold**<br> **Value**<br>| **Counterparty** |  | **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Cost** | **Market**<br> **Value**<br>| **Unrealized**<br> **Depreciation**<br>|
| USD | 2545 | JPY | 400000 | CBK | BUY | 157.19 | 03/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(58) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(58) |
| USD | 112650 | KRW | 163100000 | JPM | BUY | 1447.85 | 02/02/2026 | 0 | (661) | (661) |
| USD | 80983 | KRW | 118850000 | JPM | BUY | 1467.61 | 02/02/2026 | 0 | (1587) | (1587) |
| USD | 110517 | KRW | 162070000 | PAR | BUY | 1466.47 | 02/02/2026 | 0 | (2078) | (2078) |
| USD | 81479 | KRW | 118850000 | JPM | BUY | 1458.64 | 02/02/2026 | 0 | (1090) | (1090) |
| USD | 124132 | KRW | 181940000 | BCY | BUY | 1465.70 | 02/02/2026 | 0 | (2268) | (2268) |
| USD | 127397 | MXN | 2280000 | BOA | BUY | 17.90 | 02/03/2026 | 0 | (4037) | (4037) |
| USD | 139028 | MXN | 2480000 | JPM | BUY | 17.84 | 02/03/2026 | 0 | (3936) | (3936) |
| USD | 117074 | MXN | 2090000 | JPM | BUY | 17.85 | 02/03/2026 | 0 | (3408) | (3408) |
| USD | 87143 | MXN | 1540000 | BOA | BUY | 17.67 | 02/03/2026 | 0 | (1633) | (1633) |
| USD | 139809 | MXN | 2440000 | BCY | BUY | 17.45 | 02/03/2026 | 0 | (850) | (850) |
| USD | 10479 | MXN | 190000 | SSB | BUY | 18.13 | 03/18/2026 | 0 | (432) | (432) |
| USD | 13275 | MXN | 240000 | CBK | BUY | 18.08 | 03/18/2026 | 0 | (507) | (507) |
| USD | 75038 | MXN | 1350000 | CBK | BUY | 17.99 | 03/18/2026 | 0 | (2487) | (2487) |
| USD | 999 | NOK | 10000 | BCY | BUY | 10.01 | 02/02/2026 | 0 | (43) | (43) |
| USD | 94709 | NOK | 950000 | UBS | BUY | 10.03 | 02/02/2026 | 0 | (4259) | (4259) |
| USD | 87888 | NOK | 880000 | UBS | BUY | 10.01 | 02/02/2026 | 0 | (3787) | (3787) |
| USD | 138812 | NOK | 1400000 | BCY | BUY | 10.09 | 02/02/2026 | 0 | (7036) | (7036) |
| USD | 117355 | NOK | 1180000 | UBS | BUY | 10.05 | 02/02/2026 | 0 | (5574) | (5574) |
| USD | 124157 | NOK | 1250000 | UBS | BUY | 10.07 | 02/02/2026 | 0 | (6064) | (6064) |
| USD | 123947 | NOK | 1250000 | UBS | BUY | 10.08 | 02/02/2026 | 0 | (6274) | (6274) |
| USD | 138862 | NOK | 1400000 | GST | BUY | 10.08 | 02/02/2026 | 0 | (6985) | (6985) |
| USD | 88103 | NOK | 880000 | UBS | BUY | 9.99 | 02/02/2026 | 0 | (3573) | (3573) |
| USD | 155281 | NOK | 1517000 | BCY | BUY | 9.77 | 02/02/2026 | 0 | (2755) | (2755) |
| USD | 139323 | NOK | 1350000 | BCY | BUY | 9.69 | 02/02/2026 | 0 | (1316) | (1316) |
| USD | 160834 | NOK | 1550000 | JPM | BUY | 9.64 | 02/02/2026 | 0 | (640) | (640) |
| USD | 1640 | NOK | 16000 | DBF | BUY | 9.75 | 02/27/2026 | 0 | (26) | (26) |
| USD | 1023 | NOK | 10000 | BCY | BUY | 9.77 | 03/04/2026 | 0 | (18) | (18) |
| USD | 140196 | NOK | 1350000 | BCY | BUY | 9.63 | 03/04/2026 | 0 | (426) | (426) |
| USD | 6964 | NOK | 70000 | CBK | BUY | 10.05 | 03/18/2026 | 0 | (327) | (327) |
| USD | 1025 | NOK | 10000 | SSB | BUY | 9.75 | 03/18/2026 | 0 | (16) | (16) |
| USD | 182508 | NZD | 315000 | BCY | BUY | 1.73 | 02/02/2026 | 0 | (8019) | (8019) |
| USD | 160746 | NZD | 280000 | UBS | BUY | 1.74 | 02/02/2026 | 0 | (8612) | (8612) |
| USD | 81116 | NZD | 141000 | JPM | BUY | 1.74 | 02/02/2026 | 0 | (4168) | (4168) |
| USD | 123833 | NZD | 215000 | BCY | BUY | 1.74 | 02/02/2026 | 0 | (6210) | (6210) |
| USD | 123730 | NZD | 215000 | BOA | BUY | 1.74 | 02/02/2026 | 0 | (6312) | (6312) |
| USD | 104003 | NZD | 180000 | BCY | BUY | 1.73 | 02/02/2026 | 0 | (4870) | (4870) |
| USD | 147625 | NZD | 255000 | JPM | BUY | 1.73 | 02/02/2026 | 0 | (6612) | (6612) |
| USD | 104303 | NZD | 180000 | UBS | BUY | 1.73 | 02/02/2026 | 0 | (4570) | (4570) |
| USD | 183926 | NZD | 315000 | BCY | BUY | 1.71 | 02/02/2026 | 0 | (6602) | (6602) |
| USD | 122877 | NZD | 210000 | UBS | BUY | 1.71 | 02/02/2026 | 0 | (4142) | (4142) |
| USD | 170202 | NZD | 285000 | BCY | BUY | 1.67 | 02/02/2026 | 0 | (2180) | (2180) |
| USD | 13201 | NZD | 22000 | PAR | BUY | 1.67 | 02/02/2026 | 0 | (106) | (106) |
| USD | 2626 | NZD | 4400 | HUS | BUY | 1.68 | 02/27/2026 | 0 | (38) | (38) |
| USD | 66082 | NZD | 110000 | PAR | BUY | 1.66 | 03/04/2026 | 0 | (523) | (523) |
| USD | 29387 | PLN | 106000 | BCY | BUY | 3.61 | 02/02/2026 | 0 | (587) | (587) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Forward Currency Contracts (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency**<br> **Purchased**<br>| **Currency**<br> **Purchased**<br> **Value**<br>| **Currency**<br> **Sold**<br>| **Currency**<br> **Sold**<br> **Value**<br>| **Counterparty** |  | **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Cost** | **Market**<br> **Value**<br>| **Unrealized**<br> **Depreciation**<br>|
| USD | 30936 | PLN | 112000 | BCY | BUY | 3.62 | 02/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(735) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(735) |
| USD | 36731 | PLN | 133000 | BCY | BUY | 3.62 | 02/02/2026 | 0 | (878) | (878) |
| USD | 92914 | PLN | 335000 | BCY | BUY | 3.61 | 02/02/2026 | 0 | (1816) | (1816) |
| USD | 138645 | PLN | 500000 | BCY | BUY | 3.61 | 02/02/2026 | 0 | (2744) | (2744) |
| USD | 128431 | PLN | 464000 | BCY | BUY | 3.61 | 02/02/2026 | 0 | (2778) | (2778) |
| USD | 151402 | PLN | 550000 | BCY | BUY | 3.63 | 02/02/2026 | 0 | (4126) | (4126) |
| USD | 124804 | PLN | 450000 | BCY | BUY | 3.61 | 02/02/2026 | 0 | (2446) | (2446) |
| USD | 87371 | PLN | 315000 | BCY | BUY | 3.61 | 02/02/2026 | 0 | (1704) | (1704) |
| USD | 109716 | PLN | 395000 | BCY | BUY | 3.60 | 02/02/2026 | 0 | (1981) | (1981) |
| USD | 80375 | PLN | 290000 | UBS | BUY | 3.61 | 02/02/2026 | 0 | (1630) | (1630) |
| USD | 80571 | PLN | 290000 | BCY | BUY | 3.60 | 02/02/2026 | 0 | (1434) | (1434) |
| USD | 110177 | PLN | 395000 | BCY | BUY | 3.59 | 02/02/2026 | 0 | (1520) | (1520) |
| USD | 125349 | PLN | 445000 | BCY | BUY | 3.55 | 02/02/2026 | 0 | (487) | (487) |
| USD | 195606 | PLN | 693000 | PAR | BUY | 3.54 | 02/02/2026 | 0 | (359) | (359) |
| USD | 17017 | SEK | 156000 | BCY | BUY | 9.17 | 02/02/2026 | 0 | (606) | (606) |
| USD | 17453 | SEK | 160000 | BCY | BUY | 9.17 | 02/02/2026 | 0 | (621) | (621) |
| USD | 6545 | SEK | 60000 | BCY | BUY | 9.17 | 02/02/2026 | 0 | (233) | (233) |
| USD | 646313 | SEK | 5925000 | BCY | BUY | 9.17 | 02/02/2026 | 0 | (23009) | (23009) |
| USD | 138144 | SEK | 1270000 | UBS | BUY | 9.19 | 02/02/2026 | 0 | (5322) | (5322) |
| USD | 102604 | SEK | 940000 | UBS | BUY | 9.16 | 02/02/2026 | 0 | (3583) | (3583) |
| USD | 116268 | SEK | 1070000 | UBS | BUY | 9.20 | 02/02/2026 | 0 | (4606) | (4606) |
| USD | 23442 | SEK | 216000 | BOA | BUY | 9.21 | 02/02/2026 | 0 | (959) | (959) |
| USD | 29474 | SEK | 270000 | DBF | BUY | 9.16 | 02/02/2026 | 0 | (1027) | (1027) |
| USD | 181911 | SEK | 1670000 | UBS | BUY | 9.18 | 02/02/2026 | 0 | (6742) | (6742) |
| USD | 139819 | SEK | 1270000 | UBS | BUY | 9.08 | 02/02/2026 | 0 | (3648) | (3648) |
| USD | 12073 | SEK | 110000 | MSI | BUY | 9.11 | 02/02/2026 | 0 | (353) | (353) |
| USD | 100993 | SEK | 910000 | UBS | BUY | 9.01 | 02/02/2026 | 0 | (1805) | (1805) |
| USD | 23483 | SEK | 210000 | GST | BUY | 8.94 | 02/02/2026 | 0 | (239) | (239) |
| USD | 79620 | SEK | 712000 | GST | BUY | 8.94 | 02/02/2026 | 0 | (812) | (812) |
| USD | 181155 | SEK | 1610000 | UBS | BUY | 8.89 | 02/02/2026 | 0 | (720) | (720) |
| USD | 614513 | SEK | 5490000 | MSI | BUY | 8.93 | 02/27/2026 | 0 | (6421) | (6421) |
| USD | 16566 | SEK | 148000 | MSI | BUY | 8.93 | 02/27/2026 | 0 | (173) | (173) |
| USD | 3246 | SEK | 29000 | MSI | BUY | 8.93 | 02/27/2026 | 0 | (34) | (34) |
| USD | 88058 | SEK | 780000 | HUS | BUY | 8.86 | 02/27/2026 | 0 | (162) | (162) |
| USD | 41663 | SEK | 372000 | GST | BUY | 8.93 | 03/04/2026 | 0 | (422) | (422) |
| USD | 12320 | SEK | 110000 | GST | BUY | 8.93 | 03/04/2026 | 0 | (125) | (125) |
| USD | 3266 | SEK | 30000 | SSB | BUY | 9.18 | 03/18/2026 | 0 | (130) | (130) |
| USD | 12014 | SEK | 110000 | CBK | BUY | 9.16 | 03/18/2026 | 0 | (439) | (439) |
| USD | 6569 | SEK | 60000 | CBK | BUY | 9.13 | 03/18/2026 | 0 | (224) | (224) |
| USD | 1124 | SEK | 10000 | SSB | BUY | 8.89 | 03/18/2026 | 0 | (8) | (8) |
| USD | 137528 | ZAR | 2270000 | PAR | BUY | 16.51 | 02/02/2026 | 0 | (4015) | (4015) |
| USD | 90851 | ZAR | 1490000 | BCY | BUY | 16.40 | 02/02/2026 | 0 | (2056) | (2056) |
| USD | 91457 | ZAR | 1500000 | JPM | BUY | 16.40 | 02/02/2026 | 0 | (2074) | (2074) |
| USD | 117627 | ZAR | 1920000 | BCY | BUY | 16.32 | 02/02/2026 | 0 | (2092) | (2092) |
| USD | 120722 | ZAR | 1940000 | BCY | BUY | 16.07 | 02/02/2026 | 0 | (245) | (245) |
| USD | 6687 | ZAR | 110000 | CBK | BUY | 16.45 | 03/18/2026 | 0 | (151) | (151) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Forward Currency Contracts (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency**<br> **Purchased**<br>| **Currency**<br> **Purchased**<br> **Value**<br>| **Currency**<br> **Sold**<br>| **Currency**<br> **Sold**<br> **Value**<br>| **Counterparty** |  | **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Cost** | **Market**<br> **Value**<br>| **Unrealized**<br> **Depreciation**<br>|
| USD | 124592 | COP | 466100000 | PAR | BUY | 3740.97 | 02/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2426) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2426) |
| USD | 3610 | COP | 13450000 | CBK | BUY | 3726.20 | 03/04/2026 | 0 | (35) | (35) |
| USD | 848 | PHP | 50000 | GST | BUY | 58.97 | 02/02/2026 | 0 | (1) | (1) |
| USD | 160105 | PHP | 9520000 | JPM | BUY | 59.46 | 02/02/2026 | 0 | (1578) | (1578) |
| USD | 80079 | PHP | 4760000 | JPM | BUY | 59.44 | 02/02/2026 | 0 | (762) | (762) |
| USD | 109665 | PHP | 6490000 | JPM | BUY | 59.18 | 02/02/2026 | 0 | (558) | (558) |
| USD | 158698 | PHP | 9360000 | BCY | BUY | 58.98 | 02/02/2026 | 0 | (268) | (268) |
| USD | 870261 | SGD | 1115000 | PAR | BUY | 1.28 | 02/02/2026 | 0 | (8384) | (8384) |
| USD | 218050 | SGD | 280000 | JPM | BUY | 1.28 | 02/02/2026 | 0 | (2596) | (2596) |
| USD | 159917 | SGD | 205000 | UBS | BUY | 1.28 | 02/02/2026 | 0 | (1628) | (1628) |
| USD | 144825 | SGD | 185000 | BOA | BUY | 1.28 | 02/02/2026 | 0 | (959) | (959) |
| USD | 7886 | SGD | 10000 | PAR | BUY | 1.27 | 02/27/2026 | 0 | (8) | (8) |
| USD | 180975 | TWD | 5700000 | PAR | BUY | 31.50 | 02/02/2026 | 0 | (150) | (150) |
| USD | 138155 | TWD | 4365000 | JPM | BUY | 31.60 | 02/02/2026 | 0 | (549) | (549) |
| ZAR | 2550000 | USD | 162543 | JPM | SELL | 15.69 | 03/04/2026 | 0 | (3883) | (3883) |
| TWD | 9202000 | USD | 307040 | HUS | SELL | 0.03 | 07/07/2026 | 0 | (14855) | (14855) |
| TWD | 171000 | USD | 5706 | HUS | SELL | 0.03 | 07/07/2026 | 0 | (276) | (276) |
| **Total Unrealized Depreciation on Forward Currency Contracts** | **Total Unrealized Depreciation on Forward Currency Contracts** | **Total Unrealized Depreciation on Forward Currency Contracts** | **Total Unrealized Depreciation on Forward Currency Contracts** | **Total Unrealized Depreciation on Forward Currency Contracts** | **Total Unrealized Depreciation on Forward Currency Contracts** | **Total Unrealized Depreciation on Forward Currency Contracts** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;$(817017) | &nbsp;&nbsp;&nbsp;&nbsp;$(817017) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Futures Contracts** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract** |  | **Currency** | **Number**<br> **of**<br> **Contracts**<br>| **Aggregate**<br> **Notional**<br> **Value**<br>| **Expiration**<br> **Date**<br>| **Cost** | **Market**<br> **Value**<br>| **Unrealized**<br> **Depreciation**<br>|
| 10YR Australia Treasury Bonds | BUY | AUD | &nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;$2676322 | 03/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(3888) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(3888) |
| 10YR Canadian Bonds | SELL | CAD | &nbsp;&nbsp; 12 | &nbsp;&nbsp; 1072968 | 03/2026 | &nbsp;&nbsp; 0 | (280) | (280) |
| 10YR Euro-Bund Bonds | BUY | EUR | &nbsp;&nbsp; 39 | &nbsp;&nbsp; 2784 | 02/2026 | &nbsp;&nbsp; 0 | (7804) | (7804) |
| 10YR Euro-Bund Bonds | SELL | EUR | &nbsp;&nbsp; 60 | &nbsp;&nbsp; 9148646 | 03/2026 | &nbsp;&nbsp; 0 | (20104) | (20104) |
| 10YR U.S. Treasury Notes | BUY | USD | &nbsp;&nbsp; 22 | &nbsp;&nbsp; 2460219 | 03/2026 | &nbsp;&nbsp; 0 | (8050) | (8050) |
| 10YR U.S. Treasury Notes | SELL | USD | &nbsp;&nbsp; 36 | &nbsp;&nbsp; 4025813 | 03/2026 | &nbsp;&nbsp; 0 | (7812) | (7812) |
| 3 Month EURIBOR | SELL | EUR | &nbsp;&nbsp; 10 | &nbsp;&nbsp; 2914048 | 06/2026 | &nbsp;&nbsp; 0 | (937) | (937) |
| 30YR Euro-Buxl Bonds | SELL | EUR | &nbsp;&nbsp; 73 | &nbsp;&nbsp; 9542468 | 03/2026 | &nbsp;&nbsp; 0 | (2525) | (2525) |
| 3YR Korea Treasury Bonds | SELL | KRW | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 218716 | 03/2026 | &nbsp;&nbsp; 0 | (375) | (375) |
| 5YR Euro-Bobl Notes | SELL | EUR | &nbsp;&nbsp; 52 | &nbsp;&nbsp; 7213705 | 03/2026 | &nbsp;&nbsp; 0 | (10980) | (10980) |
| 5YR U.S. Treasury Notes | SELL | USD | 105 | &nbsp;&nbsp; 11437617 | 03/2026 | &nbsp;&nbsp; 0 | (24040) | (24040) |
| Brent Crude Oil | SELL | USD | &nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 411660 | 03/2026 | &nbsp;&nbsp; 0 | (33095) | (33095) |
| Coffee | BUY | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 112069 | 12/2026 | &nbsp;&nbsp; 0 | (8000) | (8000) |
| &nbsp;&nbsp;&nbsp; Euro-BTP Italian Government <br> Bonds<br>| SELL | EUR | &nbsp;&nbsp; 14 | &nbsp;&nbsp; 2017099 | 03/2026 | &nbsp;&nbsp; 0 | (553) | (553) |
| Euro-Oat | SELL | EUR | &nbsp;&nbsp; 42 | &nbsp;&nbsp; 6092269 | 03/2026 | &nbsp;&nbsp; 0 | (28263) | (28263) |
| Euro-Schatz | BUY | EUR | &nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp; 1144616 | 03/2026 | &nbsp;&nbsp; 0 | (107) | (107) |
| Gas Oil | SELL | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 72950 | 03/2026 | &nbsp;&nbsp; 0 | (8475) | (8475) |
| Live Cattle | SELL | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 94720 | 04/2026 | &nbsp;&nbsp; 0 | (299) | (299) |
| LME Aluminum | BUY | USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 235343 | 03/2026 | &nbsp;&nbsp; 0 | (3311) | (3311) |
| LME Aluminum | SELL | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 78225 | 02/2026 | &nbsp;&nbsp; 0 | (1363) | (1363) |
| LME Aluminum | SELL | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 78448 | 03/2026 | &nbsp;&nbsp; 0 | (925) | (925) |
| LME Lead | BUY | USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 148046 | 02/2026 | &nbsp;&nbsp; 0 | (628) | (628) |
| LME Lead | BUY | USD | &nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 248890 | 03/2026 | &nbsp;&nbsp; 0 | (2999) | (2999) |
| LME Lead | SELL | USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 148046 | 02/2026 | &nbsp;&nbsp; 0 | (403) | (403) |
| LME Nickel | SELL | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 213407 | 02/2026 | &nbsp;&nbsp; 0 | (21025) | (21025) |
| LME Zinc | SELL | USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 255130 | 02/2026 | &nbsp;&nbsp; 0 | (23470) | (23470) |
| MSCI Emerging Markets Index | BUY | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 76040 | 03/2026 | &nbsp;&nbsp; 0 | (60) | (60) |
| Natural Gas | SELL | USD | &nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp; 391860 | 02/2026 | &nbsp;&nbsp; 0 | (102024) | (102024) |
| Natural Gas | SELL | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 50740 | 11/2026 | &nbsp;&nbsp; 0 | (2420) | (2420) |
| Natural Gas | SELL | EUR | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 22931 | 06/2027 | &nbsp;&nbsp; 0 | (1357) | (1357) |
| Natural Gas | SELL | EUR | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 22993 | 07/2027 | &nbsp;&nbsp; 0 | (1419) | (1419) |
| Natural Gas | SELL | EUR | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 23108 | 09/2027 | &nbsp;&nbsp; 0 | (1534) | (1534) |
| NY Harbor ULSD | SELL | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 106386 | 02/2026 | &nbsp;&nbsp; 0 | (12214) | (12214) |
| S&P/TSX 60 Index | BUY | CAD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 273633 | 03/2026 | &nbsp;&nbsp; 0 | (9098) | (9098) |
| &nbsp;&nbsp;&nbsp; Short-Term Euro-BTP Italian <br> Government Bonds<br>| SELL | EUR | &nbsp;&nbsp; 31 | &nbsp;&nbsp; 3966721 | 03/2026 | &nbsp;&nbsp; 0 | (4426) | (4426) |
| Soybean | BUY | USD | &nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 269937 | 11/2026 | &nbsp;&nbsp; 0 | (5520) | (5520) |
| Soybean | BUY | USD | &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 123880 | 12/2026 | &nbsp;&nbsp; 0 | (9560) | (9560) |
| Soybean Oil | SELL | USD | &nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp; 288954 | 03/2026 | &nbsp;&nbsp; 0 | (17208) | (17208) |
| Sugar | BUY | USD | &nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 143290 | 04/2026 | &nbsp;&nbsp; 0 | (4489) | (4489) |
| Sugar | BUY | USD | &nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 127142 | 09/2026 | &nbsp;&nbsp; 0 | (4500) | (4500) |
| TOPIX Index | SELL | JPY | &nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 1159406 | 03/2026 | &nbsp;&nbsp; 0 | (14786) | (14786) |
| &nbsp;&nbsp;&nbsp; Ultra 10YR U.S. Treasury <br> Notes<br>| SELL | USD | &nbsp;&nbsp; 54 | &nbsp;&nbsp; 6164438 | 03/2026 | &nbsp;&nbsp; 0 | (5500) | (5500) |
| Wheat | SELL | USD | &nbsp;&nbsp; 10 | &nbsp;&nbsp; 289125 | 03/2026 | &nbsp;&nbsp; 0 | (4333) | (4333) |
| Wheat | SELL | USD | &nbsp;&nbsp; 11 | &nbsp;&nbsp; 299613 | 03/2026 | &nbsp;&nbsp; 0 | (8708) | (8708) |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Derivative Liabilities**

**Futures Contracts (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract** |  | **Currency** | **Number**<br> **of**<br> **Contracts**<br>| **Aggregate**<br> **Notional**<br> **Value**<br>| **Expiration**<br> **Date**<br>| **Cost** | **Market**<br> **Value**<br>| **Unrealized**<br> **Depreciation**<br>|
| Wheat | SELL | USD | &nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$349700 | 03/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(16556) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(16556) |
| WTI Crude Oil | SELL | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 130420 | 02/2026 | &nbsp;&nbsp; 0 | (13560) | (13560) |
| **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;$(458983) | &nbsp;&nbsp;&nbsp;&nbsp;$(458983) |
| **Total Derivative Liabilities** | **Total Derivative Liabilities** | **Total Derivative Liabilities** | **Total Derivative Liabilities** | **Total Derivative Liabilities** | **Total Derivative Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;$(984262) | $(5528587) | $(4544325) |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) The following table represents the individual positions within the total return swap
 as of January 31, 2026:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| **Reference Instrument** | **% of Index** | **Notional Amount** | **Market Value** |
| Port Cash Component EU - Index | &nbsp;&nbsp; 96.9% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (988898) | &nbsp;&nbsp; $(50171) |
| Telecom Italia SpA/Milano | &nbsp;&nbsp; 2.6% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26534) | &nbsp;&nbsp;&nbsp; (1346) |
| Banco Comercial Portugues SA | &nbsp;&nbsp; 1.6% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16329) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (828) |
| Samhallsbyggnadsbolaget i Nord | &nbsp;&nbsp; (0.4)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207 |
| Pharming Group NV | &nbsp;&nbsp; 0.4% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4082) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (207) |
| ITV PLC | &nbsp;&nbsp; 0.4% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4082) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (207) |
| Nexi SpA | &nbsp;&nbsp; (0.3)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155 |
| B&M European Value Retail SA | &nbsp;&nbsp; (0.3)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155 |
| International Consolidated Air | &nbsp;&nbsp; 0.3% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (155) |
| WPP PLC | &nbsp;&nbsp; (0.3)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155 |
| Nibe Industrier AB | &nbsp;&nbsp; (0.3)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155 |
| Davide Campari-Milano NV | &nbsp;&nbsp; (0.3)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155 |
| Norwegian Air Shuttle ASA | &nbsp;&nbsp; 0.2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2041) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (104) |
| Glencore PLC | &nbsp;&nbsp; (0.2)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104 |
| Unicaja Banco SA | &nbsp;&nbsp; 0.2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2041) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (104) |
| Pan African Resources PLC | &nbsp;&nbsp; 0.2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2041) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (104) |
| Sinch AB | &nbsp;&nbsp; 0.2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2041) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (104) |
| Autotrader Group PLC | &nbsp;&nbsp; (0.2)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104 |
| Mapfre SA | &nbsp;&nbsp; 0.2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2041) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (104) |
| Mitie Group PLC | &nbsp;&nbsp; 0.1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1021) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52) |
| Italgas SpA | &nbsp;&nbsp; 0.1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1021) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52) |
| Aberdeen Group PLC | &nbsp;&nbsp; 0.1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1021) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52) |
| Infrastrutture Wireless Italia | &nbsp;&nbsp; (0.1)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
| Melrose Industries PLC | &nbsp;&nbsp; (0.1)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
| Baltic Classifieds Group PLC | &nbsp;&nbsp; (0.1)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
| AIB Group PLC | &nbsp;&nbsp; 0.1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1021) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52) |
| Truecaller AB | &nbsp;&nbsp; (0.1)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
| Aroundtown SA | &nbsp;&nbsp; (0.1)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
| UNITE Group PLC/The | &nbsp;&nbsp; (0.1)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
| thyssenkrupp AG | &nbsp;&nbsp; 0.1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1021) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52) |
| Rolls-Royce Holdings PLC | &nbsp;&nbsp; 0.1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1021) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52) |
| Serco Group PLC | &nbsp;&nbsp; 0.1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1021) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52) |
| Ocado Group PLC | &nbsp;&nbsp; (0.1)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
| Galp Energia SGPS SA | &nbsp;&nbsp; (0.1)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
| SSP Group Plc | &nbsp;&nbsp; 0.1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1021) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52) |
| Entain PLC | &nbsp;&nbsp; (0.1)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
| Orsted AS | &nbsp;&nbsp; (0.1)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
| Trustpilot Group PLC | &nbsp;&nbsp; (0.1)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

---

| | | | |
|:---|:---|:---|:---|
| **Reference Instrument** | **% of Index** | **Notional Amount** | **Market Value** |
| Nordea Bank Abp | &nbsp;&nbsp; (0.1)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $52 |
| Grainger PLC | &nbsp;&nbsp; (0.1)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
| Skandinaviska Enskilda Banken | &nbsp;&nbsp; (0.1)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
| Bank of Ireland Group PLC | &nbsp;&nbsp; 0.1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1021) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52) |
| Diageo PLC | &nbsp;&nbsp; (0.1)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
| Tele2 AB | &nbsp;&nbsp; 0.1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1021) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52) |
| Edenred SE | &nbsp;&nbsp; (0.1)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
| Wise PLC | &nbsp;&nbsp; (0.1)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
| Trainline PLC | &nbsp;&nbsp; (0.1)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
| easyJet PLC | &nbsp;&nbsp; (0.1)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
| Equinor ASA | &nbsp;&nbsp; (0.1)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
| MFE-MediaForEurope NV | &nbsp;&nbsp; 0.1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1021) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52) |
| Total |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1020529) | &nbsp;&nbsp; (51776) |
| Other | &nbsp;&nbsp; 0.0% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 |
| **Total** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1020535) | &nbsp;&nbsp; $(51776) |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 1M | Monthly |
| 1Y | Annually |
| 3M | Quarterly |
| 6M | Semi-Annually |
| AMX | Armenia Stock Exchange |
| ARM | Adjustable Rate Mortgage |
| AS | Danish Public Limited Liability Company |
| BCY | Barclays Bank PLC |
| BOA | Bank of America NA |
| BTP | Italian Government Bond |
| CBK | Citibank NA |
| CBOE | Chicago Board Options Exchange |
| CBT | Chicago Board of Trade |
| CME | Chicago Mercantile Exchange |
| CORRA | Canadian Overnight Repo Rate Average |
| CPI | Consumer Price Index |
| DBF | Deutsche Bank AG |
| ETF | Exchange Traded Fund |
| EURIBOR | Euro Interbank Offered Rate |
| GST | Goldman Sachs International |
| HUS | HSBC Bank USA NA |
| HY | High Yield |
| ICE | Intercontinental Exchange |
| ING | Ing Bank N.V.  |
| JIBAR | Johannesburg Interbank Agreed Rate |
| JPM | JPMorgan Chase Bank NA |
| LCH | London Clearing House |
| LLC | Limited Liability Company |
| LME | London Mercantile Exchange |
| LP | Limited Partnership |
| MSI | Morgan Stanley & Co. International PLC |
| NASDAQ | National Association of Securities Dealers Automated Quotations |
| NIBOR | Norwegian Interbank Offered Rate |
| NYSE | New York Stock Exchange |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

---

| | |
|:---|:---|
| PAR | BNP Paribas |
| PLC | Public Limited Company |
| PRIBOR | Prague Interbank Offered Rate |
| SA | French Public Limited Company |
| SAFEX | South African Futures Exchange |
| SCB | Standard Chartered Bank |
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Index Average |
| SOR | Swap Offer Rate |
| SpA | Italian Public Limited Company |
| SSB | State Street Capital Markets |
| STIBOR | Stockholm Interbank Offered Rate |
| TDS | Toronto Dominion Securities |
| TONA | Tokyo Overnight Average Rate |
| UBS | UBS AG |
| ULSD | Ultra-Low Sulfur Diesel |
| WIBOR | Warsaw Interbank Offered Rate |
| WMBA | Wholesale Markets Brokers' Association |
| WTI | West Texas Intermediate |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| CNH | Chinese Yuan Offshore Renminbi |
| COP | Colombian Peso |
| CZK | Czech Koruna |
| DKK | Danish Krone |
| EUR | Euro |
| GBP | Great Britain Pound |
| HKD | Hong Kong Dollar |
| HUF | Hungarian Forint |
| ILS | Israeli Shekel |

---

---

| | |
|:---|:---|
| INR | Indian Rupee |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PHP | Philippine Peso |
| PLN | Polish Zloty |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| TWD | New Taiwan Dollar |
| USD | United States Dollar |
| ZAR | South African Rand |

---

The accompanying notes are an integral part of the consolidated Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Notes to Consolidated Schedule of Investments (Unaudited)

January 31, 2026

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

1. **Fund Organization and Investment Objective**

------

The Wellington Global Multi-Strategy Fund (the "Fund") is registered under the Investment Company Act of 1940, as amended ("1940 Act"), as a non-diversified, closed-end management investment company operating as an interval fund under the 1940 Act. The Fund was organized as a Delaware statutory trust on May 29, 2024 and commenced operations on January 2, 2025.

The Fund's investment objective is to seek to generate consistent and positive returns across market cycles. The Fund seeks to achieve its investment objective by taking varying positions in three principal strategies: equity long/short, macro and fixed income, and credit (each a "Principal Strategy"). Each Principal Strategy is comprised of one or more investment sub-strategies (each, an "Underlying Strategy") in which one or more investment professionals ("Trading Teams") contribute to the overall performance of the Fund's portfolio through the management of the Underlying Strategy. An Underlying Strategy may be comprised of a single or multiple accounts (each an "Allocable Account") managed by one or more members of the Trading Team. The Fund may seek to gain exposure to commodities primarily through investments in Wellington Cayman Commodity Fund I, a wholly-owned subsidiary of the Fund organized under the laws of the Cayman Islands (the "Subsidiary"). In order to comply with certain issuer diversification limits imposed by the Internal Revenue Code of 1986, as amended (the "Code"), the Fund may invest up to 25% of its total assets in the Subsidiary.

The Fund currently offers three separate classes of shares of beneficial interest ("Shares") designated as Class A ("Class A Shares"), Class I ("Class I Shares") and Class M ("Class M Shares"). Each class of Shares has differing characteristics, particularly in terms of the sales load that each class may be charged. The Fund may offer additional classes of Shares in the future. Shares are being offered daily at the net asset value ("NAV") per Share on that day, plus any applicable sales load.

Wellington Management Company LLP (the "Adviser"), an affiliate of the Fund, serves as investment adviser to the Fund. The Adviser is registered as an investment adviser with the U.S. Securities and Exchange Commission (the "SEC") under the U.S. Investment Advisers Act of 1940, as amended. The Adviser is responsible for the Fund's investment strategy and the day-to-day management of the Fund's assets.

Pursuant to the Declaration of Trust ("Declaration of Trust") and bylaws, the Fund's business and affairs are managed under the direction of the Board of Trustees (the "Board"), which has overall responsibility for monitoring and overseeing the Fund's management and operations, subject to the laws of the State of Delaware.

2. **Summary of Significant Accounting Policies**

------

The consolidated Schedule of Investments has been prepared in accordance with accounting principles generally accepted in the United States of America ("US GAAP"). The Fund is an investment company that follows the accounting and reporting guidance of Accounting Standards Codification Topic 946 applicable to investment companies.

The following is a summary of significant accounting policies consistently followed by the Fund in the preparation of its Consolidated Schedule of Investments.

**Security Valuation**

The Board is responsible for the oversight of the valuation of the Fund's portfolio investments pursuant to the Fund's valuation procedures ("Valuation Procedures"). The Fund's portfolio investments for which market quotations are readily available are valued at market value. Investments for which market quotations are not readily available are valued at fair value as determined in good faith pursuant to Rule 2a-5 under the 1940 Act. As permitted by Rule 2a-5 under the 1940 Act, the Board has designated the Adviser as the Fund's valuation designee ("Valuation Designee") to perform fair value determinations relating to all portfolio investments pursuant to the Valuation Procedures. The Valuation Designee may value Fund portfolio securities for which market quotations are not readily available and other Fund assets utilizing inputs from pricing services, quotation reporting systems, valuation agents and other third-party sources. The Fund determines NAV per Share in accordance with the methodology described in the Fund's Valuation Procedures.

The Fund calculates the NAV of each class of its Shares on a daily basis.

Investments held by the Fund are stated at fair value. US GAAP defines fair value as the price the Fund would receive to sell an asset or transfer a liability in an orderly transaction between market participants. It also establishes a fair value hierarchy (levels 1, 2, and 3) for presenting valuations, based on the transparency of inputs into valuation techniques used to measure fair valuation.

------

**Wellington Global Multi-Strategy Fund**

Notes to Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Security Valuation (continued)**

Inputs may be observable or unobservable, and refer broadly to the assumptions that a market participant would consider significant to value an asset or liability. The determination of "observable" requires judgment. In general, the Board, in consultation with the Adviser, considers observable inputs to be data readily available, regularly updated, reliable, arm's-length, and verifiable. Unobservable inputs may be used when observable inputs are not available. In this situation, the Fund may use one or more valuation techniques (e.g. market or income approach), using the best available information as of the reporting date, along with the Board's own assumptions of market participant behavior.

The use of the market approach generally involves using inputs that are based on available market transactions or market observable comparables. The income approach is generally based on expected cash flows or earnings. Under both approaches, adjustments may be applied to reflect various risks (e.g. liquidity, financial health of the investment issuer, or quality of the information available for fair value measurement).

Assets and liabilities are classified into one of the following levels, based on the lowest level of input that is significant to the fair value measurement:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – Unadjusted quoted prices in active markets or exchanges for identical investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – Prices based on significant observable inputs other than an unadjusted quoted price; quoted prices in active markets or exchanges for similar investments; quoted prices for identical investments in markets or exchanges that are inactive; and prices based on market-corroborated inputs (such as interest rates, yield curves, volatilities, prepayment rates, credit risks, and default rates).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – Prices based on significant unobservable inputs such as quotes from broker-dealers which cannot be reasonably verified through an alternative source; investments with significant trading restrictions or where trading has been halted; and securities fair valued by the Board in consultation with the Adviser using a model or inputs for which the Board must exercise judgment. In these situations, it is possible that a different valuation model or alternative inputs could produce materially different fair value measurements.

Investments held by the Fund for which market quotes are readily available are generally valued based on valuations furnished by third-party pricing services authorized by the Board.

Equity securities are typically valued based on their last trade or official close price on the market on which the securities primarily trade or, in the absence of a sale, at their last or most recently reported bid price or, if sold short, at the last reported ask price, and are generally categorized as level 1 in the fair value hierarchy. The Fund may use a systematic fair valuation model, provided by an independent third-party pricing service, to adjust the value of securities where such values may be materially impacted by events occurring before the Fund's pricing, but after the close of the primary market or exchange on which the securities are traded. The value of an equity security under this model is likely to be different from the last quoted market price for the same security. These equity securities are generally categorized as level 2 in the fair value hierarchy.

Fixed income securities, which may include convertible bonds, corporate obligations, foreign government obligations, municipal obligations, and United States government and agency obligations, are primarily valued based on values provided by independent pricing services that determine fair valuations for normal, institutional-sized trading units of such securities using yield data relating to identical investments, or investments with similar characteristics, and other market inputs. Certain fixed income securities are valued on the basis of quotations from broker-dealers. Fixed income securities are generally categorized as level 2 in the fair value hierarchy.

Bank loans are valued using factors such as ratings, tranche type, industry, company performance, spread, individual trading characteristics, institutional-sized trading in similar groups of securities, and other market data. Futures contracts are generally valued at closing settlement prices on the primary exchange on which the contracts are traded. Forward currency contracts are valued using a straight-line interpolation based on a series of forward rates. Exchange traded options are valued based on the last trade price on the primary exchange on which they trade. If an option does not trade, the mid price is utilized to value the option. Options traded over-the-counter are valued by independent pricing services based on pricing models that incorporate various inputs including interest rates, credit spreads and currency exchange rates. Credit default swap contracts are valued based on inputs provided by the counterparty, independent pricing sources, or proprietary models that incorporate credit spreads, cash flows, discount rates, and other inputs. Cross currency swap contracts and interest rate swap contracts are valued based upon contractual terms and current interest

------

**Wellington Global Multi-Strategy Fund**

Notes to Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Security Valuation (continued)**

rates. Total return swap contracts are valued by calculating the value of the assets and liabilities underlying the swap agreement, net of related financing. Swaptions contracts are valued as the net amount due to or from the Fund in accordance with the terms of the contract based on the closing level of the relevant market rate of interest. Regulated investment companies are valued at the daily net asset value per share. Closed-end funds are valued at the daily net asset value per share, as adjusted for any premiums or discounts, as applicable. Exchange-traded funds ("ETFs") are valued based on their closing sales price on the market on which they primarily trade. Bank loans, closed-end funds (other than those that are exchange traded), forward currency contracts, options traded over-the-counter, swap contracts, swaptions contracts, securities fair valued by the Board in consultation with the Adviser using observable inputs, and securities priced by dealers where quotations can be reasonably verified through an alternative source are generally categorized as level 2 in the fair value hierarchy. Futures contracts, exchange traded options, regulated investment companies, exchange traded closed-end funds, and ETFs are generally categorized as level 1 in the fair value hierarchy. The prices of foreign investments not denominated in US dollars, if any, are translated into US dollars based on exchange rates provided by an independent pricing service.

