# EDGAR Filing Document

**Accession Number:** 0001364924
**File Stem:** 0000035402-25-001479
**Filing Date:** 2025-10
**Character Count:** 450136
**Document Hash:** 129d2f13e0847a241de429c0d89f5609
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-001479.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000035402-25-001479

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Rutland Square Trust II
- **CENTRAL INDEX KEY:** 0001364924

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21991
- **FILM NUMBER:** 251424542

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

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

## Series and Classes Contracts Data

### Strategic Advisers Alternatives Fund (Series ID: S000076543)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000236518 | Strategic Advisers Alternatives Fund | FSLTX           |

## Nport-Ex

**Consolidated Quarterly Holdings Report**

**for**

**Strategic Advisers® Alternatives Fund**

*Offered exclusively to certain managed account clients of Strategic Advisers LLC or its affiliates - not available for sale to the general public*

**August 31, 2025**

SAA-NPRT1-1025

1.9905803.103 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Alternative Funds - 76.0%** | &nbsp;&nbsp;**Alternative Funds - 76.0%** | &nbsp;&nbsp;**Alternative Funds - 76.0%** |
|  | Shares | Value ($)<br>|
| Absolute Convertible Arbitrage Fund Investor Shares  | 14542932 | 170152302 |
| AGF U.S. Market Neutral Anti-Beta Fund  | 1944444 | 31830548 |
| American Beacon AHL Managed Futures Strategy Fund Investor Class  | 3888533 | 34957913 |
| BlackRock Global Equity Market Neutral Fund A Shares  | 18596203 | 258487219 |
| BlackRock Systematic Multi-Strategy Fund Investor A Shares  | 20513389 | 213134114 |
| Federated Hermes MDT Market Neutral Fund A Shares  | 9338753 | 193872510 |
| Fidelity SAI Alternative Risk Premia Commodity Strategy Fund (b) | 5060356 | 52172266 |
| Fidelity SAI Alternative Risk Premia Strategy Fund (b) | 2813130 | 27399888 |
| Fidelity SAI Convertible Arbitrage Fund (b) | 41005617 | 457622691 |
| First Trust Merger Arbitrage Fund Class I  | 4710826 | 51630649 |
| Fulcrum Diversified Absolute Return Fund Super Institutional Class  | 5439078 | 54173217 |
| John Hancock Diversified Macro Fund Class A  | 567 | 4802 |
| Stone Ridge Diversified Alternatives Fund Class I  | 22621140 | 236617125 |
| The Merger Fund Class A  | 8140501 | 147750092 |
| <br> **TOTAL ALTERNATIVE FUNDS**<br> (Cost $1,853,612,662) |  | **1929805336** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BERMUDA - 0.0%  |  |  |  |
| SYMP Series 2025-32A Class AR, CME Term SOFR 3 month Index + 1.15%, 5.4187% 10/23/2035 (c)(d)(e) |  | 250000 | 250222 |
| GRAND CAYMAN (UK OVERSEAS TER) - 0.2%  |  |  |  |
| Agl Clo 14 Ltd Series 2025-14A Class AR, CME Term SOFR 3 month Index + 1.13%, 5.4555% 12/2/2034 (c)(d)(e) |  | 300000 | 300466 |
| Benefit Street Partners Clo Xxii Ltd Series 2025-22A Class ARR, CME Term SOFR 3 month Index + 1.15%, 5.4755% 4/20/2035 (c)(d)(e) |  | 250000 | 250399 |
| Carlyle Global Market Strategies Series 2024-4A Class A1RR, CME Term SOFR 3 month Index + 1.22%, 5.5455% 7/20/2032 (c)(d)(e) |  | 221157 | 221160 |
| Lcm 31 Ltd Series 2024-31A Class AR, CME Term SOFR 3 month Index + 1.28%, 5.6055% 7/20/2034 (c)(d)(e) |  | 300000 | 299985 |
| Madison Park Funding Xlix Ltd Series 2025-49A Class AR, CME Term SOFR 3 month Index + 1.05%, 5.3755% 10/19/2034 (c)(d)(e) |  | 300000 | 299872 |
| Marble Point Clo Xxii Ltd Series 2025-2A Class AR, CME Term SOFR 3 month Index + 1.22%, 5.5385% 7/25/2034 (c)(d)(e) |  | 250000 | 250346 |
| MF1 Multifamily Housing Mortgage Loan Trust Series 2021-FL7 Class A, CME Term SOFR 1 month Index + 1.1945%, 5.5544% 10/16/2036 (c)(d)(e) |  | 225342 | 225195 |
| Ofsi Bsl Xi Ltd Series 2024-10A Class AR, CME Term SOFR 3 month Index + 1.27%, 5.5955% 4/20/2034 (c)(d)(e) |  | 500000 | 500497 |
| Sound Point CLO XXVIII Ltd Series 2024-3A Class A1R, CME Term SOFR 3 month Index + 1.28%, 5.5985% 1/25/2032 (c)(d)(e) |  | 847961 | 849014 |
| Symphony Clo Xxix Ltd Series 2025-29A Class AR, CME Term SOFR 3 month Index + 1.15%, 5.4331% 10/15/2035 (c)(d)(e) |  | 250000 | 250019 |
| Tralee Clo VI Ltd Series 2024-6A Class A1RR, CME Term SOFR 3 month Index + 1.22%, 5.5385% 10/25/2032 (c)(d)(e) |  | 259820 | 259826 |
| Wellfleet Clo Ltd Series 2025-2A Class A1R, CME Term SOFR 3 month Index + 1.15%, 5.4356% 7/15/2034 (c)(d)(e) |  | 250000 | 250191 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  |  | 3956970 |
| IRELAND - 0.0%  |  |  |  |
| Cumulus Static Clo Series 2024-1A Class A, 3 month EURIBOR + 1.2%, 3.236% 11/15/2033 (c)(d)(e) | EUR | 245168 | 287093 |
| LUXEMBOURG - 0.0%  |  |  |  |
| Fact SA Series 2024-1 Class A, 1 month EURIBOR + 0.65%, 2.571% 9/22/2031 (c)(d)(f) | EUR | 379409 | 445063 |
| UNITED STATES - 0.1%  |  |  |  |
| Enterprise Fleet Financing LLC Series 2022-3 Class A2, 4.38% 7/20/2029 (e) |  | 244938 | 244860 |
| GM Financial Automobile Leasing Trust Series 2025-1 Class A2A, 4.54% 5/20/2027 (c) |  | 778738 | 780225 |
| SCCU Auto Receivables Trust Series 2024-1A Class A2, 5.45% 12/15/2027 (e) |  | 160043 | 160291 |
| Toyota Lease Owner Trust Series 2025-A Class A2A, 4.58% 7/20/2027 (e) |  | 353302 | 354249 |
| TOTAL UNITED STATES |  |  | 1539625 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $6,439,759) |  |  | <br> **6478973** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.1%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.1%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.1%  |  |  |
| Fannie Mae Guaranteed REMIC Series 2024-10 Class AF, U.S. 30-Day Avg. SOFR Index + 0.9%, 5.2139% 12/25/2050 (c)(d) | 62770 | 63121 |
| Fannie Mae Guaranteed REMIC Series 2024-54 Class FC, U.S. 30-Day Avg. SOFR Index + 0.97%, 5.3184% 8/25/2054 (c)(d) | 256649 | 257310 |
| Fannie Mae Mortgage pass-thru certificates Series 2024-100 Class FA, U.S. 30-Day Avg. SOFR Index + 1.1%, 5.4484% 6/25/2054 (c)(d) | 247082 | 246975 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5383 Class AF, U.S. 30-Day Avg. SOFR Index + 1%, 5.3139% 8/15/2048 (c)(d) | 60072 | 60553 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5442 Class FB, U.S. 30-Day Avg. SOFR Index + 0.97%, 5.3184% 8/25/2054 (c)(d) | 312827 | 313891 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5480 Class FG, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.4984% 12/25/2054 (c)(d) | 234107 | 234439 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5500 Class UF, U.S. 30-Day Avg. SOFR Index + 0.9%, 5.2484% 11/25/2054 (c)(d) | 254274 | 254522 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5567 Class FB, U.S. 30-Day Avg. SOFR Index + 1%, 5.3484% 8/25/2055 (c)(d) | 296043 | 297017 |
| Ginnie Mae Mortgage pass-thru certificates Series 2017-H05 Class FC, CME Term SOFR 1 month Index + 0.8645%, 5.1917% 2/20/2067 (c)(d) | 764896 | 766216 |
| Ginnie Mae Mortgage pass-thru certificates Series 2023-H20 Class FL, U.S. 30-Day Avg. SOFR Index + 1.1%, 5.445% 5/20/2073 (c)(d) | 164093 | 164734 |
| Ginnie Mae Mortgage pass-thru certificates Series 2024-H12 Class FC, U.S. 30-Day Avg. SOFR Index + 0.9%, 5.245% 7/20/2074 (c)(d) | 393624 | 392488 |
| TOTAL UNITED STATES |  | 3051266 |
| <br> **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br> (Cost $3,043,534) |  | <br> **3051266** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Fixed-Income Funds - 10.3%** | &nbsp;&nbsp;**Fixed-Income Funds - 10.3%** | &nbsp;&nbsp;**Fixed-Income Funds - 10.3%** |
|  | Shares | Value ($)<br>|
| Eaton Vance Global Macro Absolute Return Advantage Fund Class A <br>(Cost $221,013,007)<br>| 23068236 | **262055164** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.0%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.0%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.0%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.0%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BRAZIL - 0.0%  |  |  |  |
| Brazilian Federative Republic Treasury Bills 0% 10/1/2025 (g)<br> (Cost $32,567) | BRL | 200000 | **36421** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 0.7%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 0.7%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 0.7%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 0.7%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CANADA - 0.1%  |  |  |  |
| Financials - 0.1% |  |  |  |
| Banks - 0.1% |  |  |  |
| Bank of Nova Scotia/The 3 month Australia Bank Bill Rate + 0.9%, 4.601% 10/27/2025 (c)(d) | AUD | 1000000 | 655091 |
| Royal Bank of Canada U.S. SOFR Averages Index + 0.46%, 4.8154% 8/3/2026 (c)(d) |  | 700000 | 700778 |
| TOTAL CANADA |  |  | 1355869 |
| FINLAND - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Financial Services - 0.0% |  |  |  |
| Kuntarahoitus Oyj U.S. SOFR Averages Index + 1%, 5.3529% 2/2/2029 (c)(d)(e) |  | 800000 | 814325 |
| FRANCE - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Banque Federative du Credit Mutuel SA U.S. SOFR Index + 0.99%, 5.3413% 10/16/2028 (c)(d)(e) |  | 200000 | 200823 |
| GERMANY - 0.1%  |  |  |  |
| Consumer Discretionary - 0.1% |  |  |  |
| Automobiles - 0.1% |  |  |  |
| BMW US Capital LLC U.S. SOFR Averages Index + 0.8%, 5.1534% 8/13/2026 (c)(d)(e) |  | 700000 | 702660 |
| Volkswagen Group of America Finance LLC 1.25% 11/24/2025 (e) |  | 800000 | 794016 |
|  |  |  | 1496676 |
| Financials - 0.0% |  |  |  |
| Capital Markets - 0.0% |  |  |  |
| Deutsche Bank AG/New York NY 2.129% 11/24/2026 (c) |  | 700000 | 696024 |
| Health Care - 0.0% |  |  |  |
| Pharmaceuticals - 0.0% |  |  |  |
| Bayer US Finance II LLC 4.25% 12/15/2025 (e) |  | 500000 | 499214 |
| TOTAL GERMANY |  |  | 2691914 |
| IRELAND - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Consumer Finance - 0.0% |  |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.75% 1/30/2026  |  | 500000 | 494275 |
| JAPAN - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Sumitomo Mitsui Financial Group Inc U.S. SOFR Index + 1.3%, 5.6474% 7/13/2026 (c)(d) |  | 500000 | 504274 |
| NETHERLANDS - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Cooperatieve Rabobank UA/NY U.S. SOFR Averages Index + 0.62%, 4.9902% 8/28/2026 (c)(d) |  | 700000 | 702421 |
| SINGAPORE - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| DBS Group Holdings Ltd U.S. SOFR Index + 0.61%, 4.9618% 9/12/2025 (c)(d)(e) |  | 400000 | 400047 |
| SWEDEN - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Swedbank AB 5.337% 9/20/2027 (f) |  | 600000 | 613621 |
| UNITED KINGDOM - 0.1%  |  |  |  |
| Consumer Staples - 0.1% |  |  |  |
| Tobacco - 0.1% |  |  |  |
| BAT Capital Corp 3.215% 9/6/2026  |  | 600000 | 593469 |
| BAT International Finance PLC 1.668% 3/25/2026  |  | 300000 | 295379 |
|  |  |  | 888848 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Barclays PLC 4.375% 1/12/2026  |  | 200000 | 199942 |
| Standard Chartered Bank/New York 4.853% 12/3/2027  |  | 250000 | 254558 |
|  |  |  | 454500 |
| TOTAL UNITED KINGDOM |  |  | 1343348 |
| UNITED STATES - 0.4%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Media - 0.0% |  |  |  |
| Cox Communications Inc 3.35% 9/15/2026 (e) |  | 500000 | 494385 |
| Consumer Discretionary - 0.0% |  |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |  |
| Royal Caribbean Cruises Ltd 5.5% 8/31/2026 (e) |  | 300000 | 301196 |
| Consumer Staples - 0.0% |  |  |  |
| Beverages - 0.0% |  |  |  |
| Molson Coors Beverage Co 3% 7/15/2026  |  | 200000 | 197687 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Energy Transfer LP 5.95% 12/1/2025  |  | 500000 | 500439 |
| Financials - 0.2% |  |  |  |
| Banks - 0.0% |  |  |  |
| Morgan Stanley Private Bank NA U.S. SOFR Index + 0.77%, 5.1231% 7/6/2028 (c)(d) |  | 250000 | 250686 |
| Capital Markets - 0.0% |  |  |  |
| Goldman Sachs Group Inc/The 1.431% 3/9/2027 (c) |  | 800000 | 787552 |
| Consumer Finance - 0.0% |  |  |  |
| Ford Motor Credit Co LLC 5.8% 3/5/2027  |  | 300000 | 302323 |
| Financial Services - 0.0% |  |  |  |
| Global Payments Inc 1.2% 3/1/2026  |  | 800000 | 787150 |
| Insurance - 0.2% |  |  |  |
| Jackson National Life Global Funding 4.9% 1/13/2027 (e) |  | 150000 | 151079 |
| New York Life Global Funding U.S. SOFR Averages Index + 0.58%, 4.9313% 1/16/2026 (c)(d)(e) |  | 1000000 | 1001605 |
| Protective Life Global Funding U.S. SOFR Index + 0.5%, 4.8498% 7/22/2026 (c)(d)(e) |  | 200000 | 200093 |
|  |  |  | 1352777 |
| TOTAL FINANCIALS |  |  | 3480488 |
| Health Care - 0.2% |  |  |  |
| Health Care Providers & Services - 0.1% |  |  |  |
| Elevance Health Inc 5.35% 10/15/2025  |  | 500000 | 500105 |
| HCA Inc 5.25% 6/15/2026  |  | 300000 | 300525 |
|  |  |  | 800630 |
| Life Sciences Tools & Services - 0.1% |  |  |  |
| Illumina Inc 5.8% 12/12/2025  |  | 622000 | 623961 |
| TOTAL HEALTH CARE |  |  | 1424591 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| International Flavors & Fragrances Inc 1.23% 10/1/2025 (e) |  | 124000 | 123633 |
| Containers & Packaging - 0.0% |  |  |  |
| Berry Global Inc 1.57% 1/15/2026  |  | 500000 | 494106 |
| TOTAL MATERIALS |  |  | 617739 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Pacific Gas and Electric Co 3.15% 1/1/2026  |  | 500000 | 496978 |
| TOTAL UNITED STATES |  |  | 7513503 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $16,559,873) |  |  | <br> **16634420** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Repurchase Agreements - 0.9%** | &nbsp;&nbsp;**Repurchase Agreements - 0.9%** | &nbsp;&nbsp;**Repurchase Agreements - 0.9%** |
|  | Maturity<br> Amount ($)<br>| Value ($)<br>|
| BNP Paribas, SA 4.44%, dated 9/2/2025 due 9/3/2025 (h) | 10701320 | 10700000 |
| Repurchase Agreements\*  | 12005893 | 12000000 |
| <br> **TOTAL REPURCHASE AGREEMENTS**<br> (Cost $22,700,000) |  | **22700000** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.5%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.5%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Ginnie Mae II Pool 6% 10/1/2055 (i) | 4600000 | 4687471 |
| Ginnie Mae II Pool 6% 9/1/2055 (i) | 8900000 | 9077581 |
| Uniform Mortgage Backed Securities 5% 10/1/2040 (i) | 1200000 | 1212000 |
| Uniform Mortgage Backed Securities 5% 9/1/2040 (i) | 2600000 | 2626914 |
| Uniform Mortgage Backed Securities 6% 9/1/2055 (i) | 3400000 | 3473844 |
| Uniform Mortgage Backed Securities 6% 10/1/2055 (i) | 3400000 | 3470922 |
| Uniform Mortgage Backed Securities 6.5% 9/1/2055 (i) | 6100000 | 6320886 |
| Uniform Mortgage Backed Securities 6.5% 10/1/2055 (i) | 7000000 | 7249921 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $37,978,909) |  | **38119539** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Certificates of Deposit - 0.0%** | &nbsp;&nbsp;**Certificates of Deposit - 0.0%** | &nbsp;&nbsp;**Certificates of Deposit - 0.0%** | &nbsp;&nbsp;**Certificates of Deposit - 0.0%** | &nbsp;&nbsp;**Certificates of Deposit - 0.0%** |
|  |  | Yield (%) (k) | Principal<br> Amount (a)<br>| Value ($)<br>|
| MUFG Bank Ltd/Sydney 3 month Australia Bank Bill Rate + 0.87%, 4.46% 2/17/2026 (c)(d) | AUD | 4.44 | 500000 | 328007 |
| Sumitomo Mitsui Banking Corp/Sydney 3 month Australia Bank Bill Rate + 0.85%, 4.4225% 2/20/2026 (c)(d) | AUD | 4.40 | 400000 | 262387 |
| <br> **TOTAL CERTIFICATES OF DEPOSIT**<br> (Cost $578,140) |  |  |  | **590394** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 0.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.1%** |
|  | Yield (%) (k) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 10/2/2025 (n) | 4.26 to 4.28 | 1155000 | 1150938 |
| US Treasury Bills 0% 10/21/2025  | 4.22 | 200000 | 198870 |
| US Treasury Bills 0% 10/7/2025  | 4.28 | 100000 | 99591 |
| US Treasury Bills 0% 11/12/2025 (n) | 4.29 | 205000 | 203367 |
| US Treasury Bills 0% 11/13/2025 (n) | 4.15 to 4.16 | 672000 | 666517 |
| US Treasury Bills 0% 11/4/2025 (n) | 4.29 | 3000 | 2977 |
| US Treasury Bills 0% 11/6/2025  | 4.18 | 400000 | 397047 |
| US Treasury Bills 0% 12/2/2025  | 4.18 | 200000 | 197967 |
| US Treasury Bills 0% 12/9/2025  | 4.17 | 700000 | 692338 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $3,608,772) |  |  | **3609612** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 8.9%** | &nbsp;&nbsp;**Money Market Funds - 8.9%** | &nbsp;&nbsp;**Money Market Funds - 8.9%** | &nbsp;&nbsp;**Money Market Funds - 8.9%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (l) | 4.36 | 3538697 | 3539405 |
| Fidelity Investments Money Market Government Portfolio - Institutional Class (b)(m) | 4.25 | 50724455 | 50724455 |
| State Street Institutional U.S. Government Money Market Fund Investor Class (m) | 4.15 | 139822 | 139822 |
| State Street Institutional U.S. Government Money Market Fund Premier Class (m) | 4.23 | 170991037 | 170991037 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $225,394,719) |  |  | **225394719** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Purchased Options - 0.1%** | **Purchased Options - 0.1%** | **Purchased Options - 0.1%** | **Purchased Options - 0.1%** | **Purchased Options - 0.1%** | **Purchased Options - 0.1%** | **Purchased Options - 0.1%** |
|  | Counterparty | Number<br> of Contracts | Notional Amount ($) | Exercise<br> Price ($) | Expiration<br> Date | Value ($) |
| Put Options |  |  |  |  |  |  |
| S&P 500 Index | Chicago Board Options Exchange | 53 | 34239378 | 5930 | 10/17/2025 | 135680 |
| S&P 500 Index | Chicago Board Options Exchange | 54 | 34885404 | 5750 | 9/19/2025 | 23760 |
| S&P 500 Index | Chicago Board Options Exchange | 52 | 33593352 | 6070 | 11/21/2025 | 351000 |
| S&P 500 Index | Chicago Board Options Exchange | 91 | 58788366 | 4100 | 7/17/2026 | 324870 |
| S&P 500 Index | Chicago Board Options Exchange | 108 | 69770808 | 3950 | 6/18/2026 | 311040 |
| S&P 500 Index | Chicago Board Options Exchange | 99 | 63956574 | 4150 | 8/21/2026 | 410850 |
|  |  |  |  |  |  | **1557200** |
| **TOTAL PURCHASED OPTIONS**<br> (Cost $2,647,177) |  |  |  |  |  | **1557200** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 98.9%**<br> (Cost $2,393,609,119)<br>| <br>**2510033044** |
| **NET OTHER ASSETS (LIABILITIES) - 1.1%** (j)(o)  | **29499443** |
| **NET ASSETS - 100.0%** | **2539532487** |

