# EDGAR Filing Document

**Accession Number:** 0001644419
**File Stem:** 0000910472-26-002796
**Filing Date:** 2026-2
**Character Count:** 447295
**Document Hash:** b02b53f93b58a9799d6f4b1cae3b715b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-002796.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000910472-26-002796

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Northern Lights Fund Trust IV
- **CENTRAL INDEX KEY:** 0001644419

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0916

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23066
- **FILM NUMBER:** 26683535

**BUSINESS ADDRESS:**
- **STREET 1:** 225 PICTORIA DRIVE
- **STREET 2:** SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246
- **BUSINESS PHONE:** 402-895-1600

**MAIL ADDRESS:**
- **STREET 1:** 17605 WRIGHT STREET
- **STREET 2:** SUITE 200
- **CITY:** OMAHA
- **STATE:** NE
- **ZIP:** 68154-1150

## Series and Classes Contracts Data

### Fulcrum Diversified Absolute Return Fund (Series ID: S000079520)

| Class ID   | Class Name                                                         | Ticker Symbol   |
|:---|:---|:---|
| C000240582 | Fulcrum Diversified Absolute Return Fund Super Institutional Class | FARYX           |
| C000240584 | Fulcrum Diversified Absolute Return Fund Institutional Class       | FARIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Northern Lights Fund Trust IV