In the absence of readily ascertainable market quotes, the value of investments is determined in good faith ("fair valued") by the Board in consultation with the Adviser and in accordance with the provisions of the Declaration of Trust. The values assigned to these investments are based upon available information including, but not limited to, original and subsequent transaction prices and third-party transactions, and may also be adjusted to reflect liquidity and/or transferability restrictions. These inputs may be observable or unobservable and the resulting values may not necessarily represent the amounts which may ultimately be realized upon sale. Due to the inherent uncertainty of the valuations, the estimated fair values may differ from the values of the investments had an active market existed, and the differences could be material. Such valuations are categorized as level 2 or level 3 in the fair value hierarchy depending on the significance of the unobservable inputs used.

The following table summarizes the valuations of the Fund's investments as of January 31, 2026, based on their placement within the fair value hierarchy:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Assets** | **Quoted Prices**<br> **(Level 1)**<br>| **Significant**<br> **Observable**<br> **Inputs**<br> **(Level 2)**<br>| **Significant**<br> **Unobservable**<br> **Inputs**<br> **(Level 3)**<br>| **Total** |
| Common Stock | &nbsp;&nbsp; $311049 | &nbsp;&nbsp; $1205686 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1516735 |
| Fixed Income | &nbsp;&nbsp; — | &nbsp;&nbsp; 24889847 | &nbsp;&nbsp; — | &nbsp;&nbsp; 24889847 |
| Fixed Income Sell-Buyback Agreements | &nbsp;&nbsp; — | &nbsp;&nbsp; 273809676 | &nbsp;&nbsp; — | &nbsp;&nbsp; 273809676 |
| Convertible Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; 1082683 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1082683 |
| Bank Loans | &nbsp;&nbsp; — | &nbsp;&nbsp; 2742222 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2742222 |
| Short-Term Investments | &nbsp;&nbsp; — | &nbsp;&nbsp; 10722359 | &nbsp;&nbsp; — | &nbsp;&nbsp; 10722359 |
| Purchased Options Contracts | &nbsp;&nbsp; 971160 | &nbsp;&nbsp; 44674 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1015834 |
| Purchased Swaptions Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp; 1212853 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1212853 |
| Centrally Cleared Credit Default Swaps\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 166275 | &nbsp;&nbsp; — | &nbsp;&nbsp; 166275 |
| Centrally Cleared Interest Rate Swaps\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 616610 | &nbsp;&nbsp; — | &nbsp;&nbsp; 616610 |
| Total Return Swaps | &nbsp;&nbsp; — | &nbsp;&nbsp; 3383227 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3383227 |
| Forward Currency Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp; 724855 | &nbsp;&nbsp; — | &nbsp;&nbsp; 724855 |
| Futures Contracts\* | &nbsp;&nbsp; 444876 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 444876 |
| Total | &nbsp;&nbsp; $1727085 | &nbsp;&nbsp; $320600967 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $322328052 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liabilities** |  |  |  |  |
| Securities Sold Short | &nbsp;&nbsp; $— | &nbsp;&nbsp; $322585483 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $322585483 |
| Written Options Contracts | &nbsp;&nbsp; 389046 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 389046 |
| Written Swaptions Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp; 36653 | &nbsp;&nbsp; — | &nbsp;&nbsp; 36653 |
| Bi-Lateral Credit Default Swaps | &nbsp;&nbsp; — | &nbsp;&nbsp; 15420 | &nbsp;&nbsp; — | &nbsp;&nbsp; 15420 |

---

------

**Wellington Global Multi-Strategy Fund**

Notes to Consolidated Schedule of Investments (Unaudited) (continued)

January 31, 2026

**Security Valuation (continued)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liabilities** | **Quoted Prices**<br> **(Level 1)**<br>| **Significant**<br> **Observable**<br> **Inputs**<br> **(Level 2)**<br>| **Significant**<br> **Unobservable**<br> **Inputs**<br> **(Level 3)**<br>| **Total** |
| Centrally Cleared Credit Default Swaps\* | &nbsp;&nbsp; $— | &nbsp;&nbsp; $322675 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $322675 |
| Centrally Cleared Interest Rate Swaps\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 512182 | &nbsp;&nbsp; — | &nbsp;&nbsp; 512182 |
| Total Return Swaps | &nbsp;&nbsp; — | &nbsp;&nbsp; 2976611 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2976611 |
| Forward Currency Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp; 817017 | &nbsp;&nbsp; — | &nbsp;&nbsp; 817017 |
| Futures Contracts\* | &nbsp;&nbsp; 458983 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 458983 |
| Total | &nbsp;&nbsp; $848029 | &nbsp;&nbsp; $327266041 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $328114070 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* *Amounts, or a portion thereof, reflect cumulative appreciation/depreciation of futures and centrally cleared swaps, as applicable, as disclosed on the Consolidated Schedule of* *Investments.* 

Additional information regarding categorization of investments can be found on the Consolidated Schedule of Investments.

There were no material transfers into or out of level 3 during the period ended January 31, 2026.

3. **Federal income Taxes**

------

The Fund intends to meet the requirements of the Code, applicable to regulated investment companies ("RICs"), and to distribute substantially all of its net investment income and any net realized capital gains to its shareholders annually and to meet certain diversification and income requirements with respect to investment companies.

The Fund intends to make distributions on an annual basis in aggregate amounts representing substantially all of the Fund's investment company taxable income (including realized short-term capital gains), if any, earned during the period. Distributions may also include net capital gains, if any.

Because the Fund intends to qualify annually as a RIC under the Code, the Fund intends to distribute substantially all of its investment company taxable income to its Shareholders. Nevertheless, there can be no assurance that the Fund will pay distributions to Shareholders at any particular rate.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Wellington Global Multi-Strategy Fund

- **b. Investment Company Act file number:** 811-23973

- **c. CIK number of Registrant:** 0002026275

- **d. LEI of Registrant:** 9845004462686F965B86

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

  - **Street Address 1:** 280 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 617-951-5000

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

- **a. Name of Series:** Wellington Global Multi-Strategy Fund

- **c. LEI of Series:** 9845004462686F965B86

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

- **a. Date of fiscal year-end:** 2026-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $765446902.14

**Total Liabilities:** $714309566.73

**Net Assets:** $51137335.41

**Delayed Delivery Securities:** $280881290.59

**Cash Not Reported:** $30128097.38

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -61.04000000 | **1-Year:** -3674.25000000 | **5-Year:** -20373.64000000 | **10-Year:** -21741.96000000 | **30-Year:** -7112.29000000