---

---

| | | |
|:---|:---|:---|
| **TBA Sale Commitments**  | **TBA Sale Commitments**  | **TBA Sale Commitments**  |
|  | Principal<br> Amount (a) | Value ($) |
| U.S. Government Agency - Mortgage Securities |  |  |
| Ginnie Mae II Pool 6% 9/1/2055 | (4600000) | (4691783) |
| Uniform Mortgage Backed Securities 6% 9/1/2055 | (3400000) | (3473844) |
| Uniform Mortgage Backed Securities 6.5% 9/1/2055 | (6100000) | (6320886) |
| TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES  |  | (14486513) |
| **TOTAL TBA SALE COMMITMENTS**<br> (Proceeds $14,458,803) |  | <br> **(14486513)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Commodity Contracts |  |  |  |  |  |
| CBOT Soybean Oil Contracts (United States) | 25 | 12/12/2025 | 782100 | 27880 | 27880 |
| CBOT Soybeans Contracts (United States) | 3 | 1/14/2026 | 160875 | 561 | 561 |
| CEC Gold Bullion Contracts (United States) | 1 | 12/29/2025 | 351610 | 7868 | 7868 |
| CEC Gold Bullion Contracts (United States) | 80 | 12/29/2025 | 28128800 | 1112086 | 1112086 |
| CEC Silver Bullion Contracts (United States) | 6 | 12/29/2025 | 1221690 | 77035 | 77035 |
| CME Lean Hogs Contracts (United States) | 13 | 10/14/2025 | 494130 | 33775 | 33775 |
| CME Live Cattle Contracts (United States) | 6 | 10/31/2025 | 575160 | 82869 | 82869 |
| ICE Brent Crude Oil Contracts (United Kingdom) | 1 | 11/28/2025 | 66500 | (1041) | (1041) |
| ICE Brent Crude Oil Contracts (United Kingdom) | 49 | 9/30/2025 | 3306520 | 62625 | 62625 |
| ICE Brent Crude Oil Contracts (United Kingdom) | 11 | 10/31/2025 | 735790 | 5428 | 5428 |
| ICE Coffee C Contracts (United States) | 9 | 12/18/2025 | 1303088 | 124161 | 124161 |
| ICE Coffee Robusta Contracts (United Kingdom) | 26 | 11/24/2025 | 1251900 | 315407 | 315407 |
| ICE Coffee Robusta Contracts (United Kingdom) | 5 | 1/26/2026 | 235150 | 41194 | 41194 |
| ICE Cotton No 2 Contracts (United States) | 27 | 12/8/2025 | 898290 | (13453) | (13453) |
| ICE Cotton No 2 Contracts (United States) | 1 | 5/6/2026 | 34895 | (163) | (163) |
| ICE Cotton No 2 Contracts (United States) | 7 | 3/9/2026 | 239540 | (1303) | (1303) |
| ICE ENDEX Natural Gas Contracts (Netherlands) | 15 | 9/29/2025 | 413414 | (17182) | (17182) |
| ICE ENDEX Natural Gas Contracts (Netherlands) | 5 | 10/30/2025 | 136520 | (81) | (81) |
| ICE Frozen Concentrate Orange Juice Contracts (United States) | 5 | 11/7/2025 | 183413 | 2057 | 2057 |
| ICE Frozen Concentrate Orange Juice Contracts (United States) | 1 | 1/9/2026 | 36338 | (4015) | (4015) |
| ICE Gas Oil Contracts (United Kingdom) | 16 | 10/10/2025 | 1076000 | 7182 | 7182 |
| ICE Gas Oil Contracts (United Kingdom) | 3 | 9/11/2025 | 202575 | 17272 | 17272 |
| ICE Gas Oil Contracts (United Kingdom) | 3 | 12/11/2025 | 195300 | 3597 | 3597 |
| ICE Gas Oil Contracts (United Kingdom) | 8 | 11/12/2025 | 530400 | 3548 | 3548 |
| ICE Gas Oil Contracts (United Kingdom) | 6 | 11/12/2025 | 397800 | 3418 | 3418 |
| ICE WTI Crude Contracts (United Kingdom) | 1 | 12/18/2025 | 62700 | 79 | 79 |
| ICE WTI Crude Contracts (United Kingdom) | 5 | 9/19/2025 | 320050 | 3784 | 3784 |
| ICE WTI Crude Contracts (United Kingdom) | 4 | 11/19/2025 | 251960 | (8665) | (8665) |
| ICE WTI Crude Contracts (United Kingdom) | 6 | 10/20/2025 | 380760 | 6473 | 6473 |
| LME Aluminum Contracts (United Kingdom) | 12 | 11/17/2025 | 784860 | 2344 | 2344 |
| LME Nickel Contracts (United Kingdom) | 5 | 11/17/2025 | 462246 | 7732 | 7732 |
| LME Zinc Contracts (United Kingdom) | 8 | 11/17/2025 | 564778 | 5323 | 5323 |
| NYMEX Gasoline RBOB Contracts (United States) | 5 | 11/28/2025 | 393477 | 1566 | 1566 |
| NYMEX Gasoline RBOB Contracts (United States) | 4 | 9/30/2025 | 330775 | (9850) | (9850) |
| NYMEX Gasoline RBOB Contracts (United States) | 11 | 9/30/2025 | 909632 | 23924 | 23924 |
| NYMEX Gasoline RBOB Contracts (United States) | 8 | 10/31/2025 | 642902 | 4307 | 4307 |
| NYMEX Gasoline RBOB Contracts (United States) | 3 | 12/31/2025 | 233944 | 1679 | 1679 |
| NYMEX Heating Oil Contracts (United States) | 3 | 11/28/2025 | 282908 | (4462) | (4462) |
| NYMEX Heating Oil Contracts (United States) | 3 | 9/30/2025 | 285995 | (18816) | (18816) |
| NYMEX Heating Oil Contracts (United States) | 14 | 9/30/2025 | 1334642 | 63898 | 63898 |
| NYMEX Heating Oil Contracts (United States) | 4 | 10/31/2025 | 379898 | (9466) | (9466) |
| NYMEX Heating Oil Contracts (United States) | 6 | 10/31/2025 | 569848 | (1414) | (1414) |
| NYMEX Heating Oil Contracts (United States) | 1 | 12/31/2025 | 94080 | (913) | (913) |
| NYMEX Palladium Bullion Contracts (United States) | 4 | 12/29/2025 | 449600 | (12979) | (12979) |
| NYMEX Palladium Bullion Contracts (United States) | 6 | 12/29/2025 | 674400 | (2491) | (2491) |
| NYMEX Platinum Bullion Contracts (United States) | 8 | 10/29/2025 | 548200 | 53478 | 53478 |
| NYMEX WTI Crude Contracts (United Kingdom) | 17 | 11/20/2025 | 1070830 | (14762) | (14762) |
| NYMEX WTI Crude Contracts (United States) | 16 | 10/21/2025 | 1015360 | 17440 | 17440 |
| NYMEX WTI Crude Contracts (United States) | 18 | 9/22/2025 | 1152180 | (17554) | (17554) |
| NYMEX WTI Crude Contracts (United States) | 54 | 9/22/2025 | 3456540 | 68979 | 68979 |
| SGX Iron Ore Contracts (Singapore) | 73 | 10/31/2025 | 755331 | 12340 | 12340 |
| **TOTAL COMMODITY CONTRACTS** |  |  |  |  | 2062699 |
| Equity Contracts |  |  |  |  |  |
| ASX 24 S&P/ASX 200 Index Contracts (Australia) | 13 | 9/18/2025 | 1900866 | 73975 | 73975 |
| CBOE VIX Index Contracts (United States) | 121 | 9/17/2025 | 2075029 | (262897) | (262897) |
| CBOE VIX Index Contracts (United States) | 3 | 12/17/2025 | 61200 | (306) | (306) |
| CBOE VIX Index Contracts (United States) | 20 | 11/19/2025 | 404272 | (7965) | (7965) |
| CBOE VIX Index Contracts (United States) | 68 | 10/22/2025 | 1315406 | (49221) | (49221) |
| CME E-Mini Nasdaq 100 Index Contracts (United States) | 6 | 9/19/2025 | 2815410 | 78287 | 78287 |
| CME E-Mini S&P 500 Index Contracts (United States) | 118 | 9/19/2025 | 38189225 | 1866885 | 1866885 |
| CME Russell 2000 Index Contracts (United States) | 5 | 9/19/2025 | 592450 | 35585 | 35585 |
| Eurex DAX Contracts (Germany) | 13 | 9/19/2025 | 9109251 | 127713 | 127713 |
| Eurex Euro STOXX Bank Index Contracts (Germany) | 64 | 9/19/2025 | 841205 | 71599 | 71599 |
| Eurex Swiss Market Index Contracts (Germany) | 85 | 9/19/2025 | 12961132 | 187702 | 187702 |
| Euronext CAC 40 Index Contracts (France) | 2 | 9/19/2025 | 180480 | (975) | (975) |
| FTSE/JSE Top 40 Index Contracts (South Africa) | 20 | 9/18/2025 | 1067290 | 63825 | 63825 |
| HKEX Hang Seng Index Contracts (Hong Kong) | 83 | 9/29/2025 | 13321205 | (332369) | (332369) |
| HKEX Hang Seng Index Contracts (Hong Kong) | 101 | 9/29/2025 | 5784940 | (170701) | (170701) |
| ICE Financial Times 100 Contracts (United Kingdom) | 13 | 9/19/2025 | 1619764 | 43868 | 43868 |
| ICE MSCI Emerging Markets Index Contracts (United States) | 107 | 9/19/2025 | 6767215 | 316197 | 316197 |
| IDEM FTSE MIB Index Contracts (Italy) | 13 | 9/19/2025 | 3212686 | 206332 | 206332 |
| KRX KOSPI 200 Index Contracts (South Korea) | 90 | 9/11/2025 | 6978679 | 87555 | 87555 |
| MEFF IBEX 35 Index Contracts (Spain) | 6 | 9/19/2025 | 1050699 | 982 | 982 |
| NSE Nifty 50 Index Contracts (India) | 25 | 9/30/2025 | 1227650 | (24474) | (24474) |
| Nasdaq Stockholm AB OMX Stockholm 30 Index Contracts (Sweden) | 39 | 9/19/2025 | 1085073 | 2755 | 2755 |
| OSE TOPIX Contracts (Japan) | 42 | 9/11/2025 | 8781260 | 777377 | 777377 |
| SGX FTSE Taiwan RIC Capped Index Contracts (Singapore) | 67 | 9/26/2025 | 5376080 | (13122) | (13122) |
| SGX MSCI Singapore Index Contracts (Singapore) | 136 | 9/29/2025 | 4706632 | (11438) | (11438) |
| SGX Nikkei 225 Index Contracts (Singapore) | 5 | 9/11/2025 | 726328 | 69947 | 69947 |
| SGX-DC FTSE China A50 Index Contracts (Singapore) | 1215 | 9/29/2025 | 18206775 | 853 | 853 |
| TME S&P/TSX 60 Index Contracts (Canada) | 53 | 9/18/2025 | 13088011 | 849836 | 849836 |
| WSE WIG 20 Index Contracts (Poland) | 38 | 9/19/2025 | 585899 | 12703 | 12703 |
| **TOTAL EQUITY CONTRACTS** |  |  |  |  | 4000508 |
| Foreign Exchange Contracts |  |  |  |  |  |
| CME Euro Spot Rate Contracts (United States) | 19 | 9/15/2025 | 2781463 | 45507 | 45507 |
| CME Euro/CZK Cross-Currency Rate Contracts (United States) | 12 | 9/15/2025 | 2295288 | 39036 | 39036 |
| CME Euro/HUF Cross-Currency Rate Contracts (United States) | 43 | 9/15/2025 | 3800998 | 93648 | 93648 |
| CME Euro/PLZ Cross-Currency Rate Contracts (United States) | 37 | 9/15/2025 | 5070557 | 52436 | 52436 |
| CME Mexican Peso Contracts (United States) | 584 | 9/15/2025 | 15630760 | 430558 | 430558 |
| CME South African Rand Contracts (United States) | 105 | 9/15/2025 | 2974125 | 34956 | 34956 |
| CME United Kingdom Pound Contracts (United States) | 856 | 9/15/2025 | 72294550 | (75594) | (75594) |
| KRX US Dollar Contracts (South Korea) | 376 | 9/15/2025 | 3760000 | 17425 | 17425 |
| **TOTAL FOREIGN EXCHANGE CONTRACTS** |  |  |  |  | 637972 |
| Interest Rate Contracts |  |  |  |  |  |
| ASX 3Y Australia Treasury Bond Contracts (Australia) | 195 | 9/15/2025 | 13696782 | (8617) | (8617) |
| ASX 90 Day Bill Contract (Australia) | 55 | 12/11/2025 | 35702479 | 12362 | 12362 |
| ASX 90 Day Bill Contract (Australia) | 11 | 12/10/2026 | 7142942 | 312 | 312 |
| ASX 90 Day Bill Contract (Australia) | 24 | 6/11/2026 | 15585744 | 10965 | 10965 |
| ASX 90 Day Bill Contract (Australia) | 38 | 3/12/2026 | 24674409 | 13442 | 13442 |
| CBOT 10Y US Treasury Ultra Notes Contracts (United States) | 13 | 12/19/2025 | 1487484 | 8513 | 8513 |
| CBOT 2Y US Treasury Notes Contracts (United States) | 8 | 12/31/2025 | 1668688 | 3115 | 3115 |
| CBOT US Treasury Ultra Bond Contracts (United States) | 119 | 12/19/2025 | 13856063 | (22832) | (22832) |
| CME 3M US SOFR Index Contracts (United States) | 7 | 12/15/2026 | 1696363 | 518 | 518 |
| Eurex Euro-BTP Contracts (Germany) | 478 | 9/8/2025 | 67245267 | (216030) | (216030) |
| Eurex Euro-Bobl Contracts (Germany) | 297 | 9/8/2025 | 40812687 | (192772) | (192772) |
| Eurex Euro-Bund Contracts (Germany) | 408 | 9/8/2025 | 61836703 | (713807) | (713807) |
| Eurex Euro-OAT Contracts (Germany) | 72 | 9/8/2025 | 10268821 | (216822) | (216822) |
| Eurex Short Euro-BTP Contracts (Germany) | 143 | 9/8/2025 | 18021929 | (63761) | (63761) |
| FTSE 100 Index | 19 | 9/10/2026 | 12338714 | 5251 | 5251 |
| ICE 3M EURIBOR Index Contracts (United States) | 13 | 12/14/2026 | 3728983 | 536 | 536 |
| ICE United Kingdom of Great Britain and Northern Ireland Contracts (United Kingdom) | 141 | 12/29/2025 | 17250903 | 21376 | 21376 |
| KRX 3Y Korean Treasury Bond Contracts (South Korea) | 22 | 9/16/2025 | 1700987 | 2003 | 2003 |
| TME 10Y Canadian Bond Contacts (Canada) | 120 | 12/18/2025 | 10529872 | 55941 | 55941 |
| TME 5Y Canadian Bond Contacts (Canada) | 12 | 12/18/2025 | 998638 | 3563 | 3563 |
| **TOTAL INTEREST RATE CONTRACTS** |  |  |  |  | (1296744) |
| TOTAL PURCHASED |  |  |  |  | 5404435 |
| Sold |  |  |  |  |  |
| Commodity Contracts |  |  |  |  |  |
| CBOT Corn Contracts (United States) | 114 | 12/12/2025 | 2395425 | (18413) | (18413) |
| CBOT Corn Contracts (United States) | 188 | 12/12/2025 | 3950350 | 167228 | 167228 |
| CBOT Corn Contracts (United States) | 55 | 3/13/2026 | 1203813 | (6860) | (6860) |
| CBOT Corn Contracts (United States) | 11 | 5/14/2026 | 246263 | 14498 | 14498 |
| CBOT Corn Contracts (United States) | 15 | 7/14/2026 | 340313 | 6326 | 6326 |
| CBOT Corn Contracts (United States) | 3 | 9/14/2026 | 67725 | (670) | (670) |
| CBOT Hard Red Winter Wheat Contracts (United States) | 54 | 12/12/2025 | 1403325 | 25911 | 25911 |
| CBOT Hard Red Winter Wheat Contracts (United States) | 213 | 12/12/2025 | 5535338 | 275552 | 275552 |
| CBOT Hard Red Winter Wheat Contracts (United States) | 41 | 3/13/2026 | 1108538 | 44599 | 44599 |
| CBOT Hard Red Winter Wheat Contracts (United States) | 12 | 5/14/2026 | 333000 | 6995 | 6995 |
| CBOT Soybean Contracts (United States) | 96 | 11/14/2025 | 5061600 | (68760) | (68760) |
| CBOT Soybean Contracts (United States) | 9 | 3/13/2026 | 489150 | (11072) | (11072) |
| CBOT Soybean Contracts (United States) | 6 | 5/14/2026 | 329700 | (4390) | (4390) |
| CBOT Soybean Contracts (United States) | 2 | 7/14/2026 | 110125 | (5) | (5) |
| CBOT Soybean Meal Contracts (United States) | 35 | 12/12/2025 | 1011500 | 68079 | 68079 |
| CBOT Soybean Meal Contracts (United States) | 49 | 12/12/2025 | 1416100 | 62950 | 62950 |
| CBOT Soybean Meal Contracts (United States) | 7 | 10/14/2025 | 198380 | 16563 | 16563 |
| CBOT Soybean Meal Contracts (United States) | 7 | 3/13/2026 | 209440 | 703 | 703 |
| CBOT Soybean Meal Contracts (United States) | 9 | 1/14/2026 | 263520 | 3638 | 3638 |
| CBOT Soybean Meal Contracts (United States) | 5 | 5/14/2026 | 152250 | (6912) | (6912) |
| CBOT Soybean Meal Contracts (United States) | 3 | 7/14/2026 | 92160 | (67) | (67) |
| CBOT Soybean Oil Contracts (United States) | 56 | 12/12/2025 | 1751904 | 5196 | 5196 |
| CBOT Soybean Oil Contracts (United States) | 11 | 10/14/2025 | 341220 | 20967 | 20967 |
| CBOT Soybean Oil Contracts (United States) | 3 | 3/13/2026 | 94860 | 611 | 611 |
| CBOT Soybean Oil Contracts (United States) | 7 | 1/14/2026 | 220164 | 7771 | 7771 |
| CBOT Soybean Oil Contracts (United States) | 2 | 5/14/2026 | 63348 | (23) | (23) |
| CBOT Soybeans Contracts (United States) | 15 | 1/14/2026 | 804375 | (15624) | (15624) |
| CBOT Wheat Contracts (United States) | 44 | 12/12/2025 | 1175350 | 18018 | 18018 |
| CBOT Wheat Contracts (United States) | 69 | 12/12/2025 | 1843163 | 57731 | 57731 |
| CBOT Wheat Contracts (United States) | 12 | 3/13/2026 | 331200 | 15658 | 15658 |
| CBOT Wheat Contracts (United States) | 5 | 5/14/2026 | 140625 | 1338 | 1338 |
| CBOT Wheat Contracts (United States) | 5 | 7/14/2026 | 142750 | (1100) | (1100) |
| CEC Silver Bullion Contracts (United States) | 142 | 12/29/2025 | 28913330 | (1324273) | (1324273) |
| CME Copper Contracts (United States) | 1 | 12/29/2025 | 114763 | (2410) | (2410) |
| CME Copper Contracts (United States) | 15 | 12/29/2025 | 1721438 | 18096 | 18096 |
| CME Lean Hogs Contracts (United States) | 25 | 12/12/2025 | 874000 | (25631) | (25631) |
| CME Lean Hogs Contracts (United States) | 37 | 10/14/2025 | 1406370 | (36540) | (36540) |
| CME Lean Hogs Contracts (United States) | 12 | 2/13/2026 | 430200 | (14759) | (14759) |
| CME Lean Hogs Contracts (United States) | 8 | 4/15/2026 | 295840 | (9009) | (9009) |
| CME Live Cattle Contracts (United States) | 15 | 10/31/2025 | 1437900 | (98266) | (98266) |
| CME Live Cattle Contracts (United States) | 8 | 12/31/2025 | 770480 | (62139) | (62139) |
| CME Live Cattle Contracts (United States) | 5 | 2/27/2026 | 484500 | (35372) | (35372) |
| CME Live Cattle Contracts (United States) | 2 | 4/30/2026 | 193960 | (4975) | (4975) |
| EEX Phelix DE Baseload Contracts (Germany) | 3 | 9/26/2025 | 690166 | 3900 | 3900 |
| Euronext MATIF Rapeseed Contracts (France) | 9 | 10/31/2025 | 243485 | 11403 | 11403 |
| Euronext MATIF Rapeseed Contracts (France) | 14 | 1/30/2026 | 384078 | 13702 | 13702 |
| Euronext MATIF Rapeseed Contracts (France) | 8 | 4/30/2026 | 221228 | 4704 | 4704 |
| Euronext MATIF Wheat Contracts (France) | 82 | 3/10/2026 | 964115 | 49516 | 49516 |
| Euronext MATIF Wheat Contracts (France) | 28 | 5/11/2026 | 337399 | 7151 | 7151 |
| Euronext Mill Wheat Contracts (France) | 8 | 9/10/2025 | 89614 | 18309 | 18309 |
| Euronext Mill Wheat Contracts (France) | 66 | 12/10/2025 | 748970 | 394 | 394 |
| Euronext Mill Wheat Contracts (France) | 233 | 12/10/2025 | 2644091 | 332880 | 332880 |
| ICE Brent Crude Oil Contracts (United Kingdom) | 2 | 9/30/2025 | 134960 | (3420) | (3420) |
| ICE Canola Contracts (United States) | 26 | 11/14/2025 | 237178 | 24457 | 24457 |
| ICE Canola Contracts (United States) | 1 | 3/13/2026 | 9450 | 771 | 771 |
| ICE Canola Contracts (United States) | 5 | 1/14/2026 | 46478 | 3078 | 3078 |
| ICE Coal Contracts (United Kingdom) | 2 | 12/24/2025 | 197600 | 11878 | 11878 |
| ICE Coal Contracts (United Kingdom) | 2 | 11/28/2025 | 196100 | 13378 | 13378 |
| ICE Coal Contracts (United Kingdom) | 2 | 10/31/2025 | 194400 | 15078 | 15078 |
| ICE Cocoa Contracts (United States) | 3 | 12/11/2025 | 214985 | 10195 | 10195 |
| ICE Cocoa Contracts (United States) | 3 | 12/11/2025 | 214985 | 13517 | 13517 |
| ICE Cocoa Contracts (United States) | 5 | 12/15/2025 | 385500 | 39357 | 39357 |
| ICE Cocoa Contracts (United States) | 2 | 3/16/2026 | 150040 | (7355) | (7355) |
| ICE Cocoa Contracts (United States) | 1 | 3/16/2026 | 70716 | 1141 | 1141 |
| ICE Coffee C Contracts (United States) | 9 | 12/18/2025 | 1303088 | (184766) | (184766) |
| ICE Coffee C Contracts (United States) | 1 | 3/19/2026 | 140213 | (7953) | (7953) |
| ICE Coffee Robusta Contracts (United Kingdom) | 4 | 11/24/2025 | 192600 | (40149) | (40149) |
| ICE Cotton No 2 Contracts (United States) | 7 | 12/8/2025 | 232890 | 605 | 605 |
| ICE ENDEX Carbon Emission Contracts (Netherlands) | 5 | 12/15/2025 | 426955 | 17679 | 17679 |
| ICE ENDEX Natural Gas Contracts (Netherlands) | 10 | 9/29/2025 | 275610 | 20082 | 20082 |
| ICE Natural Gas Contracts (United Kingdom) | 20 | 9/29/2025 | 652209 | 2725 | 2725 |
| ICE Sugar No 11 Contracts (United States) | 53 | 9/30/2025 | 971723 | 94740 | 94740 |
| ICE Sugar No 11 Contracts (United States) | 156 | 9/30/2025 | 2860166 | 116613 | 116613 |
| ICE Sugar No 11 Contracts (United States) | 43 | 2/27/2026 | 819202 | 17991 | 17991 |
| ICE Sugar No 11 Contracts (United States) | 4 | 4/30/2026 | 74861 | (402) | (402) |
| ICE White Sugar Contracts (United Kingdom) | 19 | 11/14/2025 | 453815 | (384) | (384) |
| ICE White Sugar Contracts (United Kingdom) | 16 | 9/15/2025 | 394160 | (23747) | (23747) |
| ICE White Sugar Contracts (United Kingdom) | 28 | 9/15/2025 | 689780 | 4410 | 4410 |
| ICE White Sugar Contracts (United Kingdom) | 8 | 2/13/2026 | 188560 | 220 | 220 |
| LME Lead Contracts (United Kingdom) | 9 | 11/17/2025 | 447356 | (3049) | (3049) |
| MATIF Rapeseed Contracts (France) | 3 | 7/31/2026 | 80855 | 1105 | 1105 |
| MATIF Wheat Contracts (France) | 6 | 9/10/2026 | 74055 | 2415 | 2415 |
| NYMEX Gasoline RBOB Contracts (United States) | 4 | 10/31/2025 | 321451 | (47) | (47) |
| NYMEX Natural Gas Contracts (United States) | 3 | 11/25/2025 | 117420 | (4236) | (4236) |
| NYMEX Natural Gas Contracts (United States) | 2 | 11/25/2025 | 78280 | 20246 | 20246 |
| NYMEX Natural Gas Contracts (United States) | 19 | 9/26/2025 | 569430 | 47154 | 47154 |
| NYMEX Natural Gas Contracts (United States) | 27 | 9/26/2025 | 809190 | 88377 | 88377 |
| NYMEX Natural Gas Contracts (United States) | 6 | 10/29/2025 | 199980 | 34218 | 34218 |
| NYMEX Natural Gas Contracts (United States) | 4 | 12/29/2025 | 169720 | 22052 | 22052 |
| NYMEX Natural Gas Contracts (United States) | 1 | 1/28/2026 | 40080 | (1142) | (1142) |
| NYMEX Platinum Bullion Contracts (United States) | 76 | 10/29/2025 | 5207900 | 188845 | 188845 |
| NYMEX Platinum Bullion Contracts (United States) | 3 | 1/28/2026 | 207525 | 114 | 114 |
| NYMEX WTI Crude Contracts (United States) | 21 | 10/21/2025 | 1332660 | 3531 | 3531 |
| **TOTAL COMMODITY CONTRACTS** |  |  |  |  | 72439 |
| Equity Contracts |  |  |  |  |  |
| ASX 24 S&P/ASX 200 Index Contracts (Australia) | 4 | 9/18/2025 | 584882 | (26375) | (26375) |
| CBOT E-Mini Dow Jones Industrial Average Index Contracts (United States) | 17 | 9/19/2025 | 3876085 | (117741) | (117741) |
| CME E-Mini S&P MidCap 400 Index Contracts (United States) | 12 | 9/19/2025 | 3910200 | (177865) | (177865) |
| CME Russell 2000 Index Contracts (United States) | 145 | 9/19/2025 | 17181050 | (1189179) | (1189179) |
| Eurex Euro STOXX 50 Contracts (Germany) | 86 | 9/19/2025 | 5394783 | (41285) | (41285) |
| Euronext CAC 40 Index Contracts (France) | 57 | 9/19/2025 | 5143694 | 41387 | 41387 |
| FTSE/JSE Top 40 Index Contracts (South Africa) | 57 | 9/18/2025 | 3041777 | (172641) | (172641) |
| ICE Financial Times 100 Contracts (United Kingdom) | 62 | 9/19/2025 | 7725029 | (158047) | (158047) |
| MEFF IBEX 35 Index Contracts (Spain) | 60 | 9/19/2025 | 10506989 | 40192 | 40192 |
| NSE Nifty 50 Index Contracts (India) | 29 | 9/30/2025 | 1424074 | 33041 | 33041 |
| OSE Nikkei 225 Index Contracts (Japan) | 224 | 9/11/2025 | 6507135 | (636241) | (636241) |
| OSE Nikkei 225 Index Contracts (Japan) | 22 | 9/11/2025 | 6390936 | (618259) | (618259) |
| SGX Nikkei 225 Index Contracts (Singapore) | 12 | 9/11/2025 | 1743187 | (174926) | (174926) |
| **TOTAL EQUITY CONTRACTS** |  |  |  |  | (3197939) |
| Foreign Exchange Contracts |  |  |  |  |  |
| CME Australian Dollar Contracts (United States) | 246 | 9/15/2025 | 16106850 | (189875) | (189875) |
| CME Canadian Dollar Contracts (United States) | 839 | 9/16/2025 | 61163100 | 647991 | 647991 |
| CME Euro Spot Rate Contracts (United States) | 405 | 9/15/2025 | 59284406 | (50740) | (50740) |
| CME Euro/SWK Cross-Currency Rate Contracts (United States) | 2 | 9/15/2025 | 292342 | 587 | 587 |
| CME Israel Sheckel Contracts (United States) | 20 | 9/15/2025 | 5976200 | (189075) | (189075) |
| CME Japanese Yen Contracts (United States) | 64 | 9/15/2025 | 5450800 | 14071 | 14071 |
| CME New Zealand Dollar Contracts (United States) | 145 | 9/15/2025 | 8561525 | 110823 | 110823 |
| CME Swiss Franc Contracts (United States) | 306 | 9/15/2025 | 47900475 | (412569) | (412569) |
| **TOTAL FOREIGN EXCHANGE CONTRACTS** |  |  |  |  | (68787) |
| Interest Rate Contracts |  |  |  |  |  |
| ASX 10Y Australia Treasury Bond Contracts (Australia) | 139 | 9/15/2025 | 10343089 | 22855 | 22855 |
| CBOT 10Y US Treasury Notes Contracts (United States) | 12 | 12/19/2025 | 1350188 | (4795) | (4795) |
| CBOT 10Y US Treasury Ultra Notes Contracts (United States) | 4 | 12/19/2025 | 457688 | (1895) | (1895) |
| CBOT 2Y US Treasury Notes Contracts (United States) | 769 | 12/31/2025 | 160402586 | (162622) | (162622) |
| CBOT 5Y US Treasury Notes Contracts (United States) | 275 | 12/31/2025 | 30112500 | (94573) | (94573) |
| CBOT US Treasury Long Bond Contracts (United States) | 97 | 12/19/2025 | 11088313 | (35108) | (35108) |
| CME 3M US SOFR Index Contracts (United States) | 379 | 9/15/2026 | 91675363 | (131920) | (131920) |
| CME 3M US SOFR Index Contracts (United States) | 366 | 12/15/2026 | 88695525 | (195625) | (195625) |
| CME 3M US SOFR Index Contracts (United States) | 337 | 6/16/2026 | 81288613 | (34092) | (34092) |
| CME 3M US SOFR Index Contracts (United States) | 368 | 3/17/2026 | 88531600 | 46835 | 46835 |
| CME 3M US SOFR Index Contracts (United States) | 245 | 9/14/2027 | 59437000 | (193260) | (193260) |
| CME 3M US SOFR Index Contracts (United States) | 270 | 6/15/2027 | 65512125 | (199161) | (199161) |
| CME 3M US SOFR Index Contracts (United States) | 394 | 3/16/2027 | 95569625 | (248681) | (248681) |
| CME US SOFR Index Contracts (United States) | 184 | 12/14/2027 | 44620000 | (151514) | (151514) |
| Eurex 30Y Deutschland Contracts (Germany) | 54 | 9/8/2025 | 7199377 | 373235 | 373235 |
| Eurex Euro-Schatz Contracts (Germany) | 197 | 9/8/2025 | 24674150 | 59797 | 59797 |
| Eurex Euro-Schatz Contracts (Germany) | 65 | 12/8/2025 | 8149202 | 341 | 341 |
| Eurex Short Euro-BTP Contracts (Germany) | 23 | 9/8/2025 | 2898632 | (957) | (957) |
| ICE 3M EURIBOR Index Contracts (United States) | 76 | 12/15/2025 | 21792429 | (6720) | (6720) |
| ICE 3M EURIBOR Index Contracts (United States) | 49 | 9/14/2026 | 14061131 | (20429) | (20429) |
| ICE 3M EURIBOR Index Contracts (United States) | 42 | 12/14/2026 | 12047484 | (38084) | (38084) |
| ICE 3M EURIBOR Index Contracts (United States) | 59 | 6/15/2026 | 16932475 | (32261) | (32261) |
| ICE 3M EURIBOR Index Contracts (United States) | 58 | 3/16/2026 | 16641243 | (12854) | (12854) |
| ICE 3M EURIBOR Index Contracts (United States) | 8 | 9/13/2027 | 2290196 | 769 | 769 |
| ICE 3M EURIBOR Index Contracts (United States) | 18 | 6/14/2027 | 5156627 | (9685) | (9685) |
| ICE 3M EURIBOR Index Contracts (United States) | 24 | 3/15/2027 | 6880065 | (23553) | (23553) |
| ICE 3M SONIA Index Contracts (United States) | 66 | 9/15/2026 | 21489629 | 19753 | 19753 |
| ICE 3M SONIA Index Contracts (United States) | 64 | 12/15/2026 | 20848160 | 20449 | 20449 |
| ICE 3M SONIA Index Contracts (United States) | 54 | 6/16/2026 | 17567826 | 21245 | 21245 |
| ICE 3M SONIA Index Contracts (United States) | 67 | 3/17/2026 | 21768819 | 34610 | 34610 |
| KRX 10Y Korean Treasury Bond Contracts (South Korea) | 47 | 9/16/2025 | 4018851 | (12914) | (12914) |
| OSE Japan Government Contracts (Japan) | 18 | 9/12/2025 | 16846790 | 49268 | 49268 |
| TME 2Y Canadian Bond Contacts (Canada) | 12 | 12/18/2025 | 922489 | (670) | (670) |
| TME 3M CORRA Contracts (Canada) | 4 | 9/15/2026 | 710489 | (324) | (324) |
| TME 3M CORRA Contracts (Canada) | 4 | 12/15/2026 | 710198 | (261) | (261) |
| TME 3M CORRA Contracts (Canada) | 4 | 6/16/2026 | 710525 | (233) | (233) |
| TME 3M CORRA Contracts (Canada) | 4 | 3/17/2026 | 710234 | (414) | (414) |
| TME 3M CORRA Contracts (Canada) | 3 | 3/16/2027 | 532375 | (96) | (96) |
| **TOTAL INTEREST RATE CONTRACTS** |  |  |  |  | (963544) |
| TOTAL SOLD |  |  |  |  | (4157831) |
| **TOTAL FUTURES CONTRACTS** |  |  |  |  | **1246604** |
| The notional amount of futures purchased as a percentage of Net Assets is 25.9% | The notional amount of futures purchased as a percentage of Net Assets is 25.9% | The notional amount of futures purchased as a percentage of Net Assets is 25.9% | The notional amount of futures purchased as a percentage of Net Assets is 25.9% | The notional amount of futures purchased as a percentage of Net Assets is 25.9% | The notional amount of futures purchased as a percentage of Net Assets is 25.9% |
| The notional amount of futures sold as a percentage of Net Assets is 56.6% | The notional amount of futures sold as a percentage of Net Assets is 56.6% | The notional amount of futures sold as a percentage of Net Assets is 56.6% | The notional amount of futures sold as a percentage of Net Assets is 56.6% | The notional amount of futures sold as a percentage of Net Assets is 56.6% | The notional amount of futures sold as a percentage of Net Assets is 56.6% |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** |