- **b. Investment Company Act file number:** 811-23066

- **c. CIK number of Registrant:** 0001644419

- **d. LEI of Registrant:** 549300UIBIHXQ3PDEC28

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

  - **Street Address 1:** 225 PICTORIA DRIVE

  - **City:** CINCINNATI

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45246

  - **Telephone number:** 631-470-2600

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

- **a. Name of Series:** Fulcrum Diversified Absolute Return Fund

- **b. EDGAR series identifier (if any):** S000079520

- **c. LEI of Series:** 549300P6AMLL9TJEF002

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2025-12-31

**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:** $678764222.86

**Total Liabilities:** $414208295.91

**Net Assets:** $264555926.95

**Amount of Assets Invested in Other Investment Companies:** $33858697.35

**Cash Not Reported:** $74025554.19

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 12.20720500 | **5-Year:** 1609.13174000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** -6.53732500 | **5-Year:** -861.73830400 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000240582 | 0.78%                | 2.03%                | 0.45%                |
| Class ID C000240584 | 0.78%                | 2.04%                | 0.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-136221.35              | $458331.78                                 |
| Month 2  | $2556530.13              | $364073.62                                 |
| Month 3  | $5398114.41              | $69233.10                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T Inc                                            | AT&T INC                  | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |        1483 | NS      | $36837.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                 | ABBOTT LABS               | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |         379 | NS      | $47484.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                         | ABBVIE INC                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |         661 | NS      | $151031.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                   | ASHTEAD GROUP             | CUSIP: G05320109<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |          56 | NS      | $3839.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                           | ADOBE INC                 | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |         135 | NS      | $47248.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc.                         | ADV MICRO DEVICE          | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |         508 | NS      | $108793.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                          | AIRBNB INC-A              | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |         781 | NS      | $105997.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                           | AKAMAI TECHNOLOG          | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        1097 | NS      | $95713.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                             | CRH PLC                   | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |         318 | NS      | $39883.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                          | ALLIANT ENERGY            | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |         476 | NS      | $30944.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                            | ALLSTATE CORP             | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |          55 | NS      | $11448.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                       | ALPHABET INC-C            | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        1586 | NS      | $497686.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                       | ALPHABET INC-A            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        1853 | NS      | $579989.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                    | AMAZON.COM INC            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |        3152 | NS      | $727544.64    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                        | AMEREN CORP               | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        2042 | NS      | $203914.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co, Inc.                    | AMERICAN ELECTRI          | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |         703 | NS      | $81062.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                            | AMERICAN EXPRESS          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |         442 | NS      | $163517.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company, Inc.                  | AMERICAN WATER W          | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |          35 | NS      | $4567.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                         | CENCORA INC               | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        1814 | NS      | $612678.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ametek, Inc.                                        | AMETEK INC                | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |         837 | NS      | $171844.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                          | AMGEN INC                 | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |         115 | NS      | $37640.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                                | ELEVANCE HEALTH           | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |         197 | NS      | $69058.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                          | APPLE INC                 | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |        4829 | NS      | $1312811.94   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                              | APPLIED MATERIAL          | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |         521 | NS      | $133891.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptargroup Inc.                                     | APTARGROUP INC            | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |         597 | NS      | $72810.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                         | ARES MANAGEM- A           | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |         433 | NS      | $69985.79     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                              | STANDARD CHARTER          | CUSIP: G84228157<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |        8460 | NS      | $207785.07    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                        | AUTODESK INC              | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |         440 | NS      | $130244.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                     | AUTOMATIC DATA            | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |          88 | NS      | $22636.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                                      | AUTOZONE INC              | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |          28 | NS      | $94962.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                   | HSBC HOLDINGS PL          | CUSIP: G4634U169<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |        7913 | NS      | $125207.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                                | BAKER HUGHES CO           | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3594 | NS      | $163670.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                               | BANK OF AMERICA           | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |        2230 | NS      | $122650.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITE Group PLC                                     | UNITE GROUP/THE           | CUSIP: G9283N101<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               | CORP              | GB        |         420 | NS      | $3167.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                       | RIO TINTO PLC             | CUSIP: G75754104<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |         243 | NS      | $19634.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sse PLC                                             | SSE PLC                   | CUSIP: G8842P102<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |        2849 | NS      | $83684.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                            | LLOYDS BANKING            | CUSIP: G5533W248<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |        7990 | NS      | $10581.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                      | BLACKSTONE INC            | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |         153 | NS      | $23583.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc.                                      | BLACKROCK INC             | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |         121 | NS      | $129511.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                     | ASTRAZENECA PLC           | CUSIP: G0593M107<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |         331 | NS      | $61530.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.                   | BOOZ ALLEN HAMIL          | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |          32 | NS      | $2699.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                       | BOSTON SCIENTIFC          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        1592 | NS      | $151797.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                        | BRISTOL-MYER SQB          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |         454 | NS      | $24488.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc.                 | BROADRIDGE FINL           | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |          19 | NS      | $4240.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                        | BROADCOM INC              | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        1919 | NS      | $664165.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders Firstsource, Inc.                          | BUILDERS FIRSTSO          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |          26 | NS      | $2675.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cigna Group                                     | THE CIGNA GROUP           | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |         309 | NS      | $85046.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                      | CME GROUP INC             | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |          74 | NS      | $20207.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                           | CNX RESOURCES CO          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |        2662 | NS      | $97881.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                     | CVS HEALTH CORP           | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |         282 | NS      | $22379.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                        | CADENCE DESIGN            | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |          57 | NS      | $17817.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                               | CARDINAL HEALTH           | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        2415 | NS      | $496282.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                          | CARRIER GLOB              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        1516 | NS      | $80105.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc.                               | CELSIUS HOLDINGS          | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         155 | NS      | $7089.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                       | CENTENE CORP              | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |          77 | NS      | $3168.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                          | CHIPOTLE MEXICAN          | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |        1820 | NS      | $67340.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc.                             | CHURCH & DWIGHT           | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |         477 | NS      | $39996.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                 | CISCO SYSTEMS             | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        1274 | NS      | $98136.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                      | CITIGROUP INC             | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |         406 | NS      | $47376.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                               | COLGATE-PALMOLIV          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |         343 | NS      | $27103.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                 | COMCAST CORP-A            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |         845 | NS      | $25257.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia                                 | BANK OF NOVA SCO          | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |         285 | NS      | $21019.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                           | CONS EDISON INC           | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |         859 | NS      | $85315.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boralex Inc                                         | BORALEX INC -A            | CUSIP: 09950M300<br>LEI: 5493004UT7HNQU2SVR90 | Long             | EC               | CORP              | CA        |         211 | NS      | $3893.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                          | CORPAY INC                | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |         406 | NS      | $122177.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                        | COSTCO WHOLESALE          | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |         189 | NS      | $162982.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc.                              | GILDAN ACTIVEWEA          | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |          92 | NS      | $5750.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton, Inc.                                   | DR HORTON INC             | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |         511 | NS      | $73599.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                                 | DANAHER CORP              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |         668 | NS      | $152918.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Telus Corp.                                         | TELUS Corp                | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |         311 | NS      | $4098.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                               | DECKERS OUTDOOR           | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |         288 | NS      | $29856.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Company                                 | WALT DISNEY CO/T          | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |         611 | NS      | $69513.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                    | DUKE ENERGY CORP          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |         296 | NS      | $34694.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                | ROYAL BANK OF CA          | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |         495 | NS      | $84385.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                | EDISON INTL               | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        1043 | NS      | $62600.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation                    | EDWARDS LIFE              | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |         213 | NS      | $18158.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                | EMERSON ELEC CO           | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |         886 | NS      | $117589.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                        | EQUIFAX INC               | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |          18 | NS      | $3905.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd.                          | WEST FRASER TIMB          | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |         407 | NS      | $24899.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                          | EVERGY INC                | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |        1014 | NS      | $73504.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                   | EVERSOURCE ENERG          | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |         822 | NS      | $55345.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                  | META PLATFORMS-A          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |         752 | NS      | $496387.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.                       | FACTSET RESEARCH          | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |           9 | NS      | $2611.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                              | FAIR ISAAC CORP           | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |          27 | NS      | $45646.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                        | BARCLAYS PLC              | CUSIP: G08036124<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |        1891 | NS      | $12132.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                         | FISERV INC                | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        1049 | NS      | $70461.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                   | FIRSTENERGY CORP          | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |         111 | NS      | $4969.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                        | FORTINET INC              | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |         138 | NS      | $10958.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gallagher Aj &Co                                    | ARTHUR J GALLAGH          | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |         303 | NS      | $78413.37     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                           | GOLDMAN SACHS GP          | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |          68 | NS      | $59772.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement S.A.                           | VEOLIA ENVIRONNE          | CUSIP: F9686M107<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |         155 | NS      | $5411.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adidas AG                                           | ADIDAS AG                 | CUSIP: D0066B185<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |         300 | NS      | $59580.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                 | LVMH MOET HENNE           | CUSIP: F58485115<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |          59 | NS      | $44707.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Company                                | HECLA MINING CO           | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |        7978 | NS      | $153097.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubspot Inc                                         | HUBSPOT INC               | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |           6 | NS      | $2407.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                         | HUMANA INC                | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |          16 | NS      | $4098.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group PLC                                  | KINGSPAN GROUP            | CUSIP: G52654103<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |        1405 | NS      | $122392.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                        | KBC GROUP                 | CUSIP: B5337G162<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |          62 | NS      | $8103.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                        | ILLUMINA INC              | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |          65 | NS      | $8525.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                  | INGERSOLL-RAND I          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |        1574 | NS      | $124692.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corporation                                 | INSULET CORP              | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |         324 | NS      | $92093.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                       | INTERACTIVE BROK          | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |        2647 | NS      | $170228.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                       | INTERCONT EXCH I          | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |         124 | NS      | $20083.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                     | DANSKE BANK A/S           | CUSIP: K22272114<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |        1678 | NS      | $84119.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.               | IBM                       | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |         279 | NS      | $82642.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                          | INTUIT INC                | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |          59 | NS      | $39082.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                | JPMORGAN CHASE            | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        1520 | NS      | $489774.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                              | RWE AG                    | CUSIP: D6629K109<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |         140 | NS      | $7444.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                   | JOHNSON&JOHNSON           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |         875 | NS      | $181081.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                           | KLA CORP                  | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |          29 | NS      | $35237.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                               | SCHNEIDER ELECTR          | CUSIP: F86921107<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |         425 | NS      | $117284.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                              | SAP SE                    | CUSIP: D66992104<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |         312 | NS      | $76368.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                             | KB HOME                   | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |          57 | NS      | $3215.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                             | E.ON SE                   | CUSIP: D24914133<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |        5994 | NS      | $113549.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                      | KROGER CO                 | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        2368 | NS      | $147952.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                            | BAYER AG-REG              | CUSIP: D0712D163<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |         425 | NS      | $18478.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                            | LAM RESEARCH              | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |         289 | NS      | $49471.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International N.V.                              | ASM INTL NV               | CUSIP: N07045201<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |           8 | NS      | $4864.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                     | ESTEE LAUDER              | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |          58 | NS      | $6073.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International                                | HERMES INTL               | CUSIP: F48051100<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |          29 | NS      | $72295.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                        | LENNAR CORP-A             | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |         476 | NS      | $48932.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                 | ERSTE GROUP BANK          | CUSIP: A19494102<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |          80 | NS      | $9671.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                     | ELI LILLY & CO            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |         390 | NS      | $419125.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                      | RHEINMETALL AG            | CUSIP: D65111102<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |         126 | NS      | $231069.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                               | LOWE'S COS INC            | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |         122 | NS      | $29421.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                           | MSCI INC                  | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |          77 | NS      | $44177.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                   | WOLTERS KLUWER            | CUSIP: N9643A197<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |          30 | NS      | $3113.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                           | SANOFI                    | CUSIP: F5548N101<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |         244 | NS      | $23712.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                  | BANCO SANTANDER           | CUSIP: E19790109<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |       27536 | NS      | $325760.71    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                    | MARSH & MCLENNAN          | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |         107 | NS      | $19850.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                          | SIEMENS AG-REG            | CUSIP: D69671218<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |         159 | NS      | $44672.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                             | MASTERCARD INC-A          | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |         527 | NS      | $300853.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                    | MCDONALDS CORP            | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |         222 | NS      | $67849.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mckesson Corp.                                      | MCKESSON CORP             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |         745 | NS      | $611116.05    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc                                    | MERCK & CO                | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |         938 | NS      | $98733.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                    | METTLER-TOLEDO            | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |          36 | NS      | $50190.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                     | MICROSOFT CORP            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |        2349 | NS      | $1136023.38   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                   | MICROCHIP TECH            | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |          81 | NS      | $5161.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                              | MICRON TECH               | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        1019 | NS      | $290832.79    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                           | ZURICH INSURANCE          | CUSIP: H9870Y105<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |          31 | NS      | $23549.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties Inc.                            | MILLROSE PROPERT          | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         238 | NS      | $7109.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp.                               | Westpac Banking Corp      | CUSIP: Q97417101<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |         787 | NS      | $20269.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                               | MONSTER BEVERAGE          | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        2414 | NS      | $185081.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Capcom Co Ltd.                                      | CAPCOM CO LTD             | CUSIP: J05187109<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |         200 | NS      | $4661.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                      | MORGAN STANLEY            | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |         725 | NS      | $128709.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd.                                            | CSL LTD                   | CUSIP: Q3018U109<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |         105 | NS      | $12095.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REA Group Ltd.                                      | REA GROUP LTD             | CUSIP: Q8051B108<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |         206 | NS      | $25207.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cochlear Ltd                                        | COCHLEAR LTD              | CUSIP: Q25953102<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |          48 | NS      | $8348.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp                                           | KDDI CORP                 | CUSIP: J31843105<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |         757 | NS      | $13090.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd.                              | DAIKIN INDS               | CUSIP: J10038115<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |          52 | NS      | $6666.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCO Corp.                                         | DISCO CORP                | CUSIP: J12327102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |          15 | NS      | $4613.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                             | NVR INC                   | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |           1 | NS      | $7292.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fast Retailing Co Ltd.                              | FAST RETAILING            | CUSIP: J1346E100<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |         432 | NS      | $157046.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                       | NETFLIX INC               | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        1540 | NS      | $144390.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp.                                        | ITOCHU CORP               | CUSIP: J2501P104<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |        1395 | NS      | $17590.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Itochu Enex Co Ltd                                  | ITOCHU ENEX CO            | CUSIP: J2502P103<br>LEI: 549300WO21DGCU3JY132 | Long             | EC               | CORP              | JP        |        4207 | NS      | $50979.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc.                          | TOKIO MARINE HD           | CUSIP: J86298106<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |         415 | NS      | $15412.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                                 | NEWMONT CORP              | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |         148 | NS      | $14777.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                  | NEXTERA ENERGY            | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |        1291 | NS      | $103641.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nike, Inc.                                          | NIKE INC -CL B            | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |         261 | NS      | $16628.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                | SMFG                      | CUSIP: J7771X109<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |         829 | NS      | $26680.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp.                            | PANASONIC HOLDIN          | CUSIP: J6354Y104<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |         495 | NS      | $6394.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Niterra Co Ltd.                                     | NITERRA CO LTD            | CUSIP: J49119100<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |         165 | NS      | $7259.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co Ltd.                                    | NINTENDO CO LTD           | CUSIP: J51699106<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |        1081 | NS      | $73123.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                         | NOVANTA INC               | CUSIP: 67000B104<br>LEI: 549300NBPHPTUPTS8070 | Long             | EC               | CORP              | CA        |          27 | NS      | $3212.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                        | NVIDIA CORP               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |        8082 | NS      | $1507293.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.                     | OCEANEERING INTL          | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |        1606 | NS      | $38592.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc.                                           | OKTA INC                  | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |          52 | NS      | $4496.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                   | OMNICOM GROUP             | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |          44 | NS      | $3553.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp.                                    | SONY GROUP CORP           | CUSIP: J76379106<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |       10047 | NS      | $258120.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                        | ORACLE CORP               | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |         891 | NS      | $173664.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tohoku Electric Power Co Inc                        | Tohoku Electric Power Co  | CUSIP: J85108108<br>LEI: 353800KTF7EYIIYHY088 | Long             | EC               | CORP              | JP        |         591 | NS      | $4350.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp.                                 | TOYOTA TSUSHO             | CUSIP: J92719111<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |         292 | NS      | $9832.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicharm Corp.                                      | UNICHARM CORP             | CUSIP: J94104114<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |       12416 | NS      | $70946.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                             | PTC INC                   | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |         232 | NS      | $40416.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                              | PALO ALTO NETWOR          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |         761 | NS      | $140176.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                  | DEUTSCHE BOERSE           | CUSIP: D1882G119<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |          24 | NS      | $6307.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                         | PAYCHEX INC               | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |          71 | NS      | $7964.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings Inc.                                | PAYPAL HOLDINGS           | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |         280 | NS      | $16346.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupe Bruxelles Lambert SA                         | GROUPE BRUX LAMB          | CUSIP: B4746J115<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |          66 | NS      | $5888.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                         | NOVARTIS AG-REG           | CUSIP: H5820Q150<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |         433 | NS      | $59906.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                    | ROCHE HLDG-GENUS          | CUSIP: H69293217<br>LEI: 549300U41AUUVOAAOB37 | Long             | EP               | CORP              | CH        |         151 | NS      | $62559.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                           | HOLCIM LTD                | CUSIP: H3816Q102<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |         112 | NS      | $10993.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                           | NESTLE SA-REG             | CUSIP: H57312649<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |         566 | NS      | $56258.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                         | PEPSICO INC               | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |         599 | NS      | $85968.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel S.p.A.                                         | ENEL SPA                  | CUSIP: T3679P115<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |        1713 | NS      | $17864.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Co.                            | PROCTER & GAMBLE          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        1286 | NS      | $184296.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                         | PROGRESSIVE CORP          | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |         847 | NS      | $192878.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                       | PROLOGIS INC              | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |         202 | NS      | $25787.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                      | PUBLIC STORAGE            | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |          82 | NS      | $21279.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulte Group Inc                                     | PULTEGROUP INC            | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          35 | NS      | $4104.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc.                                       | QUALCOMM INC              | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |         346 | NS      | $59183.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                             | REPUBLIC SVCS             | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |         869 | NS      | $184167.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Roblox Corporation                                  | ROBLOX CORP - A           | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          84 | NS      | $6806.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                              | ROPER TECHNOLOGI          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |         341 | NS      | $151789.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                                    | ROYAL GOLD INC            | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |         693 | NS      | $154046.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                      | S&P GLOBAL INC            | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |         255 | NS      | $133260.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc.                                     | SALESFORCE INC            | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |         278 | NS      | $73644.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd.                                            | SCHLUMBERGER NV           | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |        3174 | NS      | $121818.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                              | SEMPRA                    | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |         930 | NS      | $82109.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Servicenow Inc                                      | SERVICENOW INC            | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |         205 | NS      | $31403.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                        | SOUTHERN CO               | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |         984 | NS      | $85804.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Markets Inc                         | SPROUTS FARMERS           | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |         867 | NS      | $69073.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                                     | STARBUCKS CORP            | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |         246 | NS      | $20715.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SunocoCorp LLC                                      | SUNOCOCORP LLC            | CUSIP: 86765Q106<br>LEI: 529900W6BS3KGM2OOQ61 | Long             | EC               | CORP              | US        |         516 | NS      | $25428.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                           | SUPER MICRO COMP          | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |         113 | NS      | $3307.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                        | SYNOPSYS INC              | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |           4 | NS      | $1878.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                              | TJX COS INC               | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |         678 | NS      | $104147.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                     | T-MOBILE US INC           | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |         116 | NS      | $23552.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.        | TAIWAN SEMIC-ADR          | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |         570 | NS      | $173217.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc.                  | TAKE-TWO INTERAC          | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |         405 | NS      | $103692.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                           | TELEDYNE TECH             | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |           9 | NS      | $4596.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                           | TESLA INC                 | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |         892 | NS      | $401150.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Trade Desk Inc                                  | TRADE DESK INC-A          | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |          91 | NS      | $3454.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                        | THERMO FISHER             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |         323 | NS      | $187162.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Companies, Inc.                           | TRAVELERS COS IN          | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |         726 | NS      | $210583.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc.                             | TYLER TECHNOLOG           | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |           7 | NS      | $3177.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                               | UBER TECHNOLOGIE          | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |        2398 | NS      | $195940.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                        | B 03/19/26                | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13200000 | PA      | $13101742.10  | 4.95%             | 2026-03-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                        | B 04/16/26                | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13200000 | PA      | $13065656.21  | 4.94%             | 2026-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                        | B 06/11/26                | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10200000 | PA      | $10042200.29  | 3.80%             | 2026-06-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                        | B 01/08/26                | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1610000 | PA      | $1609066.65   | 0.61%             | 2026-01-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                        | B 02/26/26                | CUSIP: 912797RU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13650000 | PA      | $13575123.06  | 5.13%             | 2026-02-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                        | B 04/02/26                | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13700000 | PA      | $13578326.88  | 5.13%             | 2026-04-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                        | B 04/30/26                | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15150000 | PA      | $14974941.90  | 5.66%             | 2026-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                        | B 05/07/26                | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10200000 | PA      | $10074872.93  | 3.81%             | 2026-05-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                        | B 02/10/26                | CUSIP: 912797SQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13100000 | PA      | $13049754.43  | 4.93%             | 2026-02-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                        | B 05/28/26                | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12600000 | PA      | $12420967.99  | 4.70%             | 2026-05-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                        | B 06/04/26                | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8200000 | PA      | $8078588.42   | 3.05%             | 2026-06-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                             | UNITEDHEALTH GRP          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |         339 | NS      | $111907.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                         | VERIZON COMMUNIC          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |         933 | NS      | $38001.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                              | VERISK ANALYTI            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |         414 | NS      | $92607.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                            | VISA INC-CLASS A          | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |         985 | NS      | $345449.35    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc.                                    | VITAL FARMS INC           | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |        3101 | NS      | $99045.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                  | VOYA FINANCIAL I          | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |          55 | NS      | $4096.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                               | WEC ENERGY GROUP          | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |        1092 | NS      | $115162.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                         | WALMART INC               | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        4769 | NS      | $531314.29    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                              | WASTE MANAGEMENT          | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |         374 | NS      | $82171.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                             | WEX INC                   | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |         564 | NS      | $84024.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                         | WORKDAY INC-A             | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |          43 | NS      | $9235.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | AUDUSD Crncy Fut  Mar26   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |          24 | NC      | $9201.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JSE EQUITY DERIVATIVES MARKET                       | FTSE/JSE TOP 40   Mar26   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | ZA        |           4 | NC      | $2791.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TERNA - Rete Elettrica Nazionale S.p.A.             | TERNA-RETE ELETT          | CUSIP: T9471R100<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |        6940 | NS      | $73819.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mowi ASA                                            | MOWI ASA                  | CUSIP: R4S04H101<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |        2500 | NS      | $60319.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Group                                       | GOODMAN GROUP             | CUSIP: Q4229W132<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        6933 | NS      | $143313.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elia Group SA/NV                                    | ELIA GROUP SA/NV          | CUSIP: B35656105<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |         782 | NS      | $100781.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                            | ENGIE                     | CUSIP: F7629A107<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |         283 | NS      | $7450.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co Ltd.                              | DAIICHI SANKYO            | CUSIP: J11257102<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |        2849 | NS      | $60898.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cosan SA                                            | COSAN SA                  | CUSIP: P31573101<br>LEI: 549300PGFCX2JMKKLC96 | Long             | EC               | CORP              | BR        |        2763 | NS      | $2683.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Stock Exchange Group PLC                     | LONDON STOCK EX           | CUSIP: G5689U103<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |         101 | NS      | $12188.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                                           | ARKEMA                    | CUSIP: F0392W125<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |          57 | NS      | $3492.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                | SCHINDLER HLD-PC          | CUSIP: H7258G209<br>LEI: 5299007DRLI319H7Q933 | Long             | EP               | CORP              | CH        |          16 | NS      | $6043.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Savills PLC                                         | SAVILLS PLC               | CUSIP: G78283119<br>LEI: 213800WXICGMBWHTA933 | Long             | EC               | CORP              | GB        |        3241 | NS      | $43514.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuehne & Nagel International AG                     | KUEHNE & NAGEL-R          | CUSIP: H4673L145<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |          19 | NS      | $4107.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBM Offshore NV                                     | SBM OFFSHORE NV           | CUSIP: N7752F148<br>LEI: 549300RDGCRYZ5QE6513 | Long             | EC               | CORP              | NL        |        2514 | NS      | $72360.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian PLC                                        | EXPERIAN PLC              | CUSIP: G32655105<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |         120 | NS      | $5440.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOR SE                                             | SCOR SE                   | CUSIP: F15561677<br>LEI: 96950056ULJ4JI7V3752 | Long             | EC               | CORP              | FR        |         180 | NS      | $6077.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian S.p.A.                                     | PRYSMIAN SPA              | CUSIP: T7630L105<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |        2279 | NS      | $231273.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SalMar ASA                                          | SALMAR ASA                | CUSIP: R7445C102<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |         383 | NS      | $23463.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV AS                                              | DSV A/S                   | CUSIP: K31864117<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |         528 | NS      | $134173.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                                        | 3I GROUP PLC              | CUSIP: G88473148<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |         126 | NS      | $5542.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Financial Group Inc.                           | SONY FINANCIAL G          | CUSIP: J7639Z106<br>LEI: 353800O7BDSU41WOZA60 | Long             | EC               | CORP              | JP        |       10047 | NS      | $10648.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC                         | RECKITT BENCKISE          | CUSIP: G74079107<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |          91 | NS      | $7362.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola, S.A.                                     | IBERDROLA SA              | CUSIP: E6165F166<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |        4838 | NS      | $104950.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Relx PLC                                            | RELX PLC                  | CUSIP: G7493L105<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |         396 | NS      | $16121.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc.                 | MS&AD INSURANCE           | CUSIP: J4687C105<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |         205 | NS      | $4820.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP Renovaveis SA                                   | EDP RENOVAVEIS S          | CUSIP: E3847K101<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |         726 | NS      | $10269.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                 | AMADEUS IT GROUP          | CUSIP: E04648114<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |         118 | NS      | $8711.37      | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Dollarama Inc                                       | DOLLARAMA INC             | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |        1574 | NS      | $235245.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd, Hong Kong                            | AIA                       | CUSIP: Y002A1105<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |        2413 | NS      | $24772.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss RE AG                                         | SWISS RE AG               | CUSIP: H8431B109<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |          39 | NS      | $6540.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEGRO PLC                                           | SEGRO PLC                 | CUSIP: G80277141<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |         474 | NS      | $4603.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings Inc.                                 | SOMPO HOLDINGS I          | CUSIP: J7621A101<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |         183 | NS      | $6234.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bakkafrost P/F                                      | Bakkafrost P/F            | CUSIP: K0840B107<br>LEI: 2138007LH7OP4V112978 | Long             | EC               | CORP              | FO        |         536 | NS      | $27465.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunello Cucinelli S.p.A.                           | BRUNELLO CUCINEL          | CUSIP: T2R05S109<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |          45 | NS      | $5203.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group PLC                           | BANK OF IRELAND           | CUSIP: G0756R109<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |         508 | NS      | $9772.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                   | COMPASS GROUP             | CUSIP: G23296208<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |        2636 | NS      | $84001.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Netcompany Group AS                                 | NETCOMPANY GROUP          | CUSIP: K7020C102<br>LEI: 5299006DEGAWX1Z1X779 | Long             | EC               | CORP              | DK        |         878 | NS      | $49458.25     | 0.02%             |  |  |  | Yes           |                  1 | On Loan: No      |