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

- **3-Month:** 192.58000000 | **1-Year:** -82.29000000 | **5-Year:** 11420.92000000 | **10-Year:** 250.70000000 | **30-Year:** 1213.28000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.07%                | 1.15%                | 1.52%                |
| Class ID N/A | 0.13%                | 1.22%                | 1.58%                |
| Class ID N/A |  | 1.22%                | 1.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $78333.82                | $1557172.41                                |
| Month 2  | $182076.23               | $-97568.22                                 |
| Month 3  | $677946.29               | $-71969.74                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| APLD COMPUTECO LLC                                      | APLD ComputeCo LLC                                                              | CUSIP: 00202DAA5<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |    -100000 | PA      | $-104124.42   | -0.20%            | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                 | Aethon United BR LP / Aethon United Finance Corp                                | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     143000 | PA      | $150478.33    | 0.29%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                             | Aker BP ASA                                                                     | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     225000 | PA      | $207357.38    | 0.41%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                     | Province of Alberta Canada                                                      | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     490000 | PA      | $494352.65    | 0.97%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                     | Province of Alberta Canada                                                      | CUSIP: 013051EY9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    2902000 | PA      | $2851026.89   | 5.58%             | 2035-11-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                    | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     310000 | PA      | $289728.05    | 0.57%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                          | ALPHABET INC /EUR/ REGD                                                         | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Short            | DBT              | CORP              | US        |    -275000 | PA      | $-307546.64   | -0.60%            | 2054-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                    | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     210000 | PA      | $204812.69    | 0.40%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                    | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     930000 | PA      | $913066.67    | 1.79%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 4.375 11/06/64                             | ALPHABET INC 4.375 11/06/64                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     200000 | PA      | $226606.44    | 0.44%             | 2064-11-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                  | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     325000 | PA      | $316506.53    | 0.62%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                  | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     850000 | PA      | $824700.29    | 1.61%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                  | Asian Development Bank                                                          | CUSIP: 045167GP2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    5765000 | PA      | $5742974.31   | 11.23%            | 2036-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAS5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |     725000 | PA      | $716735.54    | 1.40%             | 2036-01-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                  | Asurion LLC and Asurion Co-Issuer Inc                                           | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     650000 | PA      | $679122.92    | 1.33%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                  | Asurion LLC and Asurion Co-Issuer Inc                                           | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     395000 | PA      | $399329.23    | 0.78%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                             | BNG Bank NV                                                                     | CUSIP: 05591F3C2<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | CORP              | NL        |    3612000 | PA      | $3568808.59   | 6.98%             | 2036-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Cap Funding DAC                             | BMS Ireland Cap Funding DAC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     135000 | PA      | $157232.76    | 0.31%             | 2055-11-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                | Baxter International Inc                                                        | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     150000 | PA      | $94357.18     | 0.18%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |          1 | NC      | $2614.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-1060.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $3782.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-592.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-773.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1197.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-596.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |          1 | NC      | $4438.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |          1 | NC      | $2079.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |          1 | NC      | $394.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $3421.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |          1 | NC      | $2091.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $661.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-49.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-158.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |          1 | NC      | $946.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |          1 | NC      | $3117.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $1059.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-426.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CH        |          1 | NC      | $512.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-173.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-432.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $131.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-162.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-130.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-98.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-512.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-196.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-36705.73    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-62.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $997.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |          1 | NC      | $84.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-439.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-507.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |          1 | NC      | $1374.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $154.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-571.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |          1 | NC      | $1495.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $67.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $294.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |          1 | NC      | $370.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |          1 | NC      | $7007.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |          1 | NC      | $362.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD PHP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-1.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BOUGHT CLP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |          1 | NC      | $102.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |          1 | NC      | $3219.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |          1 | NC      | $4686.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |          1 | NC      | $547.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |          1 | NC      | $405.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-43.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-8383.72     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |          1 | NC      | $17989.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |          1 | NC      | $539.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |          1 | NC      | $1281.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |          1 | NC      | $16963.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |          1 | NC      | $342.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                   | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | US        |          1 | NC      | $-2130.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                   | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | US        |          1 | NC      | $-4384.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-605.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-7912.70     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-621.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-576.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-233.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-123.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-23008.72    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-185.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1226.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-226.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-383.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |          1 | NC      | $2689.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-567.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $1168.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1200.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-131.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-1216.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $1637.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $1116.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | SOLD TWD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-149.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-972.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |          1 | NC      | $3098.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD INR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $4377.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-7776.67     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |          1 | NC      | $2187.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |          1 | NC      | $32.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $1018.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1031.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-14947.14    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD KRW/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-661.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |          1 | NC      | $5319.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |          1 | NC      | $1669.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $30.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $153.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $1422.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1208.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-550.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-5538.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-8455.00     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $266.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-792.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-310.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |          1 | NC      | $524.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $263.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-421.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT INR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |          1 | NC      | $-1635.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $874.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |          1 | NC      | $166.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |          1 | NC      | $532.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $886.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |          1 | NC      | $10869.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |          1 | NC      | $578.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |          1 | NC      | $2499.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-2885.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |          1 | NC      | $898.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |          1 | NC      | $2768.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |          1 | NC      | $4352.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT INR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |          1 | NC      | $-2224.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-453.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $426.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-301.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-4258.89     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-237.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-3278.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-234.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-4239.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-4583.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-6741.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |          1 | NC      | $9181.40      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | GB        |          1 | NC      | $596.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |          1 | NC      | $5371.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |          1 | NC      | $279.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $397.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |          1 | NC      | $207.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-4421.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-8019.43     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-6781.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |          1 | NC      | $2852.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT KRW/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |          1 | NC      | $341.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |          1 | NC      | $3206.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | SOLD COP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-2426.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-386.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BOUGHT TWD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |          1 | NC      | $516.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-3787.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $578.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |          1 | NC      | $2750.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $1156.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-299.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2323.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $1222.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-5322.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |          1 | NC      | $4341.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-3583.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |          1 | NC      | $6775.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |          1 | NC      | $8176.02      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2785.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-2119.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | HU        |          1 | NC      | $4943.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |          1 | NC      | $7366.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-5381.89     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |          1 | NC      | $6262.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-4015.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |          1 | NC      | $6396.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |          1 | NC      | $1381.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-4605.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-3067.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | HU        |          1 | NC      | $3683.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-587.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-734.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-7036.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $684.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-878.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD DKK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-540.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-5573.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-690.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-440.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $817.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1781.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | SOLD CLP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-5028.87     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-8644.47     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-2596.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |          1 | NC      | $3159.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |          1 | NC      | $4797.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |          1 | NC      | $2748.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | SE        |          1 | NC      | $709.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |          1 | NC      | $2494.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | SE        |          1 | NC      | $266.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-958.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $3347.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CLP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-2848.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-142.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |          1 | NC      | $2048.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-223.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1162.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1026.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-872.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-74.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |          1 | NC      | $271.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |          1 | NC      | $195.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2487.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-2149.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-3859.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $1628.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1816.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-876.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-327.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2744.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2611.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $713.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2427.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $1346.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-693.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |          1 | NC      | $1700.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |          1 | NC      | $728.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-373.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |          1 | NC      | $2367.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-150.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |          1 | NC      | $7389.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |          1 | NC      | $4225.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT THB/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |          1 | NC      | $28.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-612.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | CH        |          1 | NC      | $5601.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | AU        |          1 | NC      | $5795.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-4037.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CA        |          1 | NC      | $353.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $1558.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-311.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-4367.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-447.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $787.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $3468.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |          1 | NC      | $2108.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT THB/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |          1 | NC      | $175.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD INR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $3354.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2843.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |          1 | NC      | $4564.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |          1 | NC      | $4578.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | CN        |          1 | NC      | $257.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |          1 | NC      | $3203.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-6064.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-3237.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2777.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |          1 | NC      | $3585.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-6295.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT CZK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |          1 | NC      | $2370.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-859.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-3935.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |          1 | NC      | $2235.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |          1 | NC      | $6199.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-3408.21     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | GB        |          1 | NC      | $311.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | GB        |          1 | NC      | $396.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD TWD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-548.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |          1 | NC      | $6999.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-7639.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |          1 | NC      | $2603.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $3524.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-144.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |          1 | NC      | $3604.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-19.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |          1 | NC      | $2905.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $1010.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-37.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |          1 | NC      | $2266.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |          1 | NC      | $779.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |          1 | NC      | $1474.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |          1 | NC      | $2137.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | BR        |          1 | NC      | $4306.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |          1 | NC      | $2267.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-1633.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |          1 | NC      | $4231.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |          1 | NC      | $3334.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | NZ        |          1 | NC      | $4507.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-6741.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2085.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |          1 | NC      | $6892.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT CZK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |          1 | NC      | $2418.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT CLP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |          1 | NC      | $2799.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-8612.13     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-7454.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-4167.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-5481.89     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT KRW/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |          1 | NC      | $2664.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |          1 | NC      | $5162.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |          1 | NC      | $3359.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | MX        |          1 | NC      | $2394.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |          1 | NC      | $3796.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |          1 | NC      | $16789.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-3935.70     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-6209.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-6312.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |          1 | NC      | $321.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-988.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-18710.58    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-18768.96    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-6273.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |          1 | NC      | $1063.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-4125.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $714.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-912.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |          1 | NC      | $2386.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $797.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1731.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2552.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |          1 | NC      | $407.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |          1 | NC      | $1816.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |          1 | NC      | $1923.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |          1 | NC      | $6359.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1513.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |          1 | NC      | $2561.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |          1 | NC      | $6606.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD THB/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $1016.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-4870.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT CLP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | CL        |          1 | NC      | $3699.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-6611.87     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-4570.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-6985.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $241.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $1279.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $699.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-120.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $322.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-295.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-887.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-645.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-725.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-3131.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1182.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2403.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |          1 | NC      | $7177.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-2671.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ZA        |          1 | NC      | $3218.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | SOLD HKD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $24.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | MX        |          1 | NC      | $2102.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |          1 | NC      | $78.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-3994.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |          1 | NC      | $3623.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |          1 | NC      | $13.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |          1 | NC      | $9.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-2865.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-6601.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD PHP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1578.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT CLP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |          1 | NC      | $4776.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD PHP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-762.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT INR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |          1 | NC      | $-847.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |          1 | NC      | $-27.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |          1 | NC      | $3395.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |          1 | NC      | $1005.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-297.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |          1 | NC      | $-4.71        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                   | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | US        |          1 | NC      | $-80.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT KRW/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |          1 | NC      | $2609.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2056.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT ILS/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |          1 | NC      | $3119.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |          1 | NC      | $3291.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |          1 | NC      | $873.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1627.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |          1 | NC      | $5492.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |          1 | NC      | $2235.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT KRW/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |          1 | NC      | $2106.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $1032.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1782.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-3440.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2445.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD CZK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-1676.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-3572.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-2745.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |          1 | NC      | $437.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1704.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-3779.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1776.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1980.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $64.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-463.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-3681.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $156.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-57.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-4141.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | SOLD CLP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-2506.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-4289.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT INR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |          1 | NC      | $-486.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD THB/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $1692.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |          1 | NC      | $51.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |          1 | NC      | $3491.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-3647.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT THB/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |          1 | NC      | $-1139.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT TWD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |          1 | NC      | $748.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1630.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1434.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $830.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $849.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $1509.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT KRW/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |          1 | NC      | $2257.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-2074.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD KRW/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1586.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |          1 | NC      | $882.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2565.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |          1 | NC      | $5559.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2092.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |          1 | NC      | $3564.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | SOLD KRW/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-2078.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |          1 | NC      | $1294.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |          1 | NC      | $59.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-5840.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1019.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |          1 | NC      | $668.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |          1 | NC      | $1122.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-849.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |          1 | NC      | $3799.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $2303.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | MX        |          1 | NC      | $1085.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |          1 | NC      | $2477.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-4918.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-5449.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $1164.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1519.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1188.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $2356.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1234.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $519.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-1935.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD PHP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-557.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |          1 | NC      | $148.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT THB/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |          1 | NC      | $-612.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-353.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |          1 | NC      | $793.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |          1 | NC      | $191.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |          1 | NC      | $4087.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |          1 | NC      | $2629.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-3137.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-3560.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-2909.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-2028.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1730.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |          1 | NC      | $5305.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |          1 | NC      | $4581.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BOUGHT COP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |          1 | NC      | $28.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | SG        |          1 | NC      | $1158.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |          1 | NC      | $4331.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | GB        |          1 | NC      | $939.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | GB        |          1 | NC      | $1262.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT CLP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |          1 | NC      | $1046.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-5409.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1847.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |          1 | NC      | $1590.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-204.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT PHP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PH        |          1 | NC      | $324.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT TWD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TW        |          1 | NC      | $-319.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-456.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |          1 | NC      | $1863.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |          1 | NC      | $957.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |          1 | NC      | $1273.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-2311.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1384.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1723.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1197.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |          1 | NC      | $3270.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |          1 | NC      | $950.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |          1 | NC      | $2455.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |          1 | NC      | $617.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $1081.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |          1 | NC      | $2925.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |          1 | NC      | $831.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-3464.89     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |          1 | NC      | $2445.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |          1 | NC      | $2638.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |          1 | NC      | $3250.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |          1 | NC      | $3386.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $-958.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD KRW/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1089.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BOUGHT COP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |          1 | NC      | $-402.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |          1 | NC      | $3507.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |          1 | NC      | $4002.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |          1 | NC      | $2102.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD KRW/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2268.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |          1 | NC      | $3045.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |          1 | NC      | $162.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1795.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1805.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT THB/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |          1 | NC      | $-1142.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-1875.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2272.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-3046.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |          1 | NC      | $5778.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2118.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |          1 | NC      | $1975.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1006.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-909.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT CZK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |          1 | NC      | $-9.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2179.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CLP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $101.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-359.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-37.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1000.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | SOLD HKD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $4.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $207.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |          1 | NC      | $36.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-855.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BOUGHT DKK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | DK        |          1 | NC      | $208.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | SOLD HKD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $34.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1325.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BOUGHT DKK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | DK        |          1 | NC      | $2.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | SOLD HKD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $167.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $2.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |          1 | NC      | $56.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |          1 | NC      | $133.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT ILS/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |          1 | NC      | $1831.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $0.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT KRW/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |          1 | NC      | $180.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-7.88        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT ILS/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IL        |          1 | NC      | $131.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |          1 | NC      | $710.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |          1 | NC      | $587.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $1.57         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |          1 | NC      | $2923.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |          1 | NC      | $3053.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $7.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |          1 | NC      | $1118.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |          1 | NC      | $198.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-208.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |          1 | NC      | $-80.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1547.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |          1 | NC      | $2778.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-98.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-327.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-6420.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-147.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-173.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-175.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT PHP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PH        |          1 | NC      | $269.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $405.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |          1 | NC      | $331.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-486.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-234.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | SOLD DKK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-3.36        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $39.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |          1 | NC      | $208.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT PHP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PH        |          1 | NC      | $258.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $5816.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $3.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $14.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-26.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-4696.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-88.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-37.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-170.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-33.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-1184.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |          1 | NC      | $-818.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-7.80        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-77.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |          1 | NC      | $-264.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-292.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |          1 | NC      | $167.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-12.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |          1 | NC      | $238.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-780.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-74.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-34.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-179.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-146.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1121.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-239.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BOUGHT DKK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | DK        |          1 | NC      | $75.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |          1 | NC      | $607.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-760.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $66.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-291.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |          1 | NC      | $217.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-32.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-626.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |          1 | NC      | $2431.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SE        |          1 | NC      | $162.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |          1 | NC      | $8.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |          1 | NC      | $3476.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |          1 | NC      | $3594.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $7.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $16.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-16.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-110.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $508.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-123.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $27.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-750.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-72.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-251.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1523.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |          1 | NC      | $564.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-1.31        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |          1 | NC      | $101.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-35.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-52.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $596.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BOUGHT CZK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CZ        |          1 | NC      | $-62.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT CLP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |          1 | NC      | $-4.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD CLP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $0.71         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-147.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-523.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD PHP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-268.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2232.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT CLP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |          1 | NC      | $-4.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CLP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $4.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-105.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT CLP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |          1 | NC      | $-13.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CLP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $4.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CLP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $13.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-244.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |          1 | NC      | $190.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |          1 | NC      | $238.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |          1 | NC      | $2756.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-747.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT COP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CO        |          1 | NC      | $23.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD COP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-35.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NZ        |          1 | NC      | $528.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |          1 | NC      | $-1541.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1577.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD KRW/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $17.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT KRW/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |          1 | NC      | $-356.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |          1 | NC      | $3947.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |          1 | NC      | $807.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |          1 | NC      | $18.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-360.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT COP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |          1 | NC      | $29.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NZ        |          1 | NC      | $104.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | SOLD COP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $2.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $962.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | SG        |          1 | NC      | $-844.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |          1 | NC      | $42.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |          1 | NC      | $125.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-60.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | BOUGHT COP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CO        |          1 | NC      | $2.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |          1 | NC      | $424.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |          1 | NC      | $28.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |          1 | NC      | $424.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-3.81        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |          1 | NC      | $-983.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |          1 | NC      | $370.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |          1 | NC      | $66.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |          1 | NC      | $-601.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |          1 | NC      | $563.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |          1 | NC      | $-3.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |          1 | NC      | $-1373.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |          1 | NC      | $-1709.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |          1 | NC      | $176.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-392.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | SOLD CZK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $60.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD DKK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-59.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-173.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-358.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2755.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |          1 | NC      | $352.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $1190.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT PHP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PH        |          1 | NC      | $234.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT TWD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |          1 | NC      | $-900.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $89.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |          1 | NC      | $258.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-115.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-18.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |          1 | NC      | $-29.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $170.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $1238.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $938.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $169.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1315.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-552.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $187.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |          1 | NC      | $-1242.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $112.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-237.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-426.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $67.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $243.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-115.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $1492.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $1523.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1487.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $118.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-77.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $566.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-10.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |          1 | NC      | $238.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |          1 | NC      | $1771.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT DKK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | DK        |          1 | NC      | $61.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |          1 | NC      | $1786.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1786.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |          1 | NC      | $60.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $517.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |          1 | NC      | $1258.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |          1 | NC      | $147.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |          1 | NC      | $3.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $3733.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $154.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |          1 | NC      | $2231.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |          1 | NC      | $821.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $556.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |          1 | NC      | $983.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $1806.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |          1 | NC      | $2127.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |          1 | NC      | $683.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1095.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |          1 | NC      | $1175.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-190.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-239.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BOUGHT INR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | IN        |          1 | NC      | $-2.17        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1903.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |          1 | NC      | $-1496.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD THB/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $3096.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT THB/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |          1 | NC      | $-2979.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD TWD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $212.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |          1 | NC      | $-732.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |          1 | NC      | $-88.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |          1 | NC      | $395.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-3957.87     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-811.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-154.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CN        |          1 | NC      | $-140.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |          1 | NC      | $-971.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |          1 | NC      | $-925.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-42.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-421.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-2131.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |          1 | NC      | $-3642.44     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-66.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-124.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |          1 | NC      | $-66.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |          1 | NC      | $-543.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-564.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-720.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |          1 | NC      | $-1512.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |          1 | NC      | $-1850.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $-28.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $3.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-430.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $129.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-743.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $79.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $133.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $10.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $462.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $761.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $3959.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $193.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $5163.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $-378.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $-2260.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-3998.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $-2285.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $-2788.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |          1 | NC      | $-5207.70     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $-2178.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $-5087.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $-4935.58     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $295.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $1601.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $712.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | GB        |          1 | NC      | $-295.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |          1 | NC      | $-1465.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |          1 | NC      | $-1600.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |          1 | NC      | $-3247.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |          1 | NC      | $-185.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |          1 | NC      | $-1208.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT TWD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |          1 | NC      | $-1657.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $-1197.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-640.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $-619.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |          1 | NC      | $-2329.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $847.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $337.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |          1 | NC      | $-1532.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $444.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $-533.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $-265.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |          1 | NC      | $565.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | GB        |          1 | NC      | $-152.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT KRW/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | KR        |          1 | NC      | $-824.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD KRW/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $973.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $3166.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |          1 | NC      | $643.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |          1 | NC      | $-52.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |          1 | NC      | $416.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |          1 | NC      | $-805.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT KRW/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | KR        |          1 | NC      | $-1475.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |          1 | NC      | $-549.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |          1 | NC      | $-738.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |          1 | NC      | $-964.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |          1 | NC      | $-1925.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |          1 | NC      | $-1055.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-277.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-161.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $737.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |          1 | NC      | $21.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-155.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-175.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |          1 | NC      | $18.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |          1 | NC      | $-1294.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $2148.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-31.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |          1 | NC      | $-144.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |          1 | NC      | $-2106.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |          1 | NC      | $-3882.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |          1 | NC      | $-1538.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $71.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | MX        |          1 | NC      | $-950.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |          1 | NC      | $46.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |          1 | NC      | $67.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |          1 | NC      | $-1112.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |          1 | NC      | $-1332.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT KRW/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |          1 | NC      | $-719.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | SOLD KRW/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |          1 | NC      | $1072.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT ILS/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IL        |          1 | NC      | $-11.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |          1 | NC      | $-666.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BOUGHT KRW/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |          1 | NC      | $-978.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD KRW/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $452.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |          1 | NC      | $-679.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOUGHT KRW/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | KR        |          1 | NC      | $-1072.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD KRW/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $1244.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD INR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $22.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT INR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |          1 | NC      | $-22.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD TWD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $927.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |          1 | NC      | $-124.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |          1 | NC      | $-584.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $232.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $568.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | SOLD INR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $0.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD TWD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $1236.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $1126.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUGHT TWD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |          1 | NC      | $-71.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $-393.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                    | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $253.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $1186.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BOUGHT TWD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |          1 | NC      | $-847.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $-2303.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $1401.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BOUGHT TWD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |          1 | NC      | $-9.68        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |          1 | NC      | $1257.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $795.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $-23.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $-424.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $488.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                    | Bridgebio Pharma Inc                                                            | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |     601000 | PA      | $613020.00    | 1.20%             | 2033-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                             | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     955000 | PA      | $974727.74    | 1.91%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220000 | PA      | $220263.77    | 0.43%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                       | CPPIB Capital Inc                                                               | CUSIP: 12593CBD2<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    2840000 | PA      | $2831538.47   | 5.54%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                      | CP Atlas Buyer Inc                                                              | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     169401 | PA      | $156078.68    | 0.31%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                 | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Short            | DBT              | CORP              | US        |    -720000 | PA      | $-712531.43   | -1.39%            | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: 12802D2T2<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    4280000 | PA      | $4266450.25   | 8.34%             | 2031-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                 | Canada Government Bonds                                                         | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     375000 | PA      | $231912.06    | 0.45%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                 | Canada Government Bonds                                                         | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |          0 | PA      | $0.00         | 0.00%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                 | Canada Government Bonds                                                         | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Short            | DBT              | NUSS              | CA        |    -520000 | PA      | $-437261.59   | -0.86%            | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                   | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | DBT              | CORP              | PA        |    -150000 | PA      | $-154998.00   | -0.30%            | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BANK                                   | Central American Bank for Economic Integration                                  | CUSIP: 15238PAL0<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | XX        |    2685000 | PA      | $2675169.14   | 5.23%             | 2029-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Centuri Holdings Inc                                    | Centuri Holdings Inc                                                            | CUSIP: 155923105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6415 | NS      | $177054.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $144846.00    | 0.28%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC                                   | Chobani Holdco II LLC                                                           | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     245575 | PA      | $261740.47    | 0.51%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                      | Cipher Compute LLC                                                              | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     315000 | PA      | $324579.47    | 0.63%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                   | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     325000 | PA      | $330939.07    | 0.65%             | 2031-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                   | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Short            | DBT              | CORP              | US        |    -675000 | PA      | $-671149.33   | -1.31%            | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Short            | DBT              | CORP              | US        |    -100000 | PA      | $-102873.60   | -0.20%            | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Short            | DBT              | CORP              | US        |    -325000 | PA      | $-339547.33   | -0.66%            | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                            | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Short            | DBT              | CORP              | US        |    -100000 | PA      | $-104870.70   | -0.21%            | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     605000 | PA      | $610911.64    | 1.19%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                         | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $147600.00    | 0.29%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                         | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Short            | DBT              | NUSS              | CO        |    -400000 | PA      | $-442000.00   | -0.86%            | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                         | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Short            | DBT              | NUSS              | CO        |    -200000 | PA      | $-212600.00   | -0.42%            | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                          | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     245000 | PA      | $244755.00    | 0.48%             | 2031-01-21      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     375000 | PA      | $220729.47    | 0.43%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     250000 | PA      | $140908.48    | 0.28%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     625000 | PA      | $338264.04    | 0.66%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                      | Conagra Brands Inc                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     150000 | PA      | $132353.40    | 0.26%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                | Constellation Energy Generation LLC                                             | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Short            | DBT              | CORP              | US        |    -125000 | PA      | $-135476.13   | -0.26%            | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                           | CoreWeave Inc                                                                   | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Short            | DBT              | CORP              | US        |    -325000 | PA      | $-316796.42   | -0.62%            | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                  | Corp Andina de Fomento                                                          | CUSIP: 219868CP9<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    4410000 | PA      | $4374486.27   | 8.55%             | 2036-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                       | CPPIB Capital Inc                                                               | CUSIP: 22411VBG2<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    1255000 | PA      | $1253313.20   | 2.45%             | 2028-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                       | CPPIB Capital Inc                                                               | CUSIP: 22411WBD7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     815000 | PA      | $824914.09    | 1.61%             | 2030-06-10      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                        | DT Midstream Inc                                                                | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      73000 | PA      | $71570.48     | 0.14%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     830000 | PA      | $849975.77    | 1.66%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                          | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1175147.32   | 2.30%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                          | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     260000 | PA      | $248348.20    | 0.49%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     270000 | PA      | $279438.66    | 0.55%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     125000 | PA      | $129756.74    | 0.25%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                   | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     635000 | PA      | $646263.63    | 1.26%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                        | CUSIP: 298785KN5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    5015000 | PA      | $4992860.30   | 9.76%             | 2031-03-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                    | Excelerate Energy LP                                                            | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |      68000 | PA      | $72717.91     | 0.14%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                              | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1125179.69   | 2.20%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     275000 | PA      | $261657.67    | 0.51%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     175000 | PA      | $137685.75    | 0.27%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Five Below Inc                                          | Five Below Inc                                                                  | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |        400 | NS      | $76656.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE POINT OPERATING CO                                 | Five Point Operating Co LP                                                      | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $280928.52    | 0.55%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                        | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Short            | DBT              | CORP              | US        |    -200000 | PA      | $-199314.32   | -0.39%            | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     545000 | PA      | $570546.88    | 1.12%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     270000 | PA      | $282441.60    | 0.55%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                   | GENMAB A/S/GENMAB FINANCE LLC                                                   | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     200000 | PA      | $211671.83    | 0.41%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Short            | DBT              | CORP              | US        |    -810000 | PA      | $-817722.71   | -1.60%            | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     260000 | PA      | $258885.24    | 0.51%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     775000 | PA      | $726075.44    | 1.42%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Short            | DBT              | CORP              | US        |    -775000 | PA      | $-726075.44   | -1.42%            | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                         | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Short            | DBT              | CORP              | US        |     -50000 | PA      | $-50995.51    | -0.10%            | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                    | IHO Verwaltungs GmbH                                                            | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Short            | DBT              | CORP              | DE        |    -255000 | PA      | $-268483.60   | -0.53%            | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                       | INEOS Finance PLC                                                               | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Short            | DBT              | CORP              | GB        |    -200000 | PA      | $-167850.80   | -0.33%            | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                         | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     200000 | PA      | $123500.00    | 0.24%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Short            | DBT              | CORP              | US        |    -100000 | PA      | $-94556.40    | -0.18%            | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Short            | DBT              | CORP              | US        |    -525000 | PA      | $-493070.10   | -0.96%            | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                 | CUSIP: 4581X0EX2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    1855000 | PA      | $1827801.06   | 3.57%             | 2036-01-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                                | Ionis Pharmaceuticals Inc                                                       | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |     425000 | PA      | $469662.84    | 0.92%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | Israel Government International Bond                                            | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     200000 | PA      | $196951.44    | 0.39%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                      | Caturus Energy LLC                                                              | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |      34000 | PA      | $35449.42     | 0.07%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                     | LYB International Finance III LLC                                               | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     325000 | PA      | $207544.89    | 0.41%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                     | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Short            | DBT              | CORP              | US        |     -85000 | PA      | $-84673.06    | -0.17%            | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                           | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     730000 | PA      | $747325.65    | 1.46%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                        | MGM Resorts International                                                       | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Short            | DBT              | CORP              | US        |    -125000 | PA      | $-128103.75   | -0.25%            | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                  | MIWD Holdco II LLC / MIWD Finance Corp                                          | CUSIP: 55337PAA0<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |    -330000 | PA      | $-321198.92   | -0.63%            | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                                | Merlin Entertainments Group US Holdings Inc                                     | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |     200000 | PA      | $169342.94    | 0.33%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                          | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     675000 | PA      | $409088.23    | 0.80%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                          | Microsoft Corp                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      50000 | PA      | $30828.38     | 0.06%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                  | AthenaHealth Group Inc                                                          | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     330000 | PA      | $320048.52    | 0.63%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                  | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | DBT              | CORP              | US        |    -725000 | PA      | $-716417.70   | -1.40%            | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NexGen Energy Ltd                                       | NexGen Energy Ltd                                                               | CUSIP: 65340P106<br>LEI: 529900N0IXNXB3IP7F06 | Long             | EC               | CORP              | CA        |       2348 | NS      | $29650.19     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                             | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |        300 | NS      | $57339.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Short            | DBT              | CORP              | US        |   -1080000 | PA      | $-1041050.24  | -2.04%            | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                   | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Short            | DBT              | CORP              | US        |    -400000 | PA      | $-410598.80   | -0.80%            | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                            | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Short            | DBT              | CORP              | US        |    -250000 | PA      | $-256136.26   | -0.50%            | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                            | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Short            | DBT              | CORP              | US        |    -375000 | PA      | $-377532.75   | -0.74%            | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                      | CUSIP: 683234D21<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    2310000 | PA      | $2296074.42   | 4.49%             | 2035-11-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| OPEC FUND FOR INTL DEV                                  | OPEC Fund for International Development/The                                     | CUSIP: 683483AD3<br>LEI: HHX3T53LK1P186EUNV37 | Long             | DBT              | NUSS              | XX        |    1075000 | PA      | $1072344.53   | 2.10%             | 2031-01-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     250000 | PA      | $155934.67    | 0.30%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     275000 | PA      | $242487.74    | 0.47%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                     | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     810000 | PA      | $705696.81    | 1.38%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                             | Ovintiv Inc                                                                     | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Short            | DBT              | CORP              | US        |    -830000 | PA      | $-881773.22   | -1.72%            | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                           | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Short            | DBT              | NUSS              | PA        |    -600000 | PA      | $-447075.00   | -0.87%            | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                           | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Short            | DBT              | NUSS              | PA        |    -200000 | PA      | $-216626.00   | -0.42%            | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                                 | Petco Health & Wellness Co Inc                                                  | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |     410000 | PA      | $411073.75    | 0.80%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                                     | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     142000 | PA      | $139515.00    | 0.27%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds              | Philippines Government International Bonds                                      | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     200000 | PA      | $138100.00    | 0.27%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                      | Province of Quebec Canada                                                       | CUSIP: 748148SH7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    3860000 | PA      | $3845146.72   | 7.52%             | 2031-01-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                      | Province of Quebec Canada                                                       | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     505000 | PA      | $401964.69    | 0.79%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                      | Province of Quebec Canada                                                       | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |          0 | PA      | $0.00         | 0.00%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                      | Province of Quebec Canada                                                       | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Short            | DBT              | NUSS              | CA        |    -410000 | PA      | $-253816.51   | -0.50%            | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bonds                                          | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Short            | DBT              | NUSS              | UY        |     -75000 | PA      | $-67987.50    | -0.13%            | 2055-04-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                     | Rocket Software Inc                                                             | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     502000 | PA      | $447319.99    | 0.87%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                          | CUSIP: 77586TAE6<br>LEI: 315700IASY927EDWBK92 | Short            | DBT              | NUSS              | RO        |    -156000 | PA      | $-152256.00   | -0.30%            | 2044-01-22      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| SSE PLC                                                 | SSE PLC                                                                         | CUSIP: 78467K107<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |       5714 | NS      | $190253.84    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                                | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC   | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     435000 | PA      | $443895.75    | 0.87%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                          | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $194150.00    | 0.38%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STONEBRIAR ABF LLC                                      | Stonebriar ABF Issuer LLC                                                       | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     425000 | PA      | $441507.00    | 0.86%             | 2030-12-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $218841.80    | 0.43%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     180000 | PA      | $192073.32    | 0.38%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                    | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     590000 | PA      | $593305.63    | 1.16%             | 2031-01-08      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                    | CUSIP: 902613BW7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     540000 | PA      | $546644.06    | 1.07%             | 2036-01-08      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                   | Uber Technologies Inc                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Short            | DBT              | CORP              | US        |    -225000 | PA      | $-214414.15   | -0.42%            | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                             | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    2515000 | PA      | $2510723.32   | 4.91%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                             | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       5000 | PA      | $4984.48      | 0.01%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                             | CUSIP: 912797SC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    1445000 | PA      | $1437430.43   | 2.81%             | 2026-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                             | CUSIP: 912797SQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     325000 | PA      | $324741.77    | 0.64%             | 2026-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                             | CUSIP: 912797SR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    1480000 | PA      | $1477770.75   | 2.89%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                             | CUSIP: 912797SS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    1905000 | PA      | $1900781.83   | 3.72%             | 2026-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                             | CUSIP: 912797SZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    2580000 | PA      | $2568811.23   | 5.02%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                             | CUSIP: 912797TB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     500000 | PA      | $497115.17    | 0.97%             | 2026-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -215000 | PA      | $-210296.88   | -0.41%            | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -2837000 | PA      | $-2776577.44  | -5.43%            | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2390800 | PA      | $2405374.13   | 4.70%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -952900 | PA      | $-955536.30   | -1.87%            | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -5349400 | PA      | $-5356845.12  | -10.48%           | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -1151000 | PA      | $-1143986.70  | -2.24%            | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1875000 | PA      | $0.00         | 0.00%             | 2030-10-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -1875000 | PA      | $0.00         | 0.00%             | 2030-10-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Inflation-Indexed Notes                                           | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1773575 | PA      | $0.00         | 0.00%             | 2030-10-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Inflation-Indexed Notes                                           | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -1773575 | PA      | $0.00         | 0.00%             | 2030-10-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -18308500 | PA      | $-17941724.44 | -35.09%           | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -2707000 | PA      | $-2673801.54  | -5.23%            | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -1869500 | PA      | $-1853991.41  | -3.63%            | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -15250000 | PA      | $-15139104.74 | -29.60%           | 2030-12-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -2670000 | PA      | $-2663332.69  | -5.21%            | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Short            | DBT              | CORP              | US        |    -200000 | PA      | $-195019.33   | -0.38%            | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                    | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     450000 | PA      | $484495.20    | 0.95%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Short            | DBT              | CORP              | US        |    -160000 | PA      | $-163858.41   | -0.32%            | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Short            | DBT              | CORP              | US        |     -97000 | PA      | $-102678.97   | -0.20%            | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                          | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Short            | DBT              | CORP              | US        |     -72000 | PA      | $-72540.43    | -0.14%            | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      65000 | PA      | $64162.32     | 0.13%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                      | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     175000 | PA      | $173113.33    | 0.34%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Short            | DBT              | CORP              | US        |    -375000 | PA      | $-366174.30   | -0.72%            | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     325000 | PA      | $262003.33    | 0.51%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BOUGHT TWD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TW        |          1 | NC      | $-14855.29    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BOUGHT TWD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TW        |          1 | NC      | $-276.