| Currency<br> Purchased | Currency<br> Purchased | Currency<br> Sold | Currency<br> Sold | Counterparty | Settlement<br> Date | Unrealized <br> Appreciation/<br> (Depreciation) ($)  |
| AUD | 1014000 | USD | 654810 | Barclays Bank PLC | 9/2/2025 | 8803 |
| AUD | 418000 | USD | 272654 | UBS AG | 9/2/2025 | 906 |
| AUD | 600000 | USD | 393729 | Bank of America NA | 9/17/2025 | (962) |
| AUD | 700000 | USD | 457003 | Canadian Imperial Bank of Commerce | 9/17/2025 | 1225 |
| BRL | 4469968 | USD | 823745 | Citibank NA | 9/3/2025 | 691 |
| BRL | 4456705 | USD | 799481 | JPMorgan Chase Bank NA | 9/3/2025 | 22509 |
| BRL | 1653459 | USD | 300000 | Bank of America NA | 9/17/2025 | 3857 |
| BRL | 2174611 | USD | 400000 | Bank of America NA | 9/17/2025 | (371) |
| BRL | 1135829 | USD | 200000 | Citibank NA | 9/17/2025 | 8732 |
| BRL | 3407431 | USD | 600000 | Citibank NA | 9/17/2025 | 26184 |
| BRL | 1699244 | USD | 300000 | Citibank NA | 9/17/2025 | 12270 |
| BRL | 1691388 | USD | 300000 | JPMorgan Chase Bank NA | 9/17/2025 | 10827 |
| BRL | 1133862 | USD | 200000 | State Street Bank & Trust Co | 9/17/2025 | 8370 |
| BRL | 1088042 | USD | 200000 | State Street Bank & Trust Co | 9/17/2025 | (50) |
| BRL | 3400205 | USD | 600000 | State Street Bank & Trust Co | 9/17/2025 | 24856 |
| BRL | 4442649 | USD | 803823 | Citibank NA | 10/2/2025 | 9421 |
| BRL | 11466787 | USD | 2033587 | Goldman Sachs Bank USA | 10/2/2025 | 65452 |
| CAD | 6558982 | USD | 4789155 | State Street Bank & Trust Co | 9/2/2025 | (13255) |
| CAD | 544007 | USD | 400000 | Morgan Stanley | 9/17/2025 | (3616) |
| CAD | 6540212 | USD | 4732652 | JPMorgan Chase Bank NA | 10/2/2025 | 36234 |
| CAD | 5930 | USD | 4288 | UBS AG | 10/2/2025 | 36 |
| CHF | 1589078 | USD | 1975580 | BNP Paribas SA | 9/2/2025 | 10396 |
| CHF | 474786 | USD | 600000 | Barclays Bank PLC | 9/17/2025 | (5601) |
| CHF | 242122 | USD | 300000 | Canadian Imperial Bank of Commerce | 9/17/2025 | 3119 |
| CHF | 1580644 | USD | 1971072 | Barclays Bank PLC | 10/2/2025 | 11448 |
| CLP | 292524000 | USD | 300000 | Canadian Imperial Bank of Commerce | 9/17/2025 | 2571 |
| CLP | 451327600 | USD | 478000 | Citibank NA | 9/17/2025 | (11171) |
| CLP | 491645700 | USD | 522000 | Citibank NA | 9/17/2025 | (13468) |
| CLP | 5279364068 | USD | 5615329 | Citibank NA | 9/17/2025 | (154635) |
| CNY | 5015350 | USD | 700000 | Deutsche Bank AG | 9/17/2025 | 4176 |
| CNY | 21348270 | USD | 3000000 | JPMorgan Chase Bank NA | 9/17/2025 | (2614) |
| COP | 1227957000 | USD | 300000 | BNP Paribas SA | 9/17/2025 | 5222 |
| COP | 5581023279 | USD | 1378541 | BNP Paribas SA | 9/17/2025 | 8684 |
| COP | 1209648000 | USD | 300000 | Barclays Bank PLC | 9/17/2025 | 671 |
| COP | 2060500000 | USD | 500000 | Citibank NA | 9/17/2025 | 12160 |
| COP | 1235764080 | USD | 306356 | Citibank NA | 10/27/2025 | (591) |
| COP | 13519775128 | USD | 3246824 | Citibank NA | 11/5/2025 | 94440 |
| CZK | 6374384 | USD | 300000 | Citibank NA | 9/17/2025 | 5028 |
| CZK | 210687 | USD | 10046 | Barclays Bank PLC | 9/22/2025 | 37 |
| CZK | 42693766 | USD | 2030368 | JPMorgan Chase Bank NA | 9/22/2025 | 12900 |
| EUR | 35000 | USD | 40931 | Bank of America NA | 9/2/2025 | 16 |
| EUR | 21000 | USD | 24333 | Bank of America NA | 9/2/2025 | 235 |
| EUR | 24000 | USD | 27914 | Bank of America NA | 9/2/2025 | 164 |
| EUR | 5000 | USD | 5713 | Barclays Bank PLC | 9/2/2025 | 136 |
| EUR | 33000 | USD | 38706 | Citibank NA | 9/2/2025 | (99) |
| EUR | 15000 | USD | 17593 | Citibank NA | 9/2/2025 | (45) |
| EUR | 22000 | USD | 25623 | Citibank NA | 9/2/2025 | 114 |
| EUR | 1096010 | USD | 1279881 | Citibank NA | 9/2/2025 | 2341 |
| EUR | 9000 | USD | 10524 | JPMorgan Chase Bank NA | 9/2/2025 | 5 |
| EUR | 36000 | USD | 42094 | Morgan Stanley | 9/2/2025 | 23 |
| EUR | 38000 | USD | 44442 | Morgan Stanley | 9/2/2025 | 15 |
| EUR | 11000 | USD | 12868 | State Street Bank & Trust Co | 9/2/2025 | 1 |
| EUR | 625000 | USD | 729452 | BNP Paribas SA | 9/17/2025 | 2394 |
| EUR | 250000 | USD | 287870 | Morgan Stanley | 9/17/2025 | 4868 |
| EUR | 20000 | USD | 23344 | Citibank NA | 10/2/2025 | 97 |
| EUR | 896961 | USD | 1049028 | JPMorgan Chase Bank NA | 10/2/2025 | 2283 |
| GBP | 4000 | USD | 5377 | BNP Paribas SA | 9/2/2025 | 30 |
| GBP | 11000 | USD | 14904 | Bank of America NA | 9/2/2025 | (36) |
| GBP | 3000 | USD | 3990 | Bank of America NA | 9/2/2025 | 64 |
| GBP | 6000 | USD | 8081 | Barclays Bank PLC | 9/2/2025 | 29 |
| GBP | 4000 | USD | 5349 | Citibank NA | 9/2/2025 | 57 |
| GBP | 4000 | USD | 5434 | JPMorgan Chase Bank NA | 9/2/2025 | (28) |
| GBP | 7000 | USD | 9483 | JPMorgan Chase Bank NA | 9/2/2025 | (22) |
| GBP | 4859435 | USD | 6525648 | JPMorgan Chase Bank NA | 9/2/2025 | 42365 |
| GBP | 85000 | USD | 114542 | State Street Bank & Trust Co | 9/2/2025 | 344 |
| GBP | 625000 | USD | 846362 | Barclays Bank PLC | 9/17/2025 | (1499) |
| GBP | 1625000 | USD | 2201233 | Barclays Bank PLC | 9/17/2025 | (4590) |
| GBP | 11000 | USD | 14857 | Citibank NA | 10/2/2025 | 15 |
| GBP | 4859435 | USD | 6550111 | State Street Bank & Trust Co | 10/2/2025 | 19720 |
| HKD | 572000 | USD | 73091 | Citibank NA | 9/17/2025 | 320 |
| HUF | 139065936 | USD | 400000 | BNP Paribas SA | 9/17/2025 | 10125 |
| HUF | 264580573 | USD | 780000 | BNP Paribas SA | 9/17/2025 | 286 |
| HUF | 207773220 | USD | 600000 | Bank of America NA | 9/17/2025 | 12753 |
| HUF | 176365748 | USD | 520000 | Bank of America NA | 9/17/2025 | 128 |
| HUF | 105649800 | USD | 300000 | Morgan Stanley | 9/17/2025 | 11576 |
| HUF | 1057541346 | USD | 3110800 | JPMorgan Chase Bank NA | 9/22/2025 | 7152 |
| IDR | 26643528608 | USD | 1642000 | BNP Paribas SA | 9/17/2025 | (26683) |
| IDR | 64765861 | USD | 4000 | BNP Paribas SA | 9/17/2025 | (73) |
| IDR | 9000180402 | USD | 554000 | BNP Paribas SA | 9/17/2025 | (8346) |
| IDR | 25795911900 | USD | 1591000 | BNP Paribas SA | 9/17/2025 | (27071) |
| IDR | 23354073672 | USD | 1445000 | BNP Paribas SA | 9/17/2025 | (29113) |
| IDR | 12868746174 | USD | 791000 | BNP Paribas SA | 9/17/2025 | (10807) |
| IDR | 4122061001 | USD | 255000 | BNP Paribas SA | 9/17/2025 | (5092) |
| IDR | 5710673667 | USD | 353000 | BNP Paribas SA | 9/17/2025 | (6779) |
| IDR | 4911450000 | USD | 300000 | Barclays Bank PLC | 9/17/2025 | (2234) |
| IDR | 26641252 | USD | 1633 | Barclays Bank PLC | 9/17/2025 | (18) |
| IDR | 78023827 | USD | 4804 | Citibank NA | 9/17/2025 | (73) |
| IDR | 8849551980 | USD | 547000 | Citibank NA | 9/17/2025 | (10478) |
| IDR | 3399949300 | USD | 209000 | JPMorgan Chase Bank NA | 9/17/2025 | (2871) |
| IDR | 145941300 | USD | 9000 | JPMorgan Chase Bank NA | 9/17/2025 | (152) |
| IDR | 122171280 | USD | 7392 | Goldman Sachs Bank USA | 10/15/2025 | 11 |
| ILS | 2354034 | USD | 700000 | BNP Paribas SA | 9/17/2025 | 5328 |
| ILS | 1744056 | USD | 500000 | Deutsche Bank AG | 9/17/2025 | 22563 |
| ILS | 38000 | USD | 11062 | Goldman Sachs Bank USA | 10/15/2025 | 326 |
| ILS | 4269561 | USD | 1276267 | UBS AG | 10/15/2025 | 3252 |
| ILS | 4771959 | USD | 1433968 | UBS AG | 10/15/2025 | (3888) |
| ILS | 8151803 | USD | 2387023 | Deutsche Bank AG | 11/13/2025 | 56802 |
| ILS | 818504 | USD | 239309 | UBS AG | 11/13/2025 | 6069 |
| INR | 26457892 | USD | 300863 | Citibank NA | 9/17/2025 | (836) |
| INR | 26598139 | USD | 303299 | Citibank NA | 9/17/2025 | (1681) |
| INR | 24994103 | USD | 285215 | Citibank NA | 9/17/2025 | (1787) |
| INR | 188636715 | USD | 2151373 | Citibank NA | 9/17/2025 | (12270) |
| INR | 23906989 | USD | 274147 | Citibank NA | 9/17/2025 | (3046) |
| INR | 97739916 | USD | 1138572 | Deutsche Bank AG | 9/17/2025 | (30221) |
| INR | 48218075 | USD | 561428 | Deutsche Bank AG | 9/17/2025 | (14645) |
| INR | 23791021 | USD | 271556 | Goldman Sachs Bank USA | 9/17/2025 | (1771) |
| INR | 28609368 | USD | 325873 | JPMorgan Chase Bank NA | 9/17/2025 | (1448) |
| INR | 29304072 | USD | 333577 | JPMorgan Chase Bank NA | 9/17/2025 | (1275) |
| INR | 29357169 | USD | 333754 | JPMorgan Chase Bank NA | 9/17/2025 | (850) |
| JPY | 46376435 | USD | 313759 | BNP Paribas SA | 9/2/2025 | 1824 |
| JPY | 9500000 | USD | 64967 | BNP Paribas SA | 9/2/2025 | (321) |
| JPY | 48391446 | USD | 324651 | Bank of America NA | 9/2/2025 | 4643 |
| JPY | 40069776 | USD | 271712 | Bank of America NA | 9/2/2025 | 955 |
| JPY | 60945284 | USD | 415383 | Bank of America NA | 10/2/2025 | 674 |
| JPY | 10318259 | USD | 70249 | Barclays Bank PLC | 10/2/2025 | 191 |
| JPY | 33026899 | USD | 225008 | Barclays Bank PLC | 10/2/2025 | 458 |
| JPY | 39573499 | USD | 268188 | Morgan Stanley | 10/2/2025 | 1970 |
| KRW | 153310943 | USD | 110708 | Barclays Bank PLC | 9/17/2025 | (196) |
| KRW | 1251719052 | USD | 904807 | Deutsche Bank AG | 9/17/2025 | (2519) |
| KRW | 375490303 | USD | 270649 | Deutsche Bank AG | 9/17/2025 | 19 |
| KRW | 370865129 | USD | 266990 | JPMorgan Chase Bank NA | 9/17/2025 | 344 |
| MXN | 9338369 | USD | 500000 | BNP Paribas SA | 9/17/2025 | (413) |
| MXN | 7653441 | USD | 400000 | Bank of America NA | 9/17/2025 | 9446 |
| MXN | 9359513 | USD | 500000 | Goldman Sachs Bank USA | 9/17/2025 | 718 |
| MXN | 11374231 | USD | 600000 | JPMorgan Chase Bank NA | 9/17/2025 | 8502 |
| MXN | 17079192 | USD | 900000 | JPMorgan Chase Bank NA | 9/17/2025 | 13708 |
| MXN | 3783133 | USD | 200000 | State Street Bank & Trust Co | 9/17/2025 | 2391 |
| MXN | 1269000 | USD | 68225 | State Street Bank & Trust Co | 9/17/2025 | (335) |
| MXN | 72330732 | USD | 3731225 | UBS AG | 9/17/2025 | 138348 |
| MYR | 1298211 | USD | 308327 | Barclays Bank PLC | 9/24/2025 | (814) |
| MYR | 2236957 | USD | 533231 | Barclays Bank PLC | 9/24/2025 | (3352) |
| MYR | 3292742 | USD | 779716 | Barclays Bank PLC | 9/24/2025 | 251 |
| MYR | 1498894 | USD | 357791 | Morgan Stanley | 9/24/2025 | (2741) |
| NOK | 27966227 | USD | 2711919 | Bank of America NA | 9/2/2025 | 70195 |
| NOK | 8058538 | USD | 800000 | BNP Paribas SA | 9/17/2025 | 1740 |
| NOK | 2092178 | USD | 207141 | Citibank NA | 10/2/2025 | 1027 |
| NOK | 25873303 | USD | 2542408 | UBS AG | 10/2/2025 | 31946 |
| NZD | 2002225 | USD | 1196916 | BNP Paribas SA | 9/2/2025 | (15703) |
| NZD | 2100000 | USD | 1267390 | Barclays Bank PLC | 9/17/2025 | (27871) |
| NZD | 2200000 | USD | 1324004 | Barclays Bank PLC | 9/17/2025 | (25460) |
| NZD | 2002225 | USD | 1175566 | Deutsche Bank AG | 10/2/2025 | 6879 |
| PEN | 9891200 | USD | 2707692 | Barclays Bank PLC | 9/17/2025 | 91216 |
| PEN | 1797596 | USD | 485640 | Citibank NA | 12/5/2025 | 22036 |
| PEN | 899041 | USD | 242820 | Citibank NA | 12/5/2025 | 11087 |
| PEN | 6375035 | USD | 1787828 | Citibank NA | 5/26/2026 | 8438 |
| PHP | 135175336 | USD | 2383078 | JPMorgan Chase Bank NA | 9/15/2025 | (18583) |
| PHP | 28653500 | USD | 500000 | Goldman Sachs Bank USA | 9/17/2025 | 1176 |
| PLN | 745430 | USD | 200000 | BNP Paribas SA | 9/17/2025 | 4535 |
| PLN | 1833124 | USD | 500000 | BNP Paribas SA | 9/17/2025 | 2983 |
| PLN | 1474151 | USD | 400000 | Citibank NA | 9/17/2025 | 4486 |
| PLN | 14209074 | USD | 3886066 | Barclays Bank PLC | 10/15/2025 | 10968 |
| PLN | 12076350 | USD | 3286243 | JPMorgan Chase Bank NA | 10/15/2025 | 25863 |
| SEK | 17536094 | USD | 1815264 | Citibank NA | 9/2/2025 | 37565 |
| SEK | 10454182 | USD | 1100000 | BNP Paribas SA | 9/17/2025 | 5551 |
| SEK | 17267182 | USD | 1824245 | Barclays Bank PLC | 10/2/2025 | 3536 |
| SGD | 176654 | USD | 138291 | Bank of America NA | 9/2/2025 | (613) |
| SGD | 85350 | USD | 66450 | Barclays Bank PLC | 9/2/2025 | 68 |
| SGD | 156000 | USD | 121880 | Goldman Sachs Bank USA | 9/2/2025 | (300) |
| SGD | 162902 | USD | 125992 | State Street Bank & Trust Co | 9/2/2025 | 967 |
| SGD | 90707 | USD | 71216 | UBS AG | 9/2/2025 | (523) |
| SGD | 91524 | USD | 71429 | BNP Paribas SA | 10/2/2025 | 72 |
| SGD | 233298 | USD | 181493 | Bank of America NA | 10/2/2025 | 768 |
| SGD | 435985 | USD | 340615 | Citibank NA | 10/2/2025 | (8) |
| THB | 35672670 | USD | 1100000 | Barclays Bank PLC | 9/17/2025 | 5840 |
| THB | 67676112 | USD | 2097288 | Citibank NA | 10/20/2025 | 6465 |
| TRY | 333202 | USD | 7919 | Barclays Bank PLC | 9/4/2025 | 171 |
| TRY | 359514 | USD | 8496 | Barclays Bank PLC | 9/17/2025 | 134 |
| TRY | 366125 | USD | 8639 | Barclays Bank PLC | 9/22/2025 | 110 |
| TRY | 374110 | USD | 8713 | Barclays Bank PLC | 10/6/2025 | 116 |
| TRY | 343643 | USD | 8047 | JPMorgan Chase Bank NA | 10/9/2025 | 42 |
| TRY | 261801 | USD | 6079 | Barclays Bank PLC | 10/21/2025 | 18 |
| TWD | 16293 | USD | 556 | Barclays Bank PLC | 9/17/2025 | (23) |
| TWD | 824109 | USD | 28141 | Citibank NA | 9/17/2025 | (1152) |
| USD | 1528421 | AUD | 2343000 | BNP Paribas SA | 9/2/2025 | (4955) |
| USD | 259995 | AUD | 400000 | Bank of America NA | 9/17/2025 | (1850) |
| USD | 1223615 | AUD | 1900000 | Barclays Bank PLC | 9/17/2025 | (20145) |
| USD | 1033804 | AUD | 1600000 | JPMorgan Chase Bank NA | 9/17/2025 | (13574) |
| USD | 595568 | AUD | 911000 | Citibank NA | 10/2/2025 | (939) |
| USD | 10251 | BRL | 59392 | Citibank NA | 9/3/2025 | (703) |
| USD | 803823 | BRL | 4410576 | Citibank NA | 9/3/2025 | (9659) |
| USD | 821301 | BRL | 4456705 | JPMorgan Chase Bank NA | 9/3/2025 | (689) |
| USD | 400000 | BRL | 2223598 | Bank of America NA | 9/17/2025 | (8631) |
| USD | 400000 | BRL | 2179312 | Bank of America NA | 9/17/2025 | (493) |
| USD | 300000 | BRL | 1635612 | Barclays Bank PLC | 9/17/2025 | (577) |
| USD | 300000 | BRL | 1669178 | Citibank NA | 9/17/2025 | (6745) |
| USD | 500000 | BRL | 2815996 | State Street Bank & Trust Co | 9/17/2025 | (17496) |
| USD | 600000 | BRL | 3333463 | UBS AG | 9/17/2025 | (12591) |
| USD | 31121 | BRL | 200000 | Goldman Sachs Bank USA | 10/2/2025 | (5490) |
| USD | 4732652 | CAD | 6549535 | JPMorgan Chase Bank NA | 9/2/2025 | (36370) |
| USD | 4288 | CAD | 5939 | UBS AG | 9/2/2025 | (36) |
| USD | 1007000 | CAD | 1391647 | Barclays Bank PLC | 9/17/2025 | (7006) |
| USD | 1193000 | CAD | 1647779 | Barclays Bank PLC | 9/17/2025 | (7634) |
| USD | 2700000 | CAD | 3690268 | Barclays Bank PLC | 9/17/2025 | 11132 |
| USD | 2400000 | CAD | 3323827 | Barclays Bank PLC | 9/17/2025 | (21866) |
| USD | 400000 | CAD | 545416 | Canadian Imperial Bank of Commerce | 9/17/2025 | 2590 |
| USD | 1000000 | CAD | 1359961 | Morgan Stanley | 9/17/2025 | 9081 |
| USD | 1971072 | CHF | 1586516 | Barclays Bank PLC | 9/2/2025 | (11701) |
| USD | 2100000 | CHF | 1700131 | JPMorgan Chase Bank NA | 9/17/2025 | (28444) |
| USD | 300000 | CHF | 236474 | State Street Bank & Trust Co | 9/17/2025 | 3952 |
| USD | 280000 | CLP | 275044000 | Citibank NA | 9/17/2025 | (4491) |
| USD | 8000 | CLP | 7736800 | Citibank NA | 9/17/2025 | (3) |
| USD | 400000 | CLP | 385699068 | Citibank NA | 9/17/2025 | 1053 |
| USD | 420000 | CLP | 412188000 | Deutsche Bank AG | 9/17/2025 | (6345) |
| USD | 1369643 | CLP | 1322390104 | Goldman Sachs Bank USA | 9/17/2025 | 1833 |
| USD | 30357 | CLP | 29188179 | Morgan Stanley | 9/17/2025 | 166 |
| USD | 4719687 | CLP | 4505670715 | UBS AG | 9/17/2025 | 59260 |
| USD | 1140000 | CLP | 1102608000 | UBS AG | 9/17/2025 | (479) |
| USD | 352000 | CLP | 340560000 | UBS AG | 9/17/2025 | (257) |
| USD | 39140 | CNY | 280446 | Citibank NA | 9/15/2025 | (229) |
| USD | 110975 | CNY | 795646 | JPMorgan Chase Bank NA | 9/15/2025 | (718) |
| USD | 90743 | CNY | 649502 | Morgan Stanley | 9/15/2025 | (434) |
| USD | 251963 | CNY | 1807178 | Morgan Stanley | 9/15/2025 | (1729) |
| USD | 3300000 | CNY | 23618001 | BNP Paribas SA | 9/17/2025 | (16066) |
| USD | 700000 | CNY | 5012697 | BNP Paribas SA | 9/17/2025 | (3804) |
| USD | 200000 | COP | 811150000 | Bank of America NA | 9/17/2025 | (1620) |
| USD | 800000 | COP | 3268752000 | Bank of America NA | 9/17/2025 | (12484) |
| USD | 300000 | COP | 1274121000 | Barclays Bank PLC | 9/17/2025 | (16697) |
| USD | 700000 | COP | 2926000000 | Citibank NA | 9/17/2025 | (27289) |
| USD | 136757 | COP | 571784392 | Citibank NA | 9/17/2025 | (5366) |
| USD | 306356 | COP | 1230019902 | Citibank NA | 9/17/2025 | 621 |
| USD | 127837 | COP | 532991472 | BNP Paribas SA | 11/5/2025 | (3886) |
| USD | 1378541 | COP | 5620435766 | BNP Paribas SA | 11/12/2025 | (9004) |
| USD | 400000 | CZK | 8367051 | BNP Paribas SA | 9/17/2025 | (382) |
| USD | 500000 | CZK | 10752903 | JPMorgan Chase Bank NA | 9/17/2025 | (14550) |
| USD | 60346 | EUR | 52000 | Barclays Bank PLC | 9/2/2025 | (489) |
| USD | 143624 | EUR | 122991 | Citibank NA | 9/2/2025 | (263) |
| USD | 41255 | EUR | 36000 | JPMorgan Chase Bank NA | 9/2/2025 | (861) |
| USD | 443238 | EUR | 387049 | Morgan Stanley | 9/2/2025 | (9571) |
| USD | 588613 | EUR | 500000 | Canadian Imperial Bank of Commerce | 9/17/2025 | 3136 |
| USD | 1716777 | EUR | 1500000 | JPMorgan Chase Bank NA | 9/17/2025 | (39653) |
| USD | 175420 | EUR | 149991 | JPMorgan Chase Bank NA | 10/2/2025 | (382) |
| USD | 22906 | GBP | 17000 | Barclays Bank PLC | 9/2/2025 | (71) |
| USD | 55011 | GBP | 41000 | JPMorgan Chase Bank NA | 9/2/2025 | (404) |
| USD | 63115 | GBP | 47000 | JPMorgan Chase Bank NA | 9/2/2025 | (410) |
| USD | 6548357 | GBP | 4859435 | State Street Bank & Trust Co | 9/2/2025 | (19656) |
| USD | 25253 | GBP | 19000 | State Street Bank & Trust Co | 9/2/2025 | (428) |
| USD | 2062638 | GBP | 1562500 | Barclays Bank PLC | 9/17/2025 | (49520) |
| USD | 4098216 | GBP | 3062500 | Barclays Bank PLC | 9/17/2025 | (41612) |
| USD | 425768 | GBP | 312500 | Barclays Bank PLC | 9/17/2025 | 3337 |
| USD | 339565 | GBP | 250000 | Canadian Imperial Bank of Commerce | 9/17/2025 | 1620 |
| USD | 1716540 | GBP | 1250000 | Morgan Stanley | 9/17/2025 | 26815 |
| USD | 114573 | GBP | 85000 | State Street Bank & Trust Co | 10/2/2025 | (345) |
| USD | 126238 | HKD | 987891 | Morgan Stanley | 9/17/2025 | (549) |
| USD | 200000 | HUF | 68565374 | BNP Paribas SA | 9/17/2025 | (2209) |
| USD | 2485457 | HUF | 870823780 | BNP Paribas SA | 9/17/2025 | (82728) |
| USD | 400000 | HUF | 136704968 | Citibank NA | 9/17/2025 | (3163) |
| USD | 800000 | HUF | 274043368 | Goldman Sachs Bank USA | 9/17/2025 | (8193) |
| USD | 214543 | HUF | 75131435 | Goldman Sachs Bank USA | 9/17/2025 | (7030) |
| USD | 13000 | IDR | 213417832 | BNP Paribas SA | 9/17/2025 | 61 |
| USD | 2426000 | IDR | 39800756583 | BNP Paribas SA | 9/17/2025 | 13000 |
| USD | 2158000 | IDR | 35305354328 | BNP Paribas SA | 9/17/2025 | 17542 |
| USD | 3000 | IDR | 49293000 | Bank of America NA | 9/17/2025 | 12 |
| USD | 100000 | IDR | 1638000000 | Bank of America NA | 9/17/2025 | 693 |
| USD | 1000 | IDR | 16387000 | Citibank NA | 9/17/2025 | 7 |
| USD | 157000 | IDR | 2572438720 | Citibank NA | 9/17/2025 | 1041 |
| USD | 500000 | IDR | 8223500000 | Citibank NA | 9/17/2025 | 1434 |
| USD | 11000 | IDR | 180180000 | Deutsche Bank AG | 9/17/2025 | 76 |
| USD | 7392 | IDR | 122078880 | Goldman Sachs Bank USA | 9/17/2025 | (9) |
| USD | 831232 | IDR | 13564043776 | Goldman Sachs Bank USA | 9/17/2025 | 8885 |
| USD | 1147433 | IDR | 18718648246 | JPMorgan Chase Bank NA | 9/17/2025 | 12578 |
| USD | 231000 | IDR | 3785651100 | JPMorgan Chase Bank NA | 9/17/2025 | 1487 |
| USD | 800000 | ILS | 2731657 | BNP Paribas SA | 9/17/2025 | (18473) |
| USD | 300000 | ILS | 996291 | Goldman Sachs Bank USA | 9/17/2025 | 1486 |
| USD | 900000 | ILS | 3049244 | Morgan Stanley | 9/17/2025 | (13630) |
| USD | 30442 | ILS | 104000 | Citibank NA | 10/15/2025 | (725) |
| USD | 2387023 | ILS | 8155980 | Deutsche Bank AG | 10/15/2025 | (57194) |
| USD | 239309 | ILS | 818917 | UBS AG | 10/15/2025 | (6107) |
| USD | 742000 | INR | 64417125 | BNP Paribas SA | 9/17/2025 | 11523 |
| USD | 2758000 | INR | 239475560 | BNP Paribas SA | 9/17/2025 | 42395 |
| USD | 1700000 | INR | 148017951 | BNP Paribas SA | 9/17/2025 | 21506 |
| USD | 1214000 | INR | 106767409 | BNP Paribas SA | 9/17/2025 | 3279 |
| USD | 800000 | INR | 70359936 | Citibank NA | 9/17/2025 | 2132 |
| USD | 386000 | INR | 33935190 | Citibank NA | 9/17/2025 | 1182 |
| USD | 900000 | INR | 79005600 | UBS AG | 9/17/2025 | 4092 |
| USD | 300863 | INR | 26500314 | Citibank NA | 10/17/2025 | 795 |
| USD | 303299 | INR | 26639843 | Citibank NA | 10/17/2025 | 1651 |
| USD | 274147 | INR | 23947015 | Citibank NA | 10/17/2025 | 2990 |
| USD | 271556 | INR | 23829039 | Goldman Sachs Bank USA | 10/17/2025 | 1735 |
| USD | 268188 | JPY | 39705233 | Morgan Stanley | 9/2/2025 | (1998) |
| USD | 1763000 | JPY | 260070528 | BNP Paribas SA | 9/17/2025 | (9482) |
| USD | 237000 | JPY | 34985205 | Barclays Bank PLC | 9/17/2025 | (1438) |
| USD | 1800000 | JPY | 266043960 | Barclays Bank PLC | 9/17/2025 | (13193) |
| USD | 1800000 | JPY | 261927900 | Barclays Bank PLC | 9/17/2025 | 14859 |
| USD | 600000 | JPY | 87203100 | Barclays Bank PLC | 9/17/2025 | 5677 |
| USD | 400000 | JPY | 57125912 | Royal Bank of Canada | 9/17/2025 | 10665 |
| USD | 1169000 | KRW | 1636025593 | BNP Paribas SA | 9/17/2025 | (10311) |
| USD | 231000 | KRW | 323612061 | BNP Paribas SA | 9/17/2025 | (2272) |
| USD | 700000 | KRW | 972090000 | Bank of America NA | 9/17/2025 | (720) |
| USD | 400000 | KRW | 541456000 | Canadian Imperial Bank of Commerce | 9/17/2025 | 9697 |
| USD | 400000 | KRW | 555676672 | Citibank NA | 9/17/2025 | (553) |
| USD | 400000 | KRW | 549159200 | State Street Bank & Trust Co | 9/17/2025 | 4145 |
| USD | 500000 | MXN | 9437062 | BNP Paribas SA | 9/17/2025 | (4867) |
| USD | 500000 | MXN | 9528557 | BNP Paribas SA | 9/17/2025 | (9762) |
| USD | 108 | MXN | 2073 | Deutsche Bank AG | 9/17/2025 | (3) |
| USD | 400000 | MXN | 7577582 | JPMorgan Chase Bank NA | 9/17/2025 | (5388) |
| USD | 300000 | MXN | 5634500 | Morgan Stanley | 9/17/2025 | (1436) |
| USD | 900000 | MXN | 17146140 | Morgan Stanley | 9/17/2025 | (17290) |
| USD | 500000 | MXN | 9438138 | State Street Bank & Trust Co | 9/17/2025 | (4925) |
| USD | 700000 | MYR | 2956100 | Goldman Sachs Bank USA | 9/17/2025 | (40) |
| USD | 700000 | MYR | 2944550 | Morgan Stanley | 9/17/2025 | 2695 |
| USD | 2542408 | NOK | 25877371 | UBS AG | 9/2/2025 | (31904) |
| USD | 161965 | NOK | 1667579 | BNP Paribas SA | 9/17/2025 | (3942) |
| USD | 800000 | NOK | 8192798 | BNP Paribas SA | 9/17/2025 | (15098) |
| USD | 200000 | NOK | 2017051 | Bank of America NA | 9/17/2025 | (675) |
| USD | 1438035 | NOK | 14833071 | Barclays Bank PLC | 9/17/2025 | (37700) |
| USD | 400000 | NOK | 4024882 | Morgan Stanley | 9/17/2025 | (434) |
| USD | 200000 | NOK | 2023512 | State Street Bank & Trust Co | 9/17/2025 | (1318) |
| USD | 1107190 | NZD | 1900000 | Deutsche Bank AG | 9/17/2025 | (14280) |
| USD | 1258727 | NZD | 2100000 | JPMorgan Chase Bank NA | 9/17/2025 | 19208 |
| USD | 1599607 | NZD | 2700000 | JPMorgan Chase Bank NA | 9/17/2025 | 5939 |
| USD | 1557202 | NZD | 2600000 | JPMorgan Chase Bank NA | 9/17/2025 | 22560 |
| USD | 485650 | NZD | 800000 | Morgan Stanley | 9/17/2025 | 13452 |
| USD | 240541 | NZD | 400000 | State Street Bank & Trust Co | 9/17/2025 | 4442 |
| USD | 1000000 | PEN | 3563900 | Canadian Imperial Bank of Commerce | 9/17/2025 | (8475) |
| USD | 1787828 | PEN | 6332485 | Citibank NA | 9/17/2025 | (4073) |
| USD | 1031193 | PEN | 3773341 | Citibank NA | 11/17/2025 | (34919) |
| USD | 634000 | PHP | 36669233 | BNP Paribas SA | 9/17/2025 | (7378) |
| USD | 900000 | PHP | 51272180 | BNP Paribas SA | 9/17/2025 | 3203 |
| USD | 665000 | PHP | 38376077 | BNP Paribas SA | 9/17/2025 | (6232) |
| USD | 1000 | PHP | 57836 | BNP Paribas SA | 9/17/2025 | (12) |
| USD | 700000 | PHP | 39546150 | State Street Bank & Trust Co | 9/17/2025 | 8302 |
| USD | 1540622 | PLN | 5635853 | BNP Paribas SA | 9/17/2025 | (5776) |
| USD | 1755659 | PLN | 6499892 | Deutsche Bank AG | 9/17/2025 | (27818) |
| USD | 2000000 | PLN | 7491298 | JPMorgan Chase Bank NA | 9/17/2025 | (55505) |
| USD | 58031 | PLN | 212000 | Morgan Stanley | 9/17/2025 | (139) |
| USD | 600000 | PLN | 2178316 | Morgan Stanley | 9/17/2025 | 2301 |
| USD | 1739176 | PLN | 6452778 | UBS AG | 9/17/2025 | (31374) |
| USD | 22435 | SEK | 220000 | BNP Paribas SA | 9/2/2025 | (810) |
| USD | 1400000 | SEK | 13648029 | BNP Paribas SA | 9/17/2025 | (43307) |
| USD | 1000000 | SEK | 9646915 | BNP Paribas SA | 9/17/2025 | (20181) |
| USD | 400000 | SEK | 3807392 | Bank of America NA | 9/17/2025 | (2640) |
| USD | 181493 | SGD | 233854 | Bank of America NA | 9/2/2025 | (764) |
| USD | 900000 | SGD | 1145984 | Bank of America NA | 9/17/2025 | 5828 |
| USD | 1400000 | SGD | 1811824 | JPMorgan Chase Bank NA | 9/17/2025 | (13704) |
| USD | 700000 | THB | 22715000 | Barclays Bank PLC | 9/17/2025 | (4157) |
| USD | 800000 | THB | 25838400 | Barclays Bank PLC | 9/17/2025 | (981) |
| USD | 700000 | THB | 22604680 | Citibank NA | 9/17/2025 | (737) |
| USD | 522 | THB | 16778 | Goldman Sachs Bank USA | 10/20/2025 | 1 |
| USD | 5464 | TRY | 225625 | BNP Paribas SA | 9/4/2025 | (15) |
| USD | 53700 | TRY | 2263982 | Barclays Bank PLC | 9/9/2025 | (1032) |
| USD | 9276 | TRY | 391260 | Barclays Bank PLC | 9/12/2025 | (158) |
| USD | 6069 | TRY | 256694 | Barclays Bank PLC | 9/19/2025 | (82) |
| USD | 6061 | TRY | 257647 | Barclays Bank PLC | 9/30/2025 | (52) |
| USD | 8376 | TRY | 356707 | BNP Paribas SA | 10/9/2025 | (20) |
| USD | 3901 | TRY | 167362 | Barclays Bank PLC | 10/15/2025 | (18) |
| USD | 7674 | TRY | 330476 | Barclays Bank PLC | 10/21/2025 | (22) |
| USD | 200000 | ZAR | 3551316 | Bank of America NA | 9/17/2025 | (1132) |
| USD | 300000 | ZAR | 5360124 | Citibank NA | 9/17/2025 | (3576) |
| USD | 1200000 | ZAR | 21833866 | JPMorgan Chase Bank NA | 9/17/2025 | (36583) |
| USD | 300000 | ZAR | 5315378 | Morgan Stanley | 9/17/2025 | (1042) |
| USD | 400000 | ZAR | 7152030 | State Street Bank & Trust Co | 9/17/2025 | (5063) |
| ZAR | 7005260 | USD | 397000 | BNP Paribas SA | 9/17/2025 | (250) |
| ZAR | 7203752 | USD | 400000 | Bank of America NA | 9/17/2025 | 7992 |
| ZAR | 19468474 | USD | 1103000 | Bank of America NA | 9/17/2025 | (383) |
| ZAR | 13648273 | USD | 774436 | Barclays Bank PLC | 10/20/2025 | (3250) |
| ZAR | 15001891 | USD | 849797 | Barclays Bank PLC | 10/20/2025 | (2126) |
| ZAR | 6589636 | USD | 372533 | JPMorgan Chase Bank NA | 10/20/2025 | (190) |
| **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** |  | **(156379)** |
| Unrealized Appreciation | Unrealized Appreciation | Unrealized Appreciation |  |  |  | 1580816 |
| Unrealized Depreciation | Unrealized Depreciation | Unrealized Depreciation |  |  |  | (1737195) |