| BE Semiconductor Industries NV                      | BE SEMICONDUCTOR          | CUSIP: N13107144<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |         271 | NS      | $42582.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rightmove PLC                                       | RIGHTMOVE                 | CUSIP: G7565D106<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |         542 | NS      | $3796.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WSP Global Inc                                      | WSP GLOBAL INC            | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |         866 | NS      | $156799.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT AB                                              | EQT AB                    | CUSIP: W3R27C102<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |         153 | NS      | $6045.78      | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Gaztransport Et Technigaz SA                        | GAZTRANSPORT ET TECHNIGA  | CUSIP: F42674113<br>LEI: 969500BVOHVZUUFWDT54 | Long             | EC               | CORP              | FR        |         258 | NS      | $47465.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                      | ATLAS COPCO-A             | CUSIP: W1R924252<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |         567 | NS      | $10226.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                      | ATLAS COPCO-B             | CUSIP: W1R924229<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |         336 | NS      | $5437.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                   | NATWEST GROUP PL          | CUSIP: G6422B147<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |         872 | NS      | $7661.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Sports Fashion PLC                               | JD SPORTS FASHIO          | CUSIP: G5144Y120<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |       36733 | NS      | $41821.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Aviation SA                                | DASSAULT AVIATIO          | CUSIP: F24539169<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |         202 | NS      | $64976.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NIBE Industrier AB                                  | NIBE INDUSTRIE-B          | CUSIP: W6S38Z126<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |        2123 | NS      | $8213.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN OIL FUTR  Mar26   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -11 | NC      | $15280.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                    | NOVO NORDISK-B            | CUSIP: K72807140<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |        2173 | NS      | $111208.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria De Diseno Textil SA                       | INDITEX                   | CUSIP: E6282J125<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |         222 | NS      | $14693.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | BP CURRENCY FUT   Mar26   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |         -87 | NC      | $-62964.37    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Tomra Systems ASA                                   | TOMRA SYSTEMS AS          | CUSIP: R91733155<br>LEI: 549300J726JCFJU3VT89 | Long             | EC               | CORP              | NO        |         325 | NS      | $4385.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                             | SAAB AB-B                 | CUSIP: W72838175<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |        4623 | NS      | $269948.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker Solutions ASA                                  | AKER SOLUTIONS A          | CUSIP: R0138P118<br>LEI: 5967007LIEEXZXG42836 | Long             | EC               | CORP              | NO        |       14458 | NS      | $44350.97     | 0.02%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Recruit Holdings Co Ltd.                            | RECRUIT HOLDINGS          | CUSIP: J6433A101<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |        1859 | NS      | $105003.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico (United Mexican States)                      | MBONO 8 1/2 03/02/28      | CUSIP: P4R07X4A1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   198730000 | PA      | $11159079.52  | 4.22%             | 2028-03-02      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Short Euro-BTP Fu Mar26   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |         -11 | NC      | $-879.34      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Computacenter PLC                                   | COMPUTACENTER PL          | CUSIP: G23356150<br>LEI: 549300XSXUZ1I19DB105 | Long             | EC               | CORP              | GB        |         159 | NS      | $6280.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amrize Ltd.                                         | AMRIZE LTD                | CUSIP: H2927K103<br>LEI: 529900SLCCO6K43P8146 | Long             | EC               | CORP              | CH        |         112 | NS      | $6160.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Auto Trader Group PLC                               | AUTO TRADER               | CUSIP: G06708104<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |         430 | NS      | $3399.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                        | UNILEVER PLC              | CUSIP: G92087348<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |         483 | NS      | $31639.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                         | SHOPIFY INC - A           | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |         260 | NS      | $41863.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit S.p.A.                                    | UNICREDIT SPA             | CUSIP: T9T23L642<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |         296 | NS      | $24662.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                       | ASSA ABLOY AB-B           | CUSIP: W0817X204<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |         145 | NS      | $5652.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc.                              | WASTE CONNECTION          | CUSIP: 94106B101<br>LEI: 549300ZX1Z8QGWASPX54 | Long             | EC               | CORP              | CA        |         636 | NS      | $111541.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICG PLC                                             | ICG PLC                   | CUSIP: G4807D192<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | RF                | GB        |         166 | NS      | $4596.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coles Group Ltd.                                    | COLES GROUP LTD           | CUSIP: Q26203408<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |         382 | NS      | $5464.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydro One Ltd                                       | HYDRO ONE LTD             | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |        1064 | NS      | $42356.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Softcat PLC                                         | SOFTCAT PLC               | CUSIP: G8251T108<br>LEI: 213800N42YZLR9GLVC42 | Long             | EC               | CORP              | GB        |         229 | NS      | $4374.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Future PLC                                          | FUTURE PLC                | CUSIP: G37005132<br>LEI: 213800K2581YRLEXV353 | Long             | EC               | CORP              | GB        |        3273 | NS      | $23229.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                            | ADYEN NV                  | CUSIP: N3501V104<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |           3 | NS      | $4846.10      | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CORN FUTURE       Mar26   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -33 | NC      | $9181.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                | MILL WHEAT EURO   Mar26   | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Short            | DCO              | CORP              | FR        |        -343 | NC      | $40548.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | COCOA FUTURE      Mar26   | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -21 | NC      | $6358.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $7.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2390389 | NC      | $9271.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      288901 | NC      | $1108.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       17000 | NC      | $-70.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      480000 | NC      | $-5064.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      464000 | NC      | $-4833.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      469000 | NC      | $-4861.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      462000 | NC      | $-4365.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19000 | NC      | $-239.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1720457 | NC      | $-18061.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       30000 | NC      | $-91.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1291000 | NC      | $-7470.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1302160 | NC      | $-1703.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      818000 | NC      | $8869.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      295000 | NC      | $4224.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      238000 | NC      | $2791.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      259000 | NC      | $2507.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      249000 | NC      | $3006.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14000 | NC      | $173.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $124.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      257172 | NC      | $2074.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      247146 | NC      | $1933.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      241038 | NC      | $3298.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      236463 | NC      | $3035.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      256000 | NC      | $3414.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      262000 | NC      | $3264.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2589000 | NC      | $33230.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      127818 | NC      | $2297.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $174.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $151.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $18.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $15.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $28.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11000 | NC      | $305.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5368343 | NC      | $143288.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1127688 | NC      | $30099.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $193.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $193.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1000 | NC      | $12.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20000 | NC      | $236.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14000 | NC      | $196.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $174.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $174.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       15000 | NC      | $177.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $118.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11000 | NC      | $91.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       24000 | NC      | $169.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       25000 | NC      | $109.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       33000 | NC      | $280.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12000 | NC      | $128.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CNH   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      774000 | NC      | $9679.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CNH   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      647000 | NC      | $8026.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CNH   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      265775 | NC      | $2982.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CNH   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      255344 | NC      | $2873.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CNH   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      656887 | NC      | $4611.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - COP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      901000 | NC      | $-8304.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - COP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1748000 | NC      | $-5892.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CZK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      854500 | NC      | $3599.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EGP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920106 | NC      | $183871.65    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EGP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      422000 | NC      | $83699.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EGP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      244000 | NC      | $28941.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EGP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      253000 | NC      | $31726.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EGP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      298000 | NC      | $33885.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EGP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      259000 | NC      | $28391.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EGP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      249000 | NC      | $26633.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EGP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      351000 | NC      | $36800.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EGP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      264227 | NC      | $22445.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EGP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1680863 | NC      | $122924.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EGP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1591869 | NC      | $117073.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EGP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      192000 | NC      | $13108.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EGP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3882 | NC      | $244.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EGP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      135000 | NC      | $9320.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EGP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      212000 | NC      | $13303.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EGP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      365000 | NC      | $22839.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EGP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      337000 | NC      | $7048.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EGP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      194000 | NC      | $4623.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EGP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      159000 | NC      | $3743.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   110084203 | NC      | $376.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   214396057 | NC      | $908.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   105864165 | NC      | $319.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   436085408 | NC      | $5073.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   333737320 | NC      | $2255.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   637647220 | NC      | $-3246.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   666406125 | NC      | $-2814.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   552661879 | NC      | $-252.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   565768656 | NC      | $-4973.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   226722228 | NC      | $-2784.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   280092369 | NC      | $-4550.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   835939510 | NC      | $-23935.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    90889446 | NC      | $-3372.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    87086992 | NC      | $-3528.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       24095 | NC      | $-52.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HKD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      360000 | NC      | $-1569.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HKD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      583000 | NC      | $-1889.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HKD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      577474 | NC      | $-1177.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2439760 | NC      | $37297.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11000 | NC      | $175.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1121039 | NC      | $-4999.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       42000 | NC      | $499.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       85000 | NC      | $764.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       56000 | NC      | $518.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       53000 | NC      | $57.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       38000 | NC      | $158.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       48000 | NC      | $10.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       38000 | NC      | $100.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       39000 | NC      | $175.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1706000 | NC      | $1504.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      677000 | NC      | $400.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      749000 | NC      | $1380.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       34000 | NC      | $71.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1496000 | NC      | $4355.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1088000 | NC      | $2683.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1098000 | NC      | $4789.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       41000 | NC      | $12.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11000 | NC      | $130.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1443000 | NC      | $25379.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1458000 | NC      | $22959.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18000 | NC      | $185.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18000 | NC      | $179.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $137.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      346984 | NC      | $6970.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1043459 | NC      | $17960.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1045031 | NC      | $6121.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       32000 | NC      | $99.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       32000 | NC      | $60.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - IDR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $-5.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2631554 | NC      | $4634.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      106000 | NC      | $54.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       25000 | NC      | $-1.94        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1111113 | NC      | $-1448.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - JPY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      620411 | NC      | $-508.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1877584 | NC      | $31743.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11000 | NC      | $185.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      656000 | NC      | $10169.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14000 | NC      | $265.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       13000 | NC      | $301.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      203000 | NC      | $4993.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      185000 | NC      | $4646.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $252.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      259000 | NC      | $1547.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      890000 | NC      | $-4735.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      429000 | NC      | $8010.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      412000 | NC      | $7623.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      228054 | NC      | $4625.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      228021 | NC      | $4657.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      206534 | NC      | $4106.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      228191 | NC      | $4487.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      660000 | NC      | $10057.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      272235 | NC      | $4134.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      261509 | NC      | $4022.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      352000 | NC      | $4516.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      248623 | NC      | $3304.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      858000 | NC      | $10064.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      881040 | NC      | $2188.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      510000 | NC      | $1060.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      532000 | NC      | $777.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      516000 | NC      | $995.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      512000 | NC      | $830.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      514000 | NC      | $722.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      528000 | NC      | $949.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      520000 | NC      | $561.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      508000 | NC      | $899.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      516000 | NC      | $1009.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      520000 | NC      | $631.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      334596 | NC      | $-983.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      327938 | NC      | $-931.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NGN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      212000 | NC      | $27035.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NGN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      436000 | NC      | $56136.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1346848 | NC      | $22499.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9167 | NC      | $153.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       71000 | NC      | $1257.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $166.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $105.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11000 | NC      | $80.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       16000 | NC      | $51.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12000 | NC      | $91.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       24000 | NC      | $-0.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       26000 | NC      | $35.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19000 | NC      | $56.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18000 | NC      | $70.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19000 | NC      | $75.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $72.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       24000 | NC      | $-59.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PHP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      349000 | NC      | $-2156.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PHP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      336000 | NC      | $-2143.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2920275 | NC      | $64387.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      119000 | NC      | $2721.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       58000 | NC      | $1103.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       63000 | NC      | $1148.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       48000 | NC      | $886.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       29000 | NC      | $338.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       15000 | NC      | $245.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       40000 | NC      | $428.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       42000 | NC      | $414.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       33000 | NC      | $417.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23000 | NC      | $299.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       33000 | NC      | $394.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $-4.67        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $17.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       66000 | NC      | $-170.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $12.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       68000 | NC      | $86.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18000 | NC      | $-13.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       53000 | NC      | $67.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $8.68         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $7.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2398163 | NC      | $88219.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       76000 | NC      | $2948.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11000 | NC      | $309.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $272.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       27000 | NC      | $552.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19000 | NC      | $480.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       40000 | NC      | $717.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       40000 | NC      | $729.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       31000 | NC      | $644.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       49000 | NC      | $745.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       40000 | NC      | $490.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       39000 | NC      | $144.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       71000 | NC      | $429.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       60000 | NC      | $469.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       31000 | NC      | $285.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       63000 | NC      | $473.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       60000 | NC      | $598.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       51000 | NC      | $186.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       53000 | NC      | $-201.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       72000 | NC      | $-409.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      106000 | NC      | $-191.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      100000 | NC      | $-54.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       99000 | NC      | $30.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SGD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $66.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - THB   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      654000 | NC      | $-2292.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TRY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      859000 | NC      | $60179.