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLD TWD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $15131.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                  | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Short            | DBT              | CORP              | US        |    -185000 | PA      | $-182854.36   | -0.36%            | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings, LLC 2019 Term Loan B5                                             | CUSIP: 000000000<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     865531 | PA      | $771188.25    | 1.51%             | 2027-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                       | Petco Health & Wellness Co., Inc.                                               | CUSIP: 000000000<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |     507757 | PA      | $506427.07    | 0.99%             | 2028-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gulfside Supply, Inc.                                   | Gulfside Supply, Inc.                                                           | CUSIP: 000000000<br>LEI: 5493009BEGVKVXE2HW08 | Short            | LON              | CORP              | US        |    -200000 | PA      | $-193688.00   | -0.38%            | 2031-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                  | Connect Holding II LLC                                                          | CUSIP: 000000000<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |     185000 | PA      | $168760.70    | 0.33%             | 2031-04-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kodiak Building Partners, Inc.                          | Kodiak Building Partners, Inc.                                                  | CUSIP: 000000000<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |     500000 | PA      | $490690.00    | 0.96%             | 2031-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                    | CP Atlas Buyer, Inc.                                                            | CUSIP: 000000000<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |     408975 | PA      | $401016.34    | 0.78%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                        | Altice France SA                                                                | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     398824 | PA      | $404140.20    | 0.79%             | 2031-05-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE HOLDINGS 1                                       | ALTICE HOLDINGS 1                                                               | CUSIP: 000000000<br>LEI: 213800KN5HWZ17ATLB25 | Long             | EC               | CORP              | FR        |       2376 | NS      | $44886.54     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | EURO STOXX BANK PRICE INDEX CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |   -1349203 | OU      | $-19072.24    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | QUANTA COMPUTER INC CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      22702 | OU      | $121.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | LVMH MOET-HENNESSY LOUIS VUITTON CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |     -54720 | OU      | $2925.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NEXT PLC CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      45330 | OU      | $-1829.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ZOETIS INC CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -17030 | OU      | $54.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MEDIATEK INC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      53454 | OU      | $8460.04      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HISCOX LTD-CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |     139077 | OU      | $-603.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | LLOYDS TSB GROUP PLC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     405290 | OU      | $36646.85     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | HYNIX SEMICONDUCTORS-CFD USD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |      89176 | OU      | $19732.70     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | INDUSTRIA DE DISENO TEXTIL S.A*. CMN CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -8270 | OU      | $97.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | OCADO GROUP PLC CMN CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     -41862 | OU      | $10588.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | OCADO GROUP PLC CMN CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     -14222 | OU      | $3715.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VONOVIA SE CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |     -50424 | OU      | $-1487.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VALMET CORP CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |     -32734 | OU      | $-655.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | INTESA SANPAOLO                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |     -35951 | OU      | $-1586.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | TAIWAN SEMICON CFD (USD)                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |     162249 | OU      | $9587.47      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | FINECOBANK SPA CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      61076 | OU      | $259.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | RECRUIT HOLDINGS CO LTD CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -1912514 | OU      | $895.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CYBER-ARK SOFTWARE LTD/ISRAE CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |      -3128 | OU      | $111.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NIKON CORPORATION CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -3696070 | OU      | $-1091.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AMADEUS IT HOLDING SA CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |     -21892 | OU      | $834.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HEIDELBERGER CEMENT AG CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      25969 | OU      | $383.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MERLIN PROPERTIES SOCIMI SA CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |     200090 | OU      | $5621.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PAYPAL HOLDINGS  INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -99530 | OU      | $4318.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HANNOVER RUECKVERSICHERU-REG CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |    -132108 | OU      | $2669.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | WELLS FARGO & COMPANY CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     778120 | OU      | $34389.57     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SHOPIFY INC - CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      37544 | OU      | $-6180.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | LPP SA CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PL        |    -119370 | OU      | $429.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PURE STORAGE-B  PIPE (CFD)                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -14906 | OU      | $580.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ATLASSIAN CORP PLC-CLASS A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     124195 | OU      | $-16415.27    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SCANDINAVIAN TOBACCO GROUP A CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     423377 | OU      | $2208.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | JAPAN POST BANK CO LTD CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |  -31031172 | OU      | $-18295.63    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | INVESCO QQQ TRUST SERIES 1 CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -88858 | OU      | $-69.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BEAZLEY PLC/UK CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     101520 | OU      | $929.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | S&P GLOABAL INC                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     178901 | OU      | $-5785.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ING GROEP N.V  CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -4865 | OU      | $-108.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | HILTON WORLDWIDE HOLDINGS IN CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -3715 | OU      | $-165.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BANK OF CYPRUS HOLDING CFD (EUR)                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |      56723 | OU      | $6700.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BASIC-FIT NV-W/I CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |     -15022 | OU      | $-810.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | UNILEVER PLC CFD GBP                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      83361 | OU      | $4421.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SNAP INC - A CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -15420 | OU      | $881.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DINO POLSKA SA CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PL        |    -197060 | OU      | $3550.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ADYEN NV CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      46968 | OU      | $-5523.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MEITUAN-W ORD CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |    -191933 | OU      | $2098.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MARATHON PETROLEUM CORP  SWP GS                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      84496 | OU      | $603.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DELL TECHNOLOGIES -C  SWP MS                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -159746 | OU      | $6968.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ELANCO ANIMAL HEALTH INC  SWP DB                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      15317 | OU      | $-50.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CIGNA CORP CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -2170 | OU      | $-22.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MONGODB INC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      15991 | OU      | $-1880.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CANON INC CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -2286564 | OU      | $-127.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | KERING CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |     -25077 | OU      | $682.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CARLYLE GROUP INC/THE CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    -303566 | OU      | $24890.25     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CLOUDFLARE INC - CLASS A CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -13839 | OU      | $5.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | FUJITSU LIMITED CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -2890374 | OU      | $352.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AIB GROUP PLC CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |      92991 | OU      | $1680.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MICROSOFT SWP GS                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -277257 | OU      | $14780.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NETFLIX INC SWP GS                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      18761 | OU      | $-810.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | HOWMET AEROSPACE INC                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -3620 | OU      | $82.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | UTILITIES SELECT SECTOR SPDR (BARC SWAP)                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -128734 | OU      | $800.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ARES MANAGEMENT CORP                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     315892 | OU      | $-22539.15    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ACCENTURE PLC                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |     -44179 | OU      | $1469.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | UNICREDITO SPA CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |     447475 | OU      | $15916.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SX86P STXE 600 REALESTATE EUR GSCO CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -129090 | OU      | $-3171.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | QUEST DIAGNOSTICS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -49468 | OU      | $839.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | VERISK ANALYTICS INC-CL A CFD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -5297 | OU      | $77.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BRUKER BIOSCIENCES CORP                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -38984 | OU      | $3596.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | RESTAURANT BRANDS INTL INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -65482 | OU      | $367.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MONOLITHIC POWER SYSTEMS INC                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -45518 | OU      | $-3945.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CHEWY INC - CLASS A                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     180341 | OU      | $-16305.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ENTEGRIS INC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -19029 | OU      | $-5057.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | KINDER MORGAN INC - CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -62719 | OU      | $-5822.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PORTLAND GENERAL ELECTRIC CO - CFD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -54276 | OU      | $-2355.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | REDCARE PHARMACY NV - CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |     -14350 | OU      | $-596.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | FLOOR & DECOR HOLDINGS- CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -2390 | OU      | $212.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BILL HOLDINGS INC CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      18804 | OU      | $-1579.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BILL HOLDINGS INC CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     111555 | OU      | $-4536.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SHIFT4 PAYMENTS INC-CLASS A CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -640 | OU      | $49.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ALLEGRO MICROSYSTEMS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -18797 | OU      | $-2426.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SITIME CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -14320 | OU      | $-1293.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TECHNIP ENERGIES NV - CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      70568 | OU      | $1428.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | OREILLY AUTOMOTIVE INC                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      66924 | OU      | $2848.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | JAPAN TRS 1MJ+30     0.3000% 05-05-23                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -3861264 | OU      | $409.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HOLCIM LTD - CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       3772 | OU      | $160.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | STRAUMANN HOLDING AG REG CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -8284 | OU      | $474.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | IBERDROLA SA CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -1197 | OU      | $-39.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TOPIX BANKS INDEX                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -8015799 | OU      | $1030.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TOPIX BANKS INDEX                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |  -13918146 | OU      | $-11981.33    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | STOXX EUROPE 600 INSURANCE TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | EC        |    -137062 | OU      | $3309.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | GE HEALTHCARE TECHNOLOGIES ORD SHRS                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -41420 | OU      | $1777.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | REVOLUTION MEDICINES INC (CFD-BANA) /CB0                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      19060 | OU      | $-3160.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NOVATEK MICROELECTRONICS COR CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |     -17828 | OU      | $168.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | TENCENT HOLDINGS LTD CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      92426 | OU      | $-402.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | JERONIMO MARTINS CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PT        |      62261 | OU      | $-1483.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NOVOZYMES A/S-B SHARES CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |      -9804 | OU      | $87.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DJS BANKS PR SX7P TRS 0.0000% 05-15-2033                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |    -163285 | OU      | $-3618.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PUBLICIS GROUPE (CFD-MLI) EUR                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      33854 | OU      | $-507.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ADDTECH AB-B SHARES CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -269809 | OU      | $1110.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DRAFTKINGS INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -322 | OU      | $47.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | RHEINMETALL AG (CFD-MLI)                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |     314985 | OU      | $-24237.30    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SEMPRA TRS 0.0000% 05-15-2033                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      48532 | OU      | $-2416.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SOUTH BOW CORP TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -90766 | OU      | $-4296.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | OREAL SA TRS 0.0000% 05-05-2028                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |     -30880 | OU      | $-2346.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MCDONALDS CORP TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -339873 | OU      | $-2847.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CHENIERE ENERGY INC TRS 0.0000% 05-20-2033                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      58882 | OU      | $2459.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HF SINCLAIR CORP TRS 0.0000% 05-20-2033                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -14686 | OU      | $-1171.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | LANDBRIDGE CO LLC TRS 0.0000% 05-20-2033                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -51841 | OU      | $11.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MICROSOFT CORP TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -1794 | OU      | $73.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MICROSOFT CORP TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -128321 | OU      | $7409.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CAIXABANK SA TRS 0.0000% 05-15-2033                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |    -152577 | OU      | $-9756.98     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DYNATRACE INC TRS 0.0000% 05-15-2033                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      15083 | OU      | $-494.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SERVICENOW INC TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      88519 | OU      | $-9888.74     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | JULIUS BAER GROUP LTD TRS 0.0000% 05-15-2033                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -40485 | OU      | $-60.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BANCO BILBAO VIZCAYA TRS 0.0000% 05-15-2033                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |     -86712 | OU      | $-1752.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CAPITAL ONE FINANCIAL CORP TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -183205 | OU      | $7841.79      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | JAPAN EXCHANGE GROUP INC TRS 0.0000% 05-15-2033                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -5016600 | OU      | $1941.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SWISS RE AG TRS 0.0000% 05-15-2033                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |    -222546 | OU      | $10633.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ALIOR BANK SA TRS 0.0000% 05-15-2033                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PL        |     152528 | OU      | $1401.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MITSUBISHI UFJ FINCL GRP I TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |  -18673200 | OU      | $6258.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BEIJER REF AB TRS 0.0000% 05-05-2028                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -10167 | OU      | $161.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | INDUTRADE AB TRS 0.0000% 05-05-2028                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -63000 | OU      | $778.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NTG NORDIC TRANSPORT GROUP TRS 0.0000% 05-05-2028                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |      44590 | OU      | $39.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CARLYLE GROUP INC/THE TRS 0.0000% 05-20-2033                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -414621 | OU      | $20325.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SPDR S&P OIL & GAS EXPLOR TRS 0.0000% 05-20-2033                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -313760 | OU      | $-25340.64    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DXC TECHNOLOGY CO TRS 0.0000% 05-15-2033                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -3898 | OU      | $103.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ISHARES J.P. MORGAN USD EM TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -1174591 | OU      | $-3685.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | HSBC HOLDINGS PLC TRS 0.0000% 05-05-2028                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |    -252770 | OU      | $-19528.95    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | KKR & CO INC TRS 0.0000% 05-20-2033                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      46804 | OU      | $-3499.21     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | KKR & CO INC TRS 0.0000% 05-20-2033                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     194305 | OU      | $-13659.84    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DELIVERY HERO SE TRS 0.0000% 05-15-2033                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -35158 | OU      | $3489.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | INDUTRADE AB TRS 0.0000% 05-15-2033                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -108508 | OU      | $1229.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ARES MANAGEMENT CORP TRS 0.0000% 05-15-2033                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     501079 | OU      | $-58804.50    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BAIDU INC TRS 0.0000% 05-15-2033                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -36258 | OU      | $-174.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KINDER MORGAN INC TRS 0.0000% 05-15-2033                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -64797 | OU      | $-7281.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | HANNOVER RUECK SE TRS 0.0000% 05-15-2033                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -68995 | OU      | $1857.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | KKR & CO INC TRS 0.0000% 05-05-2028                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     473552 | OU      | $-71470.89    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | UNICREDIT SPA TRS 0.0000% 05-15-2033                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |     611008 | OU      | $9939.40      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | INTL BUS MACHINES CORP TRS 0.0000% 05-20-2033                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -2927 | OU      | $-139.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | INTL BUS MACHINES CORP TRS 0.0000% 05-20-2033                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -2331 | OU      | $-122.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TOKYO SEIMITSU CO LTD TRS 0.0000% 05-15-2033                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -653755 | OU      | $-546.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | WALT DISNEY CO/THE TRS 0.0000% 05-20-2033                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -110 | OU      | $-2.46        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | EXPEDIA GROUP INC TRS 0.0000% 05-20-2033                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -18778 | OU      | $504.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MARRIOTT INTERNATIONAL INC TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -57189 | OU      | $-196.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | FREEPORT-MCMORAN INC TRS 0.0000% 05-15-2033                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     421787 | OU      | $-19752.08    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | FREEPORT-MCMORAN INC TRS 0.0000% 05-15-2033                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       5037 | OU      | $22.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BLUE OWL CAPITAL INC TRS 0.0000% 05-20-2033                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -184430 | OU      | $20545.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CISCO SYSTEMS INC TRS 0.0000% 05-20-2033                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      44890 | OU      | $3041.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TESLA INC TRS 0.0000% 05-15-2033                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -58436 | OU      | $330.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SX7E ESTX BNK = PR TRS 0.0000% 05-20-2033                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |    -147264 | OU      | $-5960.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | INTERCONTINENTAL EXCHANGE  TRS 0.0000% 05-05-2028                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      60948 | OU      | $3002.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SMITHS GROUP PLC TRS 0.0000% 05-15-2033                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      31026 | OU      | $-770.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DOORDASH INC TRS 0.0000% 05-20-2033                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -24555 | OU      | $204.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | FIRSTENERGY CORP TRS 0.0000% 05-15-2033                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -60075 | OU      | $-993.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PORTLAND GENERAL ELECTRIC  TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -14938 | OU      | $-287.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ENTERGY CORP TRS 0.0000% 05-15-2033                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -36737 | OU      | $-84.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DTE ENERGY CO TRS 0.0000% 05-15-2033                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -17230 | OU      | $29.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | FINECOBANK BANCA FINECO SP TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      44117 | OU      | $-444.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ABN AMRO BANK NV TRS 0.0000% 05-15-2033                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |     194169 | OU      | $32.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | LIBERTY MEDIA CORP-LIBERTY TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     139228 | OU      | $-3128.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | VALMET OYJ TRS 0.0000% 05-05-2028                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FI        |      -2694 | OU      | $-29.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DOMINOS PIZZA INC TRS 0.0000% 05-15-2033                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      67370 | OU      | $1564.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SHARKNINJA INC TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      59268 | OU      | $-3832.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SHARKNINJA INC TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     146357 | OU      | $-9245.20     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | COHERENT CORP. TRS 0.0000% 05-20-2033                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -1161 | OU      | $-112.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BANQUE CANTONALE VAUDOISE TRS 0.0000% 05-15-2033                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -6740 | OU      | $-75.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | JD.COM INC TRS 0.0000% 05-05-2028                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |     -60943 | OU      | $89.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AMERICAN ELECTRIC POWER CO TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      49715 | OU      | $231.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MORGAN STANLEY TRS 0.0000% 05-20-2033                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     595103 | OU      | $2287.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BANKINTER SA TRS 0.0000% 05-15-2033                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |    -182448 | OU      | $-2915.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BONESUPPORT HOLDING AB TRS 0.0000% 05-05-2028                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |    -230019 | OU      | $-354.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | EUROFINS SCIENTIFIC SE TRS 0.0000% 05-05-2028                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | LU        |      -5371 | OU      | $-95.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CROWN CASTLE INC TRS 0.0000% 05-20-2033                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     200097 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | THERMO FISHER SCIENTIFIC I TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      73614 | OU      | $-4181.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PHILLIPS 66 TRS 0.0000% 05-15-2033                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     172492 | OU      | $4373.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ENBRIDGE INC TRS 0.0000% 05-15-2033                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -43408 | OU      | $-684.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BRENNTAG SE TRS 0.0000% 05-05-2028                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      68398 | OU      | $2513.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BRENNTAG SE TRS 0.0000% 05-05-2028                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      25064 | OU      | $1074.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CARLSBERG AS TRS 0.0000% 05-20-2033                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |    -416296 | OU      | $-632.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BUNZL PLC TRS 0.0000% 05-05-2028                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      60611 | OU      | $143.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BIOMERIEUX TRS 0.0000% 05-15-2033                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -27718 | OU      | $2657.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | APPLIED MATERIALS INC TRS 0.0000% 05-20-2033                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -13047 | OU      | $-167.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | EQUIFAX INC TRS 0.0000% 05-20-2033                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -71464 | OU      | $2383.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AIRBNB INC TRS 0.0000% 05-20-2033                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      62227 | OU      | $-647.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AIRBNB INC TRS 0.0000% 05-15-2033                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       4311 | OU      | $-41.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | WOODSIDE ENERGY GROUP LTD TRS 0.0000% 05-05-2028                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |     -69733 | OU      | $-4201.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | GE VERNOVA INC TRS 0.0000% 05-20-2033                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -4109 | OU      | $-249.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VERTIV HOLDINGS CO TRS 0.0000% 05-20-2033                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -40642 | OU      | $-2552.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | VERTIV HOLDINGS CO TRS 0.0000% 05-15-2033                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -71086 | OU      | $-5619.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PARTNERS GROUP HOLDING AG TRS 0.0000% 05-15-2033                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -14041 | OU      | $500.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PARTNERS GROUP HOLDING AG TRS 0.0000% 05-15-2033                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |    -166770 | OU      | $7860.75      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | STRAUMANN HOLDING AG TRS 0.0000% 05-05-2028                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |     -68344 | OU      | $921.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CHORD ENERGY CORP TRS 0.0000% 05-05-2028                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     110025 | OU      | $11666.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PUBLICIS GROUPE SA TRS 0.0000% 05-15-2033                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      91945 | OU      | $-3770.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PUBLICIS GROUPE SA TRS 0.0000% 05-15-2033                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      49524 | OU      | $-1764.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TOAST INC TRS 0.0000% 05-20-2033                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -3210 | OU      | $161.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ALPHABET INC TRS 0.0000% 05-20-2033                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      34776 | OU      | $1728.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ELI LILLY & CO TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       7231 | OU      | $29.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TENCENT HOLDINGS LTD TRS 0.0000% 05-15-2033                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     311000 | OU      | $-1199.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | OKLO INC TRS 0.0000% 05-15-2033                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -6219 | OU      | $804.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | GEBERIT AG TRS 0.0000% 05-05-2028                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |     -49280 | OU      | $2914.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CHIPOTLE MEXICAN GRILL INC TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -263014 | OU      | $6083.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PUBLICIS GROUPE SA TRS 0.0000% 05-05-2028                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      54536 | OU      | $-2831.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | UNILEVER PLC TRS 0.0000% 05-15-2033                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       2550 | OU      | $130.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AMERICAN EXPRESS CO TRS 0.0000% 05-20-2033                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -106714 | OU      | $6.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SCHNEIDER ELECTRIC SE TRS 0.0000% 05-15-2033                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -23200 | OU      | $-843.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DICKS SPORTING GOODS INC TRS 0.0000% 05-20-2033                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      34856 | OU      | $-718.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NORTHERN OIL & GAS INC TRS 0.0000% 05-20-2033                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -190205 | OU      | $-24570.26    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | EXPAND ENERGY CORP TRS 0.0000% 05-20-2033                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     177338 | OU      | $3754.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ANALOG DEVICES INC TRS 0.0000% 05-20-2033                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -94614 | OU      | $-4867.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TEXAS PACIFIC LAND CORP TRS 0.0000% 05-20-2033                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -5902 | OU      | $-368.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | STANDARD CHARTERED PLC TRS 0.0000% 05-20-2033                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     290147 | OU      | $6164.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MERCADOLIBRE INC TRS 0.0000% 05-20-2033                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       9202 | OU      | $-611.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MERCADOLIBRE INC TRS 0.0000% 05-20-2033                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       8139 | OU      | $451.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | KINDER MORGAN INC TRS 0.0000% 05-20-2033                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -173799 | OU      | $-15726.48    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | WILLIAMS-SONOMA INC TRS 0.0000% 05-15-2033                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -21000 | OU      | $535.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | JPMORGAN CHASE & CO TRS 0.0000% 05-20-2033                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -240001 | OU      | $-2875.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PUBLICIS GROUPE SA TRS 0.0000% 05-15-2033                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -1818 | OU      | $64.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | HF SINCLAIR CORP TRS 0.0000% 05-15-2033                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -98295 | OU      | $-4281.41     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TJX COS INC/THE TRS 0.0000% 05-20-2033                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -117216 | OU      | $4708.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LATTICE SEMICONDUCTOR CORP TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -17472 | OU      | $965.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SEMPRA TRS 0.0000% 05-20-2033                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     107266 | OU      | $-1722.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | JABIL INC TRS 0.0000% 05-20-2033                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -28025 | OU      | $985.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MGE ENERGY INC TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -4877 | OU      | $4.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CRESCENT ENERGY CO TRS 0.0000% 05-15-2033                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -27242 | OU      | $-4480.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | AMBU A/S TRS 0.0000% 05-05-2028                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |    -294000 | OU      | $1080.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KIMBELL ROYALTY PARTNERS L TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -71882 | OU      | $-5595.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CALUMET INC TRS 0.0000% 05-20-2033                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -24367 | OU      | $-2166.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MAGNOLIA OIL & GAS CORP TRS 0.0000% 05-15-2033                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -63827 | OU      | $-8570.76     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SEA LTD TRS 0.0000% 05-15-2033                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       8184 | OU      | $-495.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CHIPOTLE MEXICAN GRILL INC TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -16185 | OU      | $53.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CONOCOPHILLIPS TRS 0.0000% 05-20-2033                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      22352 | OU      | $2038.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TENARIS SA TRS 0.0000% 05-20-2033                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |     122476 | OU      | $5639.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | APA CORP TRS 0.0000% 05-15-2033                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -159388 | OU      | $-2716.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HALLIBURTON CO TRS 0.0000% 05-20-2033                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -14555 | OU      | $-160.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NOV INC TRS 0.0000% 05-15-2033                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -16254 | OU      | $-297.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MONOLITHIC POWER SYSTEMS I TRS 0.0000% 05-05-2028                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -34381 | OU      | $-6088.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | DATADOG INC TRS 0.0000% 05-05-2028                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -24603 | OU      | $161.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ENN ENERGY HOLDINGS LTD TRS 0.0000% 05-15-2033                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     104960 | OU      | $-167.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | GREGGS PLC TRS 0.0000% 05-05-2028                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -5921 | OU      | $683.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NICHICON CORP TRS 0.0000% 05-15-2033                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    2937254 | OU      | $248.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KYOTO FINANCIAL GROUP INC TRS 0.0000% 05-15-2033                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   34113344 | OU      | $7664.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NOMURA HOLDINGS INC TRS 0.0000% 05-15-2033                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   54008707 | OU      | $-16753.07    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ACCOR SA TRS 0.0000% 05-15-2033                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -7207 | OU      | $156.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SEA LTD TRS 0.0000% 05-20-2033                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      37093 | OU      | $-1447.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AIRBUS SE TRS 0.0000% 05-15-2033                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |     -14580 | OU      | $121.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AIRBUS SE TRS 0.0000% 05-15-2033                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -9668 | OU      | $1167.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MIZUHO FINANCIAL GROUP INC TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   50271380 | OU      | $1191.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MAIRE SPA TRS 0.0000% 05-05-2028                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |      12548 | OU      | $1639.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PALANTIR TECHNOLOGIES INC TRS 0.0000% 05-20-2033                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -62188 | OU      | $8095.86      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SPOTIFY TECHNOLOGY SA TRS 0.0000% 05-20-2033                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |       5613 | OU      | $-109.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SPOTIFY TECHNOLOGY SA TRS 0.0000% 05-20-2033                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |      31702 | OU      | $-680.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | RHEINMETALL AG TRS 0.0000% 05-05-2028                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |     169944 | OU      | $3868.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | RHEINMETALL AG TRS 0.0000% 05-05-2028                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      42048 | OU      | $957.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TOPPAN HOLDINGS INC TRS 0.0000% 05-20-2033                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    8477426 | OU      | $2769.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VENTURE GLOBAL INC TRS 0.0000% 05-20-2033                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -14451 | OU      | $-396.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | VISA INC TRS 0.0000% 05-15-2033                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -202807 | OU      | $3594.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MATADOR RESOURCES CO TRS 0.0000% 05-15-2033                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     274755 | OU      | $15731.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ENERGY TRANSFER LP TRS 0.0000% 05-15-2033                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -143591 | OU      | $-8141.76     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KION GROUP AG TRS 0.0000% 05-15-2033                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -22016 | OU      | $1364.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CANADIAN NATURAL RESOURCES TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |       8470 | OU      | $683.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | FLUIDRA SA TRS 0.0000% 05-15-2033                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      21928 | OU      | $-596.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | FASTIGHETS AB BALDER TRS 0.0000% 05-15-2033                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -30290 | OU      | $79.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SWISS LIFE HOLDING AG TRS 0.0000% 05-15-2033                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |    -217200 | OU      | $7381.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ALERIAN MLP ETF TRS 0.0000% 05-15-2033                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -87005 | OU      | $-1647.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | STOREBRAND ASA TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |    3092957 | OU      | $-6583.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ISHARES MSCI USA MOMENTUM TRS 0.0000% 05-15-2033                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -237636 | OU      | $1137.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SPOTIFY TECHNOLOGY SA TRS 0.0000% 05-20-2033                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |    -163626 | OU      | $3513.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | IMPERIAL BRANDS PLC TRS 0.0000% 05-05-2028                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       2925 | OU      | $31.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | COTERRA ENERGY INC TRS 0.0000% 05-20-2033                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     186149 | OU      | $13925.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | EATON CORP PLC TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |     -82267 | OU      | $-4533.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | EATON CORP PLC TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |     -17006 | OU      | $-915.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | WAYFAIR INC TRS 0.0000% 05-15-2033                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     171630 | OU      | $-20016.72    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | WAYFAIR INC TRS 0.0000% 05-15-2033                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      20457 | OU      | $-2553.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SMITHS GROUP PLC TRS 0.0000% 05-05-2028                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       5434 | OU      | $275.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | WESTPAC BANKING CORP TRS 0.0000% 05-15-2033                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |    -181519 | OU      | $-1111.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ALERIAN MLP ETF TRS 0.0000% 05-20-2033                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -33495 | OU      | $-725.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ALM BRAND A/S TRS 0.0000% 05-15-2033                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |    1738103 | OU      | $-14278.03    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NTG NORDIC TRANSPORT GROUP TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |       6759 | OU      | $-29.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | UCB SA TRS 0.0000% 05-05-2028                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BE        |      53792 | OU      | $5655.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NINTENDO CO LTD TRS 0.0000% 05-15-2033                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -1128600 | OU      | $371.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | INTESA SANPAOLO SPA TRS 0.0000% 05-15-2033                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |    -136285 | OU      | $957.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BAKER HUGHES CO TRS 0.0000% 05-15-2033                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -51012 | OU      | $-3963.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DOMINION ENERGY INC TRS 0.0000% 05-15-2033                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     144695 | OU      | $-407.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | STOXX TRS 1DE     0.0000% 05-15-23                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -224140 | OU      | $3668.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | STOXX EUROPE 600 INDUSTRIA TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |    -603660 | OU      | $-551.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TOPIX (TSE) TPXSM (JPY) TRS 0.0000% 05-15-2033                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |  -17725509 | OU      | $1916.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | STOXX EUROPE 600 BASIC RES TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |    -349342 | OU      | $9290.55      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | EU DEFENSIVES TRS 0.0000% 05-15-2033                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | XX        |    -496151 | OU      | $-6431.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DJS BANKS PR SX7P TRS 0.0000% 05-20-2033                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |    -298806 | OU      | $-12636.89    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | US DISPERSION SERIES 17I TRS 0.0000% 06-30-2026                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     146094 | OU      | $-2144.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SAUDI AWWAL BANK TRS 0.0000% 05-15-2033                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SA        |    -132324 | OU      | $-8911.67     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BANQUE SAUDI FRANSI TRS 0.0000% 05-15-2033                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SA        |     -32722 | OU      | $-942.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | RIYAD BANK TRS 0.0000% 05-15-2033                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SA        |    -177432 | OU      | $-8723.72     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SAUDI NATIONAL BANK/THE TRS 0.0000% 05-15-2033                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SA        |     285147 | OU      | $18440.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BANQUE SAUDI FRANSI TRS 0.0000% 05-20-2033                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SA        |     -21568 | OU      | $-211.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SAUDI AWWAL BANK TRS 0.0000% 05-20-2033                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SA        |     -82134 | OU      | $-2487.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | RIYAD BANK TRS 0.0000% 05-20-2033                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SA        |     -19972 | OU      | $-1012.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AL RAJHI BANK TRS 0.0000% 05-15-2033                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SA        |     220859 | OU      | $11199.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | STOXX EUROPE 600 INSURANCE TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | EC        |    -707675 | OU      | $7851.43      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VISTRY GROUP PLC TRS 0.0000% 05-20-2033                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     -26887 | OU      | $-1421.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ALINMA BANK CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SA        |    -101521 | OU      | $-8739.80     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PHARMACEUTICALS TRS 0.0000% 05-15-2033                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     425048 | OU      | $1999.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | US DISPERSION SERIES 17I TRS 0.0000% 10-30-2026                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      95080 | OU      | $-1395.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | J.P. MORGAN IDEX EURO PURE TRS 0.0000% 11-30-2026                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | XX        |    -868947 | OU      | $-51776.29    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | US MOMENTUM LONG TRS 0.0000% 11-30-2026                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -31382 | OU      | $-2384.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MSXXAI TRS 0.0000% 05-15-2033                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -56413 | OU      | $-205.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MSWEWLAI TRS 0.0000% 05-15-2033                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -120237 | OU      | $-599.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LIFE INSURANCE TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     485710 | OU      | $2595.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MSWELINS TRS 0.0000% 05-15-2033                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     332521 | OU      | $1031.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AL RAJHI BANK TRS 0.0000% 05-20-2033                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SA        |       4340 | OU      | $171.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | J.P. MORGAN IDEX EURO PURE TRS 0.0000% 11-30-2026                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | XX        |    -472357 | OU      | $-22019.30    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ST JAMES S PLACE PLC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     154583 | OU      | $2004.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MSXXALTS ALTERNATIVES TRS 0.0000% 05-15-2033                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -666468 | OU      | $12783.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | IMPERIAL BRANDS PLC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      91961 | OU      | $1566.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | IMI PLC CFD                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      35473 | OU      | $2843.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | RS GROUP PLC                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      55078 | OU      | $4593.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BURBERRY GROUP PLC CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     -44078 | OU      | $5921.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BARCLAYS PLC ORD CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     209600 | OU      | $4430.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | LONZA GROUP AG-REG CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |     -53273 | OU      | $2412.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ING GROEP N.V. -CVA CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |    -199529 | OU      | $1454.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PUBLICIS SA CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |     -29176 | OU      | $437.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CONOCOPHILLIPS CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      22320 | OU      | $1131.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | DOMINION RESOURCES INC/VA CFD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      46248 | OU      | $1166.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | REPSOL YPF SA CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |     -28489 | OU      | $-1870.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | KBC BANKVERZEKERINGSHOLDING CFD (BRU)                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |     182190 | OU      | $5469.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BOOKING HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -143948 | OU      | $3896.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | VALERO ENERGY STK - CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      32486 | OU      | $-554.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | GECINA SA CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |     -16441 | OU      | $5.87         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | INFINEON TECHNOLOGIES AG - CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -8095 | OU      | $-232.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DICKS SPORTING GOODS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      68973 | OU      | $-3525.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | WALT DISNEY CO CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -2167 | OU      | $24.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CINTAS CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -2738 | OU      | $58.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VERISIGN CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -2729 | OU      | $42.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | T&D HOLDINGS INC CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -8036940 | OU      | $86.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AMAZON.COM CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     870035 | OU      | $3649.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AMAZON.COM CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      34774 | OU      | $163.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | EQUIFAX CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -161996 | OU      | $13161.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | LILLY CFD                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      51023 | OU      | $-202.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ZIMMER HOLDINGS CFD (USD)                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -7882 | OU      | $45.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NASPERS LTD CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ZA        |    -201485 | OU      | $612.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BANCO SANTANDER SA CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |     129878 | OU      | $1257.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BANCO SANTANDER SA CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |     483459 | OU      | $11893.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BRITISH AMERICAN TOBACCO CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     115578 | OU      | $5452.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | EXPERIAN LTD CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JE        |      -1710 | OU      | $340.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VISA INC-CLASS A SHRS CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -213412 | OU      | $2613.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ERSTE GROUP BANK AG CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |      79019 | OU      | $5086.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | KESKO OYJ-B SHS CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |      -5016 | OU      | $-230.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TEMENOS GROUP AG CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |     -17672 | OU      | $1807.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | IPSOS CFD                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      28909 | OU      | $3152.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | GREAT PORTLAND ESTATES PLC CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     -13221 | OU      | $-1979.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SAVILLS PLC CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      31175 | OU      | $454.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ATMOS ENERGY CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      66069 | OU      | $-1528.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CABOT OIL & GAS CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     245600 | OU      | $25647.41     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PLAINS ALL AMER PIPELINE LP CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -12386 | OU      | $-947.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PKO BANK POLSKI SA CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PL        |     -79654 | OU      | $-1316.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SUBSEA 7 SA CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |     421040 | OU      | $4744.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MERCK & CO. INC. CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      62423 | OU      | $1644.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CIRRUS LOGIC INC CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -16083 | OU      | $-600.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DARDEN RESTAURANTS INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -57767 | OU      | $3344.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ON SEMICONDUCTOR CORPORATION CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -18620 | OU      | $413.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ARC RESOURCES LTD CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      89543 | OU      | $-624.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | TEXAS INSTRUMENTS INC CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -25867 | OU      | $-5603.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | LEGRAND SA CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      33571 | OU      | $3109.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | COSTCO WHOLESALE CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -383963 | OU      | $8802.86      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MASTERCARD INC-CLASS A CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     177447 | OU      | $-1262.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | GRIFOLS SA CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -1347 | OU      | $-67.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | UNITED INTERNET AG-REG SHARE CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      76657 | OU      | $3138.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BUNZL PLC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      17331 | OU      | $-338.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SERCO GROUP PLC CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      54223 | OU      | $436.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | LOREAL CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |     -10762 | OU      | $-71.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SCHNEIDER ELECTRIC SA CFD (EUR)                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |     -39159 | OU      | $-2543.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SULZER AG-REG CFD (CHF)                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      41840 | OU      | $1002.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOCIETE GENERALE-A CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      51681 | OU      | $4195.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BECTON DICKINSON & CO CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -64588 | OU      | $1509.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | FIRSTENERGY CORP CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -65244 | OU      | $-3729.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NISOURCE INC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      35044 | OU      | $2292.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | AUTODESK INC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -3464 | OU      | $429.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AMERIPRISE FINANCIAL INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -253542 | OU      | $-9525.91     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CAPITAL ONE FINANCIAL CORP CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      85999 | OU      | $-3681.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | EMCOR GROUP INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -29332 | OU      | $-1659.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | RAMBUS INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -16491 | OU      | $-1721.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | STARBUCKS CORP CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -28246 | OU      | $2592.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SILICON LABORTORIES INC CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -16577 | OU      | $337.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | APPLIED MATERIALS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -18826 | OU      | $-191.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | COHERENT CORP                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -3168 | OU      | $-438.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KLA-TENCOR CORPORATION CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -114327 | OU      | $8659.48      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HOME DEPOT INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -82573 | OU      | $2036.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HOME DEPOT INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -3001 | OU      | $4.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | IDACORP INC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      57658 | OU      | $3160.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MARRIOTT INTERNATIONAL-CL A CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -106700 | OU      | $-186.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MARRIOTT INTERNATIONAL-CL A CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -4080 | OU      | $-18.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | EMMI AG-REG CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |     -22599 | OU      | $-2151.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NEMETSCHEK AG CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |     -30436 | OU      | $1015.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SARTORIUS AG-VORZUG CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -2290 | OU      | $206.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NIBE INDUSTRIER AB-B SHS CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -269109 | OU      | $589.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NIBE INDUSTRIER AB-B SHS CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -235234 | OU      | $519.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | STOREBRAND ASA CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NO        |     264928 | OU      | $-117.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | INTERMEDIATE CAPITAL GROUP CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     -41349 | OU      | $5651.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SUMITOMO ELECTRIC INDUSTRIES CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    8543115 | OU      | $1424.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ADVANTEST CORP CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -472670 | OU      | $-610.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SMITHS GROUP PLC CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      40632 | OU      | $-1179.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TRELLEBORG AB-B SHS CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     362320 | OU      | $-2000.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DAIWA SECURITIES GROUP INC CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |  -21121463 | OU      | $1198.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HENNES & MAURITZ AB-B SHS CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -91834 | OU      | $-108.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SONY CORP CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    3642600 | OU      | $-1834.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | KEYENCE CORPORATION CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -2670800 | OU      | $1168.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MITSUBISHI HEAVY INDS LTD CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -447609 | OU      | $163.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TOKYO SEIMITSU CO LTD CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -1515850 | OU      | $-1187.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NINTENDO CO LTD CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -1096725 | OU      | $358.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MITSUI TRUST HOLDINGS INC CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |  -16374345 | OU      | $-592.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | FAST RETAILING CO LTD CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -3339530 | OU      | $1349.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | WOODSIDE ENERGY GROUP LTD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |    -286006 | OU      | $-10979.92    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BUZZI UNICEM SPA CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      31337 | OU      | $-376.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HERMES INTERNATIONAL CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |     -45936 | OU      | $1700.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | GILEAD SCIENCES INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -26690 | OU      | $-3829.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CENCORA INC                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      15592 | OU      | $213.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | OMNICOM GROUP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -10105 | OU      | $475.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TJX COMPANIES INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -218212 | OU      | $6680.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CORPORACION MAPFRE SA CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |     -38435 | OU      | $618.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BE SEMICONDUCTOR INDUSTRIES CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |     -11757 | OU      | $812.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SAMPO OYJ CFD (EUR)                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |      57564 | OU      | $-2995.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BEIERSDORF AG CFD (EUR)                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      22238 | OU      | $770.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | GREGGS PLC CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     -24820 | OU      | $1004.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ROTORK PLC CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      13127 | OU      | $633.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PRUDENTIAL CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     142809 | OU      | $5901.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LUNDIN MINING CORP CFD (CAD)                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      45068 | OU      | $126.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BAYTEX ENERGY CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -66012 | OU      | $-103.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HILL & SMITH HOLDINGS PLC CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       9344 | OU      | $2.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AKAMAI TECHNOLOGIES INC  SWP JPM                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -2688 | OU      | $-226.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NVIDIA CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     458085 | OU      | $9991.92      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | FABEGE AB CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -880770 | OU      | $-3291.21     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BROOKFIELD CORP                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -16695 | OU      | $686.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BIOMERIEUX CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -7874 | OU      | $538.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AOZORA BANK LTD CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -8139716 | OU      | $1661.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CAN IMPERIAL BK OF COMMERCE CFD (CAD)                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |    -285162 | OU      | $3537.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CASTELLUM AB CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -142712 | OU      | $-726.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | STMICROELECTRONICS CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -9605 | OU      | $-11.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOLARIA ENERGIA Y MEDIO AMBI CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |     -29674 | OU      | $-3536.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | GRENKELEASING AG CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |     -17505 | OU      | $520.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | RINGKJOEBING LANDBOBANK A/S CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |    -745416 | OU      | $-1819.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PARTNERS GROUP-REG CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |     -42600 | OU      | $756.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ICADE CFD (ICAD FP)                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |     -30148 | OU      | $367.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PHILIP MORRIS INTERNAT CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      69024 | OU      | $2752.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MERCADOLIBRE INC CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      40824 | OU      | $-15.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DIASORIN SPA CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      16339 | OU      | $-585.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | REA GROUP LTD CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -25875 | OU      | $-105.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | FLUIDRA SA CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      24250 | OU      | $-883.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | TENCENT HOLDINGS LTD CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |     -73691 | OU      | $320.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KKR & CO INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     550362 | OU      | $-71498.46    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SWISS RE LTD CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |     -95254 | OU      | $2272.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SCHNEIDER ELECTRIC SA CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |     505221 | OU      | $16673.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AMBU A/S-B CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |    -244177 | OU      | $919.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BRUNELLO CUCINELLI SPA CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |     -25963 | OU      | $608.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DISCO CORP CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -120000 | OU      | $-93.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DIAMONDBACK ENERGY INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     475988 | OU      | $41438.28     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ASICS CORP CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -358581 | OU      | $172.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | META PLATFORMS INC CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      48750 | OU      | $4270.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NXP SEMICONDUCTORS NV CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -6921 | OU      | $136.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ALIOR BANK SA CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PL        |     486342 | OU      | $5676.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | WHITECAP RESOURCES INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |    -348347 | OU      | $-17258.95    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | DOLLARAMA INC CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |      -3189 | OU      | $186.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CONSTELLATION SOFTWARE INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -10086 | OU      | $25.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CONSTELLATION SOFTWARE INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -2922 | OU      | $302.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | INTACT FINANCIAL CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |    -423129 | OU      | $25957.17     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PALO ALTO NETWORKS INC CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -2732 | OU      | $77.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ANTERO RESOURCES CORP CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     273865 | OU      | $22768.95     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TALANX AG CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |     167741 | OU      | $-3982.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MONCLER SPA CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |     -33686 | OU      | $327.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | INTL BUSINESS MACHINES CORP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -15944 | OU      | $-617.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ASM INTERNATIONAL NV CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |     -20631 | OU      | $256.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MICROSOFT CORP CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     107267 | OU      | $-5718.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MEBUKI FINANCIAL GROUP INC CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   32992695 | OU      | $4604.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ULVAC INC CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    1668188 | OU      | $334.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ELIS SA CFD                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      98141 | OU      | $3522.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SPIE SA - W/I CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      63019 | OU      | $-505.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AXFOOD AB CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -323809 | OU      | $-455.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SCOUT24 AG CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -1832 | OU      | $-19.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | FERRARI NV CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -9850 | OU      | $369.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SQUARE INC - A CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      50858 | OU      | $-5958.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SIEMENS AG-REG CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |     295307 | OU      | $2418.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BAWAG GROUP AG CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |      88316 | OU      | $544.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | OKTA INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      32363 | OU      | $-2625.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SEA LTD-ADR CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -9176 | OU      | $555.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ZSCALER INC CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -2063 | OU      | $63.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PRO MEDICUS LTD CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -20845 | OU      | $1563.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PDD HOLDINGS INC-ADR CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |     -14652 | OU      | $2222.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BANCA FARMAFACTORING SPA CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      35351 | OU      | $-1546.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PROSUS CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -7252 | OU      | $450.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | OVINTIV INC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     196205 | OU      | $23709.62     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | EQT AB CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -494266 | OU      | $3161.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | EQT AB CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -197587 | OU      | $1258.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | EVERCORE INC - A CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      45446 | OU      | $-1640.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TRATON SE CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |     -36902 | OU      | $-4260.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOOKING HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -15276 | OU      | $270.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MAGNOLIA OIL & GAS CORP - A CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -69497 | OU      | $-11752.65    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      62020 | OU      | $90.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BRENNTAG AG CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      42302 | OU      | $3154.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | UBS GROUP AG-REG CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |     331699 | OU      | $-6592.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ABB LTD-REG CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      21804 | OU      | $3193.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MACOM TECHNOLOGY SOLUTIONS H CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -2732 | OU      | $-772.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | FLEX LTD CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SG        |      54165 | OU      | $-1147.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NEW JERSEY RESOURCES CORP CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -15834 | OU      | $-642.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | RALPH LAUREN CORP CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -3602 | OU      | $68.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NORDNET AB PUBL CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -693705 | OU      | $-5464.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CHARLES RIVER LABORATORIES CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      31191 | OU      | $-1512.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TRADEWEB MARKETS INC-CLASS A CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     105359 | OU      | $-1052.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TARGA RESOURCES CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     480841 | OU      | $50349.15     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | INSULET CORP CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -14781 | OU      | $1478.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AMPHENOL CORP-CL A CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -16909 | OU      | $915.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TRANSUNION CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     261505 | OU      | $-10299.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SPOTIFY TECHNOLOGY SA CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | LU        |      32636 | OU      | $-5117.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | UNITED THERAPEUTICS CORP CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       3745 | OU      | $11.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | EBAY INC CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -2449 | OU      | $-14.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MKS INSTRUMENTS INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -28650 | OU      | $-3366.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | INPOST SA CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |     -56155 | OU      | $314.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MADRIGAL PHARMACEUTICALS INC CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -23652 | OU      | $654.