---

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** |
| Underlying Reference | Rating(2) | Maturity <br> Date | Clearinghouse / <br> Counterparty(4) | Fixed<br> Payment<br> Received/<br> (Paid) | Payment<br> Frequency | Notional<br> Amount(3)(1) | Notional<br> Amount(3)(1) | Value ($)(2) | Upfront<br> Premium<br> Received/<br> (Paid) ($)(5) | Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| Sell Protection |  |  |  |  |  |  |  |  |  |  |
| 5Y CDX NA IG Series 44 Index | NR | 6/20/2030 | ICE | 1% | Quarterly |  | 17300000 | 60733 | 0 | 60733 |
| iTraxx Europe Series 43 Index | NR | 6/20/2030 | ICE | 1% | Quarterly | EUR | 34000000 | 89362 | 0 | 89362 |
| iTraxx Crossover Series 43 Index | NR | 6/20/2030 | ICE | 1% | Quarterly | EUR | 11839920 | 302276 | 0 | 302276 |
| 5Y CDX EM CDSI Series 43 Index | NR | 6/20/2030 | ICE | 1% | Quarterly |  | 3000000 | 63306 | 0 | 63306 |
| 5Y CDX NA IG Series 44 Index | NR | 6/20/2030 | ICE | 1% | Quarterly |  | 61000000 | 291442 | 0 | 291442 |
| 5Y CDX NA HY Series 44 Index | NR | 6/20/2030 | ICE | 5% | Quarterly |  | 6000000 | 149047 | 0 | 149047 |
| iTraxx Crossover Series 43 Index | NR | 6/20/2030 | ICE | 5% | Quarterly | EUR | 1677322 | 12653 | 0 | 12653 |
| 5Y CDX EM CDSI Series 43 Index | NR | 6/20/2030 | ICE | 1% | Quarterly |  | 6900000 | 80878 | 0 | 80878 |
| iTraxx Europe Series 43 Index | NR | 6/20/2030 | ICE | 1% | Quarterly | EUR | 14600000 | (1561) | 0 | (1561) |
| 5Y CDX NA HY Series 44 Index | NR | 6/20/2030 | ICE | 5% | Quarterly |  | 2100000 | 88682 | 0 | 88682 |
| **TOTAL CREDIT DEFAULT SWAPS** |  |  |  |  |  |  |  | **1136818** | **0** | **1136818** |

---

(1)Notional amount is stated in U.S. Dollars unless otherwise noted.

(2)Ratings are presented for credit default swaps in which the Fund has sold protection on the underlying referenced debt. Ratings for an underlying index represent a weighted average of the ratings of all securities included in the index. The credit rating or value can be measures of the current payment/performance risk. Ratings are from Moody's Investors Service, Inc. Where Moody's® ratings are not available, S&P® ratings are disclosed and are indicated as such. All ratings are as of the report date and do not reflect subsequent changes.

(3)The notional amount of each credit default swap where the Fund has sold protection approximates the maximum potential amount of future payments that the Fund could be required to make if a credit event were to occur.

(4)Swaps with Intercontinental Exchange (ICE) are centrally cleared swaps.

(5)Any premiums for centrally cleared swaps are recorded periodically throughout the term of the swap to variation margin and included in unrealized appreciation (depreciation).