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TRY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      204000 | NC      | $16502.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TRY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      275147 | NC      | $16971.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TRY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      277356 | NC      | $17086.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TRY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      277462 | NC      | $16981.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TRY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      277538 | NC      | $16904.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TRY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      270933 | NC      | $16751.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TRY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       33544 | NC      | $2009.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TRY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      160148 | NC      | $8510.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TRY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      178761 | NC      | $9562.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TRY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      146302 | NC      | $7777.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TRY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      610529 | NC      | $170676.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TRY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      499296 | NC      | $26557.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TRY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      587463 | NC      | $24712.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TRY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      506706 | NC      | $18849.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TRY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      175396 | NC      | $2507.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TRY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      149055 | NC      | $1981.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TRY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      168526 | NC      | $691.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TRY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      168952 | NC      | $688.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TRY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      165618 | NC      | $672.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $-88.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       29000 | NC      | $-31.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       33000 | NC      | $87.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       33000 | NC      | $187.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       35000 | NC      | $209.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       17000 | NC      | $-35.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    41489700 | NC      | $-58469.45    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       77310 | NC      | $-113.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4510901 | NC      | $6328.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3730997 | NC      | $4626.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3513522 | NC      | $3938.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9971520 | NC      | $-16602.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    93974157 | NC      | $-115608.52   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    89019714 | NC      | $-110170.40   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    44064000 | NC      | $-169204.99   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8462000 | NC      | $-5517.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2231293 | NC      | $-16806.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      152070 | NC      | $-1145.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9168552 | NC      | $-17093.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    21224353 | NC      | $-39569.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9127670 | NC      | $-17017.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17631837 | NC      | $-14631.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       58342 | NC      | $-464.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7125123 | NC      | $-10908.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   206794194 | NC      | $-316608.37   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    22463102 | NC      | $-56573.05    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8824357 | NC      | $-11744.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5254519 | NC      | $-7025.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5437950 | NC      | $-7185.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5231033 | NC      | $-6725.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1722000 | NC      | $-7067.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6640094 | NC      | $-6767.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6363374 | NC      | $-6440.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9733441 | NC      | $-10094.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12148651 | NC      | $-11863.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5650701 | NC      | $-9125.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5650701 | NC      | $-9176.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    21049464 | NC      | $-33767.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   115555654 | NC      | $-2732.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      187415 | NC      | $-296.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      543405 | NC      | $-1103.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      522922 | NC      | $-1646.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8810 | NC      | $-152.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5883219 | NC      | $-4846.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5773312 | NC      | $-4759.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12921 | NC      | $-69.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    96871981 | NC      | $3105.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1655946 | NC      | $-54.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    42649735 | NC      | $-1187.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13396833 | NC      | $-12994.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1653090 | NC      | $-46.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    42061041 | NC      | $-1390.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    67366228 | NC      | $20177.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3831429 | NC      | $1147.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6290410 | NC      | $-684.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   156454236 | NC      | $-17035.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    50605403 | NC      | $-5510.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    41001972 | NC      | $-11395.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  2763799266 | NC      | $-186.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 11742069164 | NC      | $-790.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 33192120340 | NC      | $-2235.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      997584 | NC      | $278.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      595610 | NC      | $-72.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   144913230 | NC      | $-1622.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2265500 | NC      | $-31.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3309256 | NC      | $-101.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7998 | NC      | $-124.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8488865 | NC      | $-2926.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1615782 | NC      | $-556.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6644443 | NC      | $-2290.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4967021 | NC      | $-2506.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8271730 | NC      | $2015.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7947348 | NC      | $1961.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       50468 | NC      | $-56.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      463941 | NC      | $-30.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14765854 | NC      | $-72.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      887594 | NC      | $-9.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      909790 | NC      | $-52.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      169817 | NC      | $-235.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1987591500 | NC      | $-30106.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    31003580 | NC      | $-2562.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    32101696 | NC      | $-2695.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18144270 | NC      | $-830.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17788200 | NC      | $-808.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2024855 | NC      | $2568.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1791296 | NC      | $2488.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1687089 | NC      | $2192.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    21825510 | NC      | $-25544.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   167099000 | NC      | $14.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      592232 | NC      | $-14.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    35302560 | NC      | $-512.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      192748 | NC      | $404.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12869 | NC      | $-28.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       36006 | NC      | $-28.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      283246 | NC      | $-102.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    47015045 | NC      | $-5967.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4159854 | NC      | $-11569.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  2857113180 | NC      | $-42867.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9354607 | NC      | $14986.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      790014 | NC      | $-381.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14371 | NC      | $-2.69        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1416497 | NC      | $46.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16413740 | NC      | $-102.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      914731 | NC      | $-106.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12845 | NC      | $-9.76        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7917 | NC      | $-22.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    46590787 | NC      | $-2367.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1288993320 | NC      | $-1449.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5621032 | NC      | $-325.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1172575400 | NC      | $-1333.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17198898 | NC      | $-2032.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6306558 | NC      | $-293.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6519041 | NC      | $-5938.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20126018 | NC      | $-2374.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      713485 | NC      | $-788.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2876055 | NC      | $364.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      916923 | NC      | $-131.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12852 | NC      | $-15.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14396648 | NC      | $10014.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1873469 | NC      | $-259.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1945047 | NC      | $-107.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1164881 | NC      | $-1574.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7925 | NC      | $-31.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      117710 | NC      | $9.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      911365 | NC      | $-69.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      140146 | NC      | $-154.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12881 | NC      | $-38.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       93096 | NC      | $-125.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6634553 | NC      | $-4671.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    24950523 | NC      | $-2905.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9491378 | NC      | $-13562.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    24601433 | NC      | $-3570.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9516559 | NC      | $-18081.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    45083428 | NC      | $-36428.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6271562 | NC      | $-5021.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    41727571 | NC      | $-1372.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    79389180 | NC      | $-1124.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      701979 | NC      | $-647.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      587380 | NC      | $67.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      822332 | NC      | $93.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12865 | NC      | $-25.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   123781560 | NC      | $-1949.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      498455 | NC      | $-454.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      707046 | NC      | $43.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1086018 | NC      | $0.47         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    45423679 | NC      | $-26787.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1113393 | NC      | $-465.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    35418456 | NC      | $-593.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12869 | NC      | $-29.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      707371 | NC      | $37.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1374278 | NC      | $-5662.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1321395 | NC      | $-5170.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      695279 | NC      | $-108.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      261403 | NC      | $64.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19233 | NC      | $11.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      590260 | NC      | $18.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      205098 | NC      | $-812.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       35756 | NC      | $40.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      169926 | NC      | $140.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20891808 | NC      | $-771.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   167999000 | NC      | $-38.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1509955 | NC      | $-14.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      314574 | NC      | $-3.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      708936 | NC      | $11.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    37547640 | NC      | $-71.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      904870 | NC      | $1.99         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      904870 | NC      | $1.99         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20492 | NC      | $30.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  3672313790 | NC      | $15821.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1586256 | NC      | $-4709.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1557545 | NC      | $-4556.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1329467300 | NC      | $-443.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      534215 | NC      | $12.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2423346 | NC      | $19.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      906680 | NC      | $-18.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       17959 | NC      | $4.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17830835 | NC      | $-428.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 12552882000 | NC      | $58694.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 12590074500 | NC      | $49073.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   924676500 | NC      | $-254.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2978820 | NC      | $277.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2419697 | NC      | $81.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    38891448 | NC      | $-4.70        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      904610 | NC      | $4.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23064 | NC      | $26.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  2671511000 | NC      | $9906.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   419047500 | NC      | $-40.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1776510 | NC      | $-41.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    53335130 | NC      | $-33.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      904710 | NC      | $3.76         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       17966 | NC      | $-0.45        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4040348 | NC      | $180611.09    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1015482 | NC      | $45393.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       24000 | NC      | $1070.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1680000 | NC      | $72466.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23000 | NC      | $903.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23000 | NC      | $900.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18000 | NC      | $646.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         428 | NC      | $15.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       15000 | NC      | $507.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       13000 | NC      | $457.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       16000 | NC      | $543.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      529000 | NC      | $14562.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23000 | NC      | $628.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      134000 | NC      | $3636.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       25000 | NC      | $602.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      675696 | NC      | $21493.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      336000 | NC      | $10286.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      258000 | NC      | $7806.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19000 | NC      | $605.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      349961 | NC      | $11210.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      286333 | NC      | $9170.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      386000 | NC      | $11151.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19000 | NC      | $568.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      387000 | NC      | $8688.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      345000 | NC      | $9105.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       16000 | NC      | $306.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10000 | NC      | $145.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18000 | NC      | $257.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1301178 | NC      | $14366.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14000 | NC      | $171.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       39000 | NC      | $497.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       39000 | NC      | $536.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      170000 | NC      | $1485.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      177000 | NC      | $1499.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       35000 | NC      | $312.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20000 | NC      | $164.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       40000 | NC      | $215.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       16000 | NC      | $59.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       15000 | NC      | $-11.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | C$ CURRENCY FUT   Mar26   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |         -37 | NC      | $-13669.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CDX.NA.IG SERIES 45                                 | MARKIT CDX.NA.IG.45 12/30 | CUSIP: N/A<br>LEI: N/A                        | Long             | DCR              | CORP              | N/A       |    -3439000 | PA      | $77871.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CDX.NA.HY SERIES 45                                 | MARKIT CDX.NA.HY.45 12/30 | CUSIP: N/A<br>LEI: N/A                        | Long             | DCR              | CORP              | N/A       |     6262000 | PA      | $-477180.12   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MONEP                                | CAC40 10 EURO FUT Jan26   | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Long             | DE               | CORP              | FR        |          21 | NC      | $6582.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | WTI CRUDE FUTURE  Feb26   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          11 | NC      | $-10517.38    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                                       | CRUDE OIL FUT OPT Feb26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |          12 | NC      | $840.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | CRUDE OIL FUT OPT Jun26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |          86 | NC      | $8600.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | CAN 10YR BOND FUT Mar26   | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DIR              | CORP              | CA        |          27 | NC      | $8604.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | BRENT CRUDE FUTR  Mar26   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          13 | NC      | $8673.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                                       | CRUDE OIL OPT IPE Mar26C  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | GB        |         -10 | NC      | $-10200.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | CRUDE OIL OPT IPE Mar26C  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | GB        |         -10 | NC      | $-6900.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | CRUDE OIL OPT IPE Mar26C  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | GB        |         -10 | NC      | $-3700.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | CRUDE OIL OPT IPE Mar26C  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | GB        |         -10 | NC      | $-2000.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | CRUDE OIL OPT IPE Mar26P  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | GB        |         -10 | NC      | $-3200.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | CRUDE OIL OPT IPE Mar26P  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | GB        |         -94 | NC      | $-62040.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | CRUDE OIL OPT IPE Mar26P  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | GB        |         -10 | NC      | $-11700.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | CRUDE OIL OPT IPE Mar26P  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | GB        |         -10 | NC      | $-17500.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | CRUDE OIL OPT IPE Jun26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | GB        |          37 | NC      | $4070.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | COTTON NO.2 FUTR  Mar26   | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -53 | NC      | $42937.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CDX.EM SERIES 44                                    | MARKIT CDX.EM.44 12/30    | CUSIP: N/A<br>LEI: N/A                        | Long             | DCR              | CORP              | N/A       |    -3092000 | PA      | $-33248.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | SX5E Dividend Fut Dec27   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DE               | CORP              | DE        |         -14 | NC      | $-22564.76    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | COFF ROBUSTA 10tn Mar26   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |          -9 | NC      | $12968.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | DAX Mini Future   Mar26   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | DE        |           9 | NC      | $20802.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | DISP 113 UBS SPX          | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       10000 | NS      | $4461.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | DISP 114 UBS SPX          | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       15000 | NS      | $-447.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | DISP 122 MS JAN 26        | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       20000 | NS      | $-9609.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | DISP 124 MLI JAN 26       | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       25000 | NS      | $29146.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | DISP 125 MLI JAN 26       | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       25000 | NS      | $525.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | DISP 127 CIT JAN 26       | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       25000 | NS      | $-42016.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | DISP 128 MLI JAN 26       | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       25000 | NS      | $-7167.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | DISP 130 MLI JUN 26       | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       40000 | NS      | $-42240.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | DISP 132 UBS SX5E         | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       10000 | NS      | $-1078.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | DISP 133 JPME 280425      | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       30000 | NS      | $17249.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | DISP 137 BAR 270525       | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       15000 | NS      | $-11811.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | DISP 140 JPME  SX5E       | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       20000 | NS      | $9418.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | DISP 141 BAR 250625       | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       20000 | NS      | $28057.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | DISP 143 UBS SX5E         | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       15000 | NS      | $17191.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | DISP 144 UBS SPX VOL      | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       25000 | NS      | $47339.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | DISP 145 CITI 050925      | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       10000 | NS      | $15082.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | DISP 147 BAR 260925       | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       20000 | NS      | $14199.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | DISP 148 CITI SPX         | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       20000 | NS      | $-1616.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | DISP 150 JPME SPX         | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       20000 | NS      | $-3817.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | DISP 151 GS SX5E          | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       10000 | NS      | $-4021.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | DISP 153 BAR 270115       | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       30000 | NS      | $-77395.02    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | DJIA MINI e-CBOT  Mar26   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DE               | CORP              | US        |           2 | NC      | $-2360.