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ADVANTEST CORP CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    7842025 | OU      | $10135.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | INDUTRADE AB CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -450724 | OU      | $3670.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AUTO1 GROUP SE CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |     -43628 | OU      | $574.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TERADYNE INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -22622 | OU      | $-1724.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CEVA INC CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -14902 | OU      | $940.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | QUALCOMM INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -239798 | OU      | $4378.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | QUALCOMM INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -40983 | OU      | $659.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | AMAZON.COM INC CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     162210 | OU      | $4343.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | AMAZON.COM INC CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      55145 | OU      | $851.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TRANSOCEAN INC/CALL WT EQ                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -31539 | OU      | $-4578.21     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CIENA CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -5772 | OU      | $-522.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CIENA CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -41493 | OU      | $-2825.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ROYAL UNIBREW CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     471596 | OU      | $1287.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ONE GAS INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      52135 | OU      | $1090.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | UCB SA CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |      10769 | OU      | $-37.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | IMAX CORP CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |     -15871 | OU      | $1139.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VERACYTE INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -30184 | OU      | $2613.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ONTO INNOVATION INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -22264 | OU      | $1453.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | IMPERIAL OIL LTD CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |    -173521 | OU      | $-3521.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LINEA DIRECTA ASEGURADORA SA CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      78008 | OU      | $3751.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | TEXAS PACIFIC LAND CORP CFD                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -1785 | OU      | $-304.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | INCYTE CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -30941 | OU      | $1519.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LIBERTY OILFIELD SERVICES -A CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -8082 | OU      | $-1655.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CISCO SYSTEMS INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     411492 | OU      | $11122.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | VANECK OIL SERVICES CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -372110 | OU      | $-20177.05    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SPDR S&P OIL & GAS EXP & PR CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    -164985 | OU      | $-16485.56    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BROADCOM INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     107229 | OU      | $-3532.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BROADCOM INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      82668 | OU      | $-2824.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | WISE PLC - A CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      32527 | OU      | $-1060.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | WILLIAMS COS INC CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     165957 | OU      | $16452.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BANK OF NEW YORK MELLON CORP CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     620098 | OU      | $-20258.10    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DOORDASH INC - A CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      24886 | OU      | $-127.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | FORMFACTOR INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -22550 | OU      | $2530.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ROBINHOOD MARKETS INC - A CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -14598 | OU      | $869.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MATADOR RESOURCES CO CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     119385 | OU      | $11041.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SYNCHRONY FINANCIAL CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -3123 | OU      | $507.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ON HOLDING AG-CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      26634 | OU      | $-434.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MCKESSON CORP CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -32874 | OU      | $-374.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CROWN CASTLE INTL CORP CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     145922 | OU      | $-5810.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SOFI TECHNOLOGIES INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -16220 | OU      | $1894.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ROBLOX CORP - CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      34453 | OU      | $-7688.23     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HAYPP GROUP AB CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     249098 | OU      | $-1049.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BLUE OWL CAPITAL INC CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    -348011 | OU      | $44193.81     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SIEMENS AG-REG CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |     141924 | OU      | $-2306.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NU HOLDINGS LTD/CAYMAN ISL-A CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     112666 | OU      | $7732.62      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AUTOSTORE HOLDINGS LTD CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |     -30674 | OU      | $223.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TOAST INC-CLASS A CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -1620 | OU      | $127.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | RENAISSANCERE HOLDINGS LTD CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BM        |     -77164 | OU      | $-1148.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DOXIMITY INC-CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -14655 | OU      | $1278.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PATTERSON-UTI ENERGY INC CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -37997 | OU      | $-4141.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | INTERCOS SPA CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -4216 | OU      | $-210.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PHOTRONICS INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -7905 | OU      | $-80.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HALEON PLC CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      89738 | OU      | $2437.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NORTHERN OIL AND GAS INC CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -76104 | OU      | $-14496.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | W&T OFFSHORE INC CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -14950 | OU      | $-5713.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | AVISTA CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -52959 | OU      | $-3896.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MITSUBISHI UFJ FINL-SPON ADR CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -116462 | OU      | $1465.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | COMFORT SYSTEMS USA INC CFD                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -4129 | OU      | $-439.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | FASTIGHETS AB BALDER-B SHRS CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -148791 | OU      | $-458.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | DTE ENERGY COMPANY CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -6440 | OU      | $-279.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PERMIAN RESOURCES CORP CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      69584 | OU      | $11630.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | STEVANATO GROUP SPA CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |     -17075 | OU      | $3146.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VERMILION ENERGY INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |    -149273 | OU      | $-6855.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BANQUE CANTONALE VAUDOIS-REG CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |     -48649 | OU      | $426.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BIRCHCLIFF ENERGY LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |    -170970 | OU      | $-9073.27     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DASSAULT AVIATION SA CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      38065 | OU      | $-1533.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PARAMOUNT RESOURCES LTD -A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -69668 | OU      | $-4988.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BEIJER REF AB CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -316710 | OU      | $2939.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CANADIAN NATURAL RESOURCES CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     166442 | OU      | $16052.48     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SEADRILL LIMITED CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       4680 | OU      | $437.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MUNTERS GROUP AB CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -15322 | OU      | $0.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ZABKA GROUP SA CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |    -159634 | OU      | $1041.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | IONOS GROUP SE CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      58179 | OU      | $-2.49        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ADDIKO BANK AG TRS 0.0000% 05-20-2033                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |      61802 | OU      | $1435.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VERBUND AG CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |     -26751 | OU      | $-927.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CELESTICA INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      74401 | OU      | $-7806.60     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CELESTICA INC CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |      35775 | OU      | $-1494.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | HEADWATER EXPLORATION INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      85920 | OU      | $6344.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KELT EXPLORATION LTD CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      62362 | OU      | $1087.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | OBSIDIAN ENERGY LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -84719 | OU      | $-6379.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SHIGA BANK LTD/THE CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   21496310 | OU      | $-1991.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TOCHIGI BANK LTD/THE CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   21156000 | OU      | $-3094.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BANK OF NAGOYA LTD/THE CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   18600000 | OU      | $-1701.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HOKUHOKU FINANCIAL GROUP INC CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   42134092 | OU      | $4494.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VICTORY GIANT TECHNOLOGY -A CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CN        |      52713 | OU      | $711.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | KOMERCNI BANKA AS CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CZ        |     477495 | OU      | $584.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | KOMERCNI BANKA AS CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CZ        |   -1359585 | OU      | $-1641.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | FABRINET CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |     -15924 | OU      | $-227.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NAGARRO SE CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |     -22697 | OU      | $-3257.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NTG NORDIC TRANSPORT GROUP A CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |      79118 | OU      | $450.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | GLOBALFOUNDRIES INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |     -33894 | OU      | $1104.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | GLOBALFOUNDRIES INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      -2574 | OU      | $83.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MEDINCELL SA CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      14667 | OU      | $-2901.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | GENIUS SPORTS LTD CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      29938 | OU      | $-3141.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SHURGARD SELF STORAGE LTD CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GG        |      -6827 | OU      | $358.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HUFVUDSTADEN AB-A SHS CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -287561 | OU      | $-710.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ENGCON AB CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -121290 | OU      | $-393.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | OTP BANK PLC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | HU        |  113912960 | OU      | $25320.47     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | WALLENSTAM AB-B SHS CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -273309 | OU      | $-108.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PERMANENT TSB GROUP HOLDINGS CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |      36674 | OU      | $2083.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ARK INNOVATION ETF CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -69901 | OU      | $5512.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ARK INNOVATION ETF CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -38671 | OU      | $3332.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | IMMOBILIARE GRANDE DISTRIBUZ CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      63274 | OU      | $1874.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | KEIYO BANK LTD/THE CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   20802258 | OU      | $-14.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ALPHABET INC-CL A CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      63941 | OU      | $4334.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CALUMET INC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -14972 | OU      | $-2216.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DISC MEDICINE INC CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      16428 | OU      | $737.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | INNOVEX INTERNATIONAL INC CFD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      14513 | OU      | $570.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CG ONCOLOGY INC CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      25103 | OU      | $-1211.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CONSTELLATION ENERGY CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -41883 | OU      | $8762.68      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | GENERAL ELECTRIC CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -19677 | OU      | $349.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LIBERTY MEDIA CORP-LIB-NEW-C CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     114561 | OU      | $-4307.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | LIFE360 INC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -11797 | OU      | $1026.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | LAM RESEARCH CORP CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      59986 | OU      | $11919.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MGE ENERGY INC CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -34642 | OU      | $-1063.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CHORD ENERGY CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     116304 | OU      | $10499.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LAM RESEARCH CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      26314 | OU      | $1934.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | OTTER TAIL CORP CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -12526 | OU      | $-1204.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | LANDBRIDGE CO LLC-A CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -38868 | OU      | $-8996.40     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MARVELL TECHNOLOGY INC CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      69653 | OU      | $-8647.55     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PDF SOLUTIONS INC CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -18243 | OU      | $1935.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MARVELL TECHNOLOGY INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      10289 | OU      | $-186.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MARVELL TECHNOLOGY INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      18673 | OU      | $-205.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NVE CORP CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -14502 | OU      | $-278.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | HOME DEPOT INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -173655 | OU      | $2093.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | RING ENERGY INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -18221 | OU      | $-4132.70     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NET POWER INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       2984 | OU      | $-166.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | RYANAIR HOLDINGS PLC-SP ADR CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |      29749 | OU      | $-1297.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SALESFORCE INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -12764 | OU      | $451.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NVIDIA CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     277289 | OU      | $4436.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | INTUIT INC CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      42467 | OU      | $-9039.64     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CONSUMER STAPLES SPDR CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -1183168 | OU      | $-24219.83    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PINTEREST INC- CLASS A CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -15005 | OU      | $1926.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | KLA CORP CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -221441 | OU      | $8677.76      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SYNDAX PHARMACEUTICALS INC CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      38275 | OU      | $151.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NVIDIA CORP CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     240216 | OU      | $17617.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | FIRST SOLAR INC CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -16592 | OU      | $2835.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | KLA CORP CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      66878 | OU      | $-2620.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MASTERCARD INC - A CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -207379 | OU      | $-2749.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MONOLITHIC POWER SYSTEMS INC CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      31035 | OU      | $2689.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DELIVERY HERO SE CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |     -18625 | OU      | $638.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | VISA INC-CLASS A SHARES CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      81987 | OU      | $-2173.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TALOS ENERGY INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -18806 | OU      | $-468.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BANK OF IRELAND GROUP PLC CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |      62189 | OU      | $2612.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MICRON TECHNOLOGY INC CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -20290 | OU      | $-6677.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SNOWFLAKE INC-CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     145423 | OU      | $-11496.63    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CARLYLE GROUP INC/THE CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -152473 | OU      | $16926.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MICRON TECHNOLOGY INC CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      82664 | OU      | $20226.63     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ADYEN NV CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -7809 | OU      | $404.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PAYCOM SOFTWARE INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -4867 | OU      | $420.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | APOLLO GLOBAL MANAGEMENT INC CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -3189 | OU      | $94.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SERVICENOW INC CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      35424 | OU      | $-7341.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VIPER ENERGY INC CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     337771 | OU      | $42400.14     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BANKINTER SA CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      60233 | OU      | $569.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PROCORE TECHNOLOGIES INC CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      27580 | OU      | $-3402.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ISHARES MSCI BRAZIL ETF CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     939923 | OU      | $-22701.18    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HOYA CORP CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    6189820 | OU      | $1654.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ALPHABET INC-CL C CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      67906 | OU      | $4538.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | GODADDY INC - CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -6012 | OU      | $382.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BLUE OWL CAPITAL INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -159137 | OU      | $15740.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BLUE OWL CAPITAL INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -54144 | OU      | $7372.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | STRYKER CORP CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -35925 | OU      | $-2139.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MADISON SQUARE GARDEN SPORTS CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -2576 | OU      | $24.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | VITESSE ENERGY INC CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -11785 | OU      | $-895.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CAPITAL ONE FINANCIAL CORP CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      89338 | OU      | $-6801.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | AMERICAN EXPRESS CO CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -66845 | OU      | $4862.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LULULEMON ATHLETICA INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      34852 | OU      | $-5186.70     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | JPMORGAN CHASE & CO CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -757740 | OU      | $4945.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | T-MOBILE US INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -168215 | OU      | $-8682.32     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ASML HOLDING NV-NY REG SHS CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |      30705 | OU      | $4870.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ARGENX SE CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -2057 | OU      | $-75.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BUNZL PLC CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      11457 | OU      | $469.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TRADEWEB MARKETS INC-CLASS A CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     196501 | OU      | $-1802.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | HYATT HOTELS CORP - CL A CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -820 | OU      | $37.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CADENCE DESIGN SYS INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -179288 | OU      | $6213.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | WALT DISNEY CO/THE CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      61721 | OU      | $206.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ABBOTT LABORATORIES CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -2665 | OU      | $260.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | INTUITIVE SURGICAL INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -15823 | OU      | $696.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | QUALCOMM INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -123788 | OU      | $7518.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | EATON CORP PLC CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |     -12568 | OU      | $-1137.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CYBERARK SOFTWARE LTD/ISRAEL CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IL        |      17658 | OU      | $-425.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | LINEA DIRECTA ASEGURADORA SA CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      29614 | OU      | $912.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | GALDERMA GROUP AG CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -1692 | OU      | $138.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ORACLE CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -124127 | OU      | $527.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | FUCHS SE-PREF CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      29736 | OU      | $-1090.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | APPLE INC CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     287905 | OU      | $14648.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ARM HOLDINGS PLC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      86216 | OU      | $-5088.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MASTERCARD INC TRS 0.0000% 05-20-2033                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     303080 | OU      | $4569.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DRAFTKINGS INC TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -23552 | OU      | $5037.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | WATERS CORP TRS 0.0000% 05-15-2033                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      31567 | OU      | $-1909.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MICROSOFT CORP TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        850 | OU      | $11.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ISHARES RUSSELL 2000 ETF TRS 0.0000% 05-15-2033                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -1386819 | OU      | $34042.03     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SOCIETE GENERALE SA TRS 0.0000% 05-15-2033                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       6601 | OU      | $301.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BLOCK INC TRS 0.0000% 05-20-2033                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      50229 | OU      | $-1764.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TAIWAN SEMICONDUCTOR MANUFAC CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      76450 | OU      | $3740.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AIRBUS SE TRS 0.0000% 05-20-2033                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |     -39510 | OU      | $3370.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | AUTO1 GROUP SE TRS 0.0000% 05-05-2028                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -8714 | OU      | $15.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | IDACORP INC TRS 0.0000% 05-15-2033                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       6504 | OU      | $2.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TEXAS INSTRUMENTS INC TRS 0.0000% 05-20-2033                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -3602 | OU      | $-493.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TEXAS INSTRUMENTS INC TRS 0.0000% 05-15-2033                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -5484 | OU      | $-766.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AMERICAN ELECTRIC POWER CO TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      34148 | OU      | $107.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AMBARELLA INC TRS 0.0000% 05-15-2033                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -10207 | OU      | $88.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ISHARES IBOXX $ INVEST GRA TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -353362 | OU      | $-461.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ZURICH INSURANCE GROUP AG TRS 0.0000% 05-15-2033                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |    -325864 | OU      | $21994.53     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | IBIDEN CO LTD TRS 0.0000% 05-05-2028                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |   10593840 | OU      | $10873.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MEDIATEK INC TRS 0.0000% 05-20-2033                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |      11703 | OU      | $2261.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | T&D HOLDINGS INC TRS 0.0000% 05-15-2033                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -4785285 | OU      | $977.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | XIAOMI CORP TRS 0.0000% 05-15-2033                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |   -1829850 | OU      | $15239.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | HALEON PLC CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      14032 | OU      | $412.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MONGODB INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      13809 | OU      | $-441.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SNOWFLAKE INC-CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      32581 | OU      | $-2134.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NEMETSCHEK SE CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -1668 | OU      | $404.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ALPHABET INC-CL C CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     223617 | OU      | $6583.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOOKING HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -40216 | OU      | $201.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | VERISK ANALYTICS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -269569 | OU      | $5572.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | GOLDMAN SACHS GROUP INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      29276 | OU      | $-1213.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TC ENERGY CORP CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -88010 | OU      | $-3754.21     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | LVMH MOET HENNESSY LOUIS VUI CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |     -41782 | OU      | $7609.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BAWAG GROUP AG CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AT        |      38487 | OU      | $1061.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AIB GROUP PLC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |     327531 | OU      | $2545.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ROYAL BANK OF CANADA CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     298882 | OU      | $-8084.33     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DIAMONDBACK ENERGY INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     377847 | OU      | $38750.25     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BEAZLEY PLC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     271993 | OU      | $38113.66     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | VONOVIA SE CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -10816 | OU      | $390.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SONY GROUP CORP CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     101504 | OU      | $-77.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | RS GROUP PLC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      18741 | OU      | $1434.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | EQT AB CFD                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |    -202362 | OU      | $1265.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PARTNERS GROUP HOLDING AG CFD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -1030 | OU      | $-26.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | HOLCIM LTD CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      47197 | OU      | $1062.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SUMITOMO MITSUI TRUST GROUP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |  -11860450 | OU      | $186.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | FUKUOKA FINANCIAL GROUP INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   52629888 | OU      | $-2217.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | HISCOX LTD CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |     173811 | OU      | $11655.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BRUNELLO CUCINELLI SPA CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |     -13723 | OU      | $2528.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | FIVE BELOW CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     123973 | OU      | $-4006.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SAMPO OYJ-A SHS CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FI        |       1565 | OU      | $-151.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | REDDIT INC-CL A CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -13071 | OU      | $2615.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CELESTICA INC CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      11536 | OU      | $-577.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ATHABASCA OIL CORP TRS  0.0000% 05-15-2                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -46741 | OU      | $-5051.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | EMMI AG TRS 0.0000% 05-05-2028                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -4290 | OU      | $-525.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BIRKENSTOCK HOLDING PLC TRS 0.0000% 05-15-2033                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |     -53924 | OU      | $2985.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | VONOVIA SE TRS 0.0000% 05-05-2028                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -3718 | OU      | $-39.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LVMH MOET HENNESSY LOUIS TRS 0.0000% 05-15-2033                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |    -178342 | OU      | $24351.54     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | KESKO OYJ TRS 0.0000% 05-05-2028                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FI        |      -2954 | OU      | $-397.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | UNILEVER PLC TRS 0.0000% 05-05-2028                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      65316 | OU      | $4970.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MONCLER SPA TRS 0.0000% 05-15-2033                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |     -25916 | OU      | $1500.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VALERO ENERGY CORP TRS 0.0000% 05-20-2033                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      14742 | OU      | $-772.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NEXT PLC TRS 0.0000% 05-05-2028                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       3398 | OU      | $-102.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ANALOG DEVICES INC TRS 0.0000% 05-15-2033                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -242284 | OU      | $-7041.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ACCENTURE PLC-CL A CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -5816 | OU      | $16.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MICRON TECHNOLOGY INC TRS 0.0000% 05-15-2033                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     157543 | OU      | $36621.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | INTERCONTINENTAL EXCHANGE  TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     450528 | OU      | $1300.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BANCO SANTANDER SA TRS 0.0000% 05-20-2033                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |     218892 | OU      | $10840.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MICRON TECHNOLOGY INC TRS 0.0000% 05-20-2033                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      31025 | OU      | $4239.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BROADCOM INC TRS 0.0000% 05-20-2033                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      20944 | OU      | $-71.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BROADCOM INC TRS 0.0000% 05-20-2033                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       8648 | OU      | $-33.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CHORD ENERGY CORP TRS 0.0000% 05-20-2033                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     193675 | OU      | $17530.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CONOCOPHILLIPS TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     190737 | OU      | $10218.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MONGODB INC TRS 0.0000% 05-20-2033                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     137381 | OU      | $-4815.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NEW YORK TIMES CO/THE TRS 0.0000% 05-20-2033                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -2460 | OU      | $-105.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | WILLIAMS COS INC/THE TRS 0.0000% 05-20-2033                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     193383 | OU      | $17208.13     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | OVINTIV INC TRS 0.0000% 05-15-2033                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      28684 | OU      | $2527.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AMAZON.COM INC TRS 0.0000% 05-20-2033                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     368907 | OU      | $13255.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SUPER MICRO COMPUTER INC TRS 0.0000% 05-15-2033                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -8565 | OU      | $123.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MUENCHENER RUECKVERSICHERU TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |    -241040 | OU      | $6593.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SPIE SA TRS 0.0000% 05-15-2033                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      10419 | OU      | $-322.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AMERIPRISE FINANCIAL INC TRS 0.0000% 05-20-2033                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -155163 | OU      | $-10902.15    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MIZRAHI TEFAHOT BANK LTD TRS 0.0000% 05-15-2033                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |    -694776 | OU      | $3903.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BANK LEUMI LE-ISRAEL BM TRS 0.0000% 05-15-2033                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |     655668 | OU      | $-9748.65     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BLACKSTONE INC TRS 0.0000% 05-20-2033                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -3078 | OU      | $229.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SPDR S&P OIL & GAS EXPLOR TRS 0.0000% 05-15-2033                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -459119 | OU      | $-33403.60    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CHENIERE ENERGY INC TRS 0.0000% 05-15-2033                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      46833 | OU      | $2028.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | DELIVERY HERO SE TRS 0.0000% 05-05-2028                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       -814 | OU      | $-95.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | OCADO GROUP PLC TRS 0.0000% 05-15-2033                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -1305 | OU      | $26.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TAIWAN SEMI MFG CO LTD TRS 0.0000% 05-15-2033                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |    -290593 | OU      | $8625.11      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ON HOLDING AG TRS 0.0000% 05-15-2033                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -17531 | OU      | $-297.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | WILLIAMS COS INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      74058 | OU      | $8402.29      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SCHNEIDER ELECTRIC SE TRS 0.0000% 05-05-2028                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -6035 | OU      | $-70.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ROYAL UNIBREW A/S TRS 0.0000% 05-15-2033                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      45220 | OU      | $-42.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BLOCK INC TRS 0.0000% 05-15-2033                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       7920 | OU      | $-547.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SHOPIFY INC TRS 0.0000% 05-20-2033                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |       4963 | OU      | $-370.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AOZORA BANK LTD TRS 0.0000% 05-15-2033                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |  -10006393 | OU      | $3492.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PRUDENTIAL PLC TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      24921 | OU      | $509.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BE SEMICONDUCTOR INDUSTRIE TRS 0.0000% 05-05-2028                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |      -5228 | OU      | $-368.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BRUNELLO CUCINELLI SPA TRS 0.0000% 05-15-2033                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      -2590 | OU      | $398.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | JAPAN POST BANK CO LTD TRS 0.0000% 05-15-2033                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -968752 | OU      | $-535.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ENBRIDGE INC TRS 0.0000% 05-20-2033                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      -8604 | OU      | $-125.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | HF SINCLAIR CORP TRS 0.0000% 05-05-2028                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -15175 | OU      | $-837.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PNC FINCL SRVCS GRP INC/TH TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -617948 | OU      | $-5952.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ROBLOX CORP TRS 0.0000% 05-20-2033                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      66541 | OU      | $-11039.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | UBS GROUP AG TRS 0.0000% 05-15-2033                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      51092 | OU      | $-2867.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | FASTIGHETS AB BALDER TRS 0.0000% 05-05-2028                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -72299 | OU      | $16.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ADDTECH AB TRS 0.0000% 05-05-2028                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |    -258998 | OU      | $2451.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BURBERRY GROUP PLC TRS 0.0000% 05-05-2028                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -5148 | OU      | $1093.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MERCADOLIBRE INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       8395 | OU      | $195.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SHURGARD SELF STORAGE LTD TRS 0.0000% 05-05-2028                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GE        |      -1399 | OU      | $-84.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | HEIDELBERG MATERIALS AG TRS 0.0000% 05-05-2028                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      23278 | OU      | $1114.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | UNIVERSAL MUSIC GROUP NV TRS 0.0000% 05-05-2028                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |      -1539 | OU      | $133.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SHIFT4 PAYMENTS INC TRS 0.0000% 05-20-2033                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -22707 | OU      | $1098.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NORTHERN OIL & GAS INC TRS 0.0000% 05-15-2033                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -49294 | OU      | $-5331.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NETFLIX INC TRS 0.0000% 05-15-2033                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      20780 | OU      | $-1076.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SPOTIFY TECHNOLOGY SA TRS 0.0000% 05-15-2033                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |    -123942 | OU      | $1356.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | META PLATFORMS INC TRS 0.0000% 05-15-2033                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     704242 | OU      | $55248.37     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NORDEA BANK ABP TRS 0.0000% 05-15-2033                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |     -87231 | OU      | $1791.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NINTENDO CO LTD TRS 0.0000% 05-05-2028                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |   -2811001 | OU      | $218.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | GREGGS PLC TRS 0.0000% 05-15-2033                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -1690 | OU      | $88.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SAMPO OYJ TRS 0.0000% 05-15-2033                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |       1003 | OU      | $-74.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KBC GROUP NV TRS 0.0000% 05-15-2033                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |     334137 | OU      | $3436.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SKANDINAVISKA ENSKILDA BAN TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |   -2542816 | OU      | $11699.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BROOKFIELD ASSET MGMT-A CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |    -580115 | OU      | $25301.68     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BROOKFIELD ASSET MGMT-A CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -25864 | OU      | $1158.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | TRANSOCEAN LTD TRS 0.0000% 05-05-2028                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -2008 | OU      | $-307.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LANCASHIRE HOLDINGS LTD TRS 0.0000% 05-15-2033                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      73300 | OU      | $2480.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DELEK US HOLDINGS INC TRS 0.0000% 05-15-2033                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -12068 | OU      | $-208.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | GALDERMA GROUP AG TRS 0.0000% 05-05-2028                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      51545 | OU      | $-6502.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ALPHABET INC TRS 0.0000% 05-15-2033                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      39752 | OU      | $808.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ALPHABET INC TRS 0.0000% 05-15-2033                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       3993 | OU      | $62.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AMERICAN EXPRESS CO TRS 0.0000% 05-15-2033                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -715 | OU      | $10.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ISHARES TRST-ISHARES IBOXX TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -97392 | OU      | $48.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ISHARES TRST-ISHARES IBOXX TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -656424 | OU      | $-648.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | GOLDMAN SACHS GROUP INC/TH TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -17565 | OU      | $728.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AMER INTL GRP INC TRS 0.0000% 05-15-2033                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     174859 | OU      | $2007.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ABB LTD TRS 0.0000% 05-05-2028                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      27619 | OU      | $3172.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | REDCARE PHARMACY NV TRS 0.0000% 05-05-2028                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |     -11255 | OU      | $1237.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TOKYO ELECTRON LTD TRS 0.0000% 05-15-2033                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -3875690 | OU      | $771.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | HALLIBURTON CO CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -80025 | OU      | $-3506.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BILL HOLDINGS INC CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       7460 | OU      | $-1459.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ISHARES SEMICONDUCTOR ETF CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -16524 | OU      | $-444.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ISHARES SEMICONDUCTOR ETF CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -28337 | OU      | $-751.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | EDWARDS LIFESCIENCES CORP CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      60157 | OU      | $-2228.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | LUMENTUM HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      30687 | OU      | $3010.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NIBE INDUSTRIER AB-B SHS CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |    -156113 | OU      | $1107.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NIBE INDUSTRIER AB-B SHS CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |    -355256 | OU      | $2469.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | KERING CFD                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |     -41785 | OU      | $6767.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | VINCI SA CFD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |     -57439 | OU      | $142.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | INTERMEDIATE CAPITAL GROUP CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -966 | OU      | $177.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MCKESSON CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -50409 | OU      | $536.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DATADOG INC - CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -68589 | OU      | $-2924.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DANAHER CORP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      39264 | OU      | $-2708.89     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | APPLE INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     316902 | OU      | $10562.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DIVERSIFIED ENERGY CO PLC CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     -33194 | OU      | $-978.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | VANECK SEMICONDUCTOR ETF CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -500994 | OU      | $-4944.73     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DYNATRACE INC CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      22607 | OU      | $-362.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | WALT DISNEY CO/THE CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      30016 | OU      | $665.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | WALT DISNEY CO/THE CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     109568 | OU      | $2442.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | GIVAUDAN-REG CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |     -55908 | OU      | $2544.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | GRAINGER PLC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     -24051 | OU      | $-636.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOFI TECHNOLOGIES INC CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -26714 | OU      | $2808.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | RAYMOND JAMES FINANCIAL INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -243086 | OU      | $8062.73      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AMERICAN EXPRESS CO CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     252182 | OU      | $-6719.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VERIZON COMMUNICATIONS INC CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -18958 | OU      | $-2100.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ISHARES EXPANDED TECH-SOFTWA CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     592360 | OU      | $-52758.05    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | RS GROUP PLC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      13103 | OU      | $423.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | OTP BANK PLC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HU        |   13854250 | OU      | $3226.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PERMIAN RESOURCES CORP CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     441901 | OU      | $55854.79     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VANECK OIL SERVICES ETF CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -334427 | OU      | $-23717.58    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ANTERO RESOURCES CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       1367 | OU      | $197.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | OCCIDENTAL PETROLEUM CORP CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -142288 | OU      | $-7317.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | META PLATFORMS INC-CLASS A CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      10469 | OU      | $1711.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AMERICAN INTERNATIONAL GROUP CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      39335 | OU      | $1324.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | RENAISSANCERE HOLDINGS LTD CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |    -174010 | OU      | $-6278.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BARCLAYS PLC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      95959 | OU      | $730.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | RENK GROUP AG CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      30490 | OU      | $-3554.18     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | FORTINET INC TRS 0.0000% 05-20-2033                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -2264 | OU      | $-174.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | OMNICOM GROUP INC TRS 0.0000% 05-20-2033                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -4292 | OU      | $54.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BP PLC CFDBP PLC TRS 0.0000% 05-05-2028                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |     -41614 | OU      | $-3744.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SCREEN HOLDINGS CO LTD TRS  0.0000% 05-20-2033                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -2222700 | OU      | $-1378.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BRITISH AMERICAN TOBACCO P TRS 0.0000% 05-05-2028                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      32739 | OU      | $3715.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DATADOG INC TRS 0.0000% 05-20-2033                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -20826 | OU      | $-2192.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BRITISH AMERICAN TOBACCO P TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     282623 | OU      | $5234.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BRITISH AMERICAN TOBACCO P TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      14753 | OU      | $300.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BP PLC TRS 0.0000% 05-20-2033                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -4976 | OU      | $-407.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BAKER HUGHES CO TRS 0.0000% 05-20-2033                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -51619 | OU      | $-4813.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ENGCON AB CFD                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -38326 | OU      | $134.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | GRAINGER PLC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -1376 | OU      | $-144.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ROYAL CARIBBEAN CRUISES LTD CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LR        |    -156718 | OU      | $-27033.47    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SS&C TECHNOLOGIES HOLDINGS CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -29652 | OU      | $827.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CACTUS INC - A CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     204248 | OU      | $14261.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BANK OF MONTREAL CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |    -561374 | OU      | $5256.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | COMMONWEALTH BANK OF AUSTRAL CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |    -744322 | OU      | $15778.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | INVESCO QQQ TRUST SERIES 1 CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -2432 | OU      | $-55.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SPDR S&P BIOTECH ETF CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -15661 | OU      | $67.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MATADOR RESOURCES CO CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     172012 | OU      | $9129.12      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SCHWAB (CHARLES) CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     340103 | OU      | $3248.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | HENNES & MAURITZ AB-B SHS CFD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |    -429045 | OU      | $1115.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SPDR S&P 500 ETF TRUST CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -176516 | OU      | $-1320.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BANK OF IRELAND GROUP PLC CFD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |       9114 | OU      | $141.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | IMPERIAL BRANDS PLC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       5728 | OU      | $19.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ROBLOX CORP -CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -2836 | OU      | $534.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ENI SPA CFD                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |    -150283 | OU      | $-9047.93     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | INTEL CORP CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      22580 | OU      | $-971.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | FERRARI NV CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       -860 | OU      | $21.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | FERRARI NV CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -1838 | OU      | $184.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | GRENKE AG CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -29478 | OU      | $2882.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SK HYNIX INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |      13066 | OU      | $3115.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ABN AMRO BANK NV-CVA CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      36359 | OU      | $971.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | INTEL CORP CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -19958 | OU      | $858.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HYATT HOTELS CORP - CL A CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -3053 | OU      | $81.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AXA SA CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -89590 | OU      | $2201.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | EATON CORP PLC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |     -13430 | OU      | $-626.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | EATON CORP PLC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |     -18230 | OU      | $-746.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BNP PARIBAS CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     270866 | OU      | $9712.62      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | QUANTA SERVICES INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -2317 | OU      | $-55.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | COMFORT SYSTEMS USA INC CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -1135 | OU      | $-7.35        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PROSUS NV CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -1030 | OU      | $131.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SERVICENOW INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       7099 | OU      | $-663.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | 3I GROUP PLC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -3185 | OU      | $-139.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | GALDERMA GROUP AG CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       -800 | OU      | $104.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BANCA MONTE DEI PASCHI SIENA CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      91204 | OU      | $-3414.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BANCO BPM SPA CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |    -136373 | OU      | $2294.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ASM INTERNATIONAL NV CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |       -577 | OU      | $-151.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ALIBABA GROUP HOLDING LTD CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -33908 | OU      | $-102.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ARGENX SE CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       -697 | OU      | $-11.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | DISCO CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -102200 | OU      | $-208.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SKANDINAVISKA ENSKILDA BAN-A CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    3089105 | OU      | $-10791.97    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SVENSKA HANDELSBANKEN-A SHS CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -306269 | OU      | $-379.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NASPERS LTD-N SHS CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ZA        |     -72233 | OU      | $499.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BOSTON SCIENTIFIC CORP CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -39285 | OU      | $-746.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | XERO LTD CFD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NZ        |      -2266 | OU      | $206.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ACM RESEARCH INC-CLASS A CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -21557 | OU      | $-2447.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MONSTER BEVERAGE CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     225627 | OU      | $8253.60      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MONSTER BEVERAGE CORP CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      36010 | OU      | $-313.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ITALGAS SPA CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |     103756 | OU      | $661.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ROKO AB CFD                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -405720 | OU      | $426.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | INTUITIVE SURGICAL INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      28150 | OU      | $-1930.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | VIPER ENERGY INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     355137 | OU      | $47770.32     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SULZER AG-REG CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       4345 | OU      | $-259.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BECHTLE AG CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |     -40877 | OU      | $-1574.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BEIJER REF AB CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -99947 | OU      | $1432.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | IPSOS CFD                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      11525 | OU      | $575.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ALZCHEM GROUP AG CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      40642 | OU      | $-3341.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ELIS SA CFD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       4238 | OU      | $49.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | FLUIDRA SA CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |      21459 | OU      | $280.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | FUCHS SE-PREF CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      27643 | OU      | $-1708.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | DIASORIN SPA CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |       8566 | OU      | $349.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CHALLENGER LTD CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     348291 | OU      | $2709.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TECNICAS REUNIDAS SA CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      94886 | OU      | $6502.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BEIERSDORF AG CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      19425 | OU      | $1609.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PEARSON PLC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -16871 | OU      | $430.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | WESCO INTERNATIONAL INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       7098 | OU      | $138.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | JERONIMO MARTINS CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PT        |       5145 | OU      | $-192.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BROADCOM INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -123228 | OU      | $315.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NXP SEMICONDUCTORS NV CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |        231 | OU      | $-4.56        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | VERBUND AG CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AT        |      -3339 | OU      | $62.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | EDP RENOVAVEIS SA CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -4879 | OU      | $-57.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | VERBUND AG CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AT        |      -4938 | OU      | $46.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | WIENERBERGER AG CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |      -4231 | OU      | $-205.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AXON ENTERPRISE INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      41417 | OU      | $-9984.65     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BUZZI SPA CFD                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |      16104 | OU      | $-1332.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SPIE SA CFD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      22573 | OU      | $-2104.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TOCHIGI BANK LTD/THE CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   17719290 | OU      | $-3882.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | REGIONS FINANCIAL CORP CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -329930 | OU      | $-10388.67    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | EXCELERATE ENERGY INC-A CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     185025 | OU      | $25217.92     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | RESONA HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |  -10871393 | OU      | $-11195.33    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KEIYO BANK LTD/THE CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   10265772 | OU      | $1268.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BANK OF NAGOYA LTD/THE CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    9057600 | OU      | $1295.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SULZER AG-REG CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      22770 | OU      | $2727.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PKO BANK POLSKI SA CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PL        |    -351826 | OU      | $-5886.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | COHERENT CORP CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      68098 | OU      | $6589.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | COHERENT CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     134625 | OU      | $11143.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ROKO AB CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -31496 | OU      | $314.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | HERMES INTERNATIONAL CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |     -46486 | OU      | $2354.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PALO ALTO NETWORKS INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -368 | OU      | $14.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AVANZA BANK HOLDING AB CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -165155 | OU      | $-908.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | RESONA HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -3468414 | OU      | $-249.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ROLLS-ROYCE HOLDINGS PLC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     313489 | OU      | $-20705.59    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ROLLS-ROYCE HOLDINGS PLC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      33824 | OU      | $-2111.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | GE VERNOVA INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      50841 | OU      | $3636.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SNOWFLAKE INC-CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       1122 | OU      | $-158.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | GE VERNOVA INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      28723 | OU      | $1057.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CELESTICA INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -64901 | OU      | $6735.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | OKTA INC CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      16795 | OU      | $-997.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CVC CAPITAL PARTNERS PLC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |     -17949 | OU      | $136.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PEARSON PLC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -7197 | OU      | $755.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CEMENTIR HOLDING NV CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      51744 | OU      | $-1884.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CIA SANEAMENTO BASICO DE SP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |      19623 | OU      | $3250.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ROKO AB CFD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -15030 | OU      | $76.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CVC CAPITAL PARTNERS PLC CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JE        |      -4063 | OU      | $-146.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | RYANAIR HOLDINGS PLC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      30176 | OU      | $-330.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ADDTECH AB-B SHARES CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -33306 | OU      | $313.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TRELLEBORG AB-B SHS CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       1160 | OU      | $-9.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOFINA CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |     -16460 | OU      | $258.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PIRAEUS FINANCIAL HOLDINGS S CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GR        |     -58134 | OU      | $-4503.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | REPSOL SA CFD                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |     -27525 | OU      | $787.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | GECINA SA CFD                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -2079 | OU      | $74.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ERSTE GROUP BANK AG CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AT        |       3990 | OU      | $194.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | KBC GROUP NV CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BE        |       1367 | OU      | $67.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LUMENTUM HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -43843 | OU      | $-5137.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | STARBUCKS CORP CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -33999 | OU      | $620.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AVANZA BANK HOLDING AB CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -281191 | OU      | $-582.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AVANZA BANK HOLDING AB CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -481455 | OU      | $-857.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HOCHTIEF AG CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |     -14465 | OU      | $-77.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PNC FINANCIAL SERVICES GROUP CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -255116 | OU      | $-3688.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | REGIONS FINANCIAL CORP CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -312685 | OU      | $-6486.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ALLSTATE CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -25607 | OU      | $-461.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SAVILLS PLC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      16493 | OU      | $1655.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ROBLOX CORP -CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -8719 | OU      | $1945.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | RYANAIR HOLDINGS PLC CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |      20290 | OU      | $-1028.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | IPSOS CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       2356 | OU      | $131.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ALBEMARLE CORP CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -14537 | OU      | $545.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | HEALTH CARE SELECT SECTOR CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -121016 | OU      | $1711.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MURPHY OIL CORP CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -32376 | OU      | $330.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | E.ON SE CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      12611 | OU      | $396.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TARGA RESOURCES CORP CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     219752 | OU      | $18208.81     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PORTLAND GENERAL ELECTRIC CO CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -68190 | OU      | $-904.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | OTTER TAIL CORP CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -20449 | OU      | $-414.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CIENA CORP CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -24714 | OU      | $-1726.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CIENA CORP CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -17608 | OU      | $-773.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AVISTA CORP CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -35133 | OU      | $-1078.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | AIRBNB INC-CLASS A CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      16576 | OU      | $-793.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SVENSKA HANDELSBANKEN-A SHS CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |   -2249655 | OU      | $580.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | FUJIKURA LTD CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    8440000 | OU      | $9337.19      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ELIS SA CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       3394 | OU      | $36.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ISUPETASYS CO LTD CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |      57698 | OU      | $-1505.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PLAINS GP HOLDINGS LP-CL A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -135048 | OU      | $-4973.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PATTERSON-UTI ENERGY INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -165855 | OU      | $-9797.34     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CORPAY INC CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -2137 | OU      | $-65.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MURPHY OIL CORP CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -109191 | OU      | $11638.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | YUM! BRANDS INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     222967 | OU      | $-5266.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CACTUS INC - A CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      53102 | OU      | $3353.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SS&C TECHNOLOGIES HOLDINGS CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -3437 | OU      | $79.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SS&C TECHNOLOGIES HOLDINGS CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -6712 | OU      | $324.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MAGNOLIA OIL & GAS CORP - A CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -99796 | OU      | $-12601.16    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | INFINITY NATURAL RESOUR-CL A CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -5832 | OU      | $-869.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SHIFT4 PAYMENTS INC-CLASS A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -3691 | OU      | $384.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NETFLIX INC CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -16514 | OU      | $400.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | FREEPORT-MCMORAN INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       7576 | OU      | $12.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ACCOR SA CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |     -44281 | OU      | $-56.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | OTTER TAIL CORP CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -9182 | OU      | $-90.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ALLIANT ENERGY CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -22532 | OU      | $386.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | GLOBALFOUNDRIES INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -10351 | OU      | $-72.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PATTERSON-UTI ENERGY INC CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -23351 | OU      | $-1076.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PROCTER & GAMBLE CO/THE CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -45558 | OU      | $-2249.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BURLINGTON STORES INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -28084 | OU      | $273.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LG ENERGY SOLUTION CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |      -1867 | OU      | $-64.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AIRTAC INTERNATIONAL GROUP CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      30235 | OU      | $3651.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SK HYNIX INC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |      18315 | OU      | $5333.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | GENERALI CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |     221550 | OU      | $-2087.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BELIMO HOLDING AG-REG CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |     -31260 | OU      | $68.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NORDNET AB PUBL CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -205924 | OU      | $-1186.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BARCLAYS PLC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -75594 | OU      | $-1091.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KOMERCNI BANKA AS CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CZ        |   -1186575 | OU      | $-1355.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AYVENS SA CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      20043 | OU      | $748.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NETFLIX INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -160471 | OU      | $336.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PAREX RESOURCES INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -15528 | OU      | $-616.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SHIZUOKA FINANCIAL GROUP INC CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |  -25712763 | OU      | $6689.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PAREX RESOURCES INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |     -35600 | OU      | $-1455.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SARTORIUS AG-VORZUG CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |     -52702 | OU      | $4803.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | STRUCTURE THERAPEUTICS INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      47356 | OU      | $1910.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SONY GROUP CORP - SP ADR CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |       -592 | OU      | $39.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SUMITOMO MITSUI-SPONS ADR CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -28516 | OU      | $493.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CREDITO EMILIANO SPA CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |     -48073 | OU      | $696.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | STELLANTIS NV CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |     -40940 | OU      | $6666.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SYDBANK A/S CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |    -346122 | OU      | $181.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CASTELLUM AB CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     639804 | OU      | $-555.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ATLAS COPCO AB-A SHS CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |    -357261 | OU      | $223.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | INTERACTIVE BROKERS GRO-CL A CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      52611 | OU      | $-419.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MAPFRE SA CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |     -41064 | OU      | $4479.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ASSURANT INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      56326 | OU      | $1301.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CELSIUS HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      79842 | OU      | $-2276.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ALLIANZ SE-REG CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |    -175802 | OU      | $-558.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ASE TECHNOLOGY HOLDING CO LT CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |       4677 | OU      | $559.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ASE TECHNOLOGY HOLDING CO LT CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |      18465 | OU      | $-3.58        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NASDAQ INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      52277 | OU      | $-1990.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | GLOBALFOUNDRIES INC CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |       -743 | OU      | $-101.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CVC CAPITAL PARTNERS PLC CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JE        |      -5043 | OU      | $-44.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CAPITAL ONE FINANCIAL CORP CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -1754 | OU      | $221.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | 3I GROUP PLC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -16903 | OU      | $-1102.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PERMIAN RESOURCES CORP CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     254370 | OU      | $32954.05     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | HELMERICH & PAYNE CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -23589 | OU      | $-1176.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | FAIR ISAAC CORP CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -11956 | OU      | $250.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | KINETIK HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      42671 | OU      | $5234.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SACYR SA CFD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |      36931 | OU      | $-313.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ADVANTEST CORP CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      44980 | OU      | $42.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ALLSTATE CORP CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -200131 | OU      | $-5624.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CHROMA ATE INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      56643 | OU      | $839.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SUMCO CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -1386088 | OU      | $267.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AXIS CAPITAL HOLDINGS LTD CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |     211473 | OU      | $3967.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SUMCO CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -405215 | OU      | $-230.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | TOKYO SEIMITSU CO LTD CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |   -2410815 | OU      | $-3240.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | TOKYO SEIMITSU CO LTD CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -451773 | OU      | $-592.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NIKON CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -382106 | OU      | $-261.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BANK OF NOVA SCOTIA CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     626363 | OU      | $-1720.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NIKON CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -334488 | OU      | $-115.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ELEVANCE HEALTH INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -2202 | OU      | $127.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CARNIVAL CORP CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PA        |      -2298 | OU      | $-164.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SYNCHRONY FINANCIAL CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -989 | OU      | $44.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | F5 INC CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -1818 | OU      | $-111.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ADVANCED ENERGY INDUSTRIES CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -23589 | OU      | $-414.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HUBSPOT INC CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -1219 | OU      | $99.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MERCK & CO. INC. CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -3612 | OU      | $-27.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | COLGATE-PALMOLIVE CO CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -2051 | OU      | $-116.