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** |
| Payment Received | Payment<br> Frequency | Payment Paid | Payment<br> Frequency | Clearinghouse /<br> Counterparty(2) | Maturity<br> Date | Notional<br> Amount(4) | Notional<br> Amount(4) | Value ($)<br>| Upfront<br> Premium<br> Received/<br> (Paid) ($)(3) | Unrealized <br> Appreciation/<br> (Depreciation) ($)<br>|
| 3.5% | Quarterly | KLIBOR(1) | Quarterly | BNP Paribas SA | 9/17/2030 | MYR | 13000000 | 59600 | (61539) | (1939) |
| 6M PRIBOR(1) | Semi-Annual | 4.02% | Annual | CME | 11/22/2033 | CZK | 4200000 | (8279) | 0 | (8279) |
| 6M PRIBOR(1) | Semi-Annual | 4.42% | Annual | CME | 6/1/2033 | CZK | 33900000 | (54712) | 0 | (54712) |
| 4.455% | Annual | 6M PRIBOR(1) | Annual | CME | 6/1/2033 | CZK | 34700000 | 2260 | 0 | 2260 |
| 6M PRIBOR(1) | Semi-Annual | 4.6375% | Semi-Annual | CME | 10/3/2033 | CZK | 45200000 | (113782) | 0 | (113782) |
| 4.28% | Annual | 6M PRIBOR(1) | Semi-Annual | CME | 11/8/2033 | CZK | 78000000 | 146361 | 0 | 146361 |
| 6M PRIBOR(1) | Semi-Annual | 4.06% | Annual | CME | 4/17/2034 | CZK | 48100000 | (17809) | 0 | (17809) |
| 6M PRIBOR(1) | Semi-Annual | 4.29% | Annual | CME | 4/18/2034 | CZK | 35800000 | 48359 | 0 | 48359 |
| 8.276% | Quarterly | 3M JIBAR(1) | Quarterly | CME | 6/14/2029 | ZAR | 62000000 | 163486 | 0 | 163486 |
| 3.545% | Annual | 6M PRIBOR(1) | Semi-Annual | CME | 7/16/2034 | CZK | 35200000 | (45592) | 0 | (45592) |
| 4.27% | Annual | 6M WIBID(1) | Semi-Annual | CME | 8/8/2029 | PLN | 10400000 | 13563 | 0 | 13563 |
| 4.2825% | Annual | 6M WIBID(1) | Semi-Annual | CME | 8/8/2029 | PLN | 10400000 | 14730 | 0 | 14730 |
| 6M WIBID(1) | Semi-Annual | 4.709% | Annual | CME | 10/11/2029 | PLN | 7800000 | (88747) | 0 | (88747) |
| 6M WIBID(1) | Semi-Annual | 4.77% | Annual | CME | 10/17/2029 | PLN | 11700000 | (144608) | 0 | (144608) |
| 3M Chile Interbank Offer Rate(1) | Semi-Annual | 5% | Semi-Annual | CME | 11/4/2029 | CLP | 1015700000 | (14475) | 0 | (14475) |
| 3M Chile Interbank Offer Rate(1) | Semi-Annual | 5.01% | Semi-Annual | CME | 11/5/2029 | CLP | 3355500000 | (49275) | 0 | (49275) |
| 4.495% | Annual | 6M WIBID(1) | Semi-Annual | CME | 11/22/2029 | PLN | 15800000 | 154014 | 0 | 154014 |
| 4.513% | Annual | 6M WIBID(1) | Semi-Annual | CME | 11/25/2029 | PLN | 8000000 | 79199 | 0 | 79199 |
| 28D TIIE(1) | Monthly | 9.385% | Monthly | CME | 12/26/2025 | MXN | 36200000 | (8494) | 0 | (8494) |
| 9.415% | Monthly | 28D TIIE(1) | Monthly | CME | 12/25/2025 | MXN | 24600000 | 5893 | 0 | 5893 |
| 28D TIIE(1) | Monthly | 9.43% | Monthly | CME | 12/16/2025 | MXN | 25000000 | (5583) | 0 | (5583) |
| 9.415% | Monthly | 1D TIIE(1) | Monthly | CME | 10/25/2029 | MXN | 24600000 | 58454 | 0 | 58454 |
| 1D TIIE(1) | Monthly | 9.48% | Monthly | CME | 10/10/2034 | MXN | 25100000 | (91221) | 0 | (91221) |
| 1D TIIE(1) | Monthly | 9.385% | Monthly | CME | 7/6/2029 | MXN | 36200000 | (78718) | 0 | (78718) |
| 1D TIIE(1) | Monthly | 9.43% | Monthly | CME | 10/16/2029 | MXN | 25000000 | (83942) | 0 | (83942) |
| 28D TIIE(1) | Monthly | 9.48% | Monthly | CME | 12/16/2025 | MXN | 25100000 | (5788) | 0 | (5788) |
| 9.05% | Monthly | 1D TIIE(1) | Monthly | CME | 12/12/2029 | MXN | 111200000 | 217425 | 0 | 217425 |
| 6M WIBID(1) | Semi-Annual | 4.904% | Annual | CME | 12/20/2029 | PLN | 12800000 | (191464) | 0 | (191464) |
| 3M Chile Interbank Offer Rate(1) | Semi-Annual | 5.285% | Semi-Annual | CME | 12/24/2029 | CLP | 756300000 | (19482) | 0 | (19482) |
| 8.31% | Quarterly | Colombia Overnight Interbank Rate(1) | Quarterly | CME | 3/19/2030 | COP | 1911800000 | (1730) | 0 | (1730) |
| 3M Chile Interbank Offer Rate(1) | Semi-Annual | 5.5% | Semi-Annual | CME | 3/19/2030 | CLP | 3214300000 | (115964) | 0 | (115964) |
| 9.1% | Monthly | 1D TIIE(1) | Monthly | CME | 12/6/2034 | MXN | 68500000 | 207990 | 0 | 207990 |
| 3.55% | Annual | 6M PRIBOR(1) | Semi-Annual | CME | 3/7/2030 | CZK | 36000000 | (12912) | 0 | (12912) |
| 1D TIIE(1) | Monthly | 8.09% | Monthly | CME | 6/12/2030 | MXN | 4000000 | (2096) | 0 | (2096) |
| 4.695% | Semi-Annual | 6M WIBID(1) | Semi-Annual | CME | 3/28/2030 | PLN | 16700000 | 80173 | 0 | 80173 |
| 4.67% | Annual | 6M WIBID(1) | Semi-Annual | CME | 3/31/2030 | PLN | 9100000 | 41192 | 0 | 41192 |
| 4.692% | Annual | 6M WIBID(1) | Semi-Annual | CME | 3/31/2030 | PLN | 1800000 | 8611 | 0 | 8611 |
| 4.95% | Semi-Annual | 3M Chile Interbank Offer Rate(1) | Semi-Annual | CME | 6/18/2030 | CLP | 1139900000 | 10992 | 0 | 10992 |
| 4.8% | Semi-Annual | 3M Chile Interbank Offer Rate(1) | Semi-Annual | CME | 6/18/2030 | CLP | 2368600000 | 1472 | 0 | 1472 |
| 4.65% | Semi-Annual | 3M Chile Interbank Offer Rate(1) | Semi-Annual | CME | 6/18/2030 | CLP | 10603100000 | (49666) | 0 | (49666) |
| 6M WIBID(1) | Semi-Annual | 3.952% | Annual | CME | 7/29/2030 | PLN | 17055000 | 6180 | 0 | 6180 |
| 6M BUBOR(1) | Semi-Annual | 5.85% | Annual | CME | 5/6/2030 | HUF | 434900000 | (12691) | 0 | (12691) |
| Colombia Overnight Interbank Rate(1) | Quarterly | 8.225% | Quarterly | CME | 6/18/2030 | COP | 16324600000 | 6058 | 0 | 6058 |
| 6M BUBOR(1) | Semi-Annual | 6.115% | Annual | CME | 5/19/2030 | HUF | 1028500000 | 8419 | 0 | 8419 |
| 3M Chile Interbank Offer Rate(1) | Semi-Annual | 5.15% | Semi-Annual | CME | 6/18/2030 | CLP | 2673800000 | 12610 | 0 | 12610 |
| 13.29% | At Maturity | Brazil CETIP Interbank Deposit Overnight Rate(1) | At Maturity | CME | 1/2/2031 | BRL | 2400000 | (946) | 0 | (946) |
| 6M WIBID(1) | Semi-Annual | 3.915% | Annual | CME | 5/6/2030 | PLN | 3700000 | 2380 | 0 | 2380 |
| 1D TIIE(1) | Annual | 8.135% | Annual | CME | 4/17/2035 | MXN | 8100000 | (6358) | 0 | (6358) |
| 6M PRIBOR(1) | Semi-Annual | 3.585% | Annual | CME | 6/12/2030 | CZK | 113500000 | 25093 | 0 | 25093 |
| 13.57% | At Maturity | Brazil CETIP Interbank Deposit Overnight Rate(1) | At Maturity | CME | 1/2/2031 | BRL | 8000000 | 8046 | 0 | 8046 |
| 3M Chile Interbank Offer Rate(1) | Semi-Annual | 4.675% | Semi-Annual | CME | 9/17/2030 | CLP | 8300000 | 6 | 0 | 6 |
| 7.33% | Quarterly | 3M JIBAR(1) | Quarterly | CME | 7/10/2030 | ZAR | 42900000 | 6280 | 0 | 6280 |
| 6.17% | Annual | 6M BUBOR(1) | Semi-Annual | CME | 8/13/2030 | HUF | 1105500000 | (8944) | 0 | (8944) |
| 13.47% | At Maturity | Brazil CETIP Interbank Deposit Rate(1) | At Maturity | CME | 1/2/2031 | BRL | 2400000 | 662 | 0 | 662 |
| Brazil CETIP Interbank Deposit Overnight Rate(1) | At Maturity | 13.385% | At Maturity | CME | 1/2/2031 | BRL | 4200000 | (1098) | 0 | (1098) |
| US CPI Urban Consumer NSA Index(1) | At Maturity | 2.525% | At Maturity | LCH | 6/7/2033 |  | 900000 | 7677 | 0 | 7677 |
| US CPI Urban Consumer NSA Index(1) | At Maturity | 2.595% | At Maturity | LCH | 7/12/2033 |  | 2900000 | 18697 | 0 | 18697 |
| 2.5% | At Maturity | US CPI Urban Consumer NSA Index(1) | At Maturity | LCH | 3/29/2033 |  | 3800000 | (54459) | 0 | (54459) |
| 3.75% | Annual | SONIA(1) | Annual | LCH | 9/18/2054 | GBP | 600000 | (144366) | 0 | (144366) |
| SONIA(1) | Annual | 3.75% | Annual | LCH | 9/18/2034 | GBP | 900000 | 65150 | 0 | 65150 |
| 4.25% | Annual | SONIA(1) | Annual | LCH | 9/18/2026 | GBP | 4000000 | (32411) | 0 | (32411) |
| 6M EURIBOR(1) | Semi-Annual | 2.25% | Annual | LCH | 9/17/2055 | EUR | 4100000 | 240589 | 0 | 240589 |
| 2.25% | Annual | 6M EURIBOR(1) | Semi-Annual | LCH | 9/17/2035 | EUR | 5500000 | (4266) | 0 | (4266) |
| SONIA(1) | Annual | 4.25% | Annual | LCH | 9/17/2055 | GBP | 4900000 | 254584 | 0 | 254584 |
| 2% | Quarterly | U.S. SOFR Index(1) | Quarterly | LCH | 9/17/2030 | THB | 131300000 | 120223 | 0 | 120223 |
| 1.75% | Quarterly | 3M TAIBOR(1) | Quarterly | LCH | 9/17/2030 | TWD | 79600000 | (28821) | 0 | (28821) |
| 2.5% | Semi-Annual | SORA(1) | Semi-Annual | LCH | 9/17/2030 | SGD | 8500000 | 257936 | 0 | 257936 |
| 2.5% | Quarterly | 3M KORIBOR(1) | Quarterly | LCH | 9/17/2030 | KRW | 6888856000 | 16322 | 0 | 16322 |
| China Fixing Repo 7D Rate(1) | Quarterly | 1.5% | Quarterly | LCH | 9/17/2030 | CNY | 55300000 | 8594 | 0 | 8594 |
| 3.5% | Quarterly | 3M HIBOR(1) | Quarterly | LCH | 9/17/2030 | HKD | 17100000 | 23940 | 0 | 23940 |
| 6% | Semi-Annual | FBIL MIFOR(1) | Semi-Annual | LCH | 9/17/2030 | INR | 398949000 | 43173 | 0 | 43173 |
| 4% | Annual | SONIA(1) | Annual | LCH | 9/17/2035 | GBP | 4500000 | (28882) | 0 | (28882) |
| 3.75% | Annual | U.S. SOFR Index(1) | Annual | LCH | 9/17/2030 |  | 900000 | 2915 | 0 | 2915 |
| U.S. SOFR Index(1) | Annual | 3.5% | Annual | LCH | 9/17/2055 |  | 4300000 | 151213 | 0 | 151213 |
| 3.5% | Quarterly | 3M Australia Bank Bill Swap Rate(1) | Quarterly | LCH | 9/17/2027 | AUD | 3300000 | 1135 | 0 | 1135 |
| TONAR(1) | Annual | 1% | Annual | LCH | 9/17/2035 | JPY | 77200000 | 6265 | 0 | 6265 |
| 2% | Annual | 6M EURIBOR(1) | Semi-Annual | LCH | 9/17/2027 | EUR | 2400000 | 1572 | 0 | 1572 |
| Canadian Overnight Repo Rate(1) | Semi-Annual | 3% | Semi-Annual | LCH | 9/15/2055 | CAD | 7400000 | 281135 | 0 | 281135 |
| 2.75% | Semi-Annual | Canadian Overnight Repo Rate(1) | Semi-Annual | LCH | 9/15/2027 | CAD | 5300000 | (9515) | 0 | (9515) |
| 6M BBSW(1) | Semi-Annual | 4.5% | Semi-Annual | LCH | 9/17/2035 | AUD | 800000 | (2532) | 0 | (2532) |
| 3.75% | Annual | U.S. SOFR Index(1) | Annual | LCH | 9/17/2035 |  | 9100000 | 155713 | 0 | 155713 |
| Canadian Overnight Repo Rate(1) | Semi-Annual | 2.75% | Semi-Annual | LCH | 9/15/2030 | CAD | 500000 | (1308) | 0 | (1308) |
| U.S. SOFR Index(1) | Annual | 3.75% | Annual | LCH | 9/17/2027 |  | 1800000 | (3954) | 0 | (3954) |
| TONAR(1) | Annual | 2% | Annual | LCH | 9/17/2055 | JPY | 523200000 | 55356 | 0 | 55356 |
| SONIA(1) | Annual | 4% | Annual | LCH | 9/17/2027 | GBP | 3700000 | (1301) | 0 | (1301) |
| 3% | Semi-Annual | Canadian Overnight Repo Rate(1) | Semi-Annual | LCH | 9/15/2035 | CAD | 9000000 | (18327) | 0 | (18327) |
| US CPI Urban Consumer NSA Index(1) | At Maturity | 2.5975% | At Maturity | LCH | 4/10/2034 |  | 1300000 | 3364 | 0 | 3364 |
| 3.92% | Annual | SHIR(1) | Quarterly | LCH | 4/21/2030 | ILS | 9000000 | 13206 | 0 | 13206 |
| **TOTAL INTEREST RATE SWAPS** |  |  |  |  |  |  |  | **1553749** | **0** | **1492210** |

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(1)Represents floating rate.

(2)Swaps with CME Group (CME) and LCH Clearnet Group (LCH) are centrally cleared swaps.

(3)Any premiums for centrally cleared swaps are recorded periodically throughout the term of the swap to variation margin and included in unrealized appreciation (depreciation).

(4)Notional amount is stated in U.S. Dollars unless otherwise noted.

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| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** |
| Underlying Reference | Pay/<br> Receive<br> Reference | Reference<br> Payment<br> Frequency | Financing<br> Rate | Financing<br> Frequency | Counterparty | Maturity<br> Date | Units | Notional<br> Amount | Notional<br> Amount | Value ($)<br>| Upfront<br> Premium<br> Received/<br> (Paid) ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($)<br>|
| KOSPI 200 Index | Receives | At Maturity |  | At Maturity | Morgan Stanley Capital Services | 9/11/2025 | 500000 | KRW | 216600004 | (936) | 0 | (936) |
| SET 50 Index | Receives | At Maturity |  | At Maturity | Morgan Stanley Capital Services | 9/29/2025 | 8000 | THB | 6488611 | (2992) | 0 | (2992) |
| KOSPI 200 Index | Receives | At Maturity |  | At Maturity | Morgan Stanley & Co International PLC | 9/11/2025 | 2750000 | KRW | 1056461732 | 91975 | 0 | 91975 |
| KOSPI 200 Index | Receives | At Maturity |  | At Maturity | Morgan Stanley & Co International PLC | 9/11/2025 | 250000 | KRW | 98050003 | 6915 | 0 | 6915 |
| KOSPI 200 Index | Receives | At Maturity |  | At Maturity | Morgan Stanley & Co International PLC | 9/11/2025 | 500000 | KRW | 212100010 | 2305 | 0 | 2305 |
| **TOTAL RETURN SWAPS** |  |  |  |  |  |  |  |  |  | **97267** | **0** | **97267** |

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**Currency Abbreviations**

---

| | | |
|:---|:---|:---|
| AUD | - | Australian Dollar |
| BRL | - | Brazilian Real |
| CAD | - | Canadian Dollar |
| CHF | - | Swiss Franc |
| CLP | - | Chilean Peso |
| CNY | - | Chinese (Peoples Rep) Yuan |
| COP | - | Colombian Peso |
| CZK | - | Czech Koruna |
| EUR | - | European Monetary Unit (Euro) |
| GBP | - | British Pound Sterling |
| HKD | - | Hong Kong Dollar |
| HUF | - | Hungarian Forint |
| IDR | - | Indonesian Rupiah |
| ILS | - | Israeli Shekel |
| INR | - | Indian Rupee |
| JPY | - | Japanese Yen |
| KRW | - | Korean Won |
| MXN | - | Mexican Peso |
| MYR | - | Malaysian Ringgit |
| NOK | - | Norwegian Krone |
| NZD | - | New Zealand Dollar |
| PEN | - | Peruvian New Sol |
| PHP | - | Philippines |
| PLN | - | Polish Zloty |
| SEK | - | Swedish Krona |
| SGD | - | Singapore Dollar |
| THB | - | Thai Baht |
| TRY | - | New Turkish Lira |
| TWD | - | Taiwan Dollar |
| USD | - | United States Dollar |
| ZAR | - | South African Rand |

---

**Security Type Abbreviations**

ETF - EXCHANGE-TRADED FUND

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Affiliated Fund

(c) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(d) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(e) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $10,936,761 or 0.4% of net assets.

(f) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $1,058,684 or 0.0% of net assets.

(g) Security initially issued in zero coupon form which converts to coupon form at a specified rate and date. The rate shown is the rate at period end.

(h) Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date.

(i) Security or a portion of the security purchased on a delayed delivery or when-issued basis.

(j) Includes $14,867,252 of cash collateral segregated to cover margin requirements for centrally cleared swaps.

(k) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(l) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(m) The rate quoted is the annualized seven-day yield of the fund at period end.

(n) Security or a portion of the security has been segregated as collateral for over the counter (OTC) derivatives. At period end, the value of securities pledged amounts to $420,242.

(o) Includes $38,694,949 of cash collateral to cover margin requirements for futures contracts.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** |
| **Counterparty** | **Lending Rate (%)** | **Settlement Date** | **Maturity Date** | **Repurchase Agreement**<br> **Value ($)** | **Repurchase Agreement Proceeds ($)** | **Collateralized By** | **Collateral Coupon (%)** | **Collateral Maturity Date** | **Collateral Value Received ($)** |
| BNP Paribas, SA | 4.42 | 8/28/2025 | 8/29/2025 | 12000000 | 12005893 | U.S. Treasuries (including strips) | 4.25 | 1/31/2030 | 12244965 |
| **Total Repurchase Agreements** |  |  |  | 12000000 | 12005893 |  |  |  | 12244965 |

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**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 5526995 | 1 | 1987591 | 50652 | - | - | 3539405 | 3538697 | 0.0% |
| Total | 5526995 | 1 | 1987591 | 50652 | - | - | 3539405 |  |  |

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Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

**Affiliated Underlying Funds**

Fiscal year to date information regarding the Fund's investments in affiliated underlying funds is presented below. Exchanges between classes of the same affiliated underlying funds may occur. If an underlying fund changes its name, the name presented below is the name in effect at period end.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period |
| Fidelity Investments Money Market Government Portfolio - Institutional Class | 245828347 | 64598372 | 259702264 | 1117933 | - | - | 50724455 | 50724455 |
| Fidelity SAI Alternative Risk Premia Commodity Strategy Fund | 60687860 | - | 10000000 | - | 157480 | 1326926 | 52172266 | 5060356 |
| Fidelity SAI Alternative Risk Premia Strategy Fund | 26949787 | - | - | - | - | 450101 | 27399888 | 2813130 |
| Fidelity SAI Convertible Arbitrage Fund | 448191399 | - | - | - | - | 9431292 | 457622691 | 41005617 |
|  | 781657393 | 64598372 | 269702264 | 1117933 | 157480 | 11208319 | 587919300 |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Certificates of Deposit, U.S. Treasury Obligations, Foreign Government and Government Agency Obligations and Non-Convertible Corporate Bonds are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset-Backed Securities, Collateralized Mortgage Obligations and U.S. Government Agency - Mortgage Securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. For foreign debt securities, when significant market or security specific events arise, valuations may be determined in good faith in accordance with procedures adopted by the Board. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Swaps are marked-to-market daily based on valuations from third party pricing services, registered derivatives clearing organizations (clearinghouses) or broker-supplied valuations. These pricing sources may utilize inputs such as movements in the underlying index interest rate curves, credit spread curves, default possibilities and recovery rates. When independent prices are unavailable or unreliable, swaps may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Swaps are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Exchange-Traded Funds (ETFs) and Exchange-Traded Notes (ETNs) are valued at their last sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day but the exchange reports a closing bid level, ETFs and ETNs are valued at the closing bid and would be categorized as Level 1 in the hierarchy. In the event there was no closing bid, ETFs and ETNs may be valued by another method that the Board believes reflects fair value in accordance with the Board's fair value pricing policies and may be categorized as Level 2 in the hierarchy.

The U.S. dollar value of forward foreign currency contracts is determined using currency exchange rates supplied by a pricing service and are categorized as Level 2 in the hierarchy.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Exchange-traded options are valued using the last sale price or, in the absence of a sale, the last offering price and are categorized as Level 1 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy. If an unaffiliated open-end mutual fund's NAV is unavailable, shares of that fund may be valued by another method that the Board believes reflects fair value in accordance with the Board's fair value pricing policies and is categorized as Level 2 in the hierarchy.

Short-term securities with remaining maturities of sixty days or less may be valued at amortized cost, which approximates fair value, and are categorized as Level 2 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Commodity Risk - Commodity Risk is the risk that the value of a commodity will fluctuate as a result of changes in market prices.

Credit Risk - Credit risk relates to the ability of the issuer of a financial instrument to make further principal or interest payments on an obligation or commitment that it has to the Fund.

Equity Risk - Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.

Foreign Exchange Risk - Foreign exchange rate risk relates to fluctuations in the value of an asset or liability due to changes in currency exchange rates.

Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.

The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund.

Derivative counterparty credit risk is managed through formal evaluation of the creditworthiness of all potential counterparties. On certain OTC derivatives, the Fund attempts to reduce its exposure to counterparty credit risk by entering into an International Swaps and Derivatives Association, Inc. (ISDA) Master Agreement with each of its counterparties. The ISDA Master Agreement gives the Fund the right to terminate all transactions traded under such agreement upon the deterioration in the credit quality of the counterparty beyond specified levels. The ISDA Master Agreement gives each party the right, upon an event of default by the other party or a termination of the agreement, to close out all transactions traded under such agreement and to net the amounts owed under each transaction to one net payable by one party to the other. To mitigate counterparty credit risk on bi-lateral OTC derivatives, the Fund receives collateral in the form of cash or securities once the Fund's net unrealized appreciation on outstanding derivative contracts under an ISDA Master Agreement exceeds certain applicable thresholds, subject to certain minimum transfer provisions. The collateral received is held in segregated accounts with the Fund's custodian bank in accordance with the collateral agreements entered into between the Fund, the counterparty and the Fund's custodian bank. The Fund could experience delays and costs in gaining access to the collateral even though it is held by the Fund's custodian bank. The Fund's maximum risk of loss from counterparty credit risk related to bi-lateral OTC derivatives is generally the aggregate unrealized appreciation and unpaid counterparty payments in excess of any collateral pledged by the counterparty to the Fund. The Fund may be required to pledge collateral for the benefit of the counterparties on bi-lateral OTC derivatives in an amount not less than each counterparty's unrealized appreciation on outstanding derivative contracts, subject to certain minimum transfer provisions, and any such pledged collateral is identified in the Schedule of Investments. Exchange-traded contracts are not covered by the ISDA Master Agreement; however counterparty credit risk related to these contracts may be mitigated by the protection provided by the exchange on which they trade. Counterparty credit risk related to centrally cleared swaps may be mitigated by the protection provided by the clearinghouse.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Forward Foreign Currency Contracts: Forward foreign currency contracts represent obligations to purchase or sell foreign currency on a specified future date at a price fixed at the time the contracts are entered into.

The Fund used forward foreign currency contracts to facilitate transactions in foreign-denominated securities and to manage exposure to certain foreign currencies.

Open forward foreign currency contracts at period end are presented in the Schedule of Investments under the caption "Forward Foreign Currency Contracts." The contract amount and unrealized appreciation (depreciation) reflects each contract's exposure to the underlying currency at period end.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the stock market.

The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.

The Fund used futures contracts to manage its exposure to the commodities market.

Open futures contracts at period end are presented in the Consolidated Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Consolidated Schedule of Investments.