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-SCHATZ FUT   Mar26   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DIR              | CORP              | DE        |          14 | NC      | $-1034.07     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | EURO FX CURR FUT  Mar26   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |         -22 | NC      | $7235.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | S&P500 EMINI FUT  Mar26   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |         100 | NC      | $81884.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                                       | S&P500 EMINI OPTN Mar26P  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |          75 | NC      | $231562.50    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | S&P500 EMINI OPTN Dec26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |           4 | NC      | $28750.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | S&P500 EMINI OPTN Dec26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |           6 | NC      | $31800.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | S&P500 EMINI OPTN Dec26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |           4 | NC      | $19100.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | S&P500 EMINI OPTN Dec26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |           6 | NC      | $25800.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | S&P500 EMINI OPTN Dec26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |           4 | NC      | $13850.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | S&P500 EMINI OPTN Dec26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |           6 | NC      | $18675.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | S&P500 EMINI OPTN Dec26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |           6 | NC      | $15000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | S&P500 EMINI OPTN Dec26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |           6 | NC      | $9600.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | S&P500 EMINI OPTN Dec26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |           6 | NC      | $7725.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CATTLE FEEDER FUT Mar26   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DCO              | CORP              | US        |          -5 | NC      | $-54803.58    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US 5YR NOTE (CBT) Mar26   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DIR              | CORP              | US        |         105 | NC      | $-14375.44    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | VSTOXX Future     Jan26   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DE               | CORP              | DE        |         -31 | NC      | $4477.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                                       | USDpJPYc iOT 110          | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      633000 | PA      | $1519.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpJPYc iOT 110 WDKO     | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      730000 | PA      | $1825.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpBRLc Digi 5.6 11/8/26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      494000 | PA      | $201968.08    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpBRLc Digi 5.6 11/5/26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      494000 | PA      | $244820.54    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpBRLc Digi 5.6 11/2/26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      494000 | PA      | $326980.10    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | EURcHUFp 470 11/03/2026   | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |     4853000 | PA      | $492.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpJPYc OT 109 08/1/2026 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |     2343000 | PA      | $2.34         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpJPYc Digi 101 9/04/26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |     5224000 | PA      | $179.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDcHKDp 7.8 09/04/2026   | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |    23746000 | PA      | $10715.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | AUDcUSDp OT 0.84 15/04/26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | AU        |     1896000 | PA      | $1.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | EURcHUFp 490 11/03/2026   | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              | CORP              | US        |    -5335000 | PA      | $-276.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | EURcHUFp 500 10/03/2026   | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              | CORP              | US        |    -4364000 | PA      | $-163.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpKRWc OT 1050 7/5/2026 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |     2543000 | PA      | $2.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpJPYc Digi 127 12/5/27 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      608000 | PA      | $29009.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDcHKDp 7.85 09/04/2026  | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              | CORP              | US        |   -24075000 | PA      | $-4850.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpMXNc Digi 17.3        | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      934000 | PA      | $118255.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GBPpSGDc Digi 1.6 21/5/26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | GB        |      465000 | PA      | $14603.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | EURcUSDp Digi 1.4250      | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |     1111000 | PA      | $5256.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | MXNcJPYp Digi 8.88 6/7/26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | MX        |    10827000 | PA      | $158947.49    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpBRLc 5.0 06/01/2026   | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |     4773000 | PA      | $4.77         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GBPpUSDc Digi 1.27        | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | GB        |      221000 | PA      | $18.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GBPpAUDc Digi 1.95        | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | GB        |      398000 | PA      | $2680.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | EURpHUFc Digi 381 20/5/26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      292000 | PA      | $105394.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | EURpPLNc Digi 4.21        | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      124000 | PA      | $50227.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpBRLc Digi 5.3 16/1/26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      481000 | PA      | $27529.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | EURpHUFc Digi 381 28/8/26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      228000 | PA      | $78857.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpZARc Digi 17.50 DKO   | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              | CORP              | US        |      -95000 | PA      | $-5795.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpZARc Digi 17.50 DKO   | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |       95000 | PA      | $5795.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | EURpHUFc Digi 378 23/9/26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      244000 | PA      | $69430.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpCOPc Digi 4025        | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      102000 | PA      | $53344.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | EURpPLNc Digi 4.18        | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      127000 | PA      | $44827.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GBPpUSDc 1.25 06/03/2026  | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | GB        |    17520000 | PA      | $6621.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | EURpHUFc Digi 374         | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      400000 | PA      | $85871.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | EURpHUFc Digi 366 8/12/26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      317000 | PA      | $39577.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | AUDcCADp OT 1.0 08/01/26  | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | AU        |      435000 | PA      | $0.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GBPcUSDp OT 1.575 14/9/26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | GB        |      310000 | PA      | $10990.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDcBRLp Digi 6.35        | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      298000 | PA      | $39893.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | EURpHUFc Digi 351         | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      702000 | PA      | $27704.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDcZARp Digi 18.82       | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      106000 | PA      | $334.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDcBRLp Digi 6.12        | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      299000 | PA      | $5634.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDcMXNp Digi 19.66       | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      251000 | PA      | $1843.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | EURcUSDp Digi 1.275       | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      312000 | PA      | $4342.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpBRLc iOT 4.55 17/9/27 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      251000 | PA      | $36796.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpBRLcOT 4.82 23/09/27  | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      302000 | PA      | $90267.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpTRYc Digi 59.55       | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      306000 | PA      | $99456.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDcCADp Digi 1.415       | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      307000 | PA      | $62325.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpMXNc OT 16.85         | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      228000 | PA      | $72504.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpKRWc Digi 1355        | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      228000 | PA      | $14818.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpKRWc Digi 1310        | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      228000 | PA      | $12820.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | AUDcNZDp Digi 1.1960      | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | AU        |      316000 | PA      | $17492.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | AUDcCADp Digi 0.9575      | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | AU        |      312000 | PA      | $40248.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | EURpGBPc Digi 0.8600      | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      270000 | PA      | $57221.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | AUDcNZDp OT 1.36 28/06/27 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | AU        |    12404000 | PA      | $152287.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | EURcUSDp Digi 1.2000      | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      153000 | PA      | $1167.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | EURpHUFc Digi 361         | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      334000 | PA      | $33988.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDcCNHp Digi 7.13        | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      233000 | PA      | $35219.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDcINRp 88.49 16/01/2026 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |     6403000 | PA      | $116415.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpINRc 88.49 16/01/2026 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |     6403000 | PA      | $1373.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpBRLc OT 4.76          | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      352000 | PA      | $92576.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpBRLc 5.25 27/01/2026  | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |     5546000 | PA      | $3896.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GBPpJPYc 190.0            | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | GB        |     6262000 | PA      | $314.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpZARc 16.75 RKO 16.25  | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |     6435000 | PA      | $65919.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpCLPc Digi 888 18/2/26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      212000 | PA      | $81119.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GBPcUSDp Digi 1.36        | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | GB        |     1190000 | PA      | $408225.52    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpCLPc Digi 863         | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      229000 | PA      | $69122.48     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpZARc Digi 17.03       | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      214000 | PA      | $148702.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpBRLc OT 5.02/25/2/26  | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      223000 | PA      | $1338.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDcCNHp Digi 7.12        | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      411000 | PA      | $64669.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | NZDpUSDc Digi 0.5650      | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | NZ        |      272000 | PA      | $48683.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpBRLc OT 5.12 5/2/2026 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      128000 | PA      | $2304.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpKRWc Digi 1428        | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      129000 | PA      | $30696.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpBRLc OT 5.06          | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      167000 | PA      | $15497.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpBRLc OT 5.08 16/01/26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      218000 | PA      | $0.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | NZDpUSDc Digi 0.5300      | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | NZ        |      300000 | PA      | $17632.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpCLPc Digi 866         | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      227000 | PA      | $62139.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | EURpGBPc .87              | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              | CORP              | US        |    -1811000 | PA      | $-6921.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | EURcGBPp .91              | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |     2415000 | PA      | $667.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpBRLc OT 4.93          | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      158000 | PA      | $5703.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDcCNHp Digi 7.10        | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      257000 | PA      | $38133.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpTWDc Digi 28.55       | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |       79000 | PA      | $1302.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpBRLc OT 4.89          | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      269000 | PA      | $16032.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpKRWc 1430 ERKO 1400   | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |     3923000 | PA      | $4034.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDcJPYp 160 05/01/2026   | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |     3488000 | PA      | $35.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | MXNcJPYp Digi 8.75        | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | MX        |     6363000 | PA      | $130617.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | EURpMXNc 19.45 ERKO 19    | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      113000 | PA      | $28435.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpKRWc Digi 1427        | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      151000 | PA      | $48691.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpBRLc OT 5.09 24/2/26  | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      130000 | PA      | $5005.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDCKRWP OT 1497 28/1/26  | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              | CORP              | US        |     -130000 | PA      | $-15613.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | AUDcUSDp Digi 0.69 6/3/26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | AU        |      635000 | PA      | $67783.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpBRLc 5.25 05/01/2026  | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              | CORP              | US        |    -2126000 | PA      | $-7.46        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpBRLc Digi 5.16        | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      424000 | PA      | $68806.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpZARc 16.8 08/01/2026  | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              | CORP              | US        |    -1032000 | PA      | $-15197.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpBRLc 5.35 08/01/2026  | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |     2023000 | PA      | $777.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpBRLc 5.28 08/01/2026  | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              | CORP              | US        |    -4046000 | PA      | $-269.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpBRLc Digi 5.51        | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      153000 | PA      | $45352.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpJPYc 153 13/01/2026   | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |     6832000 | PA      | $5175.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDcJPYp 158.5 13/01/2026 | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              | CORP              | US        |    -2720000 | PA      | $-4098.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpBRLc 5.35 RKO 5.24    | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |     8722000 | PA      | $4945.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GBPpJPYc Digi 185         | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | GB        |      622000 | PA      | $84438.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | EURcBRLp 7.35 06/2026     | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      218000 | PA      | $46937.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDcJPYp Digi 159.75      | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |       75000 | PA      | $6980.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpJPYc 154.5 22/01/2026 | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |     2756000 | PA      | $9266.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDcJPYp 159. 22/01/2026  | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              | CORP              | US        |    -2756000 | PA      | $-5663.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | NZDpUSDc 0.57             | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              | CORP              | NZ        |    -3560000 | PA      | $-13624.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDpBRLc Digi 5.45        | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      121000 | PA      | $49342.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | EURpUSDc 1.15 31/03/2026  | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |     7811000 | PA      | $26668.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | USDcCADp 1.4 26/02/2026   | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |    14598000 | PA      | $18274.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | LONG GILT FUTURE  Mar26   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |          69 | NC      | $5236.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                             | AON PLC-CLASS A           | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |         453 | NS      | $159854.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                             | ARCH CAPITAL GRP          | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |        1621 | NS      | $155486.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                       | ACCENTURE PLC-A           | CUSIP: G1151C101<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |         201 | NS      | $53928.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                           | LINDE PLC                 | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |         416 | NS      | $177378.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NVent Electric PLC                                  | NVENT ELECTRIC            | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        1302 | NS      | $132764.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                              | TRANE TECHNOLOGI          | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |         489 | NS      | $190318.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                         | GOLD 100 OZ FUTR  Feb26   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          17 | NC      | $-193631.67   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                                       | GOLD FUT OPT(CMX) Feb26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           1 | NC      | $26430.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GOLD FUT OPT(CMX) Feb26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           1 | NC      | $17830.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GOLD FUT OPT(CMX) Feb26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           1 | NC      | $9550.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GOLD FUT OPT(CMX) Feb26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           1 | NC      | $4160.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GOLD FUT OPT(CMX) Feb26P  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           1 | NC      | $270.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GOLD FUT OPT(CMX) Feb26P  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           1 | NC      | $470.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GOLD FUT OPT(CMX) Feb26P  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           1 | NC      | $780.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GOLD FUT OPT(CMX) Feb26P  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           1 | NC      | $1350.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                         | GOLD 100 OZ FUTR  Apr26   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -1 | NC      | $11790.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                                       | GOLD FUT OPT(CMX) Apr26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           2 | NC      | $31700.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GOLD FUT OPT(CMX) Apr26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           2 | NC      | $19700.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GOLD FUT OPT(CMX) Apr26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           2 | NC      | $10500.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GOLD FUT OPT(CMX) Apr26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           2 | NC      | $4240.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GOLD FUT OPT(CMX) Apr26P  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           2 | NC      | $3480.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GOLD FUT OPT(CMX) Apr26P  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           2 | NC      | $7500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GOLD FUT OPT(CMX) Apr26P  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           2 | NC      | $14360.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GOLD FUT OPT(CMX) Apr26P  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           2 | NC      | $25000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GOLD FUT OPT(CMX) Jun26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |          27 | NC      | $182250.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GOLD FUT OPT(CMX) Jun26C  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |          -8 | NC      | $-19440.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | GOLD FUT OPT(CMX) Jun26C  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |         -17 | NC      | $-17340.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | NAT GAS EURO OPT  Mar26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |          49 | NC      | $70021.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | NAT GAS EURO OPT  Mar26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |         293 | NC      | $69734.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | NAT GAS EURO OPT  Mar26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |          49 | NC      | $102067.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | NAT GAS EURO OPT  Mar26P  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |          49 | NC      | $133525.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | NAT GAS EURO OPT  Mar26P  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |          49 | NC      | $96383.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | NAT GAS EURO OPT  Apr26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |          66 | NC      | $58212.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                     | HSCEI Futures     Jan26   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | HK        |           5 | NC      | $32.36        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                                       | HSCEI Fut Options Mar26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | HK        |         197 | NC      | $105046.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                         | COPPER FUTURE     Mar26   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           1 | NC      | $14625.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                     | HANG SENG IDX FUT Jan26   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | HK        |          68 | NC      | $-63270.32    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NY Harb ULSD Fut  Feb26   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          31 | NC      | $-188135.45   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | UKX8776.9 GBPUSD1.401     | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | GB        |     1105000 | PA      | $69423.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | USDJPY139 JYS0101.475%    | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      182000 | PA      | $0.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SPX 6420.55 CLG6 57.48    | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      720000 | PA      | $361822.44    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SPX 6151.50 GLD US 326.31 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     1068000 | PA      | $45632.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SPX 6151.50 GLD US 326.31 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     1068000 | PA      | $67594.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SPX 6151.50 GLD US 326.31 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     1068000 | PA      | $86373.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SPX 6151.50 GLD US 326.31 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     1068000 | PA      | $100784.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | NDX25806.275USD5y30y1.097 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      386000 | PA      | $249.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SPX6283.3US30YSOFR4.0175  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      955000 | PA      | $67588.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SPX6380.54 GLD US 357.35  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     1150200 | PA      | $105430.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SPX6380.54 GLD US 357.35  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     1150200 | PA      | $119021.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SPX6380.54 GLD US 357.35  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     1150200 | PA      | $129647.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | USDBRL5.6EURCMS30y3.15    | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      430000 | PA      | $73872.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | USDTRY63 EURCMS30y3.15    | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      428000 | PA      | $153737.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SPX7381 USDCAD1.40995     | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      428000 | PA      | $13772.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | NKY45931.75GLD340.95      | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     1360000 | PA      | $1.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | NKY45931.75GLD340.95      | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     1360000 | PA      | $3944.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | EURZAR19.40EURCMS30y3.28  | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      332000 | PA      | $57218.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BRLJPY26.437EUSA30 2.87   | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      373000 | PA      | $73224.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SPX Digi Lookback 16Oct26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      762000 | PA      | $197281.80    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SPX Digi Lookback 20Nov26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      762000 | PA      | $186613.80    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SPX Digi Lookback 18Dec26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      762000 | PA      | $160248.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SPX Digi Lookback 15Jan27 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      762000 | PA      | $149809.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SPX Digi Lookback 19Feb27 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      762000 | PA      | $143484.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SPX Digi Lookback 19Mar27 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      762000 | PA      | $136702.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SPX Digi Lookback 16Apr27 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |      762000 | PA      | $129311.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | UKX 10113 EURGBP 0.8694   | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | GB        |      376000 | PA      | $92957.15     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | NKY51077.25USDJPY151.731  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     1095000 | PA      | $31708.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | NKY51077.25USDJPY151.731  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     1095000 | PA      | $56394.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | EURUSD1.165 USDJPY157.95  | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |      116000 | PA      | $13096.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | UKX10216.50 GBPUSD1.3625  | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | GB        |     1092000 | PA      | $232139.98    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MEFF FINANCIAL DERIVATIVES                          | IBEX 35 INDX FUTR Jan26   | CUSIP: N/A<br>LEI: 959800T2W59YXMVKRU25       | Long             | DE               | CORP              | ES        |           5 | NC      | $15933.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Euro-BTP Future   Mar26   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DIR              | CORP              | DE        |          42 | NC      | $-9642.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 13.26       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |    79592261 | PA      | $-119649.46   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS PAY FIXED 2.9053      | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |    24233900 | PA      | $-311924.83   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 2.4032      | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |     5735000 | PA      | $-21916.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS PAY FIXED 14.6        | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |   167368484 | PA      | $8384.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS PAY FIXED 3.9864      | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |     8400600 | PA      | $278180.13    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS PAY FIXED 13.545      | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |    93693364 | PA      | $53128.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 8.6835      | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |    86931100 | PA      | $29909.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 2.324       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |    36253700 | PA      | $-1647.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS PAY FIXED 1.99        | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |    61323000 | PA      | $5259.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 1.645       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |      252000 | PA      | $-643.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 2.136       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |       20000 | PA      | $-212.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS PAY FIXED 1.625       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |    56037000 | PA      | $-11073.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS PAY FIXED 5.821       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |    26054000 | PA      | $1439.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 2.737       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |       84000 | PA      | $26.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 4.077       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |    21827100 | PA      | $-68760.60    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 3.26        | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |     3833000 | PA      | $-1695.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 1.812       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |     5998800 | PA      | $-374.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS PAY FIXED 1.14        | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |  2181666600 | PA      | $26742.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS PAY FIXED 2.897       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |   206813000 | PA      | $23081.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS PAY FIXED 3.98        | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |    12592800 | PA      | $5814.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS PAY FIXED 4.459       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |       25000 | PA      | $34.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 4.041       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |    42864800 | PA      | $-5641.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED -0.049      | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |     5099900 | PA      | $-2582.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS PAY FIXED 2.922       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |     2514100 | PA      | $45428.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS PAY FIXED 4.109       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |    25403000 | PA      | $6473.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 0.539       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |     1723900 | PA      | $-31421.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 1.983       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |     9915300 | PA      | $-14016.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 3.718       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |    13084000 | PA      | $14077.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS PAY FIXED 6.229       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |  1256729000 | PA      | $-35228.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS PAY FIXED 4.292       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |      228900 | PA      | $-474.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 7.583       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |    66918700 | PA      | $40022.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 8.5395      | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |   123485400 | PA      | $-67151.12    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS PAY FIXED 1.75        | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |    37883600 | PA      | $-15493.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 1.401       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |    81947000 | PA      | $20191.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 9.965       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       | 18504736700 | PA      | $-124593.37   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 8.144       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |    16019100 | PA      | $-5521.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 10.227      | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       | 11886330000 | PA      | $-139641.58   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 2.766       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |      243000 | PA      | $547.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 7.498       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |    53011900 | PA      | $306.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 5.255       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |  1204033000 | PA      | $5516.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 2.8         | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |    76134300 | PA      | $-7084.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS REC FIXED 13.26       | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |    62803754 | PA      | $44476.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS PAY FIXED 13.515      | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |    12989090 | PA      | $-51146.18    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS PAY FIXED 11.058      | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | N/A       |  5351004400 | PA      | $-8844.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITRAXX EUROPE SERIES 44                             | MARKIT ITRX EUROPE 12/30  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCR              | CORP              | N/A       |      -60000 | PA      | $1628.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITRAXX EUROPE CROSSOVER SERIES 43                   | MARKIT ITRX XOVER 12/30   | CUSIP: N/A<br>LEI: N/A                        | Long             | DCR              | CORP              | N/A       |     -942000 | PA      | $122493.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                      | JPN 10Y BOND(OSE) Mar26   | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | DIR              | CORP              | JP        |          21 | NC      | $-152203.38   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                | JPM 0 01/28/41            | CUSIP: U48065R62<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    17700000 | PA      | $207777.59    | 0.08%             | 2041-01-28      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | JPN YEN CURR FUT  Mar26   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |         -48 | NC      | $27750.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA EXCHANGE (FUTURES MARKET)                     | KOREA 10YR BND FU Mar26   | CUSIP: N/A<br>LEI: 549300TJ3RRV6Q1UEW14       | Long             | DIR              | CORP              | KR        |          11 | NC      | $4585.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | COFFEE 'C' FUTURE Mar26   | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |           9 | NC      | $-108431.25   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| KOREA EXCHANGE (FUTURES MARKET)                     | KOREA 3YR BND FUT Mar26   | CUSIP: N/A<br>LEI: 549300TJ3RRV6Q1UEW14       | Long             | DIR              | CORP              | KR        |          57 | NC      | $15244.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA EXCHANGE (FUTURES MARKET)                     | KOSPI2 INX FUT    Mar26   | CUSIP: N/A<br>LEI: 549300TJ3RRV6Q1UEW14       | Long             | DE               | CORP              | KR        |           4 | NC      | $18225.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | KC HRW WHEAT FUT  Mar26   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          49 | NC      | $-52038.88    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology S.A.                             | SPOTIFY TECHNOLO          | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |          31 | NS      | $18002.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME PRI ALUM FUTR Feb26   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | GB        |          18 | NC      | $36041.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | LIVE CATTLE FUTR  Feb26   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          18 | NC      | $48673.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | LEAN HOGS FUTURE  Feb26   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          49 | NC      | $69716.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                                       | LEAD LME SPOT OPT JAN26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | GB        |         327 | NC      | $110280.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | LEAD LME SPOT OPT JAN26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | GB        |         162 | NC      | $14499.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME LEAD FUTURE   Feb26   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | GB        |          -4 | NC      | $-4156.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME LEAD FUTURE   Mar26   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | GB        |         -23 | NC      | $-971.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                                       | LEAD LME SPOT OPT MAR26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | GB        |         469 | NC      | $378600.25    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | LEAD LME SPOT OPT MAR26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | GB        |         277 | NC      | $100828.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | LEAD LME SPOT OPT JUN26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | GB        |         279 | NC      | $148707.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | NICKEL LME FUT OP JAN26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | GB        |         224 | NC      | $1413027.84   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | NICKEL LME FUT OP JAN26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | GB        |         111 | NC      | $6.66         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | NICKEL LME FUT OP MAR26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | GB        |         203 | NC      | $225013.32    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | NICKEL LME FUT OP MAR26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | GB        |          85 | NC      | $52290.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | NICKEL LME FUT OP JUN26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | GB        |          87 | NC      | $104342.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME NICKEL FUTURE Feb26   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | GB        |           2 | NC      | $-778.31      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME NICKEL FUTURE Mar26   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | GB        |        -222 | NC      | $-618477.66   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                                       | COPPER LME OPT    JAN26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | GB        |         101 | NC      | $1275832.00   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | COPPER LME OPT    JAN26C  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | GB        |         -30 | NC      | $-104580.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | COPPER LME OPT    DEC26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | GB        |         292 | NC      | $2303807.00   | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME COPPER FUTURE Jan26   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | GB        |         -84 | NC      | $14006.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME COPPER FUTURE Feb26   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | GB        |           3 | NC      | $92912.99     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME ZINC FUTURE   Feb26   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | GB        |           7 | NC      | $1757.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | ECX EMISSION      Dec26   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |           9 | NC      | $29057.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MINNEAPOLIS GRAIN EXCHANGE                          | MIAX Red Wheat FutMar26   | CUSIP: N/A<br>LEI: 549300RGCVWZUN04IA69       | Long             | DCO              | CORP              | US        |           2 | NC      | $-287.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                                       | ECX EMISS FSM Opt Jun26P  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | NL        |        1247 | NC      | $197773.73    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                               | NXP SEMICONDUCTO          | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |          57 | NS      | $12372.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NATURAL GAS FUTR  Feb26   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          98 | NC      | $-589735.35   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NATURAL GAS FUTR  Mar26   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -16 | NC      | $35650.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                                       | NATURAL GAS OPTN  Apr26C  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |         -37 | NC      | $-4440.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | NIFTYM 06/30/26 C28500    | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |          76 | NC      | $18934.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                      | NIKKEI 225 MINI   Mar26   | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | DE               | CORP              | JP        |         195 | NC      | $79311.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | NASDAQ 100 E-MINI Mar26   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |           1 | NC      | $-2415.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | NEW ZEALAND $ FUT Mar26   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |         -18 | NC      | $426.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Euro-OAT Future   Mar26   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DIR              | CORP              | DE        |          10 | NC      | $2537.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                                       | PALLADIUM OPTIONS Feb26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |          11 | NC      | $23870.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | PALLADIUM FUTURE  Mar26   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           3 | NC      | $-48492.50    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | MEXICAN PESO FUT  Mar26   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |          66 | NC      | $24750.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                                       | PLATINUM FUT OPT  Feb26C  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |         -54 | NC      | $-392310.00   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | PLATINUM FUT OPT  Feb26P  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |          54 | NC      | $98010.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | PLATINUM FUTURE   Apr26   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           3 | NC      | $5773.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                                       | PLATINUM FUT OPT  Apr26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |         223 | NC      | $1989160.00   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | S&P/TSX 60 IX FUT Mar26   | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DE               | CORP              | CA        |          10 | NC      | $5560.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ STOCKHOLM AB - SWEDISH EQ DERIVATIVES        | OMXS30 IND FUTURE Jan26   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | SE        |          33 | NC      | $23666.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | Low Su Gasoil G   Feb26   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          48 | NC      | $-158308.33   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | WHITE SUGAR (ICE) Mar26   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          77 | NC      | $59648.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | MSCI SING IX ETS  Jan26   | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | DE               | CORP              | SG        |          15 | NC      | $8790.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | CANOLA FUTR (WCE) Mar26   | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |        -195 | NC      | $42580.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | E-Mini Russ 2000  Mar26   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |           1 | NC      | $-2511.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BUND FUTURE  Mar26   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DIR              | CORP              | DE        |          53 | NC      | $-53023.92    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN FUTURE    Mar26   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |         109 | NC      | $-383571.86   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                                       | SOYBEAN FUT OPTN  Mar26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |          15 | NC      | $843.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | SOYBEAN FUT OPTN  Mar26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |          15 | NC      | $656.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | SOYBEAN FUT OPTN  Mar26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |          15 | NC      | $375.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | SOYBEAN FUT OPTN  Mar26P  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |          15 | NC      | $36562.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | SOYBEAN FUT OPTN  Mar26P  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |          15 | NC      | $56437.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | SOYBEAN FUT OPTN  Mar26P  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |          15 | NC      | $77906.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | SUGAR #11 (WORLD) Mar26   | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |          20 | NC      | $2172.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                                       | IODEX IO FUT OPT  Jan26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | SG        |         750 | NC      | $0.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | SGX Iron Ore 62%  Jan26C  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | SG        |         -42 | NC      | $-0.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE COMMODITY EXCHANGE                        | IODEX IO FUT      Feb26   | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | SG        |          58 | NC      | $5394.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                                       | IODEX IO FUT OPT  Feb26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | SG        |         750 | NC      | $3750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | SGX Iron Ore 62%  Feb26C  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | SG        |         -42 | NC      | $-0.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | IODEX IO FUT OPT  Mar26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | SG        |         750 | NC      | $17250.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | SGX Iron Ore 62%  Mar26C  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | SG        |         -42 | NC      | $-84.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | IODEX IO FUT OPT  Apr26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | SG        |         750 | NC      | $34500.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | SGX Iron Ore 62%  Apr26C  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | SG        |         -42 | NC      | $-294.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | IODEX IO FUT OPT  May26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | SG        |         750 | NC      | $49500.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | SGX Iron Ore 62%  May26C  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | SG        |         -42 | NC      | $-630.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | IODEX IO FUT OPT  Jun26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | SG        |         750 | NC      | $65250.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | SGX Iron Ore 62%  Jun26C  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | SG        |         -42 | NC      | $-1050.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | SWEDISH KRONA FUT Mar26   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |          -3 | NC      | $-4973.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CHF CURRENCY FUT  Mar26   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |          -4 | NC      | $3166.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Dec25   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -83 | NC      | $20.24        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Dec26   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |          79 | NC      | $51593.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                                       | 3 Month SOFR Opt  Mar26C  | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | US        |        -124 | NC      | $-12400.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | 3 Month SOFR Opt  Mar26C  | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | US        |         -83 | NC      | $-4150.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | 3 Month SOFR Opt  Mar26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |          83 | NC      | $15562.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | 3 Month SOFR Opt  Jun26P  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |         308 | NC      | $42350.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | 3 Month SOFR Opt  Jun26P  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |        -308 | NC      | $-5775.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | 3 Month SOFR Opt  Sep26P  | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | US        |         265 | NC      | $8281.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | SILVER OPTION     Feb26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |         832 | NC      | $8590400.00   | 3.25%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | SILVER OPTION     Feb26C  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |        -724 | NC      | $-4836320.00  | -1.83%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | SILVER OPTION     Feb26P  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |          88 | NC      | $68640.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | SILVER OPTION     Feb26P  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |          72 | NC      | $140040.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                         | SILVER FUTURE     Mar26   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |        -139 | NC      | $2853463.13   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                                       | SILVER OPTION     Jul26C  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |        -118 | NC      | $-2149960.00  | -0.81%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | SILVER OPTION     Jul26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |         257 | NC      | $2029015.00   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | SILVER OPTION     Jul26C  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |        -257 | NC      | $-1001015.00  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | SILVER OPTION     Jul26C  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |         118 | NC      | $4148290.00   | 1.57%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN MEAL FUTR Mar26   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          27 | NC      | $-41045.89    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SPX US 03/20/26 P6750     | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |           4 | NC      | $48564.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALIAN DERIVATIVES MARKET                          | FTSE/MIB IDX FUT  Mar26   | CUSIP: N/A<br>LEI: 8156005391EE905D3124       | Long             | DE               | CORP              | IT        |           3 | NC      | $12703.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BCEFVALS Index            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       11394 | NS      | $-17878.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CBT US EQUITY             | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |         414 | NS      | $-129.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | HEI US EQUITY             | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |         367 | NS      | $1281.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | NFLX US EQUITY            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |         201 | NS      | $-3266.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | AIR FP EQUITY             | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |         511 | NS      | $27612.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 5393307 TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        9048 | NS      | $-529.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 6171375 TR 9/10/24        | CUSIP: Y1406M102<br>LEI: N/A                  | Long             | DO               | CORP              | CN        |       10732 | NS      | $-3188.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 6186023 TR 9/10/24        | CUSIP: Y2361Y107<br>LEI: N/A                  | Long             | DO               | CORP              | TW        |        6594 | NS      | $1073.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 6190950 TRS               | CUSIP: Y15041109<br>LEI: N/A                  | Long             | DO               | CORP              | US        |       56268 | NS      | $-40.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 6211732 TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |         168 | NS      | $316.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 6347604 TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        2515 | NS      | $-2319.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 6446620 TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |          54 | NS      | $-768.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 9104 JT EQUITY            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | JP        |         546 | NS      | $944.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 4091 JP EQUITY            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | JP        |        3320 | NS      | $-10746.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 6772217 TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        1351 | NS      | $-911.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VRSK US Equity            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |         286 | NS      | $-1753.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | B031NN3 TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | BR        |        7618 | NS      | $2350.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | B03MP41 TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        4929 | NS      | $2108.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | B04KNF1 TR 9/10/24        | CUSIP: Y002A6104<br>LEI: N/A                  | Long             | DO               | CORP              | CN        |       23090 | NS      | $-4034.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | B0MLBC9 TR 06/25/24       | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        6111 | NS      | $72.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | FNV US EQUITY             | CUSIP: 351858105<br>LEI: N/A                  | Long             | DO               | CORP              | US        |        2755 | NS      | $-45978.97    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BCEFMMTL TRS              | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        5530 | NS      | $-17216.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BCEFMMTS Index            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        7235 | NS      | $-16642.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BCEFQLTS INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        2531 | NS      | $6948.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BCEFVALL TRS              | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        2658 | NS      | $6626.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BCEFYLDS TRS              | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        5812 | NS      | $-22170.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BCERSVCS INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        3759 | NS      | $-1244.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BCIICROS INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        5574 | NS      | $-2396.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BCIIFFOD TR 4/3/24        | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       12716 | NS      | $19457.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BCIISHDF TRS              | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        1728 | NS      | $19977.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BCIISOXD TRS              | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        8483 | NS      | $10027.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BCUFPRFL TRS              | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        2240 | NS      | $2704.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BCUFQLTL Index            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        9603 | NS      | $10579.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BCUFVALL INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       15914 | NS      | $-38193.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BEFSAMDI INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        1095 | NS      | $3920.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BEFSAVGI INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        1524 | NS      | $-545.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BEFSFUL1 INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |         715 | NS      | $-2683.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BEFSFUL2 INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        1193 | NS      | $2757.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BEFSFULH TRS              | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | HK        |       87324 | NS      | $-4559.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BEFSFULK TRS              | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | KR        |     8474082 | NS      | $1127.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BEFSFULN TRS              | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | JP        |     1943627 | NS      | $701.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BEFSFULT TRS              | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | TW        |      369831 | NS      | $-5403.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BEFSMSTI INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        3538 | NS      | $-532.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BEFSSOXI INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        1687 | NS      | $3618.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 064350 KS EQUITY          | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |         192 | NS      | $1478.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 272210 KS EQUITY          | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |         530 | NS      | $1020.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BKZ72K9 TRS               | CUSIP: P3338S108<br>LEI: N/A                  | Long             | DO               | CORP              | BR        |       23524 | NS      | $858.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BMDHSH4 TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |         172 | NS      | $-3063.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RDDT US EQUITY            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |          75 | NS      | $4725.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BN12D39 TR 11/13/24       | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       70083 | NS      | $-2478.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BPXZH27 TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | SK        |         442 | NS      | $2540.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CIEQMUL1 INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       10777 | NS      | $-879.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CIEQMUT1 INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       26272 | NS      | $-4618.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | GSCBAIVU Index            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        3999 | NS      | $8768.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | GSCBBZAR INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        9597 | NS      | $3893.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | GSGLPHRE  TRS 02/13/      | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       31326 | NS      | $10027.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | GSISI266 TRS              | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |      137170 | NS      | $16460.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | GSMBAIC0 TRS              | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       29180 | NS      | $58717.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | GSMBATOL TRS              | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        1778 | NS      | $3133.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | GSMBCHC1 INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        9704 | NS      | $-4933.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | GSMBNGSH INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        4108 | NS      | $5376.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | GSMBSHJP INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | JP        |      586768 | NS      | $3386.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | GSXAJPAI INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | JP        |      322972 | NS      | $3493.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | GSXEBFVL INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |         819 | NS      | $1554.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | GSXECYCL TRS              | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        3378 | NS      | $11158.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | GSXFTRBK INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |         332 | NS      | $-2780.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | GSXURANI TRS              | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        2290 | NS      | $-14193.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JP11DXYL TRS              | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        2467 | NS      | $465.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JP1INLAG TRS              | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        3642 | NS      | $5460.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JP1XAIGA INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        2512 | NS      | $-856.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JP1XCRIT INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        1660 | NS      | $-761.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JP1XDESS INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        1979 | NS      | $-13899.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JP1XNEO INDEX             | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |         745 | NS      | $-15262.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JP1XREAI INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        2452 | NS      | $-9965.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JPBWIN TRS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        3717 | NS      | $-18076.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JPFCPLEY TRS              | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        5732 | NS      | $9720.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JPFJBRL2 INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | BR        |       67751 | NS      | $-16612.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JPFJBRL1 TRS              | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | BR        |       25978 | NS      | $4140.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JPFURU1 I TRS 03/30/      | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |         194 | NS      | $-1.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JPGWIN TRS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        2425 | NS      | $6851.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JPQWIN TRS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        5345 | NS      | $-28868.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JPVWIN TRS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        4535 | NS      | $21613.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | MSFDRUS I TRS 07/03/      | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |      302000 | NS      | $-191475.55   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | MSVXTRV5 INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        7144 | NS      | $9358.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 2645517 TRS               | CUSIP: P2867P113<br>LEI: N/A                  | Long             | DO               | CORP              | BR        |        5637 | NS      | $-20.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 5334588 TRS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |          12 | NS      | $-1204.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | S5CONS TRS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        1235 | NS      | $-41518.19    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 617446448 TRS             | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        2448 | NS      | $34896.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 6324500 TRS               | CUSIP: Y23632105<br>LEI: N/A                  | Long             | DO               | CORP              | TW        |        3998 | NS      | $-795.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BCEFGRWS INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |         620 | NS      | $1200.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BCEFYLDL INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        4496 | NS      | $-14547.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BCIIDISC TR 7/6/24        | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |      113692 | NS      | $205441.45    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BCUFVOLS Index            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |         496 | NS      | $379.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | GSXUCYCL Index            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        4352 | NS      | $12540.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JP1XHUMN Index            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        1798 | NS      | $22009.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JPSZLAG Index             | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        2167 | NS      | $3341.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JPUSX7 INDEX              | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        3624 | NS      | $8779.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | TPNBNK INDEX              | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | JP        |      210482 | NS      | $234681.33    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | XRJPFLC1 TRS              | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |      134733 | NS      | $-125301.69   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JBHT US EQUITY            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |         219 | NS      | $-3648.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | TOP-R TB EQUITY           | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |       79518 | NS      | $351.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BCEFVOLS INDEX            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        3221 | NS      | $6832.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SPRC-R TB EQUITY          | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |      174023 | NS      | $-377.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | GSXEDEFS Index            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        2561 | NS      | $-3708.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | GSXUNPTC Index            | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |        1599 | NS      | $21555.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US 2YR NOTE (CBT) Mar26   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DIR              | CORP              | US        |          75 | NC      | $-7424.55     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ISSUER                                       | US 10YR FUT OPTN  Feb26C  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |         -12 | NC      | $-2812.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | US 10YR FUT OPTN  Feb26C  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |         -12 | NC      | $-750.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | US 10YR FUT OPTN  Feb26C  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |         -12 | NC      | $-5062.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | US 10YR FUT OPTN  Feb26C  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |         -12 | NC      | $-1312.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | US 10YR FUT OPTN  Feb26P  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |         -12 | NC      | $-750.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | US 10YR FUT OPTN  Feb26P  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |         -12 | NC      | $-3187.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ISSUER                                       | US 10YR FUT OPTN  Feb26P  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |         -12 | NC      | $-1500.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US 10YR NOTE (CBT)Mar26   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DIR              | CORP              | US        |         409 | NC      | $-355323.13   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE ENDEX FUTURES                                   | TTF NAT GAS F     Feb26   | CUSIP: N/A<br>LEI: 549300CZW488L20NT866       | Short            | DCO              | CORP              | NL        |         -40 | NC      | $-28124.46    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BUXL 30Y BND Mar26   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |         -10 | NC      | $8794.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | UKX 03/20/26 C9625        | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |          26 | NC      | $145801.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | UKX 03/20/26 P9475        | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |          26 | NC      | $26461.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE FUTURES EXCHANGE                               | CBOE VIX FUTURE   Jan26   | CUSIP: N/A<br>LEI: 529900RLNSGA90UPEH54       | Short            | DE               | CORP              | US        |          -5 | NC      | $-407.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE                               | CBOE VIX FUTURE   Feb26   | CUSIP: N/A<br>LEI: 529900RLNSGA90UPEH54       | Short            | DE               | CORP              | US        |         -13 | NC      | $17168.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE                               | CBOE VIX FUTURE   Mar26   | CUSIP: N/A<br>LEI: 529900RLNSGA90UPEH54       | Short            | DE               | CORP              | US        |          -6 | NC      | $11342.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE                               | CBOE VIX FUTURE   Apr26   | CUSIP: N/A<br>LEI: 529900RLNSGA90UPEH54       | Short            | DE               | CORP              | US        |          -7 | NC      | $3876.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US 10yr Ultra Fut Mar26   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DIR              | CORP              | US        |          16 | NC      | $750.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO STOXX 50     Mar26   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DE               | CORP              | DE        |         -27 | NC      | $-18450.64    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | VIX US 01/21/26 C100      | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         140 | NC      | $280.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 02/18/26 C100      | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         380 | NC      | $4180.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 03/18/26 C100      | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         180 | NC      | $3600.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 02/18/26 C110      | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         190 | NC      | $1900.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 04/15/26 C110      | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         180 | NC      | $3870.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 01/21/26 C20       | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | N/A       |        -160 | NC      | $-9760.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 01/21/26 C22       | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | N/A       |        -160 | NC      | $-7840.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 01/21/26 C25       | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | N/A       |        -160 | NC      | $-6240.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 01/21/26 C34       | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | N/A       |        -160 | NC      | $-3520.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 01/21/26 C65       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         140 | NC      | $980.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 02/18/26 C65       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         190 | NC      | $5320.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 01/21/26 C70       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         140 | NC      | $840.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 02/18/26 C70       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         380 | NC      | $9880.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 03/18/26 C70       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         180 | NC      | $7560.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 04/15/26 C70       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         180 | NC      | $6120.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 01/21/26 C75       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         140 | NC      | $560.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 02/18/26 C75       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         380 | NC      | $7980.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 03/18/26 C75       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         180 | NC      | $6210.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 04/15/26 C75       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         180 | NC      | $7200.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 02/18/26 C80       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         380 | NC      | $6840.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 03/18/26 C80       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         180 | NC      | $4860.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 04/15/26 C80       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         180 | NC      | $7740.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 01/21/26 C85       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         140 | NC      | $770.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 02/18/26 C85       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         190 | NC      | $2470.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 03/18/26 C85       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         180 | NC      | $5220.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 02/18/26 C90       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         190 | NC      | $2755.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 04/15/26 C90       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         180 | NC      | $4320.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 01/21/26 C95       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         140 | NC      | $630.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 03/18/26 C95       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         180 | NC      | $3960.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 04/15/26 C95       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         180 | NC      | $5400.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 01/21/26 P15.5     | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | N/A       |        -160 | NC      | $-9120.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 01/21/26 P16.5     | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | N/A       |        -160 | NC      | $-18560.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 01/21/26 P17.5     | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | N/A       |        -160 | NC      | $-30640.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | VIX US 01/21/26 P18       | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | N/A       |        -160 | NC      | $-36640.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | WHEAT FUTURE(CBT) Mar26   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          83 | NC      | $-181782.64   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US ULTRA BOND CBT Mar26   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DIR              | CORP              | US        |          62 | NC      | $-56705.36    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | GASOLINE RBOB FUT Feb26   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -14 | NC      | $52830.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | AUST 10Y BOND FUT Mar26   | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Long             | DIR              | CORP              | AU        |          31 | NC      | $-1437.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | SPI 200 FUTURES   Mar26   | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Long             | DE               | CORP              | AU        |           7 | NC      | $5790.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | FTSE 250 Index FU Mar26   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DE               | CORP              | GB        |         -93 | NC      | $-41640.14    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | AUST 3YR BOND FUT Mar26   | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |         -10 | NC      | $35.02        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | FTSE 100 IDX FUT  Mar26   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DE               | CORP              | GB        |         131 | NC      | $102304.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | MSCI World Index  Mar26   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DE               | CORP              | DE        |         -14 | NC      | $-27575.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-28

**Name of Applicant:** Northern Lights Fund Trust IV

**Signature:** Sam Singh

**Name of Signer:** Sam Singh

**Title:** Treasurer