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AUTOZONE INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -3574 | OU      | $-130.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ZEBRA TECHNOLOGIES CORP-CL A CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -1910 | OU      | $29.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AXCELIS TECHNOLOGIES INC CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -19836 | OU      | $20.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | GUIDEWIRE SOFTWARE INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -1554 | OU      | $146.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | COCA-COLA CO/THE CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -2655 | OU      | $-113.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CENCORA INC CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -17884 | OU      | $-436.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | FREEPORT-MCMORAN INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -4926 | OU      | $-13.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | EQUITABLE HOLDINGS INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -1963 | OU      | $-31.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CONOCOPHILLIPS CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -3152 | OU      | $-287.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VEECO INSTRUMENTS INC CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -5199 | OU      | $14.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PARKER HANNIFIN CORP CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -3718 | OU      | $-25.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MADISON SQUARE GARDEN ENTERT CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -3167 | OU      | $-173.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CHEWY INC - CLASS A CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      73787 | OU      | $-8638.68     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | KOJAMO OYJ CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |      -1274 | OU      | $51.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | RENK GROUP AG CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       9234 | OU      | $-1066.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | LG ENERGY SOLUTION CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |      -9267 | OU      | $-112.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | HON HAI PRECISION INDUSTRY CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |     -20512 | OU      | $1297.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | INCYTE CORP CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -15699 | OU      | $588.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | JULIUS BAER GROUP LTD CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |     -53706 | OU      | $1902.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | DAIWA SECURITIES GROUP INC CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |   -6686400 | OU      | $-3584.18     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | JAPAN EXCHANGE GROUP INC CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |   -1724500 | OU      | $207.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SUMITOMO MITSUI TRUST GROUP CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |   -2565436 | OU      | $-920.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | AOZORA BANK LTD CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |   -3283724 | OU      | $159.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MIZRAHI TEFAHOT BANK LTD CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |     -36316 | OU      | $-69.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CREDITO EMILIANO SPA CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -8521 | OU      | $-84.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CASTELLUM AB CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     169167 | OU      | $860.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SHIGA BANK LTD/THE CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    1104000 | OU      | $539.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | RAYMOND JAMES FINANCIAL INC CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -151337 | OU      | $1896.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | KEIYO BANK LTD/THE CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    3709200 | OU      | $2492.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NASDAQ INC CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     206120 | OU      | $-1100.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BANK OF NOVA SCOTIA CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      43285 | OU      | $135.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | FIRSTENERGY CORP CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -61575 | OU      | $-203.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PLAINS ALL AMER PIPELINE LP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -13583 | OU      | $-442.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | W&T OFFSHORE INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -5247 | OU      | $-907.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | KINETIK HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     119676 | OU      | $6899.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ONE GAS INC CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      40862 | OU      | $509.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DOMINION ENERGY INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      57180 | OU      | $-861.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CIA SANEAMENTO BASICO DE SP CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BR        |        453 | OU      | $59.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NISOURCE INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      31951 | OU      | $557.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ATMOS ENERGY CORP CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      28560 | OU      | $-282.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | IDACORP INC CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      24751 | OU      | $-52.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | HILL & SMITH PLC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      10360 | OU      | $-781.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | GEELY AUTOMOBILE HOLDINGS LT CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -14775 | OU      | $128.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | POP MART INTERNATIONAL GROUP CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -55891 | OU      | $-1862.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | POP MART INTERNATIONAL GROUP CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |    -136224 | OU      | $-3303.21     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ANHEUSER-BUSCH INBEV SA/NV CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BE        |      -1457 | OU      | $-199.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DEUTSCHE BANK AG-REGISTERED CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -2236 | OU      | $-66.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LEONARDO SPA CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      -2147 | OU      | $74.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ROLLS-ROYCE HOLDINGS PLC CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -910 | OU      | $64.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | INFORMA PLC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -1946 | OU      | $7.87         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NEXT PLC CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -2602 | OU      | $105.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DISCO CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -118200 | OU      | $-105.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SINGAPORE TECH ENGINEERING CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SG        |      -3783 | OU      | $-86.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LONDON STOCK EXCHANGE GROUP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -1545 | OU      | $221.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | SCOUT24 SE CFD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |       -260 | OU      | $8.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KUAISHOU TECHNOLOGY CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -54730 | OU      | $40.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ADVANTEST CORP CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -44980 | OU      | $-42.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | UNICREDIT SPA CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      -2460 | OU      | $-40.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | IMPERIAL BRANDS PLC CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -1981 | OU      | $-21.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | HONG KONG EXCHANGES & CLEAR CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |     -15790 | OU      | $37.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | UCB SA CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |      -3114 | OU      | $3291.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SINGAPORE TELECOMMUNICATIONS CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SG        |      -3870 | OU      | $-77.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CHOW TAI FOOK JEWELLERY GROU CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |    -139924 | OU      | $-1257.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | COMPASS GROUP PLC CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -2073 | OU      | $83.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ARISTA NETWORKS INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -2763 | OU      | $-71.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AMER SPORTS INC CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      28316 | OU      | $-1283.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | IONOS GROUP SE CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       2866 | OU      | $-6.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ARISTA NETWORKS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -22800 | OU      | $-2004.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DEUTSCHE BANK AG-REGISTERED CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -97937 | OU      | $-674.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ALIBABA GROUP HOLDING LTD CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |     -94702 | OU      | $-666.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | FIRSTRAND LTD CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ZA        |    -102581 | OU      | $-126.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ADDIKO BANK AG CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AT        |      13564 | OU      | $-8.71        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SKYWORKS SOLUTIONS INC CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -10621 | OU      | $1532.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MAXLINEAR INC CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -11096 | OU      | $477.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SEMTECH CORP CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -15983 | OU      | $-1163.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ALNYLAM PHARMACEUTICALS INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      18322 | OU      | $-1081.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | UNITED THERAPEUTICS CORP CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      22656 | OU      | $-120.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ASSA ABLOY AB-B CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     642673 | OU      | $1205.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CAMURUS AB CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     124347 | OU      | $-392.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AMERICAN FINANCIAL GROUP INC CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      85735 | OU      | $-1059.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SAN-IN GODO BANK LTD/THE CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |  -16461695 | OU      | $2164.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | HAMILTON INSURANCE GROU-CL B CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      59438 | OU      | $3110.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | RIO TINTO PLC-SPON ADR CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -76506 | OU      | $-4146.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NGEX MINERALS LTD CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      56462 | OU      | $-250.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ENERGY TRANSFER LP CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -29129 | OU      | $-3601.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SHIONOGI & CO LTD CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    4532616 | OU      | $2605.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VERISK ANALYTICS INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -122354 | OU      | $576.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BROADCOM INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -5488 | OU      | $187.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SACYR SA CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       6728 | OU      | $-13.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | IA FINANCIAL CORP INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     272486 | OU      | $-16139.88    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DELEK US HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -5549 | OU      | $-588.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SUMCO CORP CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -3837344 | OU      | $181.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VEOLIA ENVIRONNEMENT CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |     -56542 | OU      | $-6152.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | WHITBREAD PLC CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |     -11550 | OU      | $-1423.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | VAR ENERGI ASA CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NO        |     687275 | OU      | $5220.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BEIERSDORF AG CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       1570 | OU      | $42.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | WHITBREAD PLC CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     -34117 | OU      | $382.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ZABKA GROUP SA CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | LU        |      -6256 | OU      | $107.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ALZCHEM GROUP AG CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        614 | OU      | $3.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | AMRIZE LTD CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      50107 | OU      | $-5828.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | T-MOBILE US INC CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      39301 | OU      | $2901.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CHESAPEAKE UTILITIES CORP CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      51241 | OU      | $1131.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NORTHERN TRUST CORP CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     362966 | OU      | $-10908.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SPDR S&P REGIONAL BANKING CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     849708 | OU      | $14821.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AMRIZE LTD CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       5716 | OU      | $-267.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TPG INC CFD                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      47758 | OU      | $-2986.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | VERMILION ENERGY INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |    -314990 | OU      | $-25496.95    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LARGAN PRECISION CO LTD CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |     -21789 | OU      | $-69.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CARREFOUR SA CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |     -29291 | OU      | $-358.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PROCORE TECHNOLOGIES INC CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        656 | OU      | $-147.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BAE SYSTEMS PLC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     311865 | OU      | $-13128.01    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | COMMONWEALTH BANK OF AUSTRAL CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |    -245417 | OU      | $1324.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AENA SME SA CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |     -28989 | OU      | $-1225.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | EVERCORE INC - A CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      20688 | OU      | $-1611.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TAIWAN SEMICONDUCTOR MANUFAC CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |      26685 | OU      | $-10.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AIRTAC INTERNATIONAL GROUP CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      23118 | OU      | $3024.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BROADCOM INC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      27287 | OU      | $-452.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MICROSOFT CORP CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       5201 | OU      | $-468.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | VITA COCO CO INC/THE CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      38478 | OU      | $467.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VITA COCO CO INC/THE CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      82405 | OU      | $-886.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ROLLS-ROYCE HOLDINGS PLC CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      22251 | OU      | $-1571.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ORACLE CORP CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      24649 | OU      | $-2101.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | HACHIJUNI BANK LTD/THE CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   20299240 | OU      | $2552.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TOKYO KIRABOSHI FINANCIAL GR CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   10543830 | OU      | $2131.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VITEC SOFTWARE GROUP AB-B SH CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -243038 | OU      | $2352.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BILFINGER SE CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      69890 | OU      | $2995.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ALFA LAVAL AB CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     382792 | OU      | $4074.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TENCENT HOLDINGS LTD CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |     252420 | OU      | $122.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MEDIATEK INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      69243 | OU      | $13029.13     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ASE TECHNOLOGY HOLDING CO LT CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      53010 | OU      | $-500.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CONCORDIA FINANCIAL GROUP LT CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |  -24658095 | OU      | $1762.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SYNOPSYS INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     210520 | OU      | $-18892.26    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | GENUS PLC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      45157 | OU      | $12325.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MUNTERS GROUP AB CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |    -342502 | OU      | $-618.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | VERISK ANALYTICS INC CFD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       -674 | OU      | $22.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | WESCO INTERNATIONAL INC CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      33968 | OU      | $1632.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SYNOPSYS INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     237325 | OU      | $-20116.02    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CCC SA CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PL        |    -102501 | OU      | $4027.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | VOSSLOH AG CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      27297 | OU      | $623.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ESSILORLUXOTTICA CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -56286 | OU      | $1174.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ANGLO AMERICAN PLC CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       5578 | OU      | $322.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TPG INC CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     271977 | OU      | $-20372.12    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SIBANYE STILLWATER LTD CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ZA        |     739507 | OU      | $-703.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | UNIQA INSURANCE GROUP AG CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |      19624 | OU      | $277.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NOBLE CORP PLC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -55176 | OU      | $-4416.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TRYG A/S CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |   -1160106 | OU      | $9909.41      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DNOW INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     199900 | OU      | $11849.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LIFCO AB-B SHS CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -175842 | OU      | $1568.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NOBLE CORP PLC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     -66911 | OU      | $-5575.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ENERGY TRANSFER LP CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -73510 | OU      | $-4257.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | GRAB HOLDINGS LTD - CL A CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      -1894 | OU      | $88.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Q2 HOLDINGS INC CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -2046 | OU      | $269.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TAPESTRY INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -2842 | OU      | $49.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VISTRA CORP CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -1882 | OU      | $-18.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CARVANA CO CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -2580 | OU      | $173.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | WESTERN DIGITAL CORP CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -22546 | OU      | $-7482.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | DENALI THERAPEUTICS INC CFD                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -17173 | OU      | $-6131.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | GLOBANT SA CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | LU        |      -1534 | OU      | $-4.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | AMPLITUDE INC-CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -2077 | OU      | $343.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | AVEPOINT INC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -1948 | OU      | $273.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | EMCOR GROUP INC CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -2614 | OU      | $-268.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | COMMVAULT SYSTEMS INC CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -1633 | OU      | $518.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ARCBEST CORP CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -2615 | OU      | $-272.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | DELTA AIR LINES INC CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -3016 | OU      | $249.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | LIFCO AB-B SHS CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -261845 | OU      | $1096.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DOORDASH INC - A CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      38660 | OU      | $-1010.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ANHEUSER-BUSCH INBEV SA/NV CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |       -117 | OU      | $-4.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | INFORMA PLC CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        -36 | OU      | $1.66         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SIEMENS ENERGY AG CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -2521 | OU      | $-270.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | IMPERIAL BRANDS PLC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -182 | OU      | $-3.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DIAGEO PLC CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     -13468 | OU      | $-597.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TRYG A/S CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     -96338 | OU      | $759.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PHOENIX FINANCIAL LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |     204034 | OU      | $2560.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MASTERCARD INC - A CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      22174 | OU      | $-1161.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CME GROUP INC CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -340650 | OU      | $-11135.55    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TRUIST FINANCIAL CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     156507 | OU      | $2020.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ATLAS COPCO AB-A SHS CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    1730266 | OU      | $-5071.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CONSTELLATION ENERGY CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -12431 | OU      | $642.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CONSTELLATION ENERGY CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -32199 | OU      | $1604.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CIA SANEAMENTO BASICO DE SP CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BR        |      14545 | OU      | $1639.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | AMERICAN ELECTRIC POWER CFD                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       7072 | OU      | $353.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | INTERMEDIATE CAPITAL GROUP CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     372819 | OU      | $-52639.37    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | JAMES HARDIE IND PLC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |     103440 | OU      | $-4353.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | RANGE RESOURCES CORP CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -41283 | OU      | $-3191.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TOURMALINE OIL CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |    -443250 | OU      | $-29575.75    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CHEVRON CORP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     140073 | OU      | $9053.82      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | INFINITY NATURAL RESOUR-CL A CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -6096 | OU      | $-843.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ALPHABET INC-CL C CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      99547 | OU      | $5058.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | STIFEL FINANCIAL CORP CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     146293 | OU      | $-4127.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | META PLATFORMS INC-CLASS A CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -53767 | OU      | $-10001.82    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | THEON INTERNATIONAL PLC CFD                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CY        |     -16806 | OU      | $-2155.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MOELIS & CO - CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -101368 | OU      | $4254.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | COMSTOCK RESOURCES INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -66824 | OU      | $-11217.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | COMSTOCK RESOURCES INC CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -15905 | OU      | $-1261.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ALLY FINANCIAL INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     336623 | OU      | $-7727.14     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ALLY FINANCIAL INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      49761 | OU      | $-1561.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | RANGE RESOURCES CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -47947 | OU      | $-6064.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BONESUPPORT HOLDING AB CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -47848 | OU      | $405.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CAPITAL ONE FINANCIAL CORP CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -12796 | OU      | $974.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | COHERENT CORP CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       3354 | OU      | $464.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CHEVRON CORP CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      51288 | OU      | $2666.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | OGE ENERGY CORP CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -41753 | OU      | $38.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NORTHWEST NATURAL HOLDING CO CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -34711 | OU      | $302.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | META PLATFORMS INC-CLASS A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -208551 | OU      | $-26460.57    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | GODADDY INC - CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -1449 | OU      | $41.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TRANSOCEAN LTD CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |     -10582 | OU      | $-1648.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CONSOLIDATED EDISON INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      36724 | OU      | $1449.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SEADRILL LIMITED CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |      29425 | OU      | $2898.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ADVANCED MICRO DEVICES CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     129810 | OU      | $-6947.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PNC FINANCIAL SERVICES GROUP CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    -155108 | OU      | $-1648.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | WELLS FARGO & CO CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      51299 | OU      | $1456.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | P G & E CORP CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       8372 | OU      | $93.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CVR ENERGY INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -5393 | OU      | $25.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | EQUINOR ASA-SPON ADR CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NO        |    -101943 | OU      | $-8490.64     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | FERRARI NV CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |     -26238 | OU      | $1583.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | STANDARD CHARTERED PLC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     123399 | OU      | $1859.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | STANDARD CHARTERED PLC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     151389 | OU      | $1791.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TRANE TECHNOLOGIES PLC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |     -14335 | OU      | $-1226.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TRANE TECHNOLOGIES PLC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |     -29045 | OU      | $-2498.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NEXT PLC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       2373 | OU      | $-155.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BANK OF AMERICA CORP CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -245860 | OU      | $-5190.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NITERRA CO LTD CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    4652226 | OU      | $-778.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | KLA CORP CFD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -20287 | OU      | $-1132.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TIDEWATER INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       1342 | OU      | $94.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BANK OF AMERICA CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -58007 | OU      | $-672.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NORTHWEST NATURAL HOLDING CO CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -13832 | OU      | $50.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | KYNDRYL HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -14974 | OU      | $828.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | KYNDRYL HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -2602 | OU      | $324.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NORDIC SEMICONDUCTOR ASA CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NO        |    -362175 | OU      | $608.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ONEOK INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -74449 | OU      | $-5216.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ROTORK PLC CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      38684 | OU      | $4112.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | LIFCO AB-B SHS CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -28258 | OU      | $281.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | IMI PLC CFD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       1312 | OU      | $174.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | RINGKJOEBING LANDBOBANK A/S CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |    -434775 | OU      | $-394.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | S&P GLOBAL INC CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      18652 | OU      | $-178.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BANK OF AMERICA CORP CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -15133 | OU      | $981.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | LIBERTY ENERGY INC CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -40287 | OU      | $-4871.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TWILIO INC - A CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      78057 | OU      | $482.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SHARKNINJA INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      16698 | OU      | $-622.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | OESTERREICHISCHE POST AG CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |     -18310 | OU      | $-410.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NICHICON CORP CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    1120470 | OU      | $-5.44        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MNTN INC-A CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      29421 | OU      | $-2962.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | WEATHERFORD INTERNATIONAL PL CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |     -14570 | OU      | $-388.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DOORDASH INC - A CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -138619 | OU      | $-318.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | UNITY SOFTWARE INC CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      11299 | OU      | $-3383.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MOELIS & CO - CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -254009 | OU      | $19863.36     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | WESTLAKE CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      81148 | OU      | $-8252.62     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NATIONAL BANK OF GREECE CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GR        |      24003 | OU      | $205.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KYNDRYL HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -5510 | OU      | $703.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SALESFORCE INC CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -17682 | OU      | $3033.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | STERLING INFRASTRUCTURE INC CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -10488 | OU      | $-249.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AUTOSTORE HOLDINGS LTD CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      -8444 | OU      | $40.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | WAYFAIR INC- CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       2374 | OU      | $-96.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | OKLO INC CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -16663 | OU      | $1375.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CELESTICA INC CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |     -52381 | OU      | $3769.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | INTUIT INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -18301 | OU      | $1836.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PALANTIR TECHNOLOGIES INC-A CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      27470 | OU      | $-3576.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | STERLING INFRASTRUCTURE INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -5717 | OU      | $-367.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PURECYCLE TECHNOLOGIES INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -13004 | OU      | $1809.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AVISTA CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -19885 | OU      | $-595.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NUSCALE POWER CORP CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -7287 | OU      | $329.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | GE VERNOVA INC CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -1362 | OU      | $-91.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ADVANCED MICRO DEVICES CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      36444 | OU      | $-934.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DEVON ENERGY CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     121655 | OU      | $11360.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KINGSPAN GROUP PLC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |     -26372 | OU      | $-413.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NATIONAL BANK OF GREECE CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GR        |      15593 | OU      | $-203.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NATIONAL BANK OF GREECE CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GR        |     238303 | OU      | $-2432.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ADVANCED MICRO DEVICES CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      24659 | OU      | $197.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | GRIFOLS SA CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |     -31708 | OU      | $1672.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ALLY FINANCIAL INC CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     238358 | OU      | $-786.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | EUROFINS SCIENTIFIC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |     -10036 | OU      | $428.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | FERRARI NV CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |     -52710 | OU      | $7968.06      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | FERRARI NV CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |     -35031 | OU      | $5293.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | AUTOSTORE HOLDINGS LTD CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BM        |    -294776 | OU      | $1425.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | WESTLAKE CORP CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      99192 | OU      | $-5674.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | EMIRATES NBD PJSC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AE        |     260968 | OU      | $9135.81      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | COMMERCIAL BANK PSQC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | QA        |     -22983 | OU      | $-1697.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LUXSHARE PRECISION INDUSTR-A CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      14774 | OU      | $-1451.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LENS TECHNOLOGY CO LTD-A CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      22778 | OU      | $-1201.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | LUXSHARE PRECISION INDUSTR-A CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CN        |       9261 | OU      | $-932.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BASIC-FIT NV CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |      -1028 | OU      | $-114.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BALOISE HOLDING AG - REG CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      16236 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BALOISE HOLDING AG - REG CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |     -16236 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | JERONIMO MARTINS CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | PT        |       7847 | OU      | $-372.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NATIONAL BANK OF GREECE CFD                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GR        |       5594 | OU      | $570.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BROADRIDGE FINANCIAL SOLUTIO CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -8248 | OU      | $363.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MGE ENERGY INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -6746 | OU      | $-43.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | LENS TECHNOLOGY CO LTD-A CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CN        |       9050 | OU      | $-480.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | COMMERCIAL BANK PSQC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | QA        |     -16448 | OU      | $-653.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NISOURCE INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      14192 | OU      | $291.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOUTH BOW CORP CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |     -62161 | OU      | $-1826.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DNOW INC CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      70291 | OU      | $3851.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | EQUINOR ASA-SPON ADR CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     -15166 | OU      | $-1320.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | LENS TECHNOLOGY CO LTD-A CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        481 | OU      | $67.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | WESTLAKE CORP CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       5174 | OU      | $299.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | WOODSIDE ENERGY GROUP LTD CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AU        |     -21996 | OU      | $-1204.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CORNING INC CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      28478 | OU      | $-1632.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ENPHASE ENERGY INC CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      43169 | OU      | $-2749.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ROTORK PLC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      11919 | OU      | $476.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | YAMAICHI ELECTRONICS CO LTD CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    3892560 | OU      | $11.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BPER BANCA SPA CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      48049 | OU      | $-1329.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ABB LTD-REG CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      24140 | OU      | $2496.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CME GROUP INC CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -21730 | OU      | $-1106.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HEMNET GROUP AB CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -399003 | OU      | $1752.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | COMMERZBANK AG CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -95289 | OU      | $1248.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CARNIVAL CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PA        |     179107 | OU      | $4374.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KINSUS INTERCONNECT TECH CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      -7983 | OU      | $-3562.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | RAKUTEN BANK LTD CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -6562248 | OU      | $-1665.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KYUSHU FINANCIAL GROUP INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   18520276 | OU      | $-185.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ATLAS COPCO AB-A SHS CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |    3896162 | OU      | $21785.81     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BANCO DE SABADELL SA CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |    -130274 | OU      | $-2893.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ALIBABA GROUP HOLDING-SP ADR CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      44820 | OU      | $1978.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | THOMSON REUTERS CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |    -106489 | OU      | $12121.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CONTEMPORARY AMPEREX TECHN-A CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CN        |      27797 | OU      | $68.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | EVERSOURCE ENERGY CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       5734 | OU      | $-134.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NOV INC CFD                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -17711 | OU      | $-712.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | EOG RESOURCES INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -74750 | OU      | $-2844.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | EOG RESOURCES INC CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -9134 | OU      | $-509.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SAMSUNG ELECTRO-MECHANICS CO CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |      60270 | OU      | $399.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NEXGEN ENERGY LTD CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      53507 | OU      | $2492.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | FORAN MINING CORPORATION CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      22355 | OU      | $1653.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | EVERSOURCE ENERGY CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      16656 | OU      | $-133.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BHP GROUP LTD-SPON ADR CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AU        |    -120075 | OU      | $-7625.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KRATOS DEFENSE & SECURITY CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      19805 | OU      | $-3426.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CKD CORP CFD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -199012 | OU      | $-317.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | KITZ CORP CFD                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -131783 | OU      | $-112.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | HOSIDEN CORP CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -393195 | OU      | $-69.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | WACOM CO LTD CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -307944 | OU      | $122.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | TOYO TIRE CORP CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -402036 | OU      | $91.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | JAPAN AVIATION ELECTRONICS CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -332538 | OU      | $112.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | DAIHEN CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -436389 | OU      | $-272.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ANRITSU CORP CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -437353 | OU      | $160.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | DAI-DAN CO LTD CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -429521 | OU      | $-151.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SINFONIA TECHNOLOGY CO LTD CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -392994 | OU      | $-170.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | GS YUASA CORP CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -410248 | OU      | $113.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | JINS HOLDINGS INC CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -146152 | OU      | $40.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | JVCKENWOOD CORP CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -350148 | OU      | $-56.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MITSUI HIGH-TEC INC CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -410956 | OU      | $-1.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | RS TECHNOLOGIES CO LTD CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -389308 | OU      | $-0.81        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MEIDENSHA CORP CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -351006 | OU      | $-82.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SEIKO GROUP CORP CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -417043 | OU      | $-101.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SANKI ENGINEERING CO LTD CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -410933 | OU      | $-317.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | HIROSE ELECTRIC CO LTD CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -474677 | OU      | $165.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | YOKOHAMA RUBBER CO LTD CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -449431 | OU      | $-22.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NHK SPRING CO LTD CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -395007 | OU      | $-249.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NGK INSULATORS LTD CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -461609 | OU      | $-222.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NORITSU KOKI CO LTD CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -385924 | OU      | $-459.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | TSUGAMI CORP CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -437678 | OU      | $-313.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | FUJI ELECTRIC CO LTD CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -421883 | OU      | $225.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | HORIBA LTD CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -457910 | OU      | $-373.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | FUJIFILM HOLDINGS CORP CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -415413 | OU      | $225.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SANYO DENKI CO LTD CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -357540 | OU      | $20.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | FURUYA METAL CO LTD CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -461015 | OU      | $-497.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MACNICA HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -420145 | OU      | $-221.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | FURUKAWA ELECTRIC CO LTD CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -404924 | OU      | $-787.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | KYOCERA CORP CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -442138 | OU      | $-103.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NAMURA SHIPBUILDING CO LTD CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -420126 | OU      | $-318.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SANRIO CO LTD CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -475433 | OU      | $80.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ASAHI INTECC CO LTD CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -427264 | OU      | $343.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | RORZE CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -425457 | OU      | $-938.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SHIBAURA MECHATRONICS CORP CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -373948 | OU      | $-443.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CHIYODA CORP CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -399202 | OU      | $-1289.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ORGANO CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -425884 | OU      | $-518.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MAKITA CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -467978 | OU      | $-347.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | JAPAN MATERIAL CO LTD CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -337546 | OU      | $-309.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | KAGA ELECTRONICS CO LTD CFD                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -406692 | OU      | $19.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SUZUKI MOTOR CORP CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -418831 | OU      | $287.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PKSHA TECHNOLOGY INC CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -316171 | OU      | $209.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | UNION TOOL CO CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -378005 | OU      | $-503.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | USHIO INC CFD                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -401921 | OU      | $-147.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | OKI ELECTRIC INDUSTRY CO LTD CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -441924 | OU      | $7.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SWCC CORP CFD                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -486380 | OU      | $-149.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NIDEC CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -410719 | OU      | $-267.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | KONICA MINOLTA INC CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -445133 | OU      | $81.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | KAWASAKI HEAVY INDUSTRIES CFD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -464666 | OU      | $-380.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | TOYOTA MOTOR CORP CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -422810 | OU      | $-106.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | RIGAKU HOLDINGS CORP CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -463769 | OU      | $68.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | OLYMPUS CORP CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -397328 | OU      | $247.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | TOKYO ELECTRON DEVICE LTD CFD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -417837 | OU      | $-120.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | IHI CORP CFD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -420115 | OU      | $-485.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ISETAN MITSUKOSHI HOLDINGS L CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -395656 | OU      | $-153.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MAZDA MOTOR CORP CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -429367 | OU      | $116.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SUBARU CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -402623 | OU      | $51.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | FERROTEC CORP CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -442817 | OU      | $-430.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | DMG MORI CO LTD CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -389278 | OU      | $-44.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | YOKOGAWA ELECTRIC CORP CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |   -2528400 | OU      | $37.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | YOKOGAWA ELECTRIC CORP CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -410871 | OU      | $-6.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | DEXERIALS CORP CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -405201 | OU      | $-20.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SCREEN HOLDINGS CO LTD CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -445805 | OU      | $-674.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MEIKO ELECTRONICS CO LTD CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -413957 | OU      | $-533.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MITSUI E&S CO LTD CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -480270 | OU      | $-564.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | DENSO CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -442862 | OU      | $29.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | JAPAN STEEL WORKS LTD CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -411718 | OU      | $-113.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | JTEKT CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -385468 | OU      | $-61.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MARUWA CO LTD CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -400920 | OU      | $-195.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ALPS ALPINE CO LTD CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -416201 | OU      | $-50.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PANASONIC HOLDINGS CORP CFD                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -450924 | OU      | $-74.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | TAIYO YUDEN CO LTD CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -408064 | OU      | $234.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | FURUNO ELECTRIC CO LTD CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -427076 | OU      | $350.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | EBARA CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -450277 | OU      | $-481.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | KANDENKO CO LTD CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -421178 | OU      | $-158.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ROHM CO LTD CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -410174 | OU      | $-466.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | HARMONIC DRIVE SYSTEMS INC CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -449166 | OU      | $294.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MEGACHIPS CORP CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -393098 | OU      | $-161.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | AISIN CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |   -2442252 | OU      | $1237.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | AISIN CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -426740 | OU      | $217.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SANKEN ELECTRIC CO LTD CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -200004 | OU      | $-266.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | APPIER GROUP INC CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -256470 | OU      | $51.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MITSUBISHI HEAVY INDUSTRIES CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -384185 | OU      | $-188.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MINEBEA MITSUMI INC CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -424699 | OU      | $-5.33        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MICRONICS JAPAN CO LTD CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -484226 | OU      | $-484.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SUMITOMO CORP CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -447741 | OU      | $-355.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | FREEE KK CFD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -131233 | OU      | $74.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NEC CORP CFD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |   -2450734 | OU      | $581.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NEC CORP CFD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -405186 | OU      | $115.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ITOCHU CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -417765 | OU      | $44.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ANGLO AMERICAN PLC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      43939 | OU      | $501.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | KAJIMA CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |   -2560260 | OU      | $-850.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | JD SPORTS FASHION PLC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -8628 | OU      | $201.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | TOYOTA TSUSHO CORP CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |   -2636895 | OU      | $-412.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | OPTORUN CO LTD CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -392784 | OU      | $-161.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | STRUCTURE THERAPEUTICS INC CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      56979 | OU      | $-1608.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | TRI CHEMICAL LABORATORIES IN CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -377875 | OU      | $-342.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MARUBENI CORP CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -430367 | OU      | $-408.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MITSUBISHI CORP CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -411021 | OU      | $-292.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | COMMERCIAL BANK PSQC CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | QA        |     -97196 | OU      | $-9970.66     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MURATA MANUFACTURING CO LTD CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    5911128 | OU      | $-1726.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | FIRST QUANTUM MINERALS LTD CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      18993 | OU      | $-922.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ASML HOLDING NV CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |     119435 | OU      | $5299.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AMADEUS IT GROUP SA CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -4008 | OU      | $398.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | YAMAICHI ELECTRONICS CO LTD CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     364030 | OU      | $-109.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ISC CO LTD CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |      36678 | OU      | $16014.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ULVAC INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    4058180 | OU      | $1022.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BT GROUP PLC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     -28487 | OU      | $-1267.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | JD SPORTS FASHION PLC CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -8557 | OU      | $723.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | JD SPORTS FASHION PLC CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |     -11140 | OU      | $590.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CHUBB LTD CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |    -207164 | OU      | $-5813.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NOBA BANK GROUP AB CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     253212 | OU      | $-1578.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | JD SPORTS FASHION PLC CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -9303 | OU      | $-507.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | JD SPORTS FASHION PLC CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -6454 | OU      | $-422.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | EQUINOR ASA-SPON ADR CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NO        |     -35751 | OU      | $-4013.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | HEXAGON AB-B SHS CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |    -121730 | OU      | $773.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | DIEBOLD NIXDORF INC CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -6862 | OU      | $-384.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NETEASE INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |    -121638 | OU      | $724.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NAPCO SECURITY TECHNOLOGIES CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -4832 | OU      | $515.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | TENCENT MUSIC ENTERTAINM-ADR CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |     -13657 | OU      | $1256.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | HUA HONG SEMICONDUCTOR LTD-H CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |    -172048 | OU      | $-3642.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SCREEN HOLDINGS CO LTD CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -1164720 | OU      | $-1234.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ROLLS-ROYCE HOLDINGS PLC CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -3140 | OU      | $57.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | HALMA PLC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -3308 | OU      | $157.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BROOKFIELD CORP CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |     -10344 | OU      | $579.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | KANZHUN LTD - ADR CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      -5119 | OU      | $674.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PDD HOLDINGS INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -1504 | OU      | $89.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PROSUS NV CFD                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |      -6019 | OU      | $826.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CORNING INC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -15698 | OU      | $-2577.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | STMICROELECTRONICS NV CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -4826 | OU      | $188.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | INFINEON TECHNOLOGIES AG CFD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      -7166 | OU      | $43.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | FLEX LTD CFD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SG        |     -14202 | OU      | $-296.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TENCENT HOLDINGS LTD CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -52248 | OU      | $201.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | INDUSTRIA DE DISENO TEXTIL CFD                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |      -5436 | OU      | $256.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | APPLOVIN CORP-CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -12747 | OU      | $2811.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SWISS RE AG CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -7419 | OU      | $514.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ACERINOX SA CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      37703 | OU      | $-3210.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | OUTOKUMPU OYJ CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |      42977 | OU      | $-1694.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | APERAM CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |      17972 | OU      | $44.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TECHNIP ENERGIES NV CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |        166 | OU      | $-1.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CROWN CASTLE INC CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     165345 | OU      | $-3010.70     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | UNITED THERAPEUTICS CORP CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       8814 | OU      | $-363.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DANSKE BANK A/S CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |    -341940 | OU      | $307.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | KINSUS INTERCONNECT TECH CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |      -2288 | OU      | $-518.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | YAMAICHI ELECTRONICS CO LTD CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     197440 | OU      | $-59.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | POP MART INTERNATIONAL GROUP CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |     -23664 | OU      | $-427.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SALZGITTER AG CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      47958 | OU      | $-1996.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SALZGITTER AG CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      18658 | OU      | $-755.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KOJAMO OYJ CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |     -12720 | OU      | $1043.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SAIPEM SPA CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      42553 | OU      | $2804.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NITTO BOSEKI CO LTD CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    7559095 | OU      | $16319.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TRUIST FINANCIAL CORP CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     208943 | OU      | $9694.56      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | P G & E CORP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       6170 | OU      | $-140.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | AMADEUS IT GROUP SA CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |      -3096 | OU      | $388.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AENA SME SA CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -1447 | OU      | $-56.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NATIONAL FUEL GAS CO CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -41729 | OU      | $-1486.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | COMERICA INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     450061 | OU      | $-23203.48    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | STARBUCKS CORP CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -1991 | OU      | $-123.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MELEXIS NV CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |      -5914 | OU      | $351.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SANDVIK AB CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     134156 | OU      | $2318.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ASPEED TECHNOLOGY INC CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      42184 | OU      | $10662.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CADENCE DESIGN SYS INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -309721 | OU      | $21955.31     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KGHM POLSKA MIEDZ SA CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PL        |      85958 | OU      | $364.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | COMERICA INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     233900 | OU      | $-7259.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | COMSTOCK RESOURCES INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -4835 | OU      | $-449.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | FLSMIDTH & CO A/S CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      40685 | OU      | $336.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | KOJAMO OYJ CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FI        |      -8193 | OU      | $528.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | INTEL CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     460362 | OU      | $-13831.44    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AMERICAN TOWER CORP CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -238952 | OU      | $-1103.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | GN STORE NORD A/S CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |    -242645 | OU      | $1841.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NOVATEK MICROELECTRONICS COR CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |      -2395 | OU      | $96.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | LARGAN PRECISION CO LTD CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |      -1384 | OU      | $8.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | INTERROLL HOLDING AG-REG CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -9020 | OU      | $2043.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | HEIDELBERG MATERIALS AG CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      19447 | OU      | $-362.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | QATAR NATIONAL BANK CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | QA        |     -56461 | OU      | $250.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NGEX MINERALS LTD CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      19293 | OU      | $683.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | GN STORE NORD A/S CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |     -23879 | OU      | $-17.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | OTTOBOCK SE & CO KGAA CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |     -12127 | OU      | $1490.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ROYAL UNIBREW CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |      79992 | OU      | $825.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | HILL & SMITH PLC CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       5328 | OU      | $34.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BLACKROCK INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     547789 | OU      | $-14054.89    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KUWAIT FINANCE HOUSE CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KW        |     -53223 | OU      | $265.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BOUBYAN BANK K.S.C CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KW        |     -51903 | OU      | $2354.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NATIONAL FUEL GAS CO CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -18697 | OU      | $-565.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AMERICAN TOWER CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -87326 | OU      | $1091.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AT&T INC CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -241934 | OU      | $-28474.92    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SLB LTD CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CW        |     228845 | OU      | $8894.34      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AVIVA PLC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |    -191720 | OU      | $16481.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PHILLIPS 66 CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      96409 | OU      | $2934.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PEABODY ENERGY CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -25170 | OU      | $558.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SPDR S&P METALS & MINING ETF CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -49136 | OU      | $2123.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MACH NATURAL RESOURCES LP CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -14621 | OU      | $-903.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | IBERDROLA SA CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |     -11797 | OU      | $-489.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | VERIZON COMMUNICATIONS INC CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -14523 | OU      | $-1548.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MELEXIS NV CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |      -6641 | OU      | $-60.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BACHEM HOLDING AG CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |     -12041 | OU      | $-3052.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TEXAS INSTRUMENTS INC CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      58816 | OU      | $6280.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | GLOBAL X URANIUM ETF CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -21781 | OU      | $554.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | T-MOBILE US INC CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       8436 | OU      | $-153.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | KOKUSAI ELECTRIC CORP CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    9325329 | OU      | $3263.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | POP MART INTERNATIONAL GROUP CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |     -48265 | OU      | $-908.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | POP MART INTERNATIONAL GROUP CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |     -36866 | OU      | $-1272.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SHENZHEN MEGMEET ELECTRICA-A CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |       4223 | OU      | $1287.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MARVELL TECHNOLOGY INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -18889 | OU      | $343.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | STIFEL FINANCIAL CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      60934 | OU      | $-3229.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | HUAMING POWER EQUIPMENT CO-A CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      23074 | OU      | $1783.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | WACKER CHEMIE AG CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      39108 | OU      | $-3192.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | WACKER CHEMIE AG CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      33764 | OU      | $-2769.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SSE PLC CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      12744 | OU      | $825.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | TECHNIP ENERGIES NV CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |      27489 | OU      | $-419.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SANDVIK AB CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     495428 | OU      | $2887.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KONECRANES OYJ CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |      35566 | OU      | $447.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | FLUTTER ENTERTAINMENT PLC-DI CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -4140 | OU      | $341.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ITALGAS SPA CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      11858 | OU      | $-91.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | EQUIFAX INC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -33339 | OU      | $2927.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VISA INC-CLASS A SHARES CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     366873 | OU      | $-4492.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ENTERGY CORP CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -17955 | OU      | $-647.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ALLIANT ENERGY CORP CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -11370 | OU      | $231.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | XCEL ENERGY INC CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -11481 | OU      | $-308.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | XCEL ENERGY INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -22683 | OU      | $-210.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SUN LIFE FINANCIAL INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |    -137269 | OU      | $1638.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | EDP RENOVAVEIS SA CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |     -36340 | OU      | $-425.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | IONOS GROUP SE CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       1340 | OU      | $-5.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | LAOPU GOLD CO L-H CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |     247519 | OU      | $6393.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | LUNR ROYALTIES CORP TRS 0.0000% 05-20-2033                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |       2868 | OU      | $261.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LUNR ROYALTIES CORP TRS 0.0000% 05-15-2033                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      11758 | OU      | $581.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PHOENIX FINANCIAL LTD CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |     156887 | OU      | $1642.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | LUXSHARE PRECISION INDUSTR-A CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       4188 | OU      | $-472.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PARAGON BANKING GROUP PLC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -42404 | OU      | $571.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MONDELEZ INTERNATIONAL INC-A CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -28707 | OU      | $-586.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SAMSUNG ELECTRO-MECHANICS CO CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |      10833 | OU      | $-273.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MURATA MANUFACTURING CO LTD CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     452200 | OU      | $-209.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | HUNTINGTON BANCSHARES INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     246364 | OU      | $-4860.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | TOAST INC-CLASS A CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -1863 | OU      | $183.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CROWDSTRIKE HOLDINGS INC - A CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      23465 | OU      | $-70.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | KONECRANES OYJ CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FI        |       4901 | OU      | $311.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CVR ENERGY INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -19756 | OU      | $1268.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ENERGY FUELS INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -39566 | OU      | $206.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | VERISURE PLC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |     -29169 | OU      | $99.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | VOLVO CAR AB-B CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -309148 | OU      | $3496.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | KONTRON AG CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |     -24267 | OU      | $-256.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NOVONESIS (NOVOZYMES) B CFD                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |    -157172 | OU      | $650.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | GIBSON ENERGY INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -22334 | OU      | $-592.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | EPAM SYSTEMS INC CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      46664 | OU      | $479.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TGS ASA CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     302274 | OU      | $1018.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NEBIUS GROUP NV CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |     -25556 | OU      | $4598.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NATERA INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      55038 | OU      | $-2106.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HUNTINGTON BANCSHARES INC CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     351343 | OU      | $-11252.05    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SAMPO OYJ-A SHS CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |     -64976 | OU      | $3727.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NOVA LTD CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |      37523 | OU      | $477.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NOVA LTD CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |       4346 | OU      | $232.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BT GROUP PLC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      36916 | OU      | $1642.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SUMITOMO MITSUI-SPONS ADR CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -136979 | OU      | $-589.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | REGENERON PHARMACEUTICALS CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      26416 | OU      | $276.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | GLENCORE PLC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |      97159 | OU      | $-382.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | GLENCORE PLC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |     318301 | OU      | $5768.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | RENESAS ELECTRONICS CORP CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -479292 | OU      | $-431.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HCA HEALTHCARE INC CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      37056 | OU      | $1028.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | KONTRON AG CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AT        |       -234 | OU      | $-0.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ARCELORMITTAL CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |     382625 | OU      | $36172.04     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CISCO SYSTEMS INC CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     181736 | OU      | $6075.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | REGENERON PHARMACEUTICALS CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       9645 | OU      | $-6.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | T-MOBILE US INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      18838 | OU      | $883.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KIRBY CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      67576 | OU      | $-4627.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ADMIRAL GROUP PLC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -70213 | OU      | $10326.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SAMPO OYJ-A SHS CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |     -44913 | OU      | $2337.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | USA RARE EARTH INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -7016 | OU      | $-360.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VERISURE PLC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -4758 | OU      | $363.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TOPPAN HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    1313321 | OU      | $207.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | JD.COM INC-CLASS A CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |    -140767 | OU      | $422.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | RESTAURANT BRANDS INTERN CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |     -81958 | OU      | $96.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | RESTAURANT BRANDS INTERN CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |     -26834 | OU      | $506.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BRISTOL-MYERS SQUIBB CO CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -22988 | OU      | $637.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DAVIDE CAMPARI-MILANO NV CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |     -16615 | OU      | $53.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | OCULIS HOLDING AG CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      16380 | OU      | $1543.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | TOPPAN HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    6113752 | OU      | $-249.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BILL HOLDINGS INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      43087 | OU      | $-4536.44     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TERADYNE INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     134544 | OU      | $9844.95      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | WATERBRIDGE INFRASTRUC-CL A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -38105 | OU      | $631.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TALOS ENERGY INC CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -3233 | OU      | $-235.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | AMERICAN WATER WORKS CO INC CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      18218 | OU      | $247.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | EPAM SYSTEMS INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       4735 | OU      | $-146.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MICROSOFT CORP CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -83694 | OU      | $7533.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NEBIUS GROUP NV CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |     -35692 | OU      | $5023.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | RAKUTEN BANK LTD CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -5318817 | OU      | $-14.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LOGITECH INTERNATIONAL-REG CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -36029 | OU      | $3151.