Options: Options give the purchaser the right, but not the obligation, to buy (call) or sell (put) an underlying security or financial instrument at an agreed exercise or strike price between or on certain dates. Options obligate the seller (writer) to buy (put) or sell (call) an underlying instrument at the exercise or strike price or cash settle an underlying derivative instrument if the holder exercises the option on or before the expiration date.

The Fund used exchange-traded options to manage its exposure to the stock market.

Open options at period end are presented in the Schedule of Investments under the captions "Purchased Options," "Purchased Swaptions," "Written Options" and "Written Swaptions." Writing puts and buying calls tend to increase exposure to the underlying instrument while buying puts and writing calls tend to decrease exposure to the underlying instrument. For purchased options, risk of loss is limited to the premium paid, and for written options, risk of loss is the change in value in excess of the premium received.

Swaps: A swap is a contract between two parties to exchange future cash flows at periodic intervals based on a notional principal amount.

A centrally cleared swap is a transaction executed between a fund and a dealer counterparty, then cleared by a futures commission merchant (FCM) through a clearinghouse. Once cleared, the clearinghouse serves as a central counterparty, with whom a fund exchanges cash flows for the life of the transaction, similar to transactions in futures contracts.

A bi-lateral OTC swap is a transaction between a fund and a dealer counterparty where cash flows are exchanged between the two parties for the life of the swap.

Credit Default Swaps: Credit default swaps enable the Fund to buy or sell protection against specified credit events on a single-name issuer or a traded credit index. Under the terms of a credit default swap the buyer of protection (buyer) receives credit protection in exchange for making periodic payments to the seller of protection (seller) based on a fixed percentage applied to a notional principal amount. In return for these payments, the seller will be required to make a payment upon the occurrence of one or more specified credit events. The Fund enters into credit default swaps as a seller to gain credit exposure to an issuer and/or as a buyer to obtain a measure of protection against defaults of an issuer. Periodic payments are made over the life of the contract by the buyer provided that no credit event occurs. For credit default swaps on most corporate and sovereign issuers, credit events include bankruptcy, failure to pay or repudiation/moratorium. For credit default swaps on corporate or sovereign issuers, the obligation that may be put to the seller is not limited to the specific reference obligation described in the Schedule of Investments. For credit default swaps on asset-backed securities, a credit event may be triggered by events such as failure to pay principal, maturity extension, rating downgrade or write-down. For credit default swaps on asset-backed securities, the reference obligation described represents the security that may be put to the seller. For credit default swaps on a traded credit index, a specified credit event may affect all or individual underlying securities included in the index. Typically, the value of each credit default swap and credit rating disclosed for each reference obligation in the Schedule of Investments, where the Fund is the seller, can be used as measures of the current payment/performance risk of the swap. As the value of the swap changes as a positive or negative percentage of the total notional amount, the payment/performance risk may decrease or increase, respectively. In addition to these measures, FMR monitors a variety of factors including cash flow assumptions, market activity and market sentiment as part of its ongoing process of assessing payment/ performance risk.

Interest Rate Swaps: Interest rate swaps are agreements between counterparties to exchange cash flows, one based on a fixed rate, and the other on a floating rate. The Fund entered into interest rate swaps to manage its exposure to interest rate changes. Changes in interest rates can have an effect on both the value of bond holdings as well as the amount of interest income earned. In general, the value of bonds can fall when interest rates rise and can rise when interest rates fall.

Total Return Swaps: Total return swaps are agreements between counterparties to exchange cash flows, one based on a market-linked return of an individual asset or a basket of assets (i.e., an index), and the other on a fixed or floating rate. To the extent the total return of the instrument or index underlying the transaction exceeds or falls short of the offsetting payment obligation, the Fund will receive a payment from or make a payment to the counterparty. The Fund entered into total return swaps to manage its commodities market exposure.

Open swaps at period end are included in the Consolidated Schedule of Investments under the caption Credit Default Swaps, Interest Rate Swaps and/or Total Return Swaps, as applicable.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's consolidated schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Rutland Square Trust II

- **b. Investment Company Act file number:** 811-21991

- **c. CIK number of Registrant:** 0001364924

- **d. LEI of Registrant:** 1KZ3JN58GDRI3EZKKG06

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Strategic Advisers Alternatives Fund

- **b. EDGAR series identifier (if any):** S000076543

- **c. LEI of Series:** 549300L8V38YP5EMDB42

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2025-08-31

**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:** $2599031585.79

**Total Liabilities:** $58185214.65

**Net Assets:** $2540846371.14

**Amount of Assets Invested in Other Investment Companies:** $28027470.41

**Delayed Delivery Securities:** $36145087.92

**Cash Not Reported:** $2017973.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 611.85537409 | **1-Year:** 2166.96568453 | **5-Year:** 1497.84766935 | **10-Year:** 1196.88052409 | **30-Year:** 286.19521644

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000236518 | 0.40%                | 0.40%                | 0.80%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7314309.63             | $15273328.79                               |
| Month 2  | $-186267.30              | $-8803861.96                               |
| Month 3  | $488064.50               | $24416719.73                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                              | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LONDON METAL EXCHANGE                                             | LME PRI ALUM FUTR NOV25 LAX25                                                   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |           12 | NC      | $2344.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | IRS EUR 2.25000 09/17/25 30Y LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -4100000 | NC      | $240604.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN ENERGY DERIVATIVES EXCHANGE NV                           | ECX EMISSION FUT DEC25 MOZ25                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | NL        |           -5 | NC      | $17675.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/BRL settle 2025-09-17                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-492.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: HUF/USD settle 2025-09-22                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: PLN/USD settle 2025-10-15                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $10968.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME LEAD FUTURE NOV25 LLX5                                                      | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |           -9 | NC      | $-3049.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | CANOLA FUTR (WCE) NOV25 RSX5                                                    | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |          -27 | NC      | $25289.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/PHP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-6232.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: MXN/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $2391.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | BRENT CRUDE FUTR JAN26 COF6                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |            1 | NC      | $-1041.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT DEC26 SFRZ6                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         -391 | NC      | $-248526.37   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | RAPESEED EURO FUT AUG26 IJQ6                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |           -3 | NC      | $1102.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NATURAL GAS FUT NOV25 NGX25                                                     | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |           -6 | NC      | $34218.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | ICE RTD MONTH COA FUT DEC25 XAZ5                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           -2 | NC      | $11878.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: BRL/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $8370.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT JUN26 SFRM6                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         -376 | NC      | $-131852.82   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | RFR GBP SONIO-4.00000 09-17-25-2Y LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -3700000 | NC      | $-1298.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/NOK settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-15097.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | OIS INR MIBOR 6.00000 09/17/25 5Y LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    398949000 | NC      | $43173.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: BRL/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $10826.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: JPY/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $1823.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 5930 10/17/2025                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |           53 | NC      | $135680.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/GBP settle 2025-09-02                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-70.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | IRS MYR P 3.50000 09-17-25-5Y GST                                               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |      7710000 | NC      | $-35347.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME NICKEL FUTURE NOV25 LNX5                                                    | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |            5 | NC      | $7732.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: EUR/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $114.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS HUF 5.85000 05-06-25-5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   -434900000 | NC      | $-12671.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA FUTURES EXCHANGE                                            | KOREA 3YR BND FUT SEP25 KEU5                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | KR        |           21 | NC      | $2017.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/EUR settle 2025-09-02                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-262.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/KRW settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-553.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: EUR/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $15.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD             | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+90 11/25/2054                            | CUSIP: 3137HJCB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       254274 | PA      | $254521.50    | 0.01%             | 2054-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | RFR USD SOFR-3.75000 09/17/25-2Y LCH                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -1800000 | NC      | $-3953.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/SGD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $5827.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                    | PROTECTIVE LIFE GLOBAL FUNDING FRN SOFR+50 07/22/2026 144A                      | CUSIP: 743672AG2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |       200000 | PA      | $200092.83    | 0.01%             | 2026-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: IDR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-10806.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/BRL settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-576.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | AUDUSD CRNCY FUT SEP25 ADU5                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         -246 | NC      | $-189875.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: IDR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-73.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/IDR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $1040.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | IRS EUR 2.25000 09/17/25 10Y LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      5500000 | NC      | $-4291.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | RFR GBP SONIO-3.75000 09-18-24-30Y LCH                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |       600000 | NC      | $-144366.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | IRS CZK 4.020 11/22/23 10Y CME                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     -4200000 | NC      | $-8278.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/KRW settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-10311.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | MILL WHEAT EURO FUT MAR26 CAH6                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |          -80 | NC      | $49651.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD                       | FTSE CHINA A50 FUT SEP25 XUU5                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |         1215 | NC      | $852.81       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                          | NIKKEI 225 (OSE) FUT SEP25 NKU5                                                 | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DE               | CORP              | JP        |          -22 | NC      | $-618295.82   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| KUNTARAHOITUS OYJ                                                 | KUNTARAHOITUS OYJ FRN SOFRINDX+100 02/02/2029 144A                              | CUSIP: 62628PAH9<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | CORP              | FI        |       800000 | PA      | $814324.58    | 0.03%             | 2029-02-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 11/06/2025                                                         | CUSIP: 912797QP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       400000 | PA      | $397046.69    | 0.02%             | 2025-11-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | IRS MYR R 3.50000 09/17/25 5Y BPS                                               | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | FR        |     28000000 | NC      | $128370.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA FUTURES EXCHANGE                                            | KOREA 10YR BND FU FUT SEP25 KAAU5                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | KR        |          -47 | NC      | $-12905.02    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | NEW ZEALAND $ FUT SEP25 NVU5                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         -145 | NC      | $110823.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT SEP26 ERU6                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |          -49 | NC      | $-20431.39    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NATURAL GAS FUT OCT25 NGV25                                                     | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |          -46 | NC      | $135530.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | OIS CAD CAONREPO 2.75000 09/15/25 2Y LCH                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      5300000 | NC      | $-9514.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: USD/HUF settle 2025-09-17                                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-8193.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | KC HRW WHEAT FUT DEC25 KWZ5                                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |         -268 | NC      | $301047.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE                                             | CBOE VIX FUTURE OCT25 UXV5                                                      | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | N/A              | DE               | CORP              | US        |           60 | NC      | $-50410.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: PEN/USD settle 2025-12-05                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $22036.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                  | BERRY GLOBAL INC 1.57% 01/15/2026                                               | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |       500000 | PA      | $494106.08    | 0.02%             | 2026-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/INR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $4092.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/CAD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $11131.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | MILL WHEAT EURO FUT MAY26 CAK6                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |          -24 | NC      | $7324.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/COP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-16696.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: EUR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $2393.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT MAR26 SFRH6                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         -335 | NC      | $-34063.45    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN OIL FUTR OCT25 BOV5                                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -11 | NC      | $20966.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                                  | BAT CAPITAL CORP 3.215% 09/06/2026                                              | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       600000 | PA      | $593468.09    | 0.02%             | 2026-09-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | ZCS BRL 13.385 01/02/2031 CME                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     -4200000 | NC      | $-1098.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS PLN 4.69200 03-31-25-5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      1800000 | NC      | $8610.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: PEN/USD settle 2026-05-26                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $8437.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                                    | SUGAR #11 (WORLD) FUT OCT25 SBV5                                                | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |         -209 | NC      | $211353.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | RAPESEED EURO FUT NOV25 IJX5                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |           -9 | NC      | $11402.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | S and P500 EMINI FUT SEP25 ESU5                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |          118 | NC      | $1866884.55   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NATURAL GAS FUTR FEB26 NGG26                                                    | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |           -1 | NC      | $-1141.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/CLP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-257.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                     | CFM CDX CDXEM S43 5Y T0 CDX                                                     | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |      3000000 | NC      | $63306.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | ZCS BRL 13.29 06/23/25 01/02/31 CME                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      2400000 | NC      | $-945.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                         | CDX HY44 5Y ICE 6/20/30                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |      2100000 | NC      | $88681.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/CHF settle 2025-09-02                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-11701.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: EUR/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: TWD/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-22.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                    | MORGAN STANLEY PRIVATE BANK NA FRN SOFR+77 07/06/2028                           | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |       250000 | PA      | $250686.23    | 0.01%             | 2028-07-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON EMPLOYEE BENEFIT COLLECTIVE INVT FD PLAN. | Federated Hermes MDT Market Neutral A                                           | CUSIP: 31423A440<br>LEI: 254900LLE80TW1LUF777 | Long             | EC               | RF                | US        |      9338753 | NS      | $193872510.02 | 7.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: COP/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $12159.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                              | UMBS 30YR 6.5% 10/01/2055 #TBA                                                  | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7000000 | PA      | $7249921.00   | 0.29%             | 2055-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                | FX Forward: USD/GBP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $1620.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/ZAR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3576.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | C$ CURRENCY FUT SEP25 CDU5                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         -856 | NC      | $656866.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: USD/IDR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $8884.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: GBP/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-27.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                | FX Forward: USD/KRW settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $9697.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                | FX Forward: AUD/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $1224.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | PLATINUM FUTURE JAN26 PLF6                                                      | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |           -3 | NC      | $114.09       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EUR/SWED KRNA X-RAT FUT SEP25 EWU5                                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |           -2 | NC      | $591.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/CAD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-7633.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | MEXICAN PESO FUT SEP25 PEU5                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |          586 | NC      | $430744.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | RFR GBP SONIO 4.25000 09/17/25 30Y LCH                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -4900000 | NC      | $254584.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | OIS COP IBR-8.31000 03-19-25-5Y CME                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   1911800000 | NC      | $-1730.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: USD/ILS settle 2025-09-17                                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $1486.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: SGD/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $68.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | DJIA MINI E-CBOT FUT SEP25 DMU5                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |          -17 | NC      | $-117741.35   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: CHF/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-5601.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                      | JACKSON NATL LIFE GLOBAL FDG 4.9% 01/13/2027 144A                               | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |       150000 | PA      | $151078.79    | 0.01%             | 2027-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | IRS AUD 3.50000 09/17/25 2Y LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      3300000 | NC      | $1135.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: EUR/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $5.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 3950 06/18/2026                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          108 | NC      | $311040.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                     | GOLDMAN SACHS GROUP INC (THE) 1.431%/VAR 03/09/2027                             | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       800000 | PA      | $787551.90    | 0.03%             | 2027-03-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD                       | FTSE TAIWAN INDEX FUT SEP25 TWTU5                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |           67 | NC      | $-13122.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | ZCS BRL 13.57 07/17/25 01/02/31 CME                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      8000000 | NC      | $8046.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: SEK/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $37564.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | FTSE 100 IDX FUT SEP25 Z U5                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |           13 | NC      | $43858.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: TRY/USD settle 2025-10-09                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $42.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN FUTURES EXCHANGE                                    | FTSE/JSE TOP 40 FUT SEP25 AIU5                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ZA        |           20 | NC      | $63843.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STR INVT TR                                                 | State Street Instl US Govt MMkt Inv                                             | CUSIP: 857492649<br>LEI: 549300CCOK7OZZUAS108 | Long             | EC               | RF                | US        |       146531 | NS      | $146531.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/ILS settle 2025-10-15                                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-6106.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: EUR/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $2341.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/JPY settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $5676.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/EUR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-39652.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: USD/NZD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $4441.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/IDR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $1433.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: HUF/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $11576.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | IRS AUD 4.50000 09-17-25-10Y LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      -800000 | NC      | $-2533.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/CLP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2021-2 LTD                                          | WELLFLEET CLO 2021-2 LTD A1R TSFR3M+115 07/15/2034 144A                         | CUSIP: 95023AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250191.00    | 0.01%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: EUR/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-98.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LEAN HOGS FUTURE APR26 LHJ6                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |           -8 | NC      | $-9009.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/AUD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1849.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | OIS ILS SHIRON-.901-3.92 4/21/25 5Y LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      9000000 | NC      | $13205.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: GBP/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $343.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XXII LTD                                         | MARBLE POINT CLO XXII LTD AR TSFR3M+ 07/25/2034 144A                            | CUSIP: 56606GAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250345.50    | 0.01%             | 2034-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                          | TOPIX INDX FUTR SEP25 TPU5                                                      | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DE               | CORP              | JP        |           43 | NC      | $777596.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: BRL/USD settle 2025-10-02                                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $65452.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: CZK/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $5028.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US LONG BOND(CBT) FUT DEC25 USZ5                                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          -97 | NC      | $-35108.35    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT SEP27 SFRU7                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         -183 | NC      | $-151462.31   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME ZINC FUTURE OCT25 LXV5                                                      | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |           14 | NC      | $-7735.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | GASOLINE RBOB FUT DEC25 XBZ5                                                    | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |            5 | NC      | $1565.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: CZK/USD settle 2025-09-22                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $12899.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/IDR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $692.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | GASOLINE RBOB FUT NOV25 XBX5                                                    | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |            8 | NC      | $4306.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS PLN 4.90400 12-20-24-5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -12800000 | NC      | $-191468.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EURO/PLZ X-RATE FUT SEP25 EIU5                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |           37 | NC      | $52436.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EURO FX CURR FUT SEP25 ECU5                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         -405 | NC      | $-50740.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | OIS CAD CAONREPO-2.75 09/15/25 5Y LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      -500000 | NC      | $-1307.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-BUND FUTURE SEP25 RXU5                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          404 | NC      | $-713540.40   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | CAN 10YR BOND FUT DEC25 CNZ5                                                    | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |          120 | NC      | $55936.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: MXN/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-335.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN FUTURE MAY26 S K6                                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |           -3 | NC      | $-8982.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: BRL/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $24856.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 10/02/2025                                                         | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1155000 | PA      | $1150938.06   | 0.05%             | 2025-10-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CZK 4.28000 11/08/23 10Y CME                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     78000000 | NC      | $146360.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: INR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1786.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: ILS/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $5327.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS MXN 9.43 11/19/24 1Y*(WHT) CME                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -25000000 | NC      | $-5583.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | WTI CRUDE FUTURE DEC25 ENZ5                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |            3 | NC      | $-8233.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT SEP26 SFRU6                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |            7 | NC      | $518.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN MEAL FUTR OCT25 SMV5                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -13 | NC      | $17268.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | GASOLINE RBOB FUT JAN26 XBF6                                                    | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |            3 | NC      | $1678.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: USD/BRL settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-17496.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: EUR/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $14.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: IDR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-2233.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/PLN settle 2025-09-17                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $2301.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: JPY/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-321.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK NEW YORK BRANCH                           | STANDARD CHARTERED BANK NEW YORK BRH 4.853% 12/03/2027                          | CUSIP: 85325X2B1<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | US        |       250000 | PA      | $254558.32    | 0.01%             | 2027-12-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: ZAR/USD settle 2025-10-20                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-3250.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT DEC26 ERZ6                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |           13 | NC      | $538.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO STOXX 50 FUT SEP25 VGU5                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |          -85 | NC      | $-41276.32    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | COCOA FUTURE - IC DEC25 QCZ5                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           -6 | NC      | $23708.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/SEK settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-20181.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: TRY/USD settle 2025-10-21                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $17.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                              | UMBS 15YR 5% 10/01/2040 #TBA                                                    | CUSIP: 01F0504A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1200000 | PA      | $1212000.00   | 0.05%             | 2040-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: USD/CLP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $1832.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: USD/MYR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-40.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | S and P MID 400 EMINI FUT SEP25 FAU5                                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |          -12 | NC      | $-177865.40   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT MAR26 ERH6                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          -58 | NC      | $-12854.49    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/INR settle 2025-10-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $2990.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: KRW/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-2519.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS HUF 6.17000 08-13-25-5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   1105500000 | NC      | $-8943.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: NOK/USD settle 2025-10-02                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $1027.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/MXN settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-4867.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CZK 4.45500 06-01-23-10Y CME                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     34700000 | NC      | $2259.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/MXN settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-9761.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | JPN YEN CURR FUT SEP25 JYU5                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |          -64 | NC      | $14070.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                            | FX Forward: MXN/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $138348.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                                    | COTTON NO.2 FUTR DEC25 CTZ5                                                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |           -7 | NC      | $604.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CLP 5.50000 03/19/25 5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -3214300000 | NC      | $-115963.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | WTI CRUDE FUTURE NOV25 CLX5                                                     | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |           15 | NC      | $17591.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK FDS                                                     | BlackRock Global Equity Mkt Netrl A                                             | CUSIP: 091936542<br>LEI: OA6RHYR6LGM5LRCG2L62 | Long             | EC               | RF                | US        |     18596203 | NS      | $258487218.74 | 10.17%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | ICE RTD MONTH COA FUT NOV25 XAX5                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           -2 | NC      | $13378.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/INR settle 2025-10-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $1650.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                            | DBS GROUP HLDGS LTD FRN SOFR+61 09/12/2025 144A                                 | CUSIP: 24023KAK4<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |       400000 | PA      | $400047.16    | 0.02%             | 2025-09-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/NOK settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-3941.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: MYR/USD settle 2025-09-24                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-3352.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                                    | COTTON NO.2 FUTR MAY26 CTK6                                                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |            1 | NC      | $-162.52      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/IDR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $11.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NSE IFSC                                                          | IFSC NIFTY 50 FUT SEP25 JGSU5                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IN        |           26 | NC      | $-25825.22    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/SGD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-13704.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | COFF ROBUSTA 10TN FUT NOV25 DFX5                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           -4 | NC      | $-40148.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | OIS CAD CAONREPO-3.0000 09/15/25 30Y LCH                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -7400000 | NC      | $281114.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | WTI CRUDE FUTURE OCT25 CLV5                                                     | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |           73 | NC      | $49253.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                    | DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026                            | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |       700000 | PA      | $696023.55    | 0.03%             | 2026-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | OIS MXN TIIE1+24-9.38* 12/26/25 4Y* CME                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -36200000 | NC      | $-78717.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JOHN HANCOCK GLOBAL REAL ESTATE FUND47803N                        | JHancock Diversified Macro A                                                    | CUSIP: 47803N539<br>LEI: N/A                  | Long             | EC               | RF                | US        |          567 | NS      | $4801.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                            | FX Forward: ILS/USD settle 2025-11-13                                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $6069.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | IRS HKD 3.50000 09/17/25-5Y LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     17100000 | NC      | $23940.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEFF RENTA VAR EXCH (MADRID)                                      | IBEX 35 INDX FUTR SEP25 IBU5                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ES        |          -60 | NC      | $40152.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | RFR USD SOFR-3.75000 09/17/25 10Y LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      9100000 | NC      | $155712.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: MXN/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $13708.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | ICE 3MTH SONIA FU FUT MAR26 SFIH6                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          -53 | NC      | $21231.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | CAN 2YR BOND FUT DEC25 CVZ5                                                     | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |          -12 | NC      | $-670.57      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: JPY/USD settle 2025-10-02                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $1969.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXVIII LTD                                        | SOUND POINT CLO XXVIII LTD A1R TSFR3M+128 01/25/2032 144A                       | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       847961 | PA      | $849013.72    | 0.03%             | 2032-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/GBP settle 2025-09-02                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-404.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                                    | FCOJ-A FUTURE JAN26 JOF6                                                        | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |            1 | NC      | $-4015.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | OIS MXN TIIE1-9.43000 12/16/25 4Y CME                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -25000000 | NC      | $-83941.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS-MONEP                                              | CAC40 10 EURO FUT SEP25 CFU5                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |          -47 | NC      | $38915.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: EUR/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $136.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: IDR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-29112.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD             | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 12/25/2054                           | CUSIP: 3137HHUD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       234107 | PA      | $234439.37    | 0.01%             | 2054-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/TRY settle 2025-10-15                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-17.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                                    | SUGAR #11 (WORLD) FUT MAY26 SBK6                                                | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |           -4 | NC      | $-402.08      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KOREA FUTURES EXCHANGE                                            | US DOLLAR FUT SEP25 KUU5                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          375 | NC      | $17413.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/AUD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-20145.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-BUXL 30Y BND FUT SEP25 UBU5                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          -54 | NC      | $373321.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | 90-DAY BANK BILL FUT JUN26 IRM6                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |           24 | NC      | $10965.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/CAD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $9080.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/COP settle 2025-11-05                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-3885.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS ZAR 7.33000 07-10-25-5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     42900000 | NC      | $6279.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: MXN/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $9446.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: INR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1770.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: USD/ZAR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-5062.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-BOBL FUTURE SEP25 OEU5                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          297 | NC      | $-192926.29   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD                       | SGX IRON ORE 62% FUT OCT25 SCOV5                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | SG        |           73 | NC      | $12340.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMULUS STATIC CLO 2024 1 DESIGNATED ACTIVITY CO                  | CUMULUS STATIC CLO 2024 1 DESIGNATED ACTIVITY CO A 3MEUR+120 11/15/2033 144A    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |       245168 | PA      | $287093.36    | 0.01%             | 2033-11-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | 90-DAY BANK BILL FUT MAR26 IRH6                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |           38 | NC      | $13442.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA FRN SOFRINDX+46 08/03/2026                                 | CUSIP: 78017DAE8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $700777.86    | 0.03%             | 2026-08-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: KRW/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-195.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WARSAW STOCK EXCHANGE/FINANCIAL DERIVATIVES                       | WIG20 INDEX FUT SEP25 KRSU5                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | PL        |           38 | NC      | $12701.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | COFFEE 'C' FUTURE DEC25 KCZ5                                                    | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |           -9 | NC      | $-184766.43   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/CZK settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-381.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | MILL WHEAT EURO FUT DEC25 CAZ5                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |         -291 | NC      | $333770.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/ZAR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-36583.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | BRENT CRUDE FUTR NOV25 COX5                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           49 | NC      | $62624.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: GBP/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $29.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                                    | SUGAR #11 (WORLD) FUT MAR26 SBH6                                                | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |          -43 | NC      | $17990.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | E-MINI RUSS 2000 FUT SEP25 RTYU5                                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |            5 | NC      | $35585.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | COTTON NO.2 FUTR MAR26 CTH6                                                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |            7 | NC      | $-1302.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OFSI BSL XI LTD                                                   | OFSI BSL XI LTD AR TSFR3M+127 04/20/2034 144A                                   | CUSIP: 67115PAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500496.50    | 0.02%             | 2034-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                       | ROYAL CARIBBEAN CRUISES LTD 5.5% 08/31/2026 144A                                | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       300000 | PA      | $301196.40    | 0.01%             | 2026-08-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: USD/NZD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-14279.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | CAN 5YR BOND FUT DEC25 XQZ5                                                     | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |           12 | NC      | $3563.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 12/02/2025                                                         | CUSIP: 912797RR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       200000 | PA      | $197966.91    | 0.01%             | 2025-12-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: IDR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-5091.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NY HARB ULSD FUT OCT25 HOV5                                                     | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |           18 | NC      | $40279.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/CNY settle 2025-09-15                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-718.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CZK 4.63750 10-03-23-10Y CME                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -45200000 | NC      | $-113761.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT JUN27 SFRM7                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         -244 | NC      | $-193245.58   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                     | CDX IG44 5Y ICE SWAP 06/20/2030                                                 | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |     17300000 | NC      | $60733.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | LOW SU GASOIL G FUT OCT25 QSV5                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           14 | NC      | $7059.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | IRS CNY 1.50000 09/17/25 5Y LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -55300000 | NC      | $8589.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN OIL FUTR MAY26 BOK6                                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |           -2 | NC      | $-22.92       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US ULTRA BOND CBT FUT DEC25 WNZ5                                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          119 | NC      | $-22831.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: EUR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/CLP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4490.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                       | PACIFIC GAS and ELECTRIC CO 3.15% 01/01/2026                                    | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       500000 | PA      | $496977.93    | 0.02%             | 2026-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/PEN settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4072.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/GBP settle 2025-09-02                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-409.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE INC                                            | SILVER FUTURE DEC25 SIZ5                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |            6 | NC      | $77035.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME ZINC FUTURE SEP25 LXU5                                                      | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |          -10 | NC      | $-46749.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: BRL/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $3856.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: MXN/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $8502.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | SHORT EURO-BTP FU FUT SEP25 BTSU5                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          -23 | NC      | $-939.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CLP 4.65000 06/18/25 5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  10603100000 | NC      | $-49652.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: MYR/USD settle 2025-09-24                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2740.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | OIS MXN TIIE1-9.05000 12-18-24-5Y* CME                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    111200000 | NC      | $217425.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS PLN 4.77000 10/17/24 5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -11700000 | NC      | $-144608.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: SGD/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-299.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | GASOLINE RBOB FUT OCT25 XBV5                                                    | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |           15 | NC      | $14073.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | BOVESPA INDEX FUT TRS EQUITY GST                                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |       683875 | NC      | $-6653.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Beacon Global Evoluti                                    | American Beacon AHL Mgd Futs Strat Inv                                          | CUSIP: 024525651<br>LEI: N/A                  | Long             | EC               | RF                | US        |      3888533 | NS      | $34957912.75  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/CLP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/GBP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-41611.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/CLP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-479.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN ENERGY DERIVATIVES EXCHANGE NV                           | TTF NAT GAS F FUT OCT25 TZTV5                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | NL        |          -10 | NC      | $20082.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NEW YORK MELLON EMPLOYEE BENEFIT COLLECTIVE INVT FD PLAN. | Absolute Convertible Arbitrage Inv                                              | CUSIP: 90470L352<br>LEI: 254900LLE80TW1LUF777 | Long             | EC               | RF                | US        |     14542932 | NS      | $170152302.18 | 6.70%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | CORN FUTURE DEC25 C Z5                                                          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |         -302 | NC      | $148815.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: HUF/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $12753.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STOCKHOLM STOCK EXCHANGE                                          | OMXS30 IND FUTURE SEP25 QCU5                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |           39 | NC      | $2729.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | LONG GILT FUTURE DEC25 G Z5                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          170 | NC      | $23874.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | 3M CORRA FUTURES SEP26 CORU6                                                    | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DE               | CORP              | CA        |           -4 | NC      | $-260.64      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/JPY settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $14859.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/PLN settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-55504.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | WHEAT FUTURE(CBT) MAR26 W H6                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -12 | NC      | $15658.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/HUF settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3162.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/JPY settle 2025-09-02                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1998.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/INR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $42394.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | BRENT CRUDE FUTR NOV25 COX5                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           -2 | NC      | $-3420.17     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: NZD/USD settle 2025-10-02                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $6879.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/TRY settle 2025-09-30                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-52.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: USD/CLP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-6345.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LEAN HOGS FUTURE FEB26 LHG6                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |          -12 | NC      | $-14759.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | RFR USD SOFR-3.75000 09-17-25-5Y LCH                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |       900000 | NC      | $2914.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN OIL FUTR JAN26 BOF6                                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |           -7 | NC      | $7770.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | CORN FUTURE SEP26 C U6                                                          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |           -3 | NC      | $-669.88      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/THB settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-4156.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/NOK settle 2025-09-02                                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-31904.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | OIS MXN+24-9.48 12/16/25 9Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -25100000 | NC      | $-91220.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EURO/CZK X-RATE FUT SEP25 EXU5                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |           12 | NC      | $39036.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | 90-DAY BANK BILL FUT SEP26 IRU6                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |           19 | NC      | $5251.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/CLP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $1053.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | 90-DAY BANK BILL FUT DEC26 IRZ6                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |           11 | NC      | $311.81       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: TRY/USD settle 2025-09-04                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $171.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE INC                                            | GOLD 100 OZ FUTR DEC25 GCZ5                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |           81 | NC      | $1119954.03   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/KRW settle 2025-09-17                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-720.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: ILS/USD settle 2025-10-15                                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $325.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EURO/HUF X-RATE FUT SEP25 ELU5                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |           43 | NC      | $93647.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: GBP/USD settle 2025-10-02                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $19720.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/BRL settle 2025-09-03                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-703.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: CLP/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-154634.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/MYR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT DEC25 SFRZ5                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         -366 | NC      | $46862.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: COP/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $8683.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                                    | CANOLA FUTR (WCE) MAR26 RSH6                                                    | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |           -1 | NC      | $771.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: ZAR/USD settle 2025-10-20                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-189.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/ZAR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1132.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: IDR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-152.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: USD/GBP settle 2025-10-02                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-344.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                               | GLOBAL PAYMENTS INC 1.2% 03/01/2026                                             | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       800000 | PA      | $787149.81    | 0.03%             | 2026-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                              | UMBS 15YR 5% 09/01/2040 #TBA                                                    | CUSIP: 01F050494<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2600000 | PA      | $2626914.16   | 0.10%             | 2040-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | LOW SU GASOIL G FUT NOV25 QSX5                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           10 | NC      | $6870.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: IDR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-73.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | WTI CRUDE FUTURE OCT25 ENV5                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |            6 | NC      | $3353.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 11/12/2025                                                         | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       205000 | PA      | $203366.71    | 0.01%             | 2025-11-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD SYDNEY BRANCH                                       | BANK OF TOKYO-MITSUBISHI UFJ LTD SYDNEY BRH CD 3AUS+87 02/17/2026               | CUSIP: N/A<br>LEI: C3GTMMZIHMY46P4OIX74       | Long             | DBT              | CORP              | AU        |       500000 | PA      | $328007.07    | 0.01%             | 2026-02-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: PEN/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $91215.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | KC HRW WHEAT FUT MAY26 KWK6                                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -11 | NC      | $7072.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | WTI CRUDE FUTURE JAN26 ENF6                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |            1 | NC      | $78.87        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LEAN HOGS FUTURE DEC25 LHZ5                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |          -26 | NC      | $-27752.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | BRENT CRUDE FUTR DEC25 COZ5                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           11 | NC      | $5427.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LIVE CATTLE FUTR APR26 LCJ6                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |           -2 | NC      | $-4974.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: USD/BRL settle 2025-10-02                                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-5489.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | OIS MXN TIIE1-8.0900 06-18-25-5Y* CME                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     -4000000 | NC      | $-2096.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: COP/USD settle 2025-10-27                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-591.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/CNY settle 2025-09-15                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-434.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | KOSPI2 FUTURE TRS EQUITY *BULLET* MYI                                           | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DIR              | CORP              | GB        |       250000 | NC      | $6914.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                          | NEW YORK LIFE GLOBAL FDG FRN SOFRINDX+58 01/16/2026 144A                        | CUSIP: 64953BBK3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1001604.86   | 0.04%             | 2026-01-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                           | BAYER US FIN II LLC 4.25% 12/15/2025 144A                                       | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |       500000 | PA      | $499214.31    | 0.02%             | 2025-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | INF SWAP US IT 2.5975 04/10/24 10Y LCH                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      1300000 | NC      | $3363.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN MEAL FUTR JAN26 SMF6                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |           -8 | NC      | $2880.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cedar Ridge Unconstrained Cred                                    | First Trust Merger Arbitrage Cl I                                               | CUSIP: 46141T869<br>LEI: 549300BGHA8LNTCXW526 | Long             | EC               | RF                | US        |      4710826 | NS      | $51630649.19  | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                            | FX Forward: NOK/USD settle 2025-10-02                                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $31946.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA FUTURES EXCHANGE                                            | KOSPI2 INX FUT SEP25 KMU5                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | KR        |           90 | NC      | $87598.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN ENERGY EXCHANGE AG                                       | PHELIX DE BASE Q FUT OCT25 JXTV5                                                | CUSIP: N/A<br>LEI: 529900J0JGLSFDWNFC20       | N/A              | DCO              | CORP              | DE        |           -3 | NC      | $3897.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | CHF CURRENCY FUT SEP25 SFU5                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         -307 | NC      | $-415239.44   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CLP 5.01000 11/05/24 5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -3355500000 | NC      | $-49275.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                                        | HANG SENG IDX FUT SEP25 HIU5                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |           83 | NC      | $-332301.24   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | UK NATURAL GAS FUTOCT25 FNV5                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |          -20 | NC      | $2733.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: SEK/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $5551.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | WHITE SUGAR (ICE) FUT DEC25 QWZ5                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |          -19 | NC      | $-383.83      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                              | UMBS 30YR 6% 10/01/2055 #TBA                                                    | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3400000 | PA      | $3470921.96   | 0.14%             | 2055-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS ZAR 8.27600 06-14-24-5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     62000000 | NC      | $163486.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS MXN 9.41500 10/31/24 1Y (WHT) CME                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     24600000 | NC      | $5892.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN ENERGY DERIVATIVES EXCHANGE NV                           | TTF NAT GAS F FUT NOV25 TZTX5                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | NL        |            5 | NC      | $-80.90       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCM 31 LTD                                                        | LCM 31 LTD AR TSFR3M+128 07/20/2034 144A                                        | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $299985.30    | 0.01%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LIVE CATTLE FUTR FEB26 LCG6                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |           -5 | NC      | $-35372.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/NOK settle 2025-09-17                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-675.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NATURAL GAS FUT DEC25 NGZ25                                                     | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |           -5 | NC      | $16009.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/CLP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/ILS settle 2025-09-17                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-13629.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS MXN 9.48000 11-19-24-1Y* (WHT) CME                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -25100000 | NC      | $-5788.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXII LTD                              | BENEFIT STREET PARTNERS CLO XXII LTD AR2 TSFR3M+115 04/20/2035 144A             | CUSIP: 08186UAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250398.75    | 0.01%             | 2035-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: USD/CHF settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $3951.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | LOW SU GASOIL G FUT SEP25 QSU5                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |            9 | NC      | $28114.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/THB settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-737.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/NZD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $13451.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | ICE RTD MONTH COA FUT OCT25 XAV5                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           -2 | NC      | $15078.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT JUN26 ERM6                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |          -59 | NC      | $-32259.21    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES                                   | SET50 FUTURE TRS EQUITY *BULLET* MYI                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |         8000 | NC      | $-2991.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD             | FEDERAL HOME LN MTG MLT CTF GT 25-5567 FB SOFR30A+100 08/25/2055                | CUSIP: 3137HMEX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       296043 | PA      | $297016.77    | 0.01%             | 2055-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | INF SWAP US IT 2.5 03/29/23 10Y LCH                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -3800000 | NC      | $-54458.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/NZD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $5939.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: BRL/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-50.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US 2YR NOTE (CBT) FUT DEC25 TUZ5                                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |            8 | NC      | $3115.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | CORN FUTURE JUL26 C N6                                                          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -15 | NC      | $6325.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORP SYDNEY BRANCH                        | SUMITOMO MIT BKNG CORP SYDNEY BRH CD 3AUS+85 02/20/2026                         | CUSIP: N/A<br>LEI: 5U0XI89JRFVHWIBS4F54       | Long             | DBT              | CORP              | AU        |       400000 | PA      | $262387.33    | 0.01%             | 2026-02-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD                       | NIKKEI 225 (SGX) FUT SEP25 NIU5                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |            5 | NC      | $69971.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/CNY settle 2025-09-15                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-229.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Greenwood Street Trust                                   | Fidelity SAI Convertible Arbitrage Fund                                         | CUSIP: 31624J778<br>LEI: 549300467DYGTZIRI308 | Long             | EC               | MUN               | US        |     41005617 | NS      | $457622690.64 | 18.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN OIL FUTR MAR26 BOH6                                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |           -3 | NC      | $610.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                                        | HSCEI FUTURES SEP25 HCU5                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |          101 | NC      | $-170665.92   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/CHF settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-28444.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                       | SWEDBANK AB 5.337% 09/20/2027 REGS                                              | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |       600000 | PA      | $613620.70    | 0.02%             | 2027-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/COP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1620.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | OIS MXN TIIE1-9.10000 12/18/24 10Y* CME                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     68500000 | NC      | $207989.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LEAN HOGS FUTURE OCT25 LHV5                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |           13 | NC      | $33774.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | RFR GBP SONIO-3.75000 09-18-24-10Y LCH                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      -900000 | NC      | $65150.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                           | BANK OF NOVA SCOTIA FRN 3AUS+90 10/27/2025                                      | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $655091.36    | 0.03%             | 2025-10-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                                    | COCOA FUTURE MAR26 CCH6                                                         | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |           -2 | NC      | $-7355.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/HKD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-549.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: INR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1681.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: EUR/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $22.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/SEK settle 2025-09-02                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-809.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | OIS MXN TIIE1+24-9.4150 12/25/25 4Y CME                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     24600000 | NC      | $58453.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | RFR USD SOFR-3.50000 09-17-25-30Y LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -4300000 | NC      | $151213.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                | FX Forward: USD/CAD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $2589.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | INF SWAP US IT 2.595 07/12/23 10Y LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      2900000 | NC      | $18696.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: CLP/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-13467.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | IRS EUR 2.00000 09/17/25-2Y LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      2400000 | NC      | $1572.