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | REINSURANCE GROUP OF AMERICA CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -104161 | OU      | $-4513.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AMERICAN WATER WORKS CO INC CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      50202 | OU      | $-874.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | XIAOMI CORP-CLASS B CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |    -212436 | OU      | $2726.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CNX RESOURCES CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      65750 | OU      | $2732.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MITSUBISHI UFJ FINL-SPON ADR CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -158488 | OU      | $-10784.47    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | REPSOL SA CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |     -18693 | OU      | $-1242.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | UNITED STATES ANTIMONY CORP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -16898 | OU      | $1827.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PEMBINA PIPELINE CORP CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |     -28772 | OU      | $-1189.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PBF ENERGY INC-CLASS A CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -5583 | OU      | $-406.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CONSUMER DISCRETIONARY SELT CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      82556 | OU      | $-1372.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | T&D HOLDINGS INC CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |   -8112858 | OU      | $-2220.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PALANTIR TECHNOLOGIES INC-A CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        696 | OU      | $-109.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BP PLC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -37843 | OU      | $-2624.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BP PLC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -9301 | OU      | $-754.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NXP SEMICONDUCTORS NV CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |      17910 | OU      | $180.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BLACKROCK INC CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     291943 | OU      | $2338.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | LYONDELLBASELL INDU-CL A CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |     -29267 | OU      | $-83.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | GRANITE RIDGE RESOURCES INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -5699 | OU      | $-561.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ENI SPA CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |     -11938 | OU      | $-657.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NUTRIEN LTD CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     106619 | OU      | $-434.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | WONIK IPS CO LTD CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |      20894 | OU      | $11516.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | INTERTEK GROUP PLC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -20082 | OU      | $713.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PUBLIC SERVICE ENTERPRISE GP CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -26841 | OU      | $-997.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | EVERGY INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -66405 | OU      | $-734.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CHESAPEAKE UTILITIES CORP CFD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      12819 | OU      | $563.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BARCLAYS PLC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |     165281 | OU      | $157.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AMEREN CORPORATION CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -52187 | OU      | $31.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SCHWAB (CHARLES) CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -466593 | OU      | $-4684.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TENARIS SA-ADR CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |      56994 | OU      | $3874.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | COTERRA ENERGY INC CFD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      12689 | OU      | $1995.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TAIWAN SEMICONDUCTOR-SP ADR CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |    -119225 | OU      | $223.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KONTRON AG CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AT        |      -1514 | OU      | $102.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SYNOPSYS INC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      56955 | OU      | $-3931.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | KONINKLIJKE HEIJMANS N.V CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      32439 | OU      | $265.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | OMNICOM GROUP CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      37923 | OU      | $-481.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AT&T INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -87236 | OU      | $-8378.29     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PALANTIR TECHNOLOGIES INC-A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -4073 | OU      | $701.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CELESTICA INC CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |     -17008 | OU      | $710.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | QUALCOMM INC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -62824 | OU      | $6887.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TEXAS INSTRUMENTS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     195549 | OU      | $26683.33     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SAAB AB-B CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -310895 | OU      | $1756.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SCHWAB (CHARLES) CORP CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -57463 | OU      | $-1667.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | IMPERIAL OIL LTD CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |     -80545 | OU      | $-1271.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SURGE ENERGY INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -14549 | OU      | $-1055.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ISHARES MSCI USA MOMENTUM FA CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -15423 | OU      | $-186.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PLAINS GP HOLDINGS LP-CL A CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -14969 | OU      | $-1087.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | RICE ACQUISITION CORP 3 CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      13105 | OU      | $-148.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | METHANEX CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      23494 | OU      | $699.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SUBSEA 7 SA CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |      69394 | OU      | $803.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SAIPEM SPA CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |       1122 | OU      | $194.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | LYNAS RARE EARTHS LTD CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |       3658 | OU      | $345.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | METHANEX CORP CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      75162 | OU      | $3719.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TOWER SEMICONDUCTOR LTD CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |     119412 | OU      | $10332.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | AT&T INC CFD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -93341 | OU      | $-6414.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CAMECO CORP CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      39318 | OU      | $2387.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CAMECO CORP CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      37056 | OU      | $2428.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | KIOXIA HOLDINGS CORP CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |   -2860200 | OU      | $-16698.43    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | KIOXIA HOLDINGS CORP CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -357253 | OU      | $-1879.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TOWER SEMICONDUCTOR LTD CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |       9417 | OU      | $418.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | FLEX LTD CFD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SG        |       4261 | OU      | $89.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MANULIFE FINANCIAL CORP CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     299826 | OU      | $-1736.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | IMPLENIA AG-REG CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      28726 | OU      | $-599.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MAGNUM ICE CREAM CO NV/THE CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      74740 | OU      | $3244.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SHIN-ETSU CHEMICAL CO LTD CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   16388190 | OU      | $-9532.30     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ARCELORMITTAL-NY REGISTERED CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |      16163 | OU      | $1701.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ENTERGY CORP CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -36255 | OU      | $-662.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | HELVETIA HOLDING AG TRS 0.0000% 05-15-2033                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       7207 | OU      | $-206.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | HELVETIA HOLDING AG TRS 0.0000% 05-05-2028                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      17368 | OU      | $-1704.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HELVETIA HOLDING AG TRS 0.0000% 05-20-2033                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      52562 | OU      | $-624.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ULVAC INC CFD                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    2544210 | OU      | $2394.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | GALP ENERGIA SGPS SA CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PT        |      31657 | OU      | $874.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MAGNUM ICE CREAM CO NV/THE TRS 0.0000% 05-05-2028                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |       1955 | OU      | $414.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MAGNUM ICE CREAM CO NV/THE TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |        146 | OU      | $13.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MAGNUM ICE CREAM CO NV/THE TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       4048 | OU      | $229.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NXP SEMICONDUCTORS NV CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |     -12407 | OU      | $647.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DXC TECHNOLOGY CO CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -4115 | OU      | $46.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | UIPATH INC - CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -5620 | OU      | $710.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ISHARES MSCI EMERGING MARKET CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     581714 | OU      | $-9448.31     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ISHARES RUSSELL 2000 VALUE E CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      77993 | OU      | $-634.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TOTALENERGIES SE CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -12540 | OU      | $-1130.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MANULIFE FINANCIAL CORP CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      72654 | OU      | $1314.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | INVESCO S&P 500 EQUAL WEIGHT CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     176524 | OU      | $163.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | RED VIOLET INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -14339 | OU      | $1013.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | EGAIN CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -15919 | OU      | $318.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | QNITY ELECTRONICS INC CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -18741 | OU      | $-206.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BEL FUSE INC-CL B CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -11207 | OU      | $-261.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | RESOLUTE HOLDINGS MANAG CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -18110 | OU      | $1792.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SANDISK CORP CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -34437 | OU      | $-9357.88     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | REDDIT INC-CL A CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -3173 | OU      | $829.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TTM TECHNOLOGIES CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -20936 | OU      | $-79.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SPHERE ENTERTAINMENT CO CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -16684 | OU      | $160.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HALMA PLC CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -1041 | OU      | $16.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | INTERDIGITAL INC CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -10102 | OU      | $-17.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | AMPHENOL CORP-CL A CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -1539 | OU      | $-46.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SEAGATE TECHNOLOGY HOLDINGS CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |     -17929 | OU      | $-4493.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SEA LTD-ADR CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      -3152 | OU      | $122.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | UBIQUITI INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -16052 | OU      | $60.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | APPLOVIN CORP-CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -1266 | OU      | $319.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | APPLIED MATERIALS INC CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     181709 | OU      | $2335.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DSV A/S CFD                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     507795 | OU      | $1035.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SOLARIA ENERGIA Y MEDIO AMBI CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |      -1371 | OU      | $-24.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AMPHENOL CORP-CL A CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -26348 | OU      | $1422.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AMERICAN WATER WORKS CO INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      43605 | OU      | $-1379.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VANECK SEMICONDUCTOR ETF CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -3904 | OU      | $-130.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MEITU INC CFD                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |    -125911 | OU      | $-195.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TAISEI CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -987955 | OU      | $492.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HEXAGON AB-B SHS CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -22185 | OU      | $19.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | XINYI SOLAR HOLDINGS LTD CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |    -128959 | OU      | $-1287.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NEXON CO LTD CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -825748 | OU      | $664.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NOMURA RESEARCH INSTITUTE LT CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -2484600 | OU      | $3769.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KONAMI GROUP CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -2415360 | OU      | $-562.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | APPLIED MATERIALS INC CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      29001 | OU      | $3876.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KNIGHT-SWIFT TRANSPORTATION CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      38934 | OU      | $-1631.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ASML HOLDING NV-NY REG SHS CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       6732 | OU      | $382.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TWILIO INC - A CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       3114 | OU      | $17.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HP INC CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -87694 | OU      | $1594.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | WIENERBERGER AG CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AT        |     -23687 | OU      | $1984.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | INNOSCRIPTA SE CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -2860 | OU      | $-119.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MITSUBISHI UFJ FINANCIAL GRO CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |  -16288000 | OU      | $-11026.29    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ASML HOLDING NV-NY REG SHS CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       8464 | OU      | $74.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NATIONAL AUSTRALIA BANK LTD CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |    -157398 | OU      | $-2206.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | QBE INSURANCE GROUP LTD CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     156676 | OU      | $84.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | APERAM CFD                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | LU        |       7872 | OU      | $176.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | APPLIED MATERIALS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     254629 | OU      | $970.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | HP INC CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -34398 | OU      | $1952.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | I3 VERTICALS INC-CLASS A CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -3063 | OU      | $308.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NIKE INC -CL B CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     248465 | OU      | $-9878.32     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NIKE INC -CL B CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      55160 | OU      | $-2374.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PALANTIR TECHNOLOGIES INC-A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       8559 | OU      | $-1376.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | TANDEM DIABETES CARE INC CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      48129 | OU      | $-6777.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PROTAGONIST THERAPEUTICS INC CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -10424 | OU      | $362.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BAXTER INTERNATIONAL INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -44203 | OU      | $651.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AMGEN INC CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -46671 | OU      | $-1534.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | 10X GENOMICS INC-CLASS A CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -14225 | OU      | $671.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | JOHNSON & JOHNSON CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      43860 | OU      | $1817.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | AGILENT TECHNOLOGIES INC CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -36538 | OU      | $532.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ARCUTIS BIOTHERAPEUTICS INC CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -23826 | OU      | $460.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | REGENERON PHARMACEUTICALS CFD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      45031 | OU      | $-1285.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CELCUITY INC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      15778 | OU      | $854.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ANNEXON INC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      11307 | OU      | $2209.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SPYRE THERAPEUTICS INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      22430 | OU      | $-1163.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BETA BIONICS INC CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -10231 | OU      | $5446.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | GILEAD SCIENCES INC CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -35135 | OU      | $-7024.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MBX BIOSCIENCES INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      21484 | OU      | $-3132.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | IMMUNOVANT INC CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -10562 | OU      | $-435.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | TERNS PHARMACEUTICALS INC CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      13644 | OU      | $-738.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NURIX THERAPEUTICS INC CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -13975 | OU      | $775.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | GLOBUS MEDICAL INC - A CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      31664 | OU      | $73.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | IQVIA HOLDINGS INC CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      53487 | OU      | $-1012.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | EXELIXIS INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -35856 | OU      | $1981.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SANOFI-ADR CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |     -48896 | OU      | $-1389.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CENCORA INC CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      53302 | OU      | $1299.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DIANTHUS THERAPEUTICS INC CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      24279 | OU      | $3537.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SS SPDR S&P BIOTECH ETF CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -64289 | OU      | $-206.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BRIDGEBIO PHARMA INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      22231 | OU      | $23.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ZOETIS INC CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -27038 | OU      | $950.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MEDTRONIC PLC CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |      47414 | OU      | $2727.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | KYMERA THERAPEUTICS INC CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -13151 | OU      | $-878.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ELANCO ANIMAL HEALTH INC CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      22036 | OU      | $984.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | LIQUIDIA CORP CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -12280 | OU      | $-945.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PRAXIS PRECISION MEDICINES I CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      10719 | OU      | $585.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ZIMMER BIOMET HOLDINGS INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -50676 | OU      | $959.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BRISTOL-MYERS SQUIBB CO CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -18543 | OU      | $-283.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CVS HEALTH CORP CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      15618 | OU      | $-1086.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NEWAMSTERDAM PHARMA CO NV CFD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |     -10345 | OU      | $729.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | VIRIDIAN THERAPEUTICS INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      15062 | OU      | $-13.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SS HEALTH CARE SELECT SECTOR CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -26202 | OU      | $50.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CRINETICS PHARMACEUTICALS IN CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -18712 | OU      | $1932.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | JAZZ PHARMACEUTICALS PLC CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |      18834 | OU      | $-1069.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | INSULET CORP CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -21263 | OU      | $2077.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MASIMO CORP CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      23688 | OU      | $-891.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ASTRAZENECA PLC-SPONS ADR CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      22935 | OU      | $721.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PACIRA BIOSCIENCES INC CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -14909 | OU      | $2708.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TYRA BIOSCIENCES INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      17644 | OU      | $1094.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PTC THERAPEUTICS INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -7599 | OU      | $-255.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ROCHE HOLDINGS LTD-SPONS ADR CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      27872 | OU      | $1354.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ENVISTA HOLDINGS CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      58515 | OU      | $-2891.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MINERALYS THERAPEUTICS INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      28955 | OU      | $-1154.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ALCON INC CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      25932 | OU      | $629.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | I3 VERTICALS INC-CLASS A CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -2932 | OU      | $355.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | GODADDY INC - CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -1067 | OU      | $162.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | UIPATH INC - CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -160 | OU      | $34.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | LOGITECH INTERNATIONAL-REG CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -8060 | OU      | $1107.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VOLVO CAR AB-B CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -16521 | OU      | $37.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | GENMAB A/S CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     274828 | OU      | $-2421.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | TERADYNE INC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      23845 | OU      | $1706.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PRECISION DRILLING CORP CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -20362 | OU      | $-762.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | RPC INC CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -7781 | OU      | $-578.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MITSUBISHI ELECTRIC CORP CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -403664 | OU      | $-30.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | APOGEE THERAPEUTICS INC CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -25514 | OU      | $5140.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | GENERAL MILLS INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -19106 | OU      | $-276.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | STMICROELECTRONICS NV-NY SHS CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      17140 | OU      | $486.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CLOUDFLARE INC - CLASS A CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      27606 | OU      | $-2599.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | GLOBANT SA CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |      15075 | OU      | $909.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SUMITOMO ELECTRIC INDUSTRIES CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     201480 | OU      | $9.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LYONDELLBASELL INDU-CL A CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |     -76406 | OU      | $1926.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | RIO TINTO PLC-SPON ADR CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     -30183 | OU      | $-1768.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VONOVIA SE CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |     634307 | OU      | $17140.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | AMERICAN INTERNATIONAL GROUP CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     154788 | OU      | $437.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CRINETICS PHARMACEUTICALS IN CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -16365 | OU      | $1882.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SUNOCOCORP LLC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      30032 | OU      | $-111.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CREDO TECHNOLOGY GROUP HOLDI CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      33424 | OU      | $-5236.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SAMSUNG ELECTRONICS CO LTD CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |      38701 | OU      | $3320.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ASUSTEK COMPUTER INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |     -20548 | OU      | $443.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CREDO TECHNOLOGY GROUP HOLDI CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |       8834 | OU      | $-1316.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | QUEST DIAGNOSTICS INC CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -24170 | OU      | $42.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | KNIGHT-SWIFT TRANSPORTATION CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      17017 | OU      | $9.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TERNS PHARMACEUTICALS INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       9060 | OU      | $-583.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | FUJITSU LIMITED CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -100487 | OU      | $9.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NETAPP INC CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -87300 | OU      | $103.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SS CONSUMER DISC SELECT SECT CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     123156 | OU      | $-1864.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | DBS GROUP HOLDINGS LTD CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SG        |    -132170 | OU      | $-2950.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CAMECO CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |        353 | OU      | $16.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CAMECO CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       4626 | OU      | $432.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DEXCOM INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      62593 | OU      | $3435.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ALKERMES PLC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |     -32125 | OU      | $-2747.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LIQUIDIA CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -11792 | OU      | $-1094.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VERA THERAPEUTICS INC CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      14211 | OU      | $-497.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NEWAMSTERDAM PHARMA CO NV CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |     -22104 | OU      | $879.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AXSOME THERAPEUTICS INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      62690 | OU      | $3639.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ARCUTIS BIOTHERAPEUTICS INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -14999 | OU      | $563.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | COGENT BIOSCIENCES INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      50436 | OU      | $-4291.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | GSK PLC-SPON ADR CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     -43409 | OU      | $-3598.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BETA BIONICS INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -6511 | OU      | $1449.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SAMSUNG ELECTRONICS CO LTD CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |      12597 | OU      | $933.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LG ELECTRONICS INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |     -15221 | OU      | $-1127.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SAMSUNG ELECTRONICS CO LTD CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |      61895 | OU      | $5757.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NETAPP INC CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -49294 | OU      | $1408.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ISUPETASYS CO LTD CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |       2815 | OU      | $180.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PURE STORAGE INC - CLASS A CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      31667 | OU      | $-235.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ALNYLAM PHARMACEUTICALS INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -22993 | OU      | $1356.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ECHOSTAR CORP-A CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      18503 | OU      | $-1633.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BORR DRILLING LTD CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |     -14547 | OU      | $-1547.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NORSK HYDRO ASA CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     151631 | OU      | $147.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | REALTEK SEMICONDUCTOR CORP CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |     -20141 | OU      | $948.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | LG ELECTRONICS INC CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |     -17000 | OU      | $445.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | MURATA MANUFACTURING CO LTD CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    3650993 | OU      | $-1094.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NETAPP INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -24639 | OU      | $2093.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PURE STORAGE INC - CLASS A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      48047 | OU      | $-1872.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | LOGITECH INTERNATIONAL-REG CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |     -21416 | OU      | $2185.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | WARBY PARKER INC-CLASS A CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      12324 | OU      | $-1226.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CG ONCOLOGY INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       4033 | OU      | $-77.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ARCH CAPITAL GROUP LTD CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |    -102035 | OU      | $-5722.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | VOYA FINANCIAL INC CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       9746 | OU      | $449.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PTC THERAPEUTICS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -37669 | OU      | $54.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | IDEAYA BIOSCIENCES INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -15434 | OU      | $1656.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SHELL PLC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      11041 | OU      | $336.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ARGENX SE - ADR CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      63090 | OU      | $2468.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LEGEND BIOTECH CORP-ADR CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -15057 | OU      | $3139.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DYNE THERAPEUTICS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -14532 | OU      | $-1300.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | PARADE TECHNOLOGIES LTD CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      -6940 | OU      | $548.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CREDO TECHNOLOGY GROUP HOLDI CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |        462 | OU      | $-86.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CHOCOLADEFABRIKEN LINDT-PC CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |     -55400 | OU      | $-35.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MGIC INVESTMENT CORP CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -12722 | OU      | $-280.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | VOYA FINANCIAL INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      94219 | OU      | $-1996.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BRENNTAG SE CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      46683 | OU      | $567.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | IBERDROLA SA-RTS CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       -161 | OU      | $-4.90        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | IBERDROLA SA-RTS CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |        -16 | OU      | $-0.23        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DHL GROUP CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -49706 | OU      | $243.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | WEICHAI POWER CO LTD-H CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |     151470 | OU      | $3577.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ARCH CAPITAL GROUP LTD CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BM        |     -51780 | OU      | $-3058.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | VOYA FINANCIAL INC CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      52273 | OU      | $-1063.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | VERACYTE INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -7626 | OU      | $543.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | INSMED INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -31376 | OU      | $472.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PINNACLE FINANCIAL PARTNERS CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     104974 | OU      | $-2752.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | LEGALZOOMCOM INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -1545 | OU      | $-11.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | LUMENTUM HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -16391 | OU      | $-3592.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SKAN GROUP AG CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      16479 | OU      | $91.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TG THERAPEUTICS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -23320 | OU      | $1041.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SUPER MICRO COMPUTER INC CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -471 | OU      | $34.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DIASORIN SPA CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |       2084 | OU      | $-80.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SCOR SE CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      88772 | OU      | $-1020.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | WACKER CHEMIE AG CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       3877 | OU      | $102.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PARADE TECHNOLOGIES LTD CFD                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      -1437 | OU      | $108.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SONY GROUP CORP - SP ADR CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     -13705 | OU      | $732.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | DELL TECHNOLOGIES -C CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -16430 | OU      | $-278.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HOST HOTELS & RESORTS INC CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -12549 | OU      | $-199.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ILLUMINA INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -23694 | OU      | $379.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BASF SE CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -12463 | OU      | $-759.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | DOW INC CFD                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -14220 | OU      | $-518.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | HOST HOTELS & RESORTS INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -15343 | OU      | $-203.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NOVO NORDISK A/S-B CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |    -363258 | OU      | $2942.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NETFLIX INC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -41123 | OU      | $46.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | GEBERIT AG-REG CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -2979 | OU      | $50.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SHAKE SHACK INC - CLASS A CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -27476 | OU      | $1790.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TRACTOR SUPPLY COMPANY CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      55618 | OU      | $-2448.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TOKIO MARINE HOLDINGS INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |  -16087557 | OU      | $-206.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CIMC ENRIC HOLDINGS LTD CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      57528 | OU      | $467.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | KIRBY CORP CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       7168 | OU      | $-697.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | VIKING HOLDINGS LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      37791 | OU      | $1098.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | LEGALZOOMCOM INC CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -219 | OU      | $-3.65        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | APPLE INC CFD                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       2734 | OU      | $120.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SAN-IN GODO BANK LTD/THE CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -411806 | OU      | $-7.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SWEDBANK AB - A SHARES CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    1871557 | OU      | $-1421.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NATWEST GROUP PLC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     115170 | OU      | $3091.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BIONTECH SE-ADR CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      31573 | OU      | $-1543.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SOUTHWEST GAS HOLDINGS INC CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      14576 | OU      | $-248.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CENTURI HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       5608 | OU      | $-142.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SCHWAB (CHARLES) CORP CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     339122 | OU      | $-1901.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ARM HOLDINGS PLC-ADR CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      42078 | OU      | $-5623.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | LPP SA CFD                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | PL        |     -19475 | OU      | $-47.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SOLARIA ENERGIA Y MEDIO AMBI CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -1471 | OU      | $-60.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | STRAUMANN HOLDING AG-REG CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -1349 | OU      | $58.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CARREFOUR SA CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -1288 | OU      | $0.68         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | HENNES & MAURITZ AB-B SHS CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -15125 | OU      | $-25.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CASTELLUM AB CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -17999 | OU      | $-44.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | MICROCHIP TECHNOLOGY INC CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      18602 | OU      | $378.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ANALOG DEVICES INC CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      27960 | OU      | $640.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ISHARES RUSSELL 2000 ETF CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -51185 | OU      | $1332.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CATERPILLAR INC CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -28823 | OU      | $-1415.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | HUMANA INC CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -23735 | OU      | $6362.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SM ENERGY CO CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      37100 | OU      | $-359.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | WEST PHARMACEUTICAL SERVICES CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -15587 | OU      | $333.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SONY FINANCIAL GROUP INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -8215519 | OU      | $695.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | KESKO OYJ-B SHS CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |      -2726 | OU      | $-110.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SARTORIUS AG-VORZUG CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -1545 | OU      | $159.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | WIENERBERGER AG CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AT        |      -1464 | OU      | $17.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | DBS GROUP HOLDINGS LTD CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SG        |    -134378 | OU      | $-1117.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ISHARES CHINA LARGE-CAP ETF CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     165011 | OU      | $-1777.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | REVOLUTION MEDICINES INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       5556 | OU      | $66.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AMBU A/S-B CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     -11644 | OU      | $30.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CARNIVAL CORP CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | PA        |      24836 | OU      | $1100.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | JUNGHEINRICH - PRFD CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |     -14428 | OU      | $323.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TRATON SE CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -6829 | OU      | $-234.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ECHOSTAR CORP-A CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      49711 | OU      | $-5102.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CSG NV CFD                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |     -11491 | OU      | $1093.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | INTERCONTINENTAL HOTELS GROU CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -35270 | OU      | $14.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BROADRIDGE FINANCIAL SOLUTIO CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -5527 | OU      | $204.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CLOUDFLARE INC - CLASS A CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      12343 | OU      | $-2056.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | UNIVERSAL HEALTH SERVICES-B CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      47510 | OU      | $-1220.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | IMPLENIA AG-REG CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       3985 | OU      | $14.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MGIC INVESTMENT CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -104631 | OU      | $-1487.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | STRABAG SE-BR CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AT        |      17093 | OU      | $-14.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | GLOBALFOUNDRIES INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      88429 | OU      | $-10105.85    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PFIZER INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      47287 | OU      | $674.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | NEUROCRINE BIOSCIENCES INC CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      47175 | OU      | $37.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | HUMANA INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -15721 | OU      | $690.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | CORP ACCIONA ENERGIAS RENOVA CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -4322 | OU      | $61.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CVS HEALTH CORP CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      15756 | OU      | $265.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | TDK CORP CFD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |   -1999740 | OU      | $-547.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | PRIO SA CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |      44841 | OU      | $222.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | EXAIL TECHNOLOGIES CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -2999 | OU      | $-126.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CAPITAL ONE FINANCIAL CORP CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     255500 | OU      | $-2198.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | AXFOOD AB CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -11188 | OU      | $22.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | INTERCONTINENTAL HOTELS GROU CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -1213 | OU      | $-2.38        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | ECHOSTAR CORP-A CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       9501 | OU      | $-330.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ISHARES U.S. HOME CONSTRUCTI CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -29297 | OU      | $295.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ISHARES MSCI GLOBAL METALS & CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -22026 | OU      | $990.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | SOLENO THERAPEUTICS INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      31279 | OU      | $-1857.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NORTHERN TRUST CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      84660 | OU      | $-531.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | CARDINAL ENERGY LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -19652 | OU      | $186.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | GLOBALFOUNDRIES INC CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      16104 | OU      | $-828.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ayvens SA                                               | AYVENS SA                                                                       | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | EC               | CORP              | FR        |      43792 | NS      | $637273.04    | 1.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $139306.68    | 0.27%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                 | Aroundtown Finance SARL                                                         | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Short            | DBT              | CORP              | LU        |    -280000 | PA      | $-333343.49   | -0.65%            | 2050-07-16      | None          | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                         | Japan Government Ten Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              |  | JP        |          0 | PA      | $0.00         | 0.00%             | 2031-03-20      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                         | Japan Government Ten Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              |  | JP        |  -72100000 | PA      | $-431594.80   | -0.84%            | 2031-03-20      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government CPI-Linked Bonds                       | Japan Government CPI-Linked Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | CORP              | JP        |  379315008 | PA      | $2470875.90   | 4.83%             | 2029-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government CPI-Linked Bonds                       | Japan Government CPI-Linked Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | CORP              | JP        |  261827250 | PA      | $1693519.26   | 3.31%             | 2033-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                         | Japan Government Ten Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              |  | JP        |          0 | PA      | $0.00         | 0.00%             | 2033-03-20      | None          | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                         | Japan Government Ten Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              |  | JP        | -290600000 | PA      | $-1710026.36  | -3.34%            | 2033-03-20      | None          | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                         | Japan Government Ten Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              |  | JP        |          0 | PA      | $0.00         | 0.00%             | 2029-03-20      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                         | Japan Government Ten Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              |  | JP        | -410950000 | PA      | $-2558925.15  | -5.00%            | 2029-03-20      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government CPI-Linked Bonds                       | Japan Government CPI-Linked Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | CORP              | JP        |   65565664 | PA      | $435587.77    | 0.85%             | 2031-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |    2453000 | PA      | $2934953.75   | 5.74%             | 2033-03-15      | None          | 3.15%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |    2080000 | PA      | $2510352.32   | 4.91%             | 2032-11-15      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |          0 | PA      | $0.00         | 0.00%             | 2035-10-31      | None          | 3.20%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |   -2060000 | PA      | $-2448592.89  | -4.79%            | 2035-10-31      | None          | 3.20%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |    1985000 | PA      | $2368603.02   | 4.63%             | 2036-04-30      | None          | 3.30%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |     898000 | PA      | $1045901.54   | 2.05%             | 2041-01-31      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |    2235000 | PA      | $2664764.77   | 5.21%             | 2040-10-01      | None          | 3.85%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |          0 | PA      | $0.00         | 0.00%             | 2053-10-01      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |   -1080000 | PA      | $-1331189.99  | -2.60%            | 2053-10-01      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |          0 | PA      | $0.00         | 0.00%             | 2050-11-04      | None          | 0.30%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | SD        |    -463000 | PA      | $-246645.58   | -0.48%            | 2050-11-04      | None          | 0.30%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia                         | State of North Rhine-Westphalia                                                 | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              |  | DE        |    1774000 | PA      | $862925.99    | 1.69%             | 2122-01-19      | None          | 1.45%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |          0 | PA      | $0.00         | 0.00%             | 2039-07-30      | None          | 3.90%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |    -930000 | PA      | $-1145961.58  | -2.24%            | 2039-07-30      | None          | 3.90%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |     433000 | PA      | $252407.47    | 0.49%             | 2051-07-06      | None          | 0.70%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                 | Sweden Government Bonds                                                         | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              |  | SE        |          0 | PA      | $0.00         | 0.00%             | 2028-05-12      | None          | 0.75%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                 | Sweden Government Bonds                                                         | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Short            | DBT              |  | SE        |  -45355000 | PA      | $-4986683.89  | -9.75%            | 2028-05-12      | None          | 0.75%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                 | Sweden Government Bonds                                                         | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              |  | SE        |    1230000 | PA      | $76535.84     | 0.15%             | 2071-06-23      | None          | 1.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |          0 | PA      | $0.00         | 0.00%             | 2043-09-01      | None          | 4.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |   -1540000 | PA      | $-1939403.39  | -3.79%            | 2043-09-01      | None          | 4.45%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                 | Sweden Government Bonds                                                         | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              |  | SE        |          0 | PA      | $0.00         | 0.00%             | 2032-06-01      | None          | 2.25%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                 | Sweden Government Bonds                                                         | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Short            | DBT              |  | SE        |   -3235000 | PA      | $-361750.87   | -0.71%            | 2032-06-01      | None          | 2.25%                 | No            |                  2 | On Loan: No      |
| Sweden Bonds Inflation-Linked                           | Sweden Bonds Inflation-Linked                                                   | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | CORP              | SE        |   35031907 | PA      | $4226396.20   | 8.26%             | 2028-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |          0 | PA      | $0.00         | 0.00%             | 2039-10-01      | None          | 4.15%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |   -2260000 | PA      | $-2801946.59  | -5.48%            | 2039-10-01      | None          | 4.15%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |    1070000 | PA      | $1339997.29   | 2.62%             | 2055-10-01      | None          | 4.65%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |    1453000 | PA      | $1736954.43   | 3.40%             | 2046-04-30      | None          | 4.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |          0 | PA      | $0.00         | 0.00%             | 2032-07-15      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |   -4790000 | PA      | $-5796896.75  | -11.34%           | 2032-07-15      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              |  | AU        |          0 | PA      | $0.00         | 0.00%             | 2032-05-21      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |   -1682000 | PA      | $-970710.58   | -1.90%            | 2032-05-21      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              |  | AU        |          0 | PA      | $0.00         | 0.00%             | 2030-05-21      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |   -6155000 | PA      | $-4010078.03  | -7.84%            | 2030-05-21      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              |  | AU        |          0 | PA      | $0.00         | 0.00%             | 2029-04-21      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |    -349000 | PA      | $-237296.20   | -0.46%            | 2029-04-21      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp.                               | Queensland Treasury Corp.                                                       | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              |  | AU        |    1292000 | PA      | $773089.65    | 1.51%             | 2031-08-21      | None          | 1.75%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital, Inc.                                     | CPPIB Capital, Inc.                                                             | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              |  | CA        |    2160000 | PA      | $1504544.41   | 2.94%             | 2028-05-02      | None          | 4.20%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                  | Svensk Exportkredit AB                                                          | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              |  | SE        |     358000 | PA      | $242821.50    | 0.47%             | 2031-04-01      | None          | 4.20%                 | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                       | PSP Capital, Inc.                                                               | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              |  | CA        |    2976000 | PA      | $2084061.53   | 4.08%             | 2029-02-06      | None          | 4.60%                 | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                       | PSP Capital, Inc.                                                               | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              |  | CA        |          0 | PA      | $0.00         | 0.00%             | 2029-02-06      | None          | 4.60%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                               | Export Development Canada                                                       | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              |  | CA        |     730000 | PA      | $495563.63    | 0.97%             | 2030-09-04      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                     | OMERS Finance Trust                                                             | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              |  | CA        |     340000 | PA      | $235725.46    | 0.46%             | 2029-10-16      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                      | Province of Quebec                                                              | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    1759000 | PA      | $1224824.02   | 2.40%             | 2034-05-02      | None          | 5.25%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                             | BNG Bank NV                                                                     | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              |  | NL        |    1140000 | PA      | $678330.10    | 1.33%             | 2032-07-21      | None          | 2.45%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              |  | AU        |          0 | PA      | $0.00         | 0.00%             | 2028-05-21      | None          | 2.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |   -2570000 | PA      | $-1725336.03  | -3.37%            | 2028-05-21      | None          | 2.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              |  | AU        |          0 | PA      | $0.00         | 0.00%             | 2030-12-21      | None          | 1.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |    -396000 | PA      | $-236957.84   | -0.46%            | 2030-12-21      | None          | 1.00%                 | No            |                  2 | On Loan: No      |
| CDP Financial, Inc.                                     | CDP Financial, Inc.                                                             | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              |  | CA        |    2472000 | PA      | $1682844.65   | 3.29%             | 2030-06-13      | None          | 4.10%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              |  | AU        |      14000 | PA      | $9369.87      | 0.02%             | 2036-03-21      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                            | Province of British Columbia                                                    | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |     480000 | PA      | $333564.57    | 0.65%             | 2032-07-16      | None          | 4.95%                 | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                       | PSP Capital, Inc.                                                               | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              |  | CA        |    2687000 | PA      | $1830846.87   | 3.58%             | 2030-08-13      | None          | 4.10%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital, Inc.                                     | CPPIB Capital, Inc.                                                             | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              |  | CA        |    4667000 | PA      | $3253227.15   | 6.36%             | 2029-01-15      | None          | 4.40%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                             | BNG Bank NV                                                                     | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              |  | NL        |     385000 | PA      | $261568.52    | 0.51%             | 2028-07-17      | None          | 3.30%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                               | Export Development Canada                                                       | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              |  | CA        |     320000 | PA      | $223452.31    | 0.44%             | 2029-08-08      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                               | Export Development Canada                                                       | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              |  | CA        |          0 | PA      | $0.00         | 0.00%             | 2029-08-08      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              |  | AU        |          0 | PA      | $0.00         | 0.00%             | 2034-05-21      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |   -2750000 | PA      | $-1804343.50  | -3.53%            | 2034-05-21      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              |  | AU        |          0 | PA      | $0.00         | 0.00%             | 2028-11-21      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |   -8171000 | PA      | $-5507117.27  | -10.77%           | 2028-11-21      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              |  | AU        |          0 | PA      | $0.00         | 0.00%             | 2031-06-21      | None          | 1.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |   -4331000 | PA      | $-2617213.65  | -5.12%            | 2031-06-21      | None          | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                    | Province of Manitoba                                                            | CUSIP: 000000000<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |     612000 | PA      | $408351.04    | 0.80%             | 2034-08-28      | None          | 4.85%                 | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                       | PSP Capital, Inc.                                                               | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              |  | CA        |    2813000 | PA      | $1930038.16   | 3.77%             | 2031-09-05      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp.                               | Queensland Treasury Corp.                                                       | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              |  | AU        |          0 | PA      | $0.00         | 0.00%             | 2036-07-21      | None          | 5.25%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp.                               | Queensland Treasury Corp.                                                       | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Short            | DBT              |  | AU        |    -733000 | PA      | $-508322.57   | -0.99%            | 2036-07-21      | None          | 5.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              |  | AU        |          0 | PA      | $0.00         | 0.00%             | 2029-11-21      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |    -340000 | PA      | $-225582.07   | -0.44%            | 2029-11-21      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                     | Province of Alberta                                                             | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              |  | CA        |     401000 | PA      | $279176.61    | 0.55%             | 2034-05-15      | None          | 5.20%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bonds                 | Bulgaria Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              |  | BG        |    1191000 | PA      | $1429752.80   | 2.80%             | 2038-05-07      | None          | 4.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |    5268000 | PA      | $5721119.73   | 11.19%            | 2031-04-01      | None          | 0.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |          0 | PA      | $0.00         | 0.00%             | 2052-09-01      | None          | 2.15%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | CORP              | IT        |     153063 | PA      | $189992.16    | 0.37%             | 2056-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |          0 | PA      | $0.00         | 0.00%             | 2049-09-01      | None          | 3.85%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |   -1013000 | PA      | $-1151756.11  | -2.25%            | 2049-09-01      | None          | 3.85%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |    2145000 | PA      | $2564485.64   | 5.01%             | 2046-04-30      | None          | 4.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |          0 | PA      | $0.00         | 0.00%             | 2043-09-01      | None          | 4.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |   -1136000 | PA      | $-1430798.73  | -2.80%            | 2043-09-01      | None          | 4.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |          0 | PA      | $0.00         | 0.00%             | 2055-10-01      | None          | 4.65%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |   -1720000 | PA      | $-2156063.44  | -4.22%            | 2055-10-01      | None          | 4.65%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |          0 | PA      | $0.00         | 0.00%             | 2031-05-01      | None          | 6.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |   -4440000 | PA      | $-6123229.15  | -11.97%           | 2031-05-01      | None          | 6.00%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale              | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              |  | FR        |     490000 | PA      | $431233.99    | 0.84%             | 2031-01-20      | None          | 1.38%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale              | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              |  | FR        |    1633000 | PA      | $1455068.39   | 2.85%             | 2032-01-26      | None          | 2.13%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | CORP              | DE        |   -3800532 | PA      | $-4019340.16  | -7.86%            | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | CORP              | DE        |   -3500092 | PA      | $-3648624.11  | -7.13%            | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |          0 | PA      | $0.00         | 0.00%             | 2032-08-15      | None          | 1.70%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |   -2086000 | PA      | $-2359944.04  | -4.61%            | 2032-08-15      | None          | 1.70%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |          0 | PA      | $0.00         | 0.00%             | 2051-07-06      | None          | 0.70%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | SD        |    -901500 | PA      | $-526834.76   | -1.03%            | 2051-07-06      | None          | 0.70%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |     683280 | PA      | $721803.53    | 1.41%             | 2054-10-05      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |          0 | PA      | $0.00         | 0.00%             | 2035-12-12      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | SD        |  -13460341 | PA      | $-16338746.56 | -31.95%           | 2035-12-12      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |          0 | PA      | $0.00         | 0.00%             | 2045-10-12      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | SD        |    -481000 | PA      | $-566442.66   | -1.11%            | 2045-10-12      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |     796000 | PA      | $936630.25    | 1.83%             | 2055-10-12      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |    2927000 | PA      | $2385111.96   | 4.66%             | 2048-05-25      | None          | 2.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |          0 | PA      | $0.00         | 0.00%             | 2029-02-25      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              |  | FR        |   -2345620 | PA      | $-2821629.84  | -5.52%            | 2029-02-25      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |          0 | PA      | $0.00         | 0.00%             | 2030-02-25      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              |  | FR        |   -3008224 | PA      | $-3606707.83  | -7.05%            | 2030-02-25      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |     744960 | PA      | $692997.15    | 1.36%             | 2054-05-25      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              |  | FR        |   -1585000 | PA      | $-1474442.23  | -2.88%            | 2054-05-25      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |          0 | PA      | $0.00         | 0.00%             | 2045-05-25      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              |  | FR        |   -3259000 | PA      | $-3457300.95  | -6.76%            | 2045-05-25      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |    1838000 | PA      | $1786566.70   | 3.49%             | 2055-05-25      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              |  | FR        |   -1859500 | PA      | $-1807465.06  | -3.53%            | 2055-05-25      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |          0 | PA      | $0.00         | 0.00%             | 2035-11-25      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              |  | FR        |    -459000 | PA      | $-549390.13   | -1.07%            | 2035-11-25      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |     579000 | PA      | $658961.71    | 1.29%             | 2042-05-25      | None          | 3.60%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |    2451000 | PA      | $2907850.59   | 5.69%             | 2046-05-25      | None          | 4.10%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bonds                      | Hellenic Republic Government Bonds                                              | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              |  | GR        |    3750000 | PA      | $4435086.16   | 8.67%             | 2036-06-16      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bonds                      | Hellenic Republic Government Bonds                                              | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              |  | GR        |    4098000 | PA      | $4791812.51   | 9.37%             | 2054-06-15      | None          | 4.13%                 | No            |                  2 | On Loan: No      |
| International Development Association                   | International Development Association                                           | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              |  | SD        |     984000 | PA      | $972975.36    | 1.90%             | 2031-09-12      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                         | Japan Government Ten Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              |  | JP        |          0 | PA      | $0.00         | 0.00%             | 2035-03-20      | None          | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                         | Japan Government Ten Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              |  | JP        | -334150000 | PA      | $-2033844.74  | -3.98%            | 2035-03-20      | None          | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government CPI-Linked Bonds                       | Japan Government CPI-Linked Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | CORP              | JP        |  306527928 | PA      | $1934640.61   | 3.78%             | 2035-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                            | Netherlands Government Bonds                                                    | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              |  | NL        |          0 | PA      | $0.00         | 0.00%             | 2035-07-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                            | Netherlands Government Bonds                                                    | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Short            | DBT              |  | NL        |    -101000 | PA      | $-116148.06   | -0.23%            | 2035-07-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                            | Netherlands Government Bonds                                                    | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              |  | NL        |     179000 | PA      | $0.00         | 0.00%             | 2056-01-15      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                            | Netherlands Government Bonds                                                    | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Short            | DBT              |  | NL        |    -179000 | PA      | $0.00         | 0.00%             | 2056-01-15      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                            | Netherlands Government Bonds                                                    | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              |  | NL        |          0 | PA      | $0.00         | 0.00%             | 2042-01-15      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                            | Netherlands Government Bonds                                                    | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Short            | DBT              |  | NL        |     -75000 | PA      | $-93983.85    | -0.18%            | 2042-01-15      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia                         | State of North Rhine-Westphalia                                                 | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              |  | DE        |     384000 | PA      | $141162.30    | 0.28%             | 2121-01-10      | None          | 0.95%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia                         | State of North Rhine-Westphalia                                                 | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              |  | DE        |      98000 | PA      | $46127.44     | 0.09%             | 2120-01-15      | None          | 1.38%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia                         | State of North Rhine-Westphalia                                                 | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              |  | DE        |     242000 | PA      | $168800.88    | 0.33%             | 2119-03-21      | None          | 2.15%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                       | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              |  | PT        |    1568000 | PA      | $1853847.96   | 3.63%             | 2035-06-15      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                       | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              |  | PT        |    2690000 | PA      | $3214634.62   | 6.29%             | 2036-06-13      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                       | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              |  | PT        |    2210000 | PA      | $2579568.66   | 5.04%             | 2040-06-15      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                       | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              |  | PT        |    3191000 | PA      | $3584032.07   | 7.01%             | 2054-06-12      | None          | 3.63%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                    | Republic of Austria Government Bonds                                            | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              |  | AT        |     715000 | PA      | $294153.57    | 0.58%             | 2071-04-20      | None          | 0.70%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                 | Sweden Government Bonds                                                         | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              |  | SE        |          0 | PA      | $0.00         | 0.00%             | 2035-05-11      | None          | 2.25%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                 | Sweden Government Bonds                                                         | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Short            | DBT              |  | SE        |  -56970000 | PA      | $-6192318.92  | -12.11%           | 2035-05-11      | None          | 2.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |    1808000 | PA      | $2148985.42   | 4.20%             | 2035-10-31      | None          | 3.20%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |   -3562000 | PA      | $-4233786.56  | -8.28%            | 2035-10-31      | None          | 3.20%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |          0 | PA      | $0.00         | 0.00%             | 2040-07-30      | None          | 4.90%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |   -2010000 | PA      | $-2734998.21  | -5.35%            | 2040-07-30      | None          | 4.90%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                   | Tennet Netherlands BV                                                           | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              |  | NL        |     100000 | PA      | $85098.84     | 0.17%             | 2041-06-09      | None          | 1.13%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                   | Tennet Netherlands BV                                                           | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              |  | NL        |     100000 | PA      | $105272.25    | 0.21%             | 2036-06-13      | None          | 1.88%                 | No            |                  2 | On Loan: No      |
| Italy Certificati di Credito del Tesoro/CCTS-eu         | Italy Certificati di Credito del Tesoro/CCTS-eu                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |     585000 | PA      | $704876.32    | 1.38%             | 2035-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                 | Norway Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              |  | NO        |   12145000 | PA      | $1256485.84   | 2.46%             | 2036-06-03      | None          | 4.13%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                         | Ontario Teachers' Finance Trust                                                 | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              |  | CA        |     481000 | PA      | $536378.83    | 1.05%             | 2032-05-03      | None          | 1.85%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |          0 | PA      | $0.00         | 0.00%             | 2034-11-25      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              |  | FR        |   -3539000 | PA      | $-4116452.31  | -8.05%            | 2034-11-25      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |          0 | PA      | $0.00         | 0.00%             | 2040-09-01      | None          | 5.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |   -1652000 | PA      | $-2232894.40  | -4.37%            | 2040-09-01      | None          | 5.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |          0 | PA      | $0.00         | 0.00%             | 2045-05-25      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              |  | FR        |   -1059000 | PA      | $-1123386.80  | -2.20%            | 2045-05-25      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |    2862000 | PA      | $3604590.88   | 7.05%             | 2030-11-15      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |          0 | PA      | $0.00         | 0.00%             | 2056-08-15      | None          | 2.90%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |   -1940300 | PA      | $-2053098.30  | -4.01%            | 2056-08-15      | None          | 2.90%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |          0 | PA      | $0.00         | 0.00%             | 2042-11-04      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | SD        |   -2462000 | PA      | $-2814817.02  | -5.50%            | 2042-11-04      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                    | Republic of Austria Government Bonds                                            | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              |  | AT        |          0 | PA      | $0.00         | 0.00%             | 2044-06-20      | None          | 3.15%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                    | Republic of Austria Government Bonds                                            | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Short            | DBT              |  | AT        |   -1030000 | PA      | $-1150904.35  | -2.25%            | 2044-06-20      | None          | 3.15%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |          0 | PA      | $0.00         | 0.00%             | 2036-02-01      | None          | 3.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |   -3964000 | PA      | $-4724942.42  | -9.24%            | 2036-02-01      | None          | 3.45%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |          0 | PA      | $0.00         | 0.00%             | 2031-12-04      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | SD        |   -2159000 | PA      | $-2543986.49  | -4.97%            | 2031-12-04      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |    1360000 | PA      | $1680128.06   | 3.29%             | 2033-10-31      | None          | 3.55%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                    | Republic of Austria Government Bonds                                            | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              |  | AT        |          0 | PA      | $0.00         | 0.00%             | 2053-10-20      | None          | 3.15%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                    | Republic of Austria Government Bonds                                            | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Short            | DBT              |  | AT        |    -386000 | PA      | $-407565.44   | -0.80%            | 2053-10-20      | None          | 3.15%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |    1919500 | PA      | $2257258.16   | 4.41%             | 2045-10-12      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |          0 | PA      | $0.00         | 0.00%             | 2044-09-01      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |   -1070000 | PA      | $-1400959.40  | -2.74%            | 2044-09-01      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |          0 | PA      | $0.00         | 0.00%             | 2035-02-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |    -852016 | PA      | $-992299.85   | -1.94%            | 2035-02-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |          0 | PA      | $0.00         | 0.00%             | 2032-08-15      | None          | 1.70%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |   -5828500 | PA      | $-6593961.91  | -12.89%           | 2032-08-15      | None          | 1.70%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |    1590000 | PA      | $1917492.18   | 3.75%             | 2030-07-01      | None          | 2.95%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                    | Republic of Austria Government Bonds                                            | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              |  | AT        |    1254000 | PA      | $1461435.10   | 2.86%             | 2039-07-15      | None          | 3.20%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                     | OMERS Finance Trust                                                             | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              |  | CA        |    1180000 | PA      | $1428719.80   | 2.79%             | 2029-01-25      | None          | 3.13%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                            | Netherlands Government Bonds                                                    | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              |  | NL        |     831078 | PA      | $955411.00    | 1.87%             | 2035-07-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                            | Netherlands Government Bonds                                                    | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              |  | NL        |     838500 | PA      | $985186.73    | 1.93%             | 2056-01-15      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |     615000 | PA      | $594807.49    | 1.16%             | 2043-05-25      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |          0 | PA      | $0.00         | 0.00%             | 2054-08-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |    -897804 | PA      | $-879767.97   | -1.72%            | 2054-08-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |     825000 | PA      | $744297.66    | 1.46%             | 2037-07-30      | None          | 0.85%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |     516000 | PA      | $544473.10    | 1.06%             | 2044-07-04      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |          0 | PA      | $0.00         | 0.00%             | 2053-08-15      | None          | 1.80%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |    -914000 | PA      | $-766418.07   | -1.50%            | 2053-08-15      | None          | 1.80%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |    4316000 | PA      | $5116149.32   | 10.00%            | 2032-12-13      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |    1992000 | PA      | $2455599.32   | 4.80%             | 2031-02-15      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |    4040500 | PA      | $4730532.30   | 9.25%             | 2039-10-04      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |          0 | PA      | $0.00         | 0.00%             | 2054-10-05      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |    2427000 | PA      | $2855618.05   | 5.58%             | 2055-10-12      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |          0 | PA      | $0.00         | 0.00%             | 2038-10-25      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              |  | FR        |    -655000 | PA      | $-803389.17   | -1.57%            | 2038-10-25      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bonds                      | Hellenic Republic Government Bonds                                              | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              |  | GR        |     685000 | PA      | $800926.87    | 1.57%             | 2054-06-15      | None          | 4.13%                 | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                       | PSP Capital, Inc.                                                               | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              |  | CA        |     573000 | PA      | $686259.29    | 1.34%             | 2034-07-02      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |          0 | PA      | $0.00         | 0.00%             | 2034-12-04      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | SD        |   -5208000 | PA      | $-6191893.04  | -12.11%           | 2034-12-04      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bonds                      | Hellenic Republic Government Bonds                                              | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              |  | GR        |    4559000 | PA      | $5391675.56   | 10.54%            | 2036-06-16      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |          0 | PA      | $0.00         | 0.00%             | 2051-07-06      | None          | 0.70%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | SD        |   -5235000 | PA      | $-3059367.52  | -5.98%            | 2051-07-06      | None          | 0.70%                 | No            |                  2 | On Loan: No      |
| CDP Financial, Inc.                                     | CDP Financial, Inc.                                                             | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              |  | CA        |    3353000 | PA      | $3957910.06   | 7.74%             | 2032-02-13      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |          0 | PA      | $0.00         | 0.00%             | 2039-07-04      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |   -3266500 | PA      | $-4378551.71  | -8.56%            | 2039-07-04      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |    2779000 | PA      | $3563942.42   | 6.97%             | 2037-01-31      | None          | 4.20%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |    1343000 | PA      | $712548.74    | 1.39%             | 2052-05-25      | None          | 0.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | CORP              | DE        |    6688675 | PA      | $3190368.47   | 6.24%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |          0 | PA      | $0.00         | 0.00%             | 2048-03-01      | None          | 3.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |   -1090000 | PA      | $-1170571.67  | -2.29%            | 2048-03-01      | None          | 3.45%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                     | Kingdom of Belgium Government Bonds                                             | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              |  | BE        |          0 | PA      | $0.00         | 0.00%             | 2032-03-28      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                     | Kingdom of Belgium Government Bonds                                             | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Short            | DBT              |  | BE        |    -574647 | PA      | $-730891.03   | -1.43%            | 2032-03-28      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |          0 | PA      | $0.00         | 0.00%             | 2032-03-01      | None          | 1.65%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |   -3255000 | PA      | $-3610019.59  | -7.06%            | 2032-03-01      | None          | 1.65%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |          0 | PA      | $0.00         | 0.00%             | 2037-03-01      | None          | 0.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -859000 | PA      | $-781436.72   | -1.53%            | 2037-03-01      | None          | 0.95%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                | Finland Government Bonds                                                        | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              |  | FI        |    1850000 | PA      | $2189484.97   | 4.28%             | 2032-04-15      | None          | 2.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |    2489000 | PA      | $2614600.41   | 5.11%             | 2032-04-30      | None          | 0.70%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |          0 | PA      | $0.00         | 0.00%             | 2030-03-01      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |   -1703000 | PA      | $-2101572.32  | -4.11%            | 2030-03-01      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital, Inc.                                     | CPPIB Capital, Inc.                                                             | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              |  | CA        |    1126000 | PA      | $1343311.70   | 2.63%             | 2032-01-30      | None          | 2.88%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                            | Netherlands Government Bonds                                                    | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Short            | DBT              | CORP              | NL        |   -1436845 | PA      | $-693374.68   | -1.36%            | 2052-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |    1094000 | PA      | $1320393.32   | 2.58%             | 2032-11-15      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | CORP              | DE        |    -417832 | PA      | $-448261.89   | -0.88%            | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                         | Ontario Teachers' Finance Trust                                                 | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              |  | CA        |    1746000 | PA      | $1976501.75   | 3.87%             | 2028-05-19      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |          0 | PA      | $0.00         | 0.00%             | 2046-10-31      | None          | 2.90%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |   -1013000 | PA      | $-1040654.63  | -2.04%            | 2046-10-31      | None          | 2.90%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |          0 | PA      | $0.00         | 0.00%             | 2034-07-04      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | SD        |    -558000 | PA      | $-677569.92   | -1.33%            | 2034-07-04      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                     | Kingdom of Belgium Government Bonds                                             | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              |  | BE        |    2750929 | PA      | $3273899.06   | 6.40%             | 2030-10-22      | None          | 2.60%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bonds                      | Hellenic Republic Government Bonds                                              | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              |  | GR        |     923000 | PA      | $1179014.61   | 2.31%             | 2038-07-18      | None          | 4.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |          0 | PA      | $0.00         | 0.00%             | 2053-10-01      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -554000 | PA      | $-682894.96   | -1.34%            | 2053-10-01      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bonds                      | Hellenic Republic Government Bonds                                              | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              |  | GR        |    2113000 | PA      | $2405263.84   | 4.70%             | 2030-06-18      | None          | 1.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |    1348000 | PA      | $1675381.70   | 3.28%             | 2037-10-30      | None          | 4.05%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |    2145000 | PA      | $2564337.54   | 5.01%             | 2046-04-30      | None          | 4.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | CORP              | DE        |   -2834000 | PA      | $-2908422.35  | -5.69%            | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |          0 | PA      | $0.00         | 0.00%             | 2038-09-01      | None          | 2.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |   -1496000 | PA      | $-1655922.66  | -3.24%            | 2038-09-01      | None          | 2.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |    3187000 | PA      | $3813286.12   | 7.46%             | 2033-03-15      | None          | 3.15%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |      34000 | PA      | $35233.41     | 0.07%             | 2046-08-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |          0 | PA      | $0.00         | 0.00%             | 2030-07-30      | None          | 1.95%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |   -1580000 | PA      | $-1837165.87  | -3.59%            | 2030-07-30      | None          | 1.95%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                | Finland Government Bonds                                                        | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              |  | FI        |     389000 | PA      | $388326.68    | 0.76%             | 2055-04-15      | None          | 2.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |          0 | PA      | $0.00         | 0.00%             | 2052-09-01      | None          | 2.15%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |   -1550000 | PA      | $-1234165.07  | -2.41%            | 2052-09-01      | None          | 2.15%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |    1783000 | PA      | $2125957.60   | 4.16%             | 2040-10-01      | None          | 3.85%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |    2354250 | PA      | $2799068.81   | 5.47%             | 2042-07-04      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |    3550500 | PA      | $4182670.14   | 8.18%             | 2034-08-15      | None          | 2.60%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |          0 | PA      | $0.00         | 0.00%             | 2032-10-31      | None          | 2.55%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |   -1102000 | PA      | $-1288369.98  | -2.52%            | 2032-10-31      | None          | 2.55%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |          0 | PA      | $0.00         | 0.00%             | 2031-04-30      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |   -2102000 | PA      | $-2196680.84  | -4.30%            | 2031-04-30      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |    1166000 | PA      | $1358100.58   | 2.66%             | 2041-01-31      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |          0 | PA      | $0.00         | 0.00%             | 2030-10-31      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |   -3059000 | PA      | $-3430761.14  | -6.71%            | 2030-10-31      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |    1129000 | PA      | $1413978.53   | 2.77%             | 2055-10-01      | None          | 4.65%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |          0 | PA      | $0.00         | 0.00%             | 2030-05-25      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              |  | FR        |   -2442000 | PA      | $-2897032.99  | -5.67%            | 2030-05-25      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |          0 | PA      | $0.00         | 0.00%             | 2041-05-15      | None          | 2.60%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |   -1144000 | PA      | $-1260526.38  | -2.46%            | 2041-05-15      | None          | 2.60%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |          0 | PA      | $0.00         | 0.00%             | 2033-09-01      | None          | 2.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |   -1483000 | PA      | $-1688582.18  | -3.30%            | 2033-09-01      | None          | 2.45%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |          0 | PA      | $0.00         | 0.00%             | 2033-04-30      | None          | 3.15%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |   -3060000 | PA      | $-3696796.30  | -7.23%            | 2033-04-30      | None          | 3.15%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |          0 | PA      | $0.00         | 0.00%             | 2037-02-01      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |   -3589000 | PA      | $-4469965.86  | -8.74%            | 2037-02-01      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                     | Kingdom of Belgium Government Bonds                                             | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              |  | BE        |     131429 | PA      | $178523.54    | 0.35%             | 2035-03-28      | None          | 5.00%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                        | Bundesobligation                                                                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |          0 | PA      | $0.00         | 0.00%             | 2028-10-19      | None          | 2.40%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                        | Bundesobligation                                                                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |   -1239738 | PA      | $-1485336.53  | -2.90%            | 2028-10-19      | None          | 2.40%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |          0 | PA      | $0.00         | 0.00%             | 2053-03-04      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| European Union                                          | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | SD        |    -745673 | PA      | $-748157.06   | -1.46%            | 2053-03-04      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |          0 | PA      | $0.00         | 0.00%             | 2035-02-01      | None          | 3.85%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -615000 | PA      | $-762383.15   | -1.49%            | 2035-02-01      | None          | 3.85%                 | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                             | U.K. Inflation-Linked Gilts                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | CORP              | GB        |     676029 | PA      | $873229.75    | 1.71%             | 2037-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |    1987500 | PA      | $2603645.06   | 5.09%             | 2043-10-22      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |          0 | PA      | $0.00         | 0.00%             | 2036-03-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |   -2138250 | PA      | $-2847967.07  | -5.57%            | 2036-03-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |          0 | PA      | $0.00         | 0.00%             | 2040-12-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |   -1147000 | PA      | $-1456931.45  | -2.85%            | 2040-12-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |          0 | PA      | $0.00         | 0.00%             | 2047-07-22      | None          | 1.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -962180 | PA      | $-689362.29   | -1.35%            | 2047-07-22      | None          | 1.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |          0 | PA      | $0.00         | 0.00%             | 2052-07-22      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -305500 | PA      | $-329149.01   | -0.64%            | 2052-07-22      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |    1949674 | PA      | $1170822.38   | 2.29%             | 2051-07-31      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |    2111250 | PA      | $1589815.60   | 3.11%             | 2065-07-22      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |          0 | PA      | $0.00         | 0.00%             | 2063-10-22      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -816000 | PA      | $-891084.15   | -1.74%            | 2063-10-22      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |    2385000 | PA      | $3091694.87   | 6.05%             | 2040-01-31      | None          | 4.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -876000 | PA      | $-1135565.91  | -2.22%            | 2040-01-31      | None          | 4.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |          0 | PA      | $0.00         | 0.00%             | 2031-10-22      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |   -3356357 | PA      | $-4581455.33  | -8.96%            | 2031-10-22      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |    7141685 | PA      | $8197362.36   | 16.03%            | 2032-01-31      | None          | 1.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |          0 | PA      | $0.00         | 0.00%             | 2039-09-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |   -1220000 | PA      | $-1569822.75  | -3.07%            | 2039-09-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                             | U.K. Inflation-Linked Gilts                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | CORP              | GB        |   -1199411 | PA      | $-1582606.87  | -3.09%            | 2031-08-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |          0 | PA      | $0.00         | 0.00%             | 2054-10-22      | None          | 1.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -921354 | PA      | $-586339.36   | -1.15%            | 2054-10-22      | None          | 1.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |          0 | PA      | $0.00         | 0.00%             | 2034-01-31      | None          | 4.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -990000 | PA      | $-1379455.47  | -2.70%            | 2034-01-31      | None          | 4.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |          0 | PA      | $0.00         | 0.00%             | 2038-12-07      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |   -1244250 | PA      | $-1696246.97  | -3.32%            | 2038-12-07      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |          0 | PA      | $0.00         | 0.00%             | 2068-07-22      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -873750 | PA      | $-853302.88   | -1.67%            | 2068-07-22      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |          0 | PA      | $0.00         | 0.00%             | 2028-10-22      | None          | 1.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |   -2299000 | PA      | $-2991060.69  | -5.85%            | 2028-10-22      | None          | 1.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |     540500 | PA      | $592210.41    | 1.16%             | 2045-01-22      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                             | U.K. Inflation-Linked Gilts                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | CORP              | GB        |     678553 | PA      | $928777.73    | 1.82%             | 2038-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |          0 | PA      | $0.00         | 0.00%             | 2030-12-07      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |   -2830000 | PA      | $-4026148.70  | -7.87%            | 2030-12-07      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |          0 | PA      | $0.00         | 0.00%             | 2029-07-22      | None          | 4.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |   -1767000 | PA      | $-2444911.19  | -4.78%            | 2029-07-22      | None          | 4.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |    1976000 | PA      | $2106621.05   | 4.12%             | 2053-10-22      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |          0 | PA      | $0.00         | 0.00%             | 2031-07-31      | None          | 0.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |   -2305701 | PA      | $-2591982.56  | -5.07%            | 2031-07-31      | None          | 0.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |          0 | PA      | $0.00         | 0.00%             | 2046-12-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |   -3028000 | PA      | $-3653642.42  | -7.14%            | 2046-12-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |          0 | PA      | $0.00         | 0.00%             | 2032-06-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |   -2632250 | PA      | $-3641172.89  | -7.12%            | 2032-06-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |    2296000 | PA      | $3106514.52   | 6.07%             | 2034-07-31      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |    3708000 | PA      | $5107852.10   | 9.99%             | 2029-05-22      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |    1664870 | PA      | $1979206.12   | 3.87%             | 2054-07-31      | None          | 4.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |    3647300 | PA      | $4997397.44   | 9.77%             | 2035-03-07      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |   -1503320 | PA      | $-2059794.25  | -4.03%            | 2035-03-07      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |    3966000 | PA      | $4924835.90   | 9.63%             | 2038-01-29      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |          0 | PA      | $0.00         | 0.00%             | 2035-10-22      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |   -1723000 | PA      | $-2393977.92  | -4.68%            | 2035-10-22      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                             | U.K. Inflation-Linked Gilts                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | CORP              | GB        |          0 | PA      | $0.00         | 0.00%             | 2045-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                             | U.K. Inflation-Linked Gilts                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | CORP              | GB        |    -605309 | PA      | $-639941.58   | -1.25%            | 2045-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |          0 | PA      | $0.00         | 0.00%             | 2039-01-31      | None          | 1.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |   -1550000 | PA      | $-1375025.46  | -2.69%            | 2039-01-31      | None          | 1.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |          0 | PA      | $0.00         | 0.00%             | 2043-07-30      | None          | 3.45%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              |  | AU        |     823000 | PA      | $524936.99    | 1.03%             | 2034-12-21      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                   | European Financial Stability Facility                                           | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              |  | LU        |    2392000 | PA      | $2805765.78   | 5.49%             | 2035-01-29      | None          | 2.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |          0 | PA      | $0.00         | 0.00%             | 2035-03-07      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |   -1534000 | PA      | $-2102845.68  | -4.11%            | 2035-03-07      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |    1919000 | PA      | $2281658.23   | 4.46%             | 2054-07-31      | None          | 4.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |          0 | PA      | $0.00         | 0.00%             | 2029-10-22      | None          | 0.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |   -2357538 | PA      | $-2912085.78  | -5.69%            | 2029-10-22      | None          | 0.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |          0 | PA      | $0.00         | 0.00%             | 2043-07-30      | None          | 3.45%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |   -1068000 | PA      | $-1216435.85  | -2.38%            | 2043-07-30      | None          | 3.45%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                    | Qatar Government International Bonds                                            | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Short            | DBT              | NUSS              | QA        |    -200000 | PA      | $-195623.50   | -0.38%            | 2048-04-23      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bonds                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Short            | DBT              | NUSS              | SA        |    -200000 | PA      | $-184900.00   | -0.36%            | 2050-01-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     170000 | PA      | $118207.80    | 0.23%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     110000 | PA      | $66085.06     | 0.13%             | 2050-11-17      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| QatarEnergy                                             | QatarEnergy                                                                     | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     525000 | PA      | $362727.75    | 0.71%             | 2051-07-12      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                             | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Short            | DBT              | NUSS              | OM        |    -400000 | PA      | $-433300.00   | -0.85%            | 2048-01-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Linde PLC                                               | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $117918.88    | 0.23%             | 2051-09-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Short            | DBT              | NUSS              | RO        |    -352000 | PA      | $-393764.80   | -0.77%            | 2053-01-17      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |    -400000 | PA      | $-391450.00   | -0.77%            | 2047-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                     | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | DBT              | CORP              | FR        |    -300000 | PA      | $-396583.29   | -0.78%            | 2033-06-02      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Bulgaria Government International Bond                  | Bulgaria Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Short            | DBT              | NUSS              | BG        |    -150000 | PA      | $-196583.11   | -0.38%            | 2036-05-13      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                   | Banque Federative du Credit Mutuel SA                                           | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Short            | DBT              | CORP              | FR        |    -200000 | PA      | $-245874.44   | -0.48%            | 2034-01-11      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Short            | DBT              | CORP              | PL        |    -140000 | PA      | $-164284.48   | -0.32%            | 2044-01-11      | None          | 4.13%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond        | Republic of Poland Government International Bond                                | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Short            | DBT              | NUSS              | PL        |     -60000 | PA      | $-72815.15    | -0.14%            | 2034-01-11      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Saudi Government International Bonds                    | Saudi Government International Bonds                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Short            | DBT              | NUSS              | SA        |    -800000 | PA      | $-780000.00   | -1.53%            | 2054-01-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                      | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Short            | DBT              | CORP              | ES        |    -200000 | PA      | $-249464.95   | -0.49%            | 2034-04-22      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| PSP Capital, Inc.                                       | PSP Capital Inc                                                                 | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |     250000 | PA      | $300426.35    | 0.59%             | 2034-07-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                       | PSP Capital Inc                                                                 | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Short            | DBT              | NUSS              | CA        |    -250000 | PA      | $-300426.35   | -0.59%            | 2034-07-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Short            | DBT              | CORP              | DE        |    -400000 | PA      | $-500260.30   | -0.98%            | 2035-07-12      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                      | Abu Dhabi National Energy Co. PJSC                                              | CUSIP: 000000000<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $193427.34    | 0.38%             | 2037-03-09      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                            | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Short            | DBT              | CORP              | GB        |    -250000 | PA      | $-300947.56   | -0.59%            | 2036-01-31      | Fixed         | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Short            | DBT              | CORP              | ZA        |    -200000 | PA      | $-212408.08   | -0.42%            | 2036-11-19      | None          | 7.10%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance U.S., Inc.                           | Stellantis NV                                                                   | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Short            | DBT              | CORP              | NL        |    -125000 | PA      | $-146499.02   | -0.29%            | 2034-03-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Funding ULC                                      | Fiserv Funding ULC                                                              | CUSIP: 000000000<br>LEI: 254900RNWK5SE9A0I712 | Short            | DBT              | CORP              | IE        |    -200000 | PA      | $-235716.29   | -0.46%            | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                   | Saudi Arabian Oil Co.                                                           | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     200000 | PA      | $205160.00    | 0.40%             | 2055-06-02      | None          | 6.38%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. PLC                              | Bellis Acquisition Co. PLC                                                      | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $226628.32    | 0.44%             | 2031-07-01      | None          | 8.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | WHEAT 5000 MAR 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -13 | NC      | $-16555.61    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                  | COCOA MAR 26                                                                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         -2 | NC      | $18790.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | BRENT CRUDE APR 26                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          3 | NC      | $18295.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                  | COFFEE 'C' FUTURE Mar26                                                         | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         -1 | NC      | $12742.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                             | COPPER FUTURE MAR 26                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $20750.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | CORN MAR 26                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -12 | NC      | $6387.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                   | LME PRI ALUM FUTR Mar26                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          3 | NC      | $-3310.75     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                   | LME PRI ALUM FUTR Mar26                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -1 | NC      | $-925.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                  | COTTON NO.2 FUTR  Mar26                                                         | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        -11 | NC      | $7233.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kansas City Board Of Trade                              | KC HRW WHEAT FUT  Mar26                                                         | CUSIP: 000000000<br>LEI: VDJLMWORI3ZMK2V6EV47 | N/A              | DCO              |  | US        |        -11 | NC      | $-8708.02     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | BRENT CRUDE FUTR  May26                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         -6 | NC      | $-33095.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                  | SUGAR #11 (WORLD) Oct26                                                         | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |          8 | NC      | $-4500.15     | -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      | $-12213.60    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | LIVE CATTLE FUTR  Apr26                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         -1 | NC      | $-299.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | SOYBEAN OIL FUTR  Mar26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -9 | NC      | $-17208.43    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | SOYBEAN MEAL FUTR Mar26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -5 | NC      | $4550.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | SOYBEAN FUTURE    Mar26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -8 | NC      | $7412.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Low Su Gasoil G   Mar26                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |         -1 | NC      | $-8475.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | CATTLE FEEDER FUT Mar26                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          1 | NC      | $14937.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Canada, Inc.                                | CANOLA FUTR (WCE) Mar26                                                         | CUSIP: 000000000<br>LEI: 549300QVU6WVGZWEYS03 | N/A              | DCO              |  | CA        |          1 | NC      | $162.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | SOYBEAN FUTURE    Nov26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          5 | NC      | $-5519.53     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | LIVE CATTLE FUTR  Oct26                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          2 | NC      | $3813.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                   | LME PRI ALUM FUTR Feb26                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          1 | NC      | $4674.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                   | LME PRI ALUM FUTR Feb26                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -1 | NC      | $-1363.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | TTF NAT GAS F     Sep27                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | DE        |         -1 | NC      | $-1533.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | BRENT CRUDE FUTR  Nov26                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          7 | NC      | $33032.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                   | LME ZINC FUTURE   Feb26                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          3 | NC      | $21467.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                   | LME ZINC FUTURE   Feb26                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -3 | NC      | $-23470.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | CORN FUTURE       Dec26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         11 | NC      | $550.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Liffe                                     | COFF ROBUSTA 10tn Mar26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          2 | NC      | $3880.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | WHEAT FUTURE(CBT) Dec26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          5 | NC      | $239.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                  | COTTON NO.2 FUTR  Dec26                                                         | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |          2 | NC      | $1101.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | SOYBEAN MEAL FUTR Dec26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          4 | NC      | $-9560.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Liffe                                     | COCOA FUTURE - IC Mar26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -1 | NC      | $20964.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | LEAN HOGS FUTURE  Oct26                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          3 | NC      | $4266.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kansas City Board Of Trade                              | KC HRW WHEAT FUT  Dec26                                                         | CUSIP: 000000000<br>LEI: VDJLMWORI3ZMK2V6EV47 | N/A              | DCO              |  | US        |          3 | NC      | $351.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Low Su Gasoil G   Nov26                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          2 | NC      | $7038.68      | 0.01%             |  |  |  | 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      | $-7999.73     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                   | LME ZINC FUTURE   Mar26                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          1 | NC      | $6179.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Liffe                                     | WHITE SUGAR (ICE) May26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          7 | NC      | $-4488.66     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)Mar26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         22 | NC      | $-8049.73     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)Mar26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -36 | NC      | $-7811.59     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Euronext Paris Matif                                    | RAPESEED  EURO    May26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | FR        |         11 | NC      | $4813.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) Mar26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          2 | NC      | $843.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) Mar26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -1 | NC      | $1031.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) Mar26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          7 | NC      | $304.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) Mar26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -105 | NC      | $-24040.29    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | TTF NAT GAS F     Jul27                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | DE        |         -1 | NC      | $-1356.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | TTF NAT GAS F     Aug27                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | DE        |         -1 | NC      | $-1418.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Minneapolis Grain Exchange                              | MIAX Red Wheat FutMar26                                                         | CUSIP: 000000000<br>LEI: 549300RGCVWZUN04IA69 | N/A              | DCO              |  | US        |        -10 | NC      | $-4333.32     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-SCHATZ FUT   Mar26                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         82 | NC      | $3164.47      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | SOYBEAN OIL FUTR  Dec26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          5 | NC      | $6457.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10yr Ultra Fut Mar26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -56 | NC      | $-4124.99     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                   | LME NICKEL FUTURE Feb26                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          2 | NC      | $35809.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                   | LME NICKEL FUTURE Feb26                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -2 | NC      | $-21024.90    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                   | LME LEAD FUTURE   Feb26                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          3 | NC      | $-628.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                   | LME LEAD FUTURE   Feb26                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -3 | NC      | $-403.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                             | MICRO COPPER      Mar26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -4 | NC      | $965.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | MILL WHEAT EURO   Mar26                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | FR        |          4 | NC      | $1249.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE  Mar26                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         93 | NC      | $37404.27     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE  Mar26                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -71 | NC      | $-16011.14    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | Euro-BTP Future   Mar26                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -14 | NC      | $-552.55      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                   | LME LEAD FUTURE   Mar26                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          5 | NC      | $-2998.75     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                   | LME LEAD FUTURE   Mar26                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -8 | NC      | $9381.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | Euro-OAT Future   Mar26                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -42 | NC      | $-28262.79    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                | CAN 10YR BOND FUT Mar26                                                         | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |        -12 | NC      | $-279.95      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUXL 30Y BND Mar26                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          1 | NC      | $-2379.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUXL 30Y BND Mar26                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -105 | NC      | $14645.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) Mar26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -27 | NC      | $4965.41      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | Short Euro-BTP Fu Mar26                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -31 | NC      | $-4425.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE  Mar26                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         96 | NC      | $17332.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE  Mar26                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -52 | NC      | $-10980.48    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | NASDAQ 100 E-MINI Mar26                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -1 | NC      | $5039.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                     | AUST 10Y BOND FUT Mar26                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         35 | NC      | $-3887.89     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                          | TOPIX MAR 26                                                                    | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         -5 | NC      | $-14786.08    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Korea Exchange (Futures Market)                         | KOREA 3YR BND FUT Mar26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |         -3 | NC      | $-375.16      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                            | SP500 MIC EMIN FUTMar26                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DE               |  | US        |          2 | NC      | $647.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                            | SP500 MIC EMIN FUTMar26                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DE               |  | US        |         -8 | NC      | $936.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                          | MINI TPX IDX FUT  Mar26                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          3 | NC      | $2163.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO STOXX 50     Mar26                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -24 | NC      | $4413.61      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | E-Mini Russ 2000  Mar26                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               |  | US        |         -1 | NC      | $2181.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                | S&P/TSX 60 IX FUT Mar26                                                         | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               |  | CA        |          1 | NC      | $-9097.96     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Life                                      | MSCI EmgMkt       Mar26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-60.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | NASD100 MICRO EMINMar26                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          1 | NC      | $597.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | Micro EURO STOXX  Mar26                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          9 | NC      | $1417.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                            | Micro WTI Crude F Mar26                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          6 | NC      | $2744.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                             | MICRO GOLD        Apr26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          2 | NC      | $1921.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                            | GASOLINE RBOB FUT Nov26                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          1 | NC      | $3363.33      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                            | NY Harb ULSD Fut  Nov26                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          1 | NC      | $3548.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Liffe                                     | EURIBOR 3MO (LIFFE) JUN 26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -10 | NC      | $-936.85      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Liffe                                     | ICE 3MTH SONIA DEC 26                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -163 | NC      | $1297.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Liffe                                     | EURIBOR 3MO (LIFFE) MAR 27                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         28 | NC      | $907.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | 3 MONTH SOFR FUT MAR 26                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -9 | NC      | $1982.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                            | NATURAL  GAS MAR 26                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -9 | NC      | $-102023.57   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                            | NATURAL  GAS DEC 26                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -1 | NC      | $-2420.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                            | NATURAL  GAS NOV 26                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         10 | NC      | $25936.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                            | WTI CRUDE FUTURE  Nov26                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          6 | NC      | $15464.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                            | CRUDE OIL (NY) MAR 26                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -2 | NC      | $-13560.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                  | SUGAR (112000) MAR 26                                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         -9 | NC      | $5625.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Cyprus Holdings PLC                             | BANK OF CYPRUS HOLDINGS PLC                                                     | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | EC               | CORP              | IE        |       6118 | NS      | $67925.35     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Scottish Mortgage Investment Trust PLC                  | Scottish Mortgage Investment Trust PLC                                          | CUSIP: 000000000<br>LEI: 213800G37DCS3Q9IJM38 | Short            | EC               | RF                | GB        |       -166 | NS      | $-2864.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SHAWBROOK GROUP PLC W/I                                 | SHAWBROOK GROUP PLC W/I                                                         | CUSIP: 000000000<br>LEI: 21380071539WSMTM4410 | Long             | EC               | CORP              | GB        |      29532 | NS      | $190675.11    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | SOFR 1YR MIDCURVE 06/12/26 97C                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         96 | NC      | $24000.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                               | S&P 500 INDEX MAR 26 6000P                                                      | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |         -8 | NC      | $-14400.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Liffe                                     | ICE 3MONTH SONIA OPTION 03/01/26W 96.25P                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        206 | NC      | $1766.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Liffe                                     | ICE 3MONTH SONIA OPTION 03/13/26W 95.85P                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        206 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Liffe                                     | ICE 3MONTH SONIA OPTION 03/01/26W 96.05P                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -412 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                               | S&P 500 INDEX MAR 26 6700P                                                      | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          8 | NC      | $61720.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | POWERSHARES QQQ JAN 27 520P                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          9 | NC      | $17190.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | POWERSHARES QQQ JAN 27 655P                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-18265.50    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | TESLA MOTORS MAR 26 380 P                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          8 | NC      | $6536.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                               | S&P 500 INDEX FEB 26 6850P                                                      | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          1 | NC      | $5790.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | TESLA MOTORS FEB 26 400P                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          8 | NC      | $4680.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | META PLATFORMS INC MAR 26 730C                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          6 | NC      | $15780.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | POWERSHARES QQQ FEB 26 625P                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          6 | NC      | $7527.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | POWERSHARES QQQ FEB 26 620P                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $3157.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | NVIDIA CORP FEB 26 170P                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         44 | NC      | $6204.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | 3 MONTH SOFR OPTION 03/13/26 96.25C                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         38 | NC      | $12825.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | AIRBNB INC FEB 26 145C                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         37 | NC      | $5439.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | PALANTIR TECHNOLOGIES INC-A FEB 26 140P                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         22 | NC      | $13695.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                               | S&P 500 INDEX SEP 26 5400P                                                      | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |         -5 | NC      | $-35950.00    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | 3 MONTH SOFR OPTION JUN 27 98C                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -96 | NC      | $-12600.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | ISHARES RUSSELL 2000 FEB 26 250P                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         51 | NC      | $10455.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US TSY NOTE 2YR 03/02/26 104.75C                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         98 | NC      | $3062.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | ALPHABET INC-CL A FEB 26 375C                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         31 | NC      | $7998.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US TSY NOTE 10YR MAR 26 110.5P                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         40 | NC      | $2500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | MONGODB INC WEEKLY FEB 26 430C                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         11 | NC      | $4455.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FEB 26 126.5P                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         39 | NC      | $-7804.11     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US TSY NOTE 10YR MAR 26 109.5P                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -39 | NC      | $-609.38      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US TSY LONG BOND 02/20/26 119C                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         24 | NC      | $3000.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                               | S&P 500 INDEX SEP 26 6600P                                                      | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          5 | NC      | $113500.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | FTSE 100 INDEX MAR 26 9900P                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               |  | GB        |        195 | NC      | $26491.29     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | ISHARES MSCI 7-10 YEAR TRSURY BOND ETF MAR 26 95P                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        185 | NC      | $7215.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Life                                      | PURE STORAGE INC - CLASS A FEB 26 80C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         36 | NC      | $2700.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Arca/Pacific                                       | ENERGY SELECT SECTOR SPDR MAR 26 52.5C                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        192 | NC      | $26112.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND 03/01/26 124.5P                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -39 | NC      | $1772.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | FTSE 100 INDEX MAR 26 9800P                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               |  | GB        |         16 | NC      | $1789.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MSOXWLAI INDEX OTC 02/20/26 155.614P OTC-E                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        420 | NC      | $484.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NIKKEI 225 INDEX 02/13/26 50011.4P OTC- E                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |        266 | NC      | $707.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NIKKEI 225 INDEX  04/10/26 50011.4P OTC-E                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |        460 | NC      | $4219.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | ECHOSTAR HOLDING CORP-A MAR 26 140C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         20 | NC      | $5950.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | ECHOSTAR HOLDING CORP-A MAR 26 170C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        -20 | NC      | $-1700.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | ECHOSTAR HOLDING CORP-A FEB 26 140C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         13 | NC      | $897.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | T-MOBILE US INC JAN 02/06/26 180P                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         31 | NC      | $899.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | AVAGO TECHNOLOGIES LTD 02/06/26W 310P                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |         26 | NC      | $6864.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | INTEL CORP FEB 26 43P                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        100 | NC      | $10700.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch & Co., Inc.                               | S&P 500 MINI INDEX 02/06/26W 680P                                               | CUSIP: 000000000<br>LEI: DWW559HN8WVTCCS4VJ94 | N/A              | DE               |  | US        |          3 | NC      | $555.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | TOPIX BANKS INDEX  02/13/26 3539.6389P OTC-E                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      33720 | NC      | $11503.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | EURO STOXX BANKS (PRICE) INDEX 02/20/26 262P OTC-E                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       1963 | NC      | $5683.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | STOXX EUROPE 600 INDEX 02/20/26 615C OTC-E                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       2662 | NC      | $17411.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MSWLUMOL INDEX 02/20/26 428.401P                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        125 | NC      | $1197.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL 03/01/26 118C                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         19 | NC      | $339.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Life                                      | DOORDASH CL A ORD 02/13/26W 185P                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         32 | NC      | $4992.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Stock Exchange                                  | ARK INNOVATION ETF - WEEKLY 02/06/26W 74P                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        103 | NC      | $12669.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MSWLUMOL INDEX 02/20/26 429.838P OTC-E                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        126 | NC      | $1271.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Life                                      | CELESTICA INC-FE FEB 26 230P                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |        -16 | NC      | $-5744.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Stock Exchange                                  | NOVANTA INC FEB 26 150C                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         47 | NC      | $10105.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | NETFLIX INC FEB 26 80P                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         79 | NC      | $7110.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Arca/Pacific                                       | ISHARES NORTH AMERICAN TECH-SOFTWARE ETF FEB 26 10                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          4 | NC      | $68.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ARM HOLDINGS PLC FEB 26 140C                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -22 | NC      | $-1012.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | ARM HOLDINGS PLC FEB 26 118C                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         22 | NC      | $5478.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | ADV. MICRO DEVICES 02/06/26W 305C                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        -17 | NC      | $-391.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | ADV. MICRO DEVICES 02/06/26W 270C                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         17 | NC      | $2941.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | TWSE - TAIWAN TAIEX INDEX 02/23/26 30561.4052P OTC                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |         71 | NC      | $627.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | ROBLOX CORP FEB 26 86C                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         43 | NC      | $4343.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | TESLA MOTORS-WEEKLY 02/06/26W 450C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          2 | NC      | $714.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MSWLUMOL INDEX 02/20/26 435.822P OTC-E                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        125 | NC      | $1566.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | KBW REGIONAL BANKING ETF FEB 26 75C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        178 | NC      | $2492.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | AMAZON.COM INC WEEKLY 02/06/26W 207.5P                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        -16 | NC      | $-1232.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | AMAZON.COM INC WEEKLY 02/06/26W 227.5P                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         16 | NC      | $6520.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | KBW REGIONAL BANKING ETF FEB 26 74C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        268 | NC      | $6164.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | ISHARES MSCI EMERGING MKT INDEX APR 26 65C                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        -13 | NC      | $-442.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | ISHARES MSCI EMERGING MKT INDEX APR 26 50P                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        -96 | NC      | $-2304.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | ISHARES MSCI EMERGING MKT INDEX APR 26 57P                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         96 | NC      | $10608.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | QUALCOMM INC FEB 26 135P                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        -21 | NC      | $-2520.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | QUALCOMM INC FEB 26 149P                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         21 | NC      | $10500.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | POWERSHARES QQQ WEEKLY (FACTOR 100) 02/06/26W 605P                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         37 | NC      | $9250.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | S&P 500 MINI INDEX 02/13/26W 669P                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         43 | NC      | $8664.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                               | S&P 500 INDEX MAR 27 7300P                                                      | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |         -5 | NC      | $-276900.00   | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                               | S&P 500 INDEX MAR 27 6000P                                                      | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |         10 | NC      | $210750.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | SEMI CONDUCTOR HLD TRUST FEB 26 365 P                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         35 | NC      | $11025.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | GLOBALFOUNDRIES INC MAR 26 60C                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        -74 | NC      | $-2960.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | GLOBALFOUNDRIES INC MAR 26 50C                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         74 | NC      | $8510.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | APPLIED MATERIALS 02/06/26W 290P                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        -20 | NC      | $-2420.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | APPLIED MATERIALS 02/06/26W 317.5P                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         20 | NC      | $12200.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | CIENA CORP FEB 26 222.5P                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         13 | NC      | $7020.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Life                                      | TERADYNE INC FEB 26 320C                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        -13 | NC      | $-2600.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Life                                      | TERADYNE INC FEB 26 275C                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         13 | NC      | $8385.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | POWERSHARES QQQ WEEKLY (FACTOR 100) 02/13/26W 620P                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $2653.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | ON SEMICONDUCTOR CORPORATION FEB 26 73C                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         49 | NC      | $2352.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | META PLATFORMS INC WEEEKLY 02/06/26W 685C                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $3367.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | ALPHABET INC-CL A 02/06/26 325P                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $502.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | AMAZON.COM INC 02/04/26 235P                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         34 | NC      | $4981.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Life                                      | CELESTICA INC-FE FEB 26 275P                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |         16 | NC      | $26720.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | GENERAL MOTORS CORP MAR 26 95C                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         58 | NC      | $4002.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | KLA TENCOR CORP FEB 26 1800C                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $696.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | KLA TENCOR CORP FEB 26 1980C                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-282.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | LAM RESEARCH CORP FEB 26 195P                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        -21 | NC      | $-3612.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | LAM RESEARCH CORP FEB 26 225P                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         21 | NC      | $18900.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | META PLATFORMS INC WEEEKLY 02/13/26W 750C                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $560.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | META PLATFORMS INC FEB 26 765C                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          6 | NC      | $3036.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Stock Exchange                                  | MICROSTRATEGY INC-CL A FEB 26 130P                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         28 | NC      | $9520.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | MICRON FEB 26 380P                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         10 | NC      | $12800.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Stock Exchange                                  | SERVICENOW INC MAR 26 140C                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         13 | NC      | $1690.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | ORACLE CORP FEB 26 175C                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         10 | NC      | $4450.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | PALANTIR TECHNOLOGIES INC-A FEB 26 120P                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        -22 | NC      | $-3102.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                          | SNOWFLAKE CL A ORD FEB 26 215C                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         17 | NC      | $3689.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                               | VERIZON COMMUNICATIONS INC. FEB 26 41.5C                                        | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |        248 | NC      | $79112.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Arca/Pacific                                       | ENERGY SELECT SECTOR SPDR FEB 26 52.5C                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        125 | NC      | $8750.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | S&P 500 MINI INDEX 02/13/26W 680P                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          3 | NC      | $1077.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lynas Rare Earths Ltd                                   | Lynas Rare Earths Ltd                                                           | CUSIP: 000000000<br>LEI: 529900SGT9M1FJPXXI35 | Long             | EC               | CORP              | AU        |       2486 | NS      | $25630.39     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.001% 03/19/2075 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    1085000 | OU      | $323007.55    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS USD 2.55% 01/15/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    5143000 | OU      | $-13679.20    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS USD 2.52% 01/15/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -5143000 | OU      | $-12951.36    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SO-IRS EUR REC 10 FIXED     2.5200% 01-11-45                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    7347000 | NC      | $-337743.90   | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SO-IRS EUR PAY 10 FIXED     2.5200% 01-11-45                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    7347000 | NC      | $285891.57    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SO-IRS JPY PAY 5 FIXED     1.4200% 01-11-35                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |  487392000 | NC      | $82753.22     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SO-IRS JPY REC 5 FIXED     1.4200% 01-11-35                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |  487392000 | NC      | $-37029.33    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SO-IRS JPY REC 5 FIXED     1.4500% 02-07-35                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |  197241000 | NC      | $-13900.16    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SO-IRS JPY PAY 5 FIXED     1.4500% 02-07-35                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |  197241000 | NC      | $33487.24     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS USD 2.52% 03/03/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -4886000 | OU      | $-6645.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS USD 2.49% 03/03/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4886000 | OU      | $9907.28      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS GBP 3.48% 04/15/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   -1890000 | OU      | $2663.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS GBP 3.22% 04/15/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    1890000 | OU      | $3611.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 1.76% 06/15/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    1945000 | OU      | $14371.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS GBP 3.14% 06/15/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    1800000 | OU      | $-3301.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 1.92% 06/15/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |   -1945000 | OU      | $-17644.70    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS GBP 3.3% 06/15/2030 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   -1800000 | OU      | $10466.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.59% 05/07/2038 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     939000 | OU      | $29696.51     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SELL Fixed CDS COLOM 1 12-30     1.0000% 12-20-30                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | CO        |      45000 | OU      | $-1979.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SELL Fixed CDS COLOM 1 12-30     1.0000% 12-20-30                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | CO        |     205000 | OU      | $-9015.49     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SELL Fixed CDS PANAM 1 12-30     1.0000% 12-20-30                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | PA        |     430000 | OU      | $-4426.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SELL ICE: (CDX.EM.44.V1) N/A                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3230000 | OU      | $35140.35     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | iTraxx Europe Crossover Series 44 Version 1 5% 12/                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |    1180000 | OU      | $-159193.18   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SO-IRS JPY PAY 5 Fixed     1.7700% 09-09-35                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |  274842000 | NC      | $31715.54     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SO-IRS JPY REC 5 Fixed     1.7700% 09-09-35                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |  229035000 | NC      | $-14048.59    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SO-IRS JPY PAY 5 Fixed     1.7700% 09-09-35                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |  229035000 | NC      | $26014.81     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SO-IRS JPY REC 5 Fixed     1.7700% 09-09-35                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |  274842000 | NC      | $-16360.54    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | CIRS BRL 13.2175% 01/02/2031 CMD                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |          0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS SEK 2.72% 05/11/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |  -56654000 | OU      | $-28157.15    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 1.88% 02/25/2029 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |   -2299000 | OU      | $-15994.41    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | SO-CDX-NAIGS45V1-5Y     1.0000% 12-20-30                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |   29450000 | NC      | $1794.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS GBP 3.11% 11/15/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    2140000 | OU      | $9587.76      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS GBP 3.24% 11/15/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   -2140000 | OU      | $-2862.18     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS GBP 4.09% 01/29/2038 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    1844000 | OU      | $37441.18     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS GBP 4.19% 01/31/2040 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    -825000 | OU      | $-19231.24    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SO-IRS EUR PAY 5 Fixed     2.4800% 11-11-31                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     970000 | NC      | $2690.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SO-IRS USD REC 5 Fixed     3.3800% 11-12-31                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     485000 | NC      | $-3552.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SO-IRS EUR REC 5 Fixed     2.4800% 11-11-31                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     970000 | NC      | $-5711.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SO-IRS USD PAY 5 Fixed     3.3800% 11-12-31                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     485000 | NC      | $908.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.09% 02/25/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |   -2145000 | OU      | $-7179.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 3.06% 03/18/2056 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     429400 | OU      | $11454.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS USD 3.34% 10/15/2028 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1237000 | OU      | $2424.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.97% 03/18/2076 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     324000 | OU      | $4108.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS GBP 4.03% 10/22/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   -1070000 | OU      | $-8510.96     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS USD 3.31% 05/31/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  -11009000 | OU      | $-68619.91    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 1.941% 11/27/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |  -42717500 | OU      | $-19082.08    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.191% 11/27/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |   43284000 | OU      | $9182.65      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS SEK 2.53% 03/18/2031 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |   77993000 | OU      | $-12004.23    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.44% 03/18/2031 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |   -7288000 | OU      | $-35459.73    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS GBP 3.56% 10/22/2029 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   -1805000 | OU      | $-10207.69    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SO-IRS GBP PAY 10 Fixed     5.0000% 09-01-36                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -3960000 | NC      | $1073.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SO-IRS GBP PAY 10 Fixed     4.6000% 09-01-36                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3955000 | NC      | $102.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 1.97% 04/01/2028 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |   -3255000 | OU      | $-847.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.19% 10/10/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |   -1545000 | OU      | $-3523.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.5% 02/15/2035 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |   -4175000 | OU      | $-30820.12    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 1.91% 05/06/2026 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |  -22380000 | OU      | $-438.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.78% 12/12/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |   -3854000 | OU      | $-26529.78    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SO-IRS USD PAY 1 Fixed     3.6000% 06-08-27                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  -24715000 | NC      | $9263.20      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SO-IRS USD REC 1 Fixed     3.0000% 06-08-27                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   24715000 | NC      | $-20603.60    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SO-IRS USD REC 1 Fixed     2.5000% 06-08-27                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  -24715000 | NC      | $6992.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.72% 11/11/2031 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -390000 | OU      | $1748.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS NOK 4.09% 03/18/2031 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  -34905000 | OU      | $-7457.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS GBP 4.09% 09/01/2036 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -331000 | OU      | $-3997.01     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 1.91% 07/29/2026 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | -117062000 | OU      | $2546.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS JPY 0.84% 12/22/2026 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 2455660000 | OU      | $14455.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.81% 05/07/2038 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     199000 | OU      | $-1482.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SO-IRS EUR REC 10 Fixed     3.0100% 06-23-36                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3953000 | NC      | $5593.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SO-IRS EUR PAY 10 Fixed     3.0100% 06-23-36                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3953000 | NC      | $-32343.73    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS JPY 1.56% 12/17/2029 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  631819000 | OU      | $15019.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS JPY 3.38% 12/17/2045 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | -156804000 | OU      | $-13711.72    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.28% 10/10/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -6053250 | OU      | $14576.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.63% 02/15/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3301000 | OU      | $-16749.34    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 3.221% 01/09/2056 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    8236000 | OU      | $-50119.46    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.94% 07/30/2043 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -968000 | OU      | $-826.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 3.091% 01/09/2056 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -8184000 | OU      | $-98.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.91% 06/13/2036 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1375000 | OU      | $-4877.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.91% 03/18/2036 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -65000 | OU      | $195.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS USD 3.44% 06/10/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     812000 | OU      | $1214.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.25% 05/19/2028 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1959000 | OU      | $-912.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | 99D11SV3 - CDX-NAHYS45V1-5Y      5.0000% 12-20-30                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |     366300 | OU      | $-32346.75    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 3.13% 10/12/2045 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -456000 | OU      | $-2944.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 3.13% 01/15/2056 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -882000 | OU      | $-1196.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.72% 01/15/2066 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1262000 | OU      | $-20.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 3.53% 01/21/2046 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -2484000 | OU      | $-13428.44    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.03% 01/21/2076 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    8016000 | OU      | $46444.86     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 3.16% 03/18/2056 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1545000 | OU      | $5150.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | SO-ITRAXX-EUROPES44V1-5     1.0000% 12-20-30                                    | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DCR              |  | US        |    2442000 | NC      | $2937.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.                   | SO-ITRAXX-EUROPES44V1-5     1.0000% 12-20-30                                    | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DCR              |  | US        |   -2442000 | NC      | $-1314.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 3.19% 10/05/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     769000 | OU      | $-3199.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SO-ITRAXX-EUROPES44V1-5     1.0000% 12-20-30                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |    2435000 | NC      | $2929.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | SO-ITRAXX-EUROPES44V1-5     1.0000% 12-20-30                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |   -2435000 | NC      | $-1311.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 1.98% 01/15/2036 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1500000 | OU      | $7360.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS GBP 3.53% 01/23/2028 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   15829000 | OU      | $-494.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 1.86% 01/15/2031 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -1500000 | OU      | $4081.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.84% 12/04/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -1783000 | OU      | $8574.47      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 3.06% 10/04/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1204000 | OU      | $-3829.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS NOK 4.22% 06/03/2036 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   12205000 | OU      | $-1971.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS JPY 1.28% 07/28/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 2529329000 | OU      | $-5045.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.341% 01/29/2029 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  -13760000 | OU      | $11566.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.591% 01/29/2029 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   13942000 | OU      | $-16180.75    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.84% 02/01/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -606000 | OU      | $2133.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.91% 12/12/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -1586000 | OU      | $9537.00      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 3.501% 01/30/2046 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -3920000 | OU      | $3176.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.53% 03/18/2031 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -6375000 | OU      | $906.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 3.59% 01/26/2046 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -512500 | OU      | $-443.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.25% 01/26/2076 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1613000 | OU      | $-2051.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 3.591% 01/30/2046 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3980000 | OU      | $-12823.53    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SO-IRS EUR REC 1 Fixed     1.6710% 02-01-28                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  -24317000 | NC      | $-702.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SO-IRS EUR REC 1 Fixed     1.9210% 02-01-28                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   24317000 | NC      | $-444.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | CIRS EUR 2.82% 01/29/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2405000 | OU      | $-4630.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Laopu Gold Co. Ltd.                                     | LAOPU GOLD CO L-H                                                               | CUSIP: 000000000<br>LEI: 2549003X1NWK88OCWI97 | Long             | EC               | CORP              | CN        |        195 | NS      | $19391.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Wellington Global Multi-Strategy Fund

**Signature:** Neslly Lynch

**Name of Signer:** Neslly Lynch

**Title:** Manager, Fund Reporting and Audit, US Funds