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | WTI CRUDE FUTURE DEC25 CLZ5                                                     | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |           17 | NC      | $-14761.79    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIONAL                                 | BRAZIL LETRAS DO TESOURO NACIONAL 0% 10/01/2025                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       200000 | PA      | $36421.37     | 0.00%             | 2025-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-A                                   | TOYOTA LEASE OWNER TRUST 2025-A 4.58% 07/20/2027 144A                           | CUSIP: 89239NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       353302 | PA      | $354248.95    | 0.01%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CZK 4.29000 04-18-24-10Y CME                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -35800000 | NC      | $48359.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/CLP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $166.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: ILS/USD settle 2025-10-15                                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-3888.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/INR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $3278.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Greenwood Street Trust                                   | FIDELITY SAI ALTERNATIVE RISK PREMIA STRATEGY FUND                              | CUSIP: 31624J752<br>LEI: 549300467DYGTZIRI308 | Long             | EC               | MUN               | US        |      2813130 | NS      | $27399887.69  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: IDR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-8346.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS MXN 9.38500 11/01/24 1Y (WHT) CME                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -36200000 | NC      | $-8493.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | AUST 3YR BOND FUT SEP25 YMU5                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |          197 | NC      | $-8780.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: USD/PLN settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-27818.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/MXN settle 2025-09-17                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1436.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/CNY settle 2025-09-15                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1728.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS PLN 4.70900 10/11/24 5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     -7800000 | NC      | $-88747.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: MYR/USD settle 2025-09-24                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $251.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: INR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-30220.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                     | CFM CDX ITXEB S43 5Y T0 CDX                                                     | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |     34000000 | NC      | $89362.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO STOXX BANK FUT SEP25 CAU5                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |           64 | NC      | $74973.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | RFR JPY MUTK-1.00000 09-17-25-10Y LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -77200000 | NC      | $6264.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                         | GNII II 6% 09/01/2055 #TBA                                                      | CUSIP: 21H060697<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8900000 | PA      | $9077580.81   | 0.36%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/CZK settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-14549.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: CNY/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $4176.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CZK 3.55000 03-07-25-5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     36000000 | NC      | $-12912.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: CAD/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3615.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: HUF/USD settle 2025-09-22                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $7152.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CLP 5.15000 06/18/25 5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -2673800000 | NC      | $12612.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 12/09/2025                                                         | CUSIP: 912797RW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       700000 | PA      | $692337.76    | 0.03%             | 2025-12-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/SEK settle 2025-09-17                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/KRW settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-2272.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/IDR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $17542.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT DEC25 ERZ5                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          -76 | NC      | $-6722.55     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CLP 5.00000 11/04/24 5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -1015700000 | NC      | $-14474.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | IRS TWD 1.75000 09/17/25 5Y LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     79600000 | NC      | $-28823.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: INR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-12270.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 4100 07/17/2026                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |           91 | NC      | $324870.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | BOVESPA INDEX FUT TRS EQUITY GST                                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |      8058404 | NC      | $-54043.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | OIS COP IBR-8.22500 06/18/25-5Y CME                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        | -16324600000 | NC      | $6038.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | WHITE SUGAR (ICE) FUT MAR26 QWH6                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           -8 | NC      | $219.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                                            | COPPER FUTURE DEC25 HGZ5                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |          -16 | NC      | $15685.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | RFR JPY MUTK-2.00000 09/17/25 30Y LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -523200000 | NC      | $55334.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: GBP/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-21.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/INR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $21505.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | OIS THB THORON-2.00000 09/17/25 5Y LCH                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    131300000 | NC      | $120222.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                         | GNII II 6% 09/01/2055 #TBA                                                      | CUSIP: 21H060697<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -2800000 | PA      | $-2855868.12  | -0.11%            | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: AUD/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-962.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: USD/KRW settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $4144.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | SHORT EURO-BTP FU FUT SEP25 BTSU5                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          143 | NC      | $-63765.85    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | BP CURRENCY FUT SEP25 BPU5                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |          860 | NC      | $-77226.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | KOSPI2 FUTURE TRS EQUITY *BULLET* MYI                                           | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DIR              | CORP              | GB        |       500000 | NC      | $2304.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: TRY/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $134.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | OIS CAD CAONREPO-3.0000 09/15/25 10Y LCH                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      9000000 | NC      | $-18318.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: GBP/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-4589.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: COP/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $671.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/MXN settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-5387.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | WHEAT FUTURE(CBT) DEC25 W Z5                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |         -113 | NC      | $75748.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/ZAR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1041.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 6070 11/21/2025                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |           52 | NC      | $351000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NATURAL GAS FUTR JAN26 NGF26                                                    | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |           -4 | NC      | $22052.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CZK 3.54500 07/16/24 10Y CME                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     35200000 | NC      | $-45592.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/JPY settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-1437.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: SGD/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-522.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                                    | COCOA FUTURE DEC25 CCZ5                                                         | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |           -5 | NC      | $39357.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: COP/USD settle 2025-11-05                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $94439.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/BRL settle 2025-09-03                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-9658.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: PHP/USD settle 2025-09-15                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-18582.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: USD/PHP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $8302.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | SPI 200 FUTURES SEP25 XPU5                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |           -4 | NC      | $-26374.53    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: HUF/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $286.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EATON VANCE MUT FDS TR                                            | Eaton Vance Glbl Macro Abs Ret Advtg A                                          | CUSIP: 277923280<br>LEI: 549300FGUNKHMTW51F25 | Long             | EC               | RF                | US        |     23068236 | NS      | $262055164.06 | 10.31%            |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CZK 3.58500 06-12-25-5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   -113500000 | NC      | $25118.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/ILS settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-18472.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: INR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1274.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | 3M CORRA FUTURES JUN26 CORM6                                                    | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |           -4 | NC      | $-323.88      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                | FX Forward: CLP/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $2571.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                         | CDX ITRAXX MAIN43 5Y ICE                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     14600000 | NC      | $-1565.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS             | GOVERNMENT NATIONAL MORTGAGE 2023-H20 FL SOFR30A+110 05/20/2073                 | CUSIP: 38383KDY5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       164093 | PA      | $164734.55    | 0.01%             | 2073-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: USD/MXN settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4924.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                    | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+90 12/25/2050                            | CUSIP: 3136BQ6A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        62770 | PA      | $63120.57     | 0.00%             | 2050-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/TRY settle 2025-09-12                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-157.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES                                   | KOSPI2 FUTURE TRS EQUITY *BULLET* MYI                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |       500000 | NC      | $-936.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY RP 4.42% 9/2/25                                                     | CUSIP: N/A<br>LEI: 254900HROIFWPRGM1V77       | Long             | RA               | UST               | US        |     12000000 | PA      | $12000000.00  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE FUTURES EXCHANGE                                             | CBOE VIX FUTURE SEP25 UXU5                                                      | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | N/A              | DE               | CORP              | US        |          135 | NC      | $-313337.13   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: ILS/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $22562.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN LTS FD TR IV                                             | Fulcrum Diversified Abslt Ret Spr Instl                                         | CUSIP: 66537J101<br>LEI: N/A                  | Long             | EC               | RF                | US        |      5439078 | NS      | $54173217.12  | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LIVE CATTLE FUTR OCT25 LCV5                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |          -15 | NC      | $-98266.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/MXN settle 2025-09-17                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-17289.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | MILL WHEAT EURO FUT SEP25 CAU5                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |          -22 | NC      | $49021.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: EUR/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME LEAD FUTURE SEP25 LLU5                                                      | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |            5 | NC      | $-10533.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME NICKEL FUTURE SEP25 LNU5                                                    | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |           10 | NC      | $13687.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME NICKEL FUTURE SEP25 LNU5                                                    | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |          -10 | NC      | $-8798.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                              | UMBS 30YR 6% 09/01/2055 #TBA                                                    | CUSIP: 01F060691<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |     -3400000 | PA      | $-3473843.92  | -0.14%            | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME ZINC FUTURE SEP25 LXU5                                                      | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |           10 | NC      | $18321.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                              | UMBS 30YR 6.5% 09/01/2055 #TBA                                                  | CUSIP: 01F062697<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |     -6100000 | PA      | $-6320886.49  | -0.25%            | 2055-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME LEAD FUTURE OCT25 LLV5                                                      | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |           14 | NC      | $-831.46      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME ZINC FUTURE OCT25 LXV5                                                      | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |          -14 | NC      | $-2877.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS PLN 4.27000 08/08/24 5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     10400000 | NC      | $13562.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS             | GOVERNMENT NAT MTG ASSN HECM TSFR1M+ 02/20/2067                                 | CUSIP: 38376RU61<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       764896 | PA      | $766216.25    | 0.03%             | 2067-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                     | VOLKSWAGEN GROUP AMER FIN LLC 1.25% 11/24/2025 144A                             | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |       800000 | PA      | $794016.41    | 0.03%             | 2025-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | WTI CRUDE FUTURE NOV25 CLX5                                                     | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |          -21 | NC      | $3530.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/COP settle 2025-11-12                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-9004.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW US CAPITAL LLC FRN SOFRINDX+80 08/13/2026 144A                              | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |       700000 | PA      | $702660.00    | 0.03%             | 2026-08-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | PALLADIUM FUTURE DEC25 PAZ5                                                     | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |           10 | NC      | $-15470.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: EUR/USD settle 2025-10-02                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $97.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/THB settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-981.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | OIS MXN TIIE1-8.13500 04-29-25-10Y* CME                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     -8100000 | NC      | $-6360.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/AUD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-4955.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/PEN settle 2025-11-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-34918.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/COP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-27289.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | IRS KRW 2.50000 09/17/25 5Y LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   6888856000 | NC      | $16322.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/CLP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/PLN settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-5775.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/EUR settle 2025-09-02                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-9570.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/CLP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $59259.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: BRL/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $8731.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT SEP27 ERU7                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |           -8 | NC      | $769.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN MEAL FUTR MAR26 SMH6                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |           -6 | NC      | $955.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/MYR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $2695.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS PLN 4.49500 11/22/24 5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     15800000 | NC      | $154014.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS-MONEP                                              | CAC40 10 EURO FUT SEP25 CFU5                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |            2 | NC      | $-974.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT SEP26 SFRU6                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         -363 | NC      | $-195507.41   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: EUR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $4868.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                                    | CANOLA FUTR (WCE) JAN26 RSF6                                                    | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |           -4 | NC      | $3032.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | 3M CORRA FUTURES DEC25 CORZ5                                                    | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DE               | CORP              | CA        |           -4 | NC      | $-414.10      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: USD/IDR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $76.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO 14 LTD                                                    | AGL CLO 14 LTD AR TSFR3M+113 12/02/2034 144A                                    | CUSIP: 00851WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $300466.20    | 0.01%             | 2034-12-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FACT S A                                                          | FACT SA/LU 1MEUR+ 09/22/2031 REGS                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | LU        |       379409 | PA      | $445063.06    | 0.02%             | 2031-09-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | DAX INDEX FUTURE SEP25 GXU5                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |           13 | NC      | $127637.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CLP 5.28500 12/24/24 5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   -756300000 | NC      | $-19482.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: MYR/USD settle 2025-09-24                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-813.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: BRL/USD settle 2025-09-03                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $22509.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STONE RIDGE TR                                                    | Stone Ridge Diversified Alternatives I                                          | CUSIP: 861728624<br>LEI: 549300OSYMMPL5LGIM86 | Long             | EC               | RF                | US        |     22621140 | NS      | $236617124.85 | 9.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                | FX Forward: USD/EUR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $3136.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                                    | COFFEE 'C' FUTURE DEC25 KCZ5                                                    | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |            9 | NC      | $124160.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT MAR27 SFRH7                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         -269 | NC      | $-199097.33   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/TRY settle 2025-09-04                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-14.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: IDR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-26682.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN FUTURE JAN26 S F6                                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -13 | NC      | $-14644.45    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                      | Fidelity Cash Central Fund                                                      | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |      3538697 | NS      | $3539404.82   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN FUTURE JAN26 S F6                                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |            3 | NC      | $560.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS HUF 6.11500 05-19-25-5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -1028500000 | NC      | $8436.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LIVE CATTLE FUTR OCT25 LCV5                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |            6 | NC      | $82869.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/NOK settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-37700.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US 2YR NOTE (CBT) FUT DEC25 TUZ5                                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -768 | NC      | $-162503.42   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: SGD/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-613.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CLP 4.67500 09/17/25 5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     -8300000 | NC      | $6.33         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: TRY/USD settle 2025-09-22                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $110.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE INC                                            | SILVER FUTURE DEC25 SIZ5                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |         -147 | NC      | $-1403917.24  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | LOW SU GASOIL G FUT DEC25 QSZ5                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |            3 | NC      | $3596.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | SWISS MKT IX FUTR SEP25 SMU5                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |           85 | NC      | $187736.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | KC HRW WHEAT FUT MAR26 KWH6                                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -41 | NC      | $44599.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: CAD/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-13254.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                     | CFM CDX CDXIG S44 5Y T0 CDX                                                     | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |     61000000 | NC      | $291441.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | CORN FUTURE MAR26 C H6                                                          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -55 | NC      | $-6860.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-4 LTD                   | CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-4 LTD A1RR TSFR3M+122 07/20/2032 144A | CUSIP: 14311NAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       221157 | PA      | $221160.99    | 0.01%             | 2032-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | ICE 3MTH SONIA FU FUT JUN26 SFIM6                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          -65 | NC      | $19731.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | MILL WHEAT EURO FUT SEP26 CAU6                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |           -5 | NC      | $2473.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Colchester Street Trust                                  | FIMM MM Government Portfolio - Instl Cl                                         | CUSIP: 31607A703<br>LEI: 549300SHPEJB1OPRCV46 | Long             | EC               | RF                | US        |     32089206 | NS      | $32089206.09  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/SEK settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-43307.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: USD/NOK settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1318.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | 3M CORRA FUTURES DEC26 CORZ6                                                    | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DE               | CORP              | CA        |           -3 | NC      | $-95.70       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | WHITE SUGAR (ICE) FUT OCT25 QWV5                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |          -44 | NC      | $-19336.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME ZINC FUTURE NOV25 LXX5                                                      | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |            8 | NC      | $5322.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CZK 4.06000 04-17-24-10Y CME                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -48100000 | NC      | $-17809.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                     | BAT INTL FINANCE PLC 1.668% 03/25/2026                                          | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $295379.21    | 0.01%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: USD/GBP settle 2025-09-02                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-427.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FQF TR                                                            | AGF U.S. Market Neutral Anti-Beta                                               | CUSIP: 00110G408<br>LEI: 549300V3L1GUXZTDO670 | Long             | EC               | RF                | US        |      1944444 | NS      | $31830548.28  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | ZCS BRL 13.47 80-22-25 01/02/31 CME                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      2400000 | NC      | $661.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: SGD/USD settle 2025-10-02                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-8.44        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERGER FUND                                                       | The Merger Fund A                                                               | CUSIP: 589509108<br>LEI: 549300TXJCENVSEMYP88 | Long             | EC               | RF                | US        |      8140501 | NS      | $147750091.53 | 5.81%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: PLN/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $4535.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC 5.25% 06/15/2026                                                        | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       300000 | PA      | $300525.03    | 0.01%             | 2026-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-OAT FUTURE SEP25 OATU5                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |           73 | NC      | $-217544.66   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | ICE 3MTH SONIA FU FUT DEC25 SFIZ5                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |          -67 | NC      | $34605.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LIVE CATTLE FUTR DEC25 LCZ5                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |           -8 | NC      | $-62139.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Greenwood Street Trust                                   | FIDELITY SAI ALTERNATIVE RISK PREMIA COMMODITY STRATEGY FUND                    | CUSIP: 31624J760<br>LEI: 549300467DYGTZIRI308 | Long             | EC               | MUN               | US        |      5060356 | NS      | $52172266.42  | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: IDR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2871.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US 10YR NOTE FUT (CBT)DEC25 TYZ5                                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          -22 | NC      | $-9688.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                        | FNMA GTD MTG PASS THRU CTF 2024-100 FA SOFR30A+110 05/25/2054                   | CUSIP: 3136BUFY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       247082 | PA      | $246974.53    | 0.01%             | 2054-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON EMPLOYEE BENEFIT COLLECTIVE INVT FD PLAN. | BlackRock Systematic Multi-Strat Inv A                                          | CUSIP: 09260C109<br>LEI: 254900LLE80TW1LUF777 | Long             | EC               | RF                | US        |     22438317 | NS      | $233134113.48 | 9.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS PLN 3.96150 05-06-25-5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     -3700000 | NC      | $2377.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                     | CFM CDX CDXHY S44 5Y T0 CDX                                                     | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |      6000000 | NC      | $149046.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD                       | NIKKEI 225 (SGX) FUT SEP25 NIU5                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |          -12 | NC      | $-174938.69   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/BRL settle 2025-09-17                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-8631.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/COP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $621.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | RAPESEED EURO FUT FEB26 IJG6                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |          -14 | NC      | $13710.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                         | CDX EM43 ICE                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |      6900000 | NC      | $80878.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: CLP/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-11170.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: JPY/USD settle 2025-10-02                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $674.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD             | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+100 08/15/2048                           | CUSIP: 3137HBGQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        60072 | PA      | $60553.82     | 0.00%             | 2048-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NY HARB ULSD FUT NOV25 HOX5                                                     | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |           10 | NC      | $-10879.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: IDR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-10478.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN MEAL FUTR MAY26 SMK6                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |           -5 | NC      | $-6912.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CLP 4.950 06/18/25 5Y CME                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   1139900000 | NC      | $10994.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-SCHATZ FUT SEP25 DUU5                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -262 | NC      | $84121.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN FUTURE NOV25 S X5                                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |         -106 | NC      | $-92497.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/BRL settle 2025-09-17                                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-12591.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: GBP/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $64.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STR INVT TR                                                 | State Street Instl US Govt MMkt Premier                                         | CUSIP: 857492706<br>LEI: 549300CCOK7OZZUAS108 | Long             | EC               | RF                | US        |    170948323 | NS      | $170948322.87 | 6.73%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                      | BANQUE FED CRED MUTUEL PARIS FRN SOFR+99 10/16/2028 144A                        | CUSIP: 06675DCQ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $200823.40    | 0.01%             | 2028-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: ILS/USD settle 2025-10-15                                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $3251.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: COP/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $5222.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | 90-DAY BANK BILL FUT DEC25 IRZ5                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |           55 | NC      | $12362.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 11/04/2025                                                         | CUSIP: 912797RM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         3000 | PA      | $2978.56      | 0.00%             | 2025-11-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                               | SUMITOMO MITSUI FINL GRP INC FRN SOFR+130 07/13/2026                            | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       500000 | PA      | $504273.89    | 0.02%             | 2026-07-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: BRL/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $26184.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | PLATINUM FUTURE OCT25 PLV5                                                      | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |          -76 | NC      | $188845.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/TRY settle 2025-09-19                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-81.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: KRW/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $19.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: GBP/USD settle 2025-10-02                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $14.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                          | NIKKEI 225 MINI FUT SEP25 NOU5                                                  | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DE               | CORP              | JP        |         -224 | NC      | $-636261.17   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | IRS MYR P 3.50000 09/17/25 5Y JPM                                               | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |      7300000 | NC      | $-33467.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/GBP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $26814.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: GBP/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $42364.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: ZAR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $7991.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN ENERGY DERIVATIVES EXCHANGE NV                           | TTF NAT GAS F FUT OCT25 TZTV5                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | NL        |           15 | NC      | $-17201.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE                                             | CBOE VIX FUTURE NOV25 UXX5                                                      | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | N/A              | DE               | CORP              | US        |           17 | NC      | $-8150.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/EUR settle 2025-09-02                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-861.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: IDR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-17.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2024-1                                | SCCU AUTO RECEIVABLES TRUST 2024-1 A2 5.45% 12/15/2027 144A                     | CUSIP: 78436RAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       160043 | PA      | $160291.18    | 0.01%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: TRY/USD settle 2025-10-06                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $116.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                                    | COTTON NO.2 FUTR DEC25 CTZ5                                                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |           27 | NC      | $-13453.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/INR settle 2025-10-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $794.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: USD/ILS settle 2025-10-15                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-57193.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                | FX Forward: USD/PEN settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-8475.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                     | CFM CDX ITXEX S43 5Y T0 CDX                                                     | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |     11839920 | NC      | $302275.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: INR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-14644.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/ILS settle 2025-10-15                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-725.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: GBP/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $29.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | PLATINUM FUTURE OCT25 PLV5                                                      | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |            8 | NC      | $53477.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: HUF/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $10125.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/TRY settle 2025-10-21                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-22.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | ISRAELI SHEKEL FUT SEP25 ISU5                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |          -20 | NC      | $-189075.40   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | FTSE 100 IDX FUT SEP25 Z U5                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |          -62 | NC      | $-158011.54   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: NOK/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $70194.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: GBP/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $57.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/CAD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-36369.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT JUN27 ERM7                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |          -18 | NC      | $-9686.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: ZAR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-249.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | S and P/TSX 60 IX FUT SEP25 PTU5                                                | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DE               | CORP              | CA        |           53 | NC      | $849802.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: PHP/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $1175.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/COP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-5366.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: NZD/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-15703.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                         | GNII II 6% 10/01/2055 #TBA                                                      | CUSIP: 21H0606A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2800000 | PA      | $2853242.84   | 0.11%             | 2055-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                          | JPN 10Y BOND(OSE) FUT SEP25 JBU5                                                | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |          -17 | NC      | $49812.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: INR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-835.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 4150 08/21/2026                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |           99 | NC      | $410850.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/CNY settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-16066.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/GBP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-49519.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS PLN 4.67000 03/31/25-5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      9100000 | NC      | $41192.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CZK 4.42000 06/01/23 10Y CME                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -33900000 | NC      | $-54712.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: SEK/USD settle 2025-10-02                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $3536.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/JPY settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-13193.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: PLN/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $2983.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | COCOA FUTURE - IC MAR26 QCH6                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           -1 | NC      | $1141.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: PEN/USD settle 2025-12-05                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $11086.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 5750 09/19/2025                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |           54 | NC      | $23760.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | RAPESEED EURO FUT MAY26 IJK6                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |           -8 | NC      | $4705.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 10/07/2025                                                         | CUSIP: 912797RB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       100000 | PA      | $99591.67     | 0.00%             | 2025-10-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NY HARB ULSD FUT DEC25 HOZ5                                                     | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |            3 | NC      | $-9493.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                          | MOLSON COORS BEVERAGE CO 3% 07/15/2026                                          | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |       200000 | PA      | $197687.39    | 0.01%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: AUD/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $906.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/SEK settle 2025-09-17                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2639.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD             | FEDERAL HOME LN MTG MLT CTF GT 5442 FB SOFR30A+97 08/25/2054                    | CUSIP: 3137HF4U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       312827 | PA      | $313890.89    | 0.01%             | 2054-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | KOSPI2 FUTURE TRS EQUITY *BULLET* MYI                                           | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DIR              | CORP              | GB        |      2750000 | NC      | $91974.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | ICE 3MTH SONIA FU FUT SEP26 SFIU6                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |          -64 | NC      | $20444.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: SGD/USD settle 2025-10-02                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $767.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | INF SWAP US IT 2.525 06/07/23 10Y LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |       900000 | NC      | $7677.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/CNY settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-3803.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | RFR GBP SONIO-4.25000 09-18-24-2Y LCH                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      4000000 | NC      | $-32410.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEFF RENTA VAR EXCH (MADRID)                                      | IBEX 35 INDX FUTR SEP25 IBU5                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ES        |            6 | NC      | $975.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/IDR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $12577.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/TRY settle 2025-10-09                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-20.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/NZD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $22559.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: USD/GBP settle 2025-09-02                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-19656.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                          | INTERNATIONAL FLAVS and FRAG INC 1.23% 10/01/2025 144A                          | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |       124000 | PA      | $123632.60    | 0.00%             | 2025-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                               | ELEVANCE HEALTH INC 5.35% 10/15/2025                                            | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       500000 | PA      | $500104.76    | 0.02%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: THB/USD settle 2025-10-20                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $6464.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: INR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-849.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/TRY settle 2025-09-09                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-1031.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN FUTURE MAR26 S H6                                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |           -6 | NC      | $-10227.26    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/INR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $2132.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: THB/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $5840.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/AUD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-13573.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.75% 01/30/2026             | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       500000 | PA      | $494275.49    | 0.02%             | 2026-01-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EUR/NOR KRONE X-RAT FUT SEP25 ENU5                                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |           22 | NC      | $52692.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/MYR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | WTI CRUDE FUTURE NOV25 ENX5                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |            6 | NC      | $6473.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALIAN DERIVATIVES MARKET                                        | FTSE/MIB IDX FUT SEP25 STU5                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |           13 | NC      | $206322.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC 4.375% 01/12/2026                                                  | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $199942.05    | 0.01%             | 2026-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                         | CDX ITRAXX XOV43 5Y ICE                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |      1677322 | NC      | $12651.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/CAD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-21865.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/CAD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-7006.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN FUTURES EXCHANGE                                    | FTSE/JSE TOP 40 FUT SEP25 AIU5                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ZA        |          -57 | NC      | $-172693.75   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: KRW/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $344.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: USD/MXN settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-3.38        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | FX Forward: USD/JPY settle 2025-09-17                                           | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $10664.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: PLN/USD settle 2025-10-15                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $25862.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LEAN HOGS FUTURE OCT25 LHV5                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |          -40 | NC      | $-42226.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | E-MINI RUSS 2000 FUT SEP25 RTYU5                                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         -145 | NC      | $-1189179.25  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                | FX Forward: CHF/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $3119.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | CORN FUTURE MAY26 C K6                                                          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -11 | NC      | $14498.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/SEK settle 2025-09-17                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT DEC26 ERZ6                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |          -42 | NC      | $-38081.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: USD/HUF settle 2025-09-17                                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-7030.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: EUR/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $235.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2022-3 LLC                                  | ENTERPRISE FLEET FING 2022-3 LLC 4.38% 07/20/2029 144A                          | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       244938 | PA      | $244859.60    | 0.01%             | 2029-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                          | FORD MOTOR CREDIT CO LLC 5.8% 03/05/2027                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       300000 | PA      | $302322.77    | 0.01%             | 2027-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: CHF/USD settle 2025-10-02                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $11448.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | WHEAT FUTURE(CBT) JUL26 W N6                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |           -5 | NC      | $-1099.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: EUR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYMP 2022-32A A1                                                  | SYMP 2022-32A A1 AR TSFR3M+ 10/23/2035 144A                                     | CUSIP: 87168NAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       250000 | PA      | $250222.00    | 0.01%             | 2035-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: PLN/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $4485.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: JPY/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $4643.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: GBP/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-1499.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US 10YR ULTRA FUT DEC25 UXYZ5                                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |           -7 | NC      | $-3484.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: USD/THB settle 2025-10-20                                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: ILS/USD settle 2025-11-13                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $56801.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN OIL FUTR DEC25 BOZ5                                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |           25 | NC      | $27879.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: ZAR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-383.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/PLN settle 2025-09-17                                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-31373.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                                    | MSCI EMGMKT FUT SEP25 MESU5                                                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |          107 | NC      | $316196.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: ZAR/USD settle 2025-10-20                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-2125.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | GASOLINE RBOB FUT NOV25 XBX5                                                    | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |           -4 | NC      | $-47.01       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                                                      | ILLUMINA INC 5.8% 12/12/2025                                                    | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |       622000 | PA      | $623961.18    | 0.02%             | 2025-12-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS             | GOVERNMENT NATIONAL MORTGAGE 2024-H12 FC SOFR30A+90 07/20/2074                  | CUSIP: 38383KZF2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       393624 | PA      | $392487.54    | 0.02%             | 2074-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/PHP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-11.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-BTP FUTURE SEP25 IKU5                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          478 | NC      | $-216483.01   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: GBP/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-36.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS PLN 4.51300 11-25-24-5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      8000000 | NC      | $79198.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/EUR settle 2025-09-02                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-489.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: BRL/USD settle 2025-10-02                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $9420.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                                    | FCOJ-A FUTURE NOV25 JOX5                                                        | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |            5 | NC      | $2057.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US 5YR NOTE (CBT) FUT DEC25 FVZ5                                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -275 | NC      | $-94572.69    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/IDR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $61.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/HUF settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-2209.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                                    | COFFEE 'C' FUTURE MAR26 KCH6                                                    | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |           -1 | NC      | $-7952.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 11/13/2025                                                         | CUSIP: 912797QQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       672000 | PA      | $666517.06    | 0.03%             | 2025-11-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/HUF settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-82727.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/SGD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-763.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: INR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1448.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 A                                                    | MF1 2021-FL7 A TSFR1M+119.448 10/16/2036 144A                                   | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       225342 | PA      | $225195.18    | 0.01%             | 2036-10-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/CAD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-36.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                      | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 VAR 05/20/2027                     | CUSIP: 36271VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       778738 | PA      | $780225.13    | 0.03%             | 2027-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/PHP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-7377.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: BRL/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $12270.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/PHP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $3203.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                              | UMBS 30YR 6% 09/01/2055 #TBA                                                    | CUSIP: 01F060691<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3400000 | PA      | $3473843.92   | 0.14%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME NICKEL FUTURE OCT25 LNV5                                                    | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |          -12 | NC      | $10583.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: SGD/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $967.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: NOK/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $1740.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | 3M CORRA FUTURES MAR26 CORH6                                                    | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |           -4 | NC      | $-232.63      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: IDR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-27071.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN MEAL FUTR DEC25 SMZ5                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -83 | NC      | $131251.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | SPI 200 FUTURES SEP25 XPU5                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |           13 | NC      | $73977.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON PARK FUNDING XLIX LTD                                     | MADISON PARK FUNDING XLIX LTD AR TSFR3M+105 10/19/2034 144A                     | CUSIP: 55820VAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $299871.90    | 0.01%             | 2034-10-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: CZK/USD settle 2025-09-22                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $37.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXIX LTD                                             | SYMPHONY CLO XXIX LTD 2025-29A AR TSFR3M+115 10/15/2035 144A                    | CUSIP: 87168GAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250018.50    | 0.01%             | 2035-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | SA RAND CURR(CME) FUT SEP25 RAU5                                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |          106 | NC      | $34988.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                              | UMBS 30YR 6.5% 09/01/2055 #TBA                                                  | CUSIP: 01F062697<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6100000 | PA      | $6320886.49   | 0.25%             | 2055-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: INR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3046.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT MAR27 ERH7                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |          -24 | NC      | $-23551.11    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | COFF ROBUSTA 10TN FUT NOV25 DFX5                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           26 | NC      | $315407.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                                   | RABOBANK NEDERLAND NY BRH FRN SOFRINDX+62 08/28/2026                            | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |       700000 | PA      | $702420.56    | 0.03%             | 2026-08-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS PLN 4.28250 08/08/24 5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     10400000 | NC      | $14730.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: IDR/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-6778.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/INR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $1181.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: EUR/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.98         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US 10YR ULTRA FUT DEC25 UXYZ5                                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |           13 | NC      | $8513.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS PLN 3.95200 07-29-25-5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -17055000 | NC      | $6319.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | RFR GBP SONIO-4.00000 09-17-25-10Y LCH                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      4500000 | NC      | $-28881.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP 5.95% 12/01/2025                                             | CUSIP: 86765BAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       500000 | PA      | $500439.30    | 0.02%             | 2025-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: NZD/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-25460.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/NZD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $19207.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: HUF/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $127.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRALEE CLO VI LTD                                                 | TRALEE CLO VI LTD A1RR TSFR3M+122 10/25/2032 144A                               | CUSIP: 89289EBL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       259820 | PA      | $259826.39    | 0.01%             | 2032-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | COFF ROBUSTA 10TN FUT JAN26 DFF6                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |            5 | NC      | $41193.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: TWD/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1151.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | OIS SGD SIBSORA 2.50000 09/17/25 5Y LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      8500000 | NC      | $257936.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/NOK settle 2025-09-17                                           | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-433.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: HKD/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $320.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS PLN 4.69500 03-28-25-5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     16700000 | NC      | $80172.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/IDR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $6.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: MXN/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $718.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | NASDAQ 100 E-MINI FUT SEP25 NQU5                                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |            6 | NC      | $78286.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/IDR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $12999.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: EUR/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $164.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN OIL FUTR DEC25 BOZ5                                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -56 | NC      | $5196.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/BRL settle 2025-09-17                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-6745.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/JPY settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-9481.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 10/21/2025                                                         | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       200000 | PA      | $198869.60    | 0.01%             | 2025-10-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/IDR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $1487.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/INR settle 2025-09-17                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $11522.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                    | FANNIE MAE REMICS SOFR30A+97 08/25/2054                                         | CUSIP: 3136BSSC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       256649 | PA      | $257310.22    | 0.01%             | 2054-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: AUD/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $8802.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                            | COX COMMUNICATIONS INC 3.35% 09/15/2026 144A                                    | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |       500000 | PA      | $494385.37    | 0.02%             | 2026-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NSE IFSC                                                          | IFSC NIFTY 50 FUT SEP25 JGSU5                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IN        |          -29 | NC      | $33041.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | WHEAT FUTURE(CBT) MAY26 W K6                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |           -5 | NC      | $1337.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD                       | MSCI SING IX ETS FUT SEP25 QZU5                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |          136 | NC      | $-11444.81    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | AUST 10Y BOND FUT SEP25 XMU5                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |         -139 | NC      | $22858.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: EUR/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-44.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: CAD/USD settle 2025-10-02                                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $36.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/COP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-12484.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: JPY/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $954.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: USD/INR settle 2025-10-17                                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $1735.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CLP 4.80000 06/18/25 5Y CME                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   2368600000 | NC      | $1471.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: CAD/USD settle 2025-10-02                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $36234.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: NZD/USD settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-27870.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/GBP settle 2025-09-17                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $3336.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: CHF/USD settle 2025-09-02                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $10395.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME PRI ALUM FUTR OCT25 LAV25                                                   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |           13 | NC      | $-8428.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME NICKEL FUTURE OCT25 LNV5                                                    | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |           12 | NC      | $-27470.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME PRI ALUM FUTR SEP25 LAU25                                                   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |           29 | NC      | $34882.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME PRI ALUM FUTR OCT25 LAV25                                                   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |          -13 | NC      | $6930.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME LEAD FUTURE OCT25 LLV5                                                      | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |          -14 | NC      | $10994.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME LEAD FUTURE SEP25 LLU5                                                      | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |           -5 | NC      | $-884.45      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME PRI ALUM FUTR SEP25 LAU25                                                   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |          -29 | NC      | $-53994.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer