# EDGAR Filing Document

**Accession Number:** 0001314414
**File Stem:** 0000910472-26-002971
**Filing Date:** 2026-2
**Character Count:** 84609
**Document Hash:** f1626772b1d3648f37b38c0f28085949
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-002971.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0000910472-26-002971

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Northern Lights Fund Trust
- **CENTRAL INDEX KEY:** 0001314414

**ORGANIZATION NAME:**
- **EIN:** 043023766
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21720
- **FILM NUMBER:** 26691853

**BUSINESS ADDRESS:**
- **STREET 1:** 225 PICTORIA DRIVE
- **STREET 2:** SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246
- **BUSINESS PHONE:** 631-470-2600

**MAIL ADDRESS:**
- **STREET 1:** 17605 WRIGHT STREET
- **STREET 2:** SUITE 200
- **CITY:** OMAHA
- **STATE:** NE
- **ZIP:** 68130

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Strategy Shares
- **DATE OF NAME CHANGE:** 20160223

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Mutual Fund & Variable Insurance Trust
- **DATE OF NAME CHANGE:** 20160223

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Northern Lights Fund Trust
- **DATE OF NAME CHANGE:** 20050121

## Series and Classes Contracts Data

### Altegris Futures Evolution Strategy Fund (Series ID: S000034148)

| Class ID   | Class Name                                             | Ticker Symbol   |
|:---|:---|:---|
| C000105241 | Altegris Futures Evolution Strategy Fund Class A Funds | EVOAX           |
| C000105242 | Altegris Futures Evolution Strategy Fund Class C Funds | EVOCX           |
| C000105243 | Altegris Futures Evolution Strategy Fund Class I Funds | EVOIX           |

## 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

- **b. Investment Company Act file number:** 811-21720

- **c. CIK number of Registrant:** 0001314414

- **d. LEI of Registrant:** 549300BSYF57GRCG4861

- **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:** Winton Managed Futures Trend Fund

- **b. EDGAR series identifier (if any):** S000034148

- **c. LEI of Series:** 549300QS50K1YX3VUM61

**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:** $36070293.66

**Total Liabilities:** $10952858.65

**Net Assets:** $25117435.01

**Amount of Assets Invested in Other Investment Companies:** $4956169.94

**Cash Not Reported:** $3799187.71

**Currency Risk Metrics (dv01):**

- 

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

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

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000105241 | 0.78%                | 1.68%                | 3.18%                |
| Class ID C000105242 | 0.87%                | 1.53%                | 3.16%                |
| Class ID C000105243 | 0.81%                | 1.70%                | 3.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $422917.39               | $-311528.14                                |
| Month 2  | $0.00                    | $0.00                                      |
| Month 3  | $124251.30               | $0.00                                      |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| First American Funds Inc.                           | FRST AM-GV OB-X          | CUSIP: 31846V336<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |   20544997 | PA      | $20544997.38  | 81.80%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | AUDUSD Crncy Fut  Mar26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |         31 | NC      | $5252.00      | 0.02%             |  |  |  | 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        |          2 | NC      | $2751.19      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN OIL FUTR  Mar26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -6 | NC      | $1176.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN OIL FUTR  May26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -3 | NC      | $654.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | BP CURRENCY FUT   Mar26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |         17 | NC      | $2787.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CORN FUTURE       Mar26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |        -10 | NC      | $1737.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CORN FUTURE       May26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -5 | NC      | $612.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                | MILL WHEAT EURO   Mar26  | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Short            | DCO              | CORP              | FR        |        -17 | NC      | $5132.94      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                | MILL WHEAT EURO   May26  | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Short            | DCO              | CORP              | FR        |        -21 | NC      | $10228.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | COCOA FUTURE      Mar26  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -2 | NC      | $-9230.00     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | COCOA FUTURE      May26  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -2 | NC      | $-1450.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $-1841.00     | -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       |     100000 | NC      | $-1735.30     | -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       |     100000 | NC      | $-2305.04     | -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       |     100000 | NC      | $-2521.18     | -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       |     100000 | NC      | $-2492.52     | -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       |     100000 | NC      | $-2054.76     | -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       |     100000 | NC      | $-1867.29     | -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       |     100000 | NC      | $-1531.03     | -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       |     100000 | NC      | $-1124.72     | -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       |     100000 | NC      | $-967.05      | -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       |     100000 | NC      | $627.01       | 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       |     100000 | NC      | $1189.54      | 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       |     100000 | NC      | $1488.20      | 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       |     100000 | NC      | $1314.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CNH  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     569856 | NC      | $6061.49      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CNH  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      71385 | NC      | $604.84       | 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       |      71445 | NC      | $545.18       | 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       |      71721 | NC      | $269.17       | 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       |      71519 | NC      | $166.09       | 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       |      71865 | NC      | $124.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EURF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      15398 | NC      | $-4.46        | -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       |    1000000 | NC      | $-248.06      | -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       |    1000000 | NC      | $-684.44      | -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       |    1000000 | NC      | $-1261.28     | -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       |    1000000 | NC      | $-1251.43     | -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       |    1000000 | NC      | $-1102.18     | -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       |    1000000 | NC      | $146.76       | 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       |         27 | NC      | $-0.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EURF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      16445 | NC      | $2.41         | 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       |    1000000 | NC      | $234.22       | 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       |     100000 | NC      | $115.88       | 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       |     200000 | NC      | $1678.02      | 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       |     100000 | NC      | $-921.54      | -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       |      84638 | NC      | $-224.04      | -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       |      84347 | NC      | $-236.33      | -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       |     100000 | NC      | $-351.09      | -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       |     117497 | NC      | $725.52       | 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       |     117647 | NC      | $548.72       | 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       |     235192 | NC      | $1216.46      | 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       |     235349 | NC      | $1031.22      | 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       |     117905 | NC      | $244.63       | 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       |      91410 | NC      | $1275.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      91268 | NC      | $1442.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      91894 | NC      | $705.20       | 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       |      92066 | NC      | $502.20       | 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       |      92086 | NC      | $478.04       | 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       |      92247 | NC      | $288.83       | 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       |      92350 | NC      | $167.60       | 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       |      91895 | NC      | $703.46       | 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       |      91723 | NC      | $906.52       | 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       |      92603 | NC      | $-174.66      | -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       |      92627 | NC      | $-159.09      | -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       |      10884 | NC      | $155.04       | 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       |      10900 | NC      | $139.52       | 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       |      10895 | NC      | $144.71       | 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       |      10896 | NC      | $143.45       | 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       |      10901 | NC      | $138.16       | 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       |      21830 | NC      | $248.79       | 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       |     538099 | NC      | $1770.87      | 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       |    9043433 | NC      | $-331.34      | -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       |  293460000 | NC      | $-3434.10     | -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       |  292913680 | NC      | $-3055.38     | -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       |    3114500 | NC      | $916.13       | 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       |  146528000 | NC      | $-1577.02     | -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       |  146686200 | NC      | $-1686.69     | -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       |    3117287 | NC      | $827.45       | 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       |  147005000 | NC      | $-1907.69     | -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       |    9075900 | NC      | $-691.55      | -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       |  294496420 | NC      | $-4152.58     | -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       |    3128489 | NC      | $471.10       | 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       |  146987270 | NC      | $-1895.40     | -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       |   11833000 | NC      | $-538.36      | -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       |   91074000 | NC      | $-10410.20    | -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       | 5005419000 | NC      | $420.67       | 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       |     541550 | NC      | $1140.93      | 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       |     542410 | NC      | $983.94       | 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       |     546381 | NC      | $259.01       | 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       | 1672881000 | NC      | $-123.60      | -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       |  147713241 | NC      | $-2398.66     | -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       |    9078342 | NC      | $-718.64      | -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       |     551155 | NC      | $-612.45      | -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       |     554246 | NC      | $-1176.71     | -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       |     552555 | NC      | $-868.02      | -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       |     555882 | NC      | $-1475.36     | -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       |     561252 | NC      | $-1713.74     | -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       |     500000 | NC      | $-124.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USDF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    4300000 | NC      | $-8.83        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USDF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      16400 | NC      | $22.38        | 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       |      58054 | NC      | $2023.37      | 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       |      58580 | NC      | $1496.68      | 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       |      58437 | NC      | $1639.69      | 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       |      58419 | NC      | $1658.18      | 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       |      58677 | NC      | $1399.72      | 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       |      58643 | NC      | $1433.72      | 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       |      58829 | NC      | $1248.46      | 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       |      58854 | NC      | $1223.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | C$ CURRENCY FUT   Mar26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |         -3 | NC      | $-799.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | WTI CRUDE FUTURE  Mar26  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -3 | NC      | $-2570.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | WTI CRUDE FUTURE  Apr26  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -3 | NC      | $-1370.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | CAN 10YR BOND FUT Mar26  | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Short            | DIR              | CORP              | CA        |         -4 | NC      | $-632.33      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | BRENT CRUDE FUTR  Apr26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |         -3 | NC      | $50.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | BRENT CRUDE FUTR  May26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |         -2 | NC      | $550.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3M CORRA Futures  Mar26  | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DIR              | CORP              | CA        |          6 | NC      | $-960.17      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3M CORRA Futures  Jun26  | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DIR              | CORP              | CA        |          5 | NC      | $-1095.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | COTTON NO.2 FUTR  Mar26  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |        -21 | NC      | $18335.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | COTTON NO.2 FUTR  May26  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |        -10 | NC      | $4705.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | COTTON NO.2 FUTR  Jul26  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -1 | NC      | $40.00        | 0.00%             |  |  |  | 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        |         -4 | NC      | $-8030.00     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | COFF ROBUSTA 10tn May26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |         -3 | NC      | $-4430.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | DJIA MINI e-CBOT  Mar26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DE               | CORP              | US        |          2 | NC      | $-2230.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-SCHATZ FUT   Mar26  | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |        -64 | NC      | $4531.93      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | EURO FX CURR FUT  Mar26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |         32 | NC      | $8848.75      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Mar27  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |        -11 | NC      | $-1183.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Mar28  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -8 | NC      | $-712.10      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  JUN27  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |        -11 | NC      | $-1184.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Jun28  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -8 | NC      | $-681.68      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Sep26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -8 | NC      | $-680.18      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  SEP27  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |        -11 | NC      | $-920.81      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Sep28  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -7 | NC      | $-605.12      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Dec26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |        -10 | NC      | $-888.80      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Dec27  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |        -10 | NC      | $-656.65      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Dec28  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -4 | NC      | $-208.41      | -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        |          2 | NC      | $3585.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | S&P MID 400 EMINI Mar26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DE               | CORP              | US        |         -1 | NC      | $2325.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CATTLE FEEDER FUT Mar26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          1 | NC      | $3087.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | UK Natural Gas FutFeb26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |         -5 | NC      | $-8190.40     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | STOXX EURO ESG-X  Mar26  | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | DE        |          2 | NC      | $1009.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US 5YR NOTE (CBT) Mar26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DIR              | CORP              | US        |         11 | NC      | $-5921.89     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | LONG GILT FUTURE  Mar26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |          1 | NC      | $-108.84      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                         | GOLD 100 OZ FUTR  Feb26  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          4 | NC      | $139120.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                         | COPPER FUTURE     Mar26  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          4 | NC      | $37437.50     | 0.15%             |  |  |  | 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        |          1 | NC      | $-1246.99     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                | RAPESEED  EURO    Feb26  | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Short            | DCO              | CORP              | FR        |         -1 | NC      | $-176.40      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                | RAPESEED  EURO    May26  | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Short            | DCO              | CORP              | FR        |         -1 | NC      | $527.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Euro-BTP Future   Mar26  | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DIR              | CORP              | DE        |          5 | NC      | $-1069.69     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  Mar26  | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |        -32 | NC      | $11958.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  Jun26  | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |        -27 | NC      | $12089.09     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  Sep26  | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |        -12 | NC      | $6912.12      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  Dec26  | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |        -11 | NC      | $7655.94      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                      | JPN 10Y BOND(OSE) Mar26  | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Short            | DIR              | CORP              | JP        |         -6 | NC      | $29045.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | IFSC NIFTY 50 FUT Jan26  | CUSIP: N/A<br>LEI: 335800NLY5HYW9I7YE03       | Long             | DE               | CORP              | N/A       |          1 | NC      | $-297.66      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | FCOJ-A FUTURE     Mar26  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -2 | NC      | $-14032.50    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | JPN YEN CURR FUT  Mar26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |        -57 | NC      | $28978.75     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | COFFEE 'C' FUTURE Mar26  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |          1 | NC      | $-5343.75     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | COFFEE 'C' FUTURE May26  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |          1 | NC      | $-5662.50     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BURSA MALAYSIA                                      | CRUDE PALM OIL FU Mar26  | CUSIP: N/A<br>LEI: 254900CXCSGW8M52ZU27       | Short            | DCO              | CORP              | MY        |         -2 | NC      | $-377.01      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BURSA MALAYSIA                                      | CRUDE PALM OIL FU Apr26  | CUSIP: N/A<br>LEI: 254900CXCSGW8M52ZU27       | Short            | DCO              | CORP              | MY        |         -1 | NC      | $-505.90      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | KC HRW WHEAT FUT  Mar26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |        -11 | NC      | $9137.50      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | KC HRW WHEAT FUT  May26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -6 | NC      | $4600.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME PRI ALUM FUTR Mar26  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | GB        |         21 | NC      | $73146.50     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | LIVE CATTLE FUTR  Apr26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          7 | NC      | $8270.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | LIVE CATTLE FUTR  Jun26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          3 | NC      | $4350.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | LEAN HOGS FUTURE  Apr26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          6 | NC      | $-140.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | LEAN HOGS FUTURE  Jun26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          6 | NC      | $1140.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME LEAD FUTURE   Mar26  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | GB        |        -21 | NC      | $-1408.75     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME NICKEL FUTURE Mar26  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | GB        |         -5 | NC      | $-62483.99    | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME COPPER FUTURE Mar26  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | GB        |          4 | NC      | $157248.25    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME ZINC FUTURE   Mar26  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | GB        |          7 | NC      | $13454.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | MSCI EmgMkt       Mar26  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DE               | CORP              | US        |          7 | NC      | $9253.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | ECX EMISSION      Dec26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          7 | NC      | $34190.19     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MINNEAPOLIS GRAIN EXCHANGE                          | MIAX Red Wheat FutMar26  | CUSIP: N/A<br>LEI: 549300RGCVWZUN04IA69       | Short            | DCO              | CORP              | US        |        -10 | NC      | $3512.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MINNEAPOLIS GRAIN EXCHANGE                          | MIAX Red Wheat FutMay26  | CUSIP: N/A<br>LEI: 549300RGCVWZUN04IA69       | Short            | DCO              | CORP              | US        |         -5 | NC      | $2350.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NATURAL GAS FUTR  Mar26  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -8 | NC      | $11140.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NATURAL GAS FUTR  Apr26  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -7 | NC      | $5180.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                      | NIKKEI 225  (OSE) Mar26  | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | DE               | CORP              | JP        |          2 | NC      | $-2770.89     | -0.01%            |  |  |  | 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      | $1530.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | NEW ZEALAND $ FUT Mar26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |        -15 | NC      | $7005.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Euro-OAT Future   Mar26  | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |         -6 | NC      | $-1003.03     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BOBL FUTURE  Mar26  | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |        -26 | NC      | $2957.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ STOCKHOLM AB - SWEDISH EQ DERIVATIVES        | OMXS30 ESG Future Jan26  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | SE        |          1 | NC      | $642.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | PALLADIUM FUTURE  Mar26  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          1 | NC      | $21150.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | MEXICAN PESO FUT  Mar26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |         29 | NC      | $7595.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | PLATINUM FUTURE   Apr26  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          5 | NC      | $12760.00     | 0.05%             |  |  |  | No            |                  1 | 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        |          2 | NC      | $3401.48      | 0.01%             |  |  |  | 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        |          1 | NC      | $399.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | COCOA FUTURE - IC Mar26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |         -5 | NC      | $-7774.44     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | COCOA FUTURE - IC May26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |         -2 | NC      | $-4922.58     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | WHITE SUGAR (ICE) Mar26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |        -10 | NC      | $-3365.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | WHITE SUGAR (ICE) May26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |        -16 | NC      | $-5.00        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | WHITE SUGAR (ICE) Aug26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |         -7 | NC      | $1235.00      | 0.00%             |  |  |  | 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        |          7 | NC      | $-596.43      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | ROUGH RICE (CBOT) Mar26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -1 | NC      | $-460.00      | -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        |         -5 | NC      | $187.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | CANOLA FUTR (WCE) May26  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -1 | NC      | $14.22        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BUND FUTURE  Mar26  | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |        -39 | NC      | $16457.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN FUTURE    May26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -1 | NC      | $162.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | SUGAR #11 (WORLD) Mar26  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |        -17 | NC      | $-10897.60    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | SUGAR #11 (WORLD) May26  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |        -19 | NC      | $-11592.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE COMMODITY EXCHANGE                        | IODEX IO FUT      Feb26  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | SG        |         20 | NC      | $4345.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE COMMODITY EXCHANGE                        | IODEX IO FUT      Mar26  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | SG        |         14 | NC      | $2410.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE COMMODITY EXCHANGE                        | IODEX IO FUT      Apr26  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | SG        |          8 | NC      | $1828.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CHF CURRENCY FUT  Mar26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |          3 | NC      | $-2031.25     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Mar27  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |          4 | NC      | $-204.32      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Mar28  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |          3 | NC      | $-273.11      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Jun27  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |          4 | NC      | $-367.78      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Jun28  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |          3 | NC      | $-519.77      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Sep26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |          3 | NC      | $3.14         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Sep27  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |          4 | NC      | $-482.06      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Sep28  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |          3 | NC      | $-620.71      | -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        |          4 | NC      | $92.47        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Dec27  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |          4 | NC      | $-613.28      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Dec28  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |          2 | NC      | $-490.23      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Mar27  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |          1 | NC      | $-237.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Mar28  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |          1 | NC      | $-462.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Jun27  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |          1 | NC      | $-300.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Sep26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |          1 | NC      | $-62.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Sep27  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |          1 | NC      | $-437.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Dec26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |          1 | NC      | $-225.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Dec27  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |          1 | NC      | $-487.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                         | SILVER FUTURE     Mar26  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          1 | NC      | $113615.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN MEAL FUTR Mar26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -7 | NC      | $2180.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN MEAL FUTR May26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -3 | NC      | $910.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three-Month SARON Mar26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -1 | NC      | $-0.11        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ITALIAN DERIVATIVES MARKET                          | FTSE/MIB IDX FUT  Mar26  | CUSIP: N/A<br>LEI: 8156005391EE905D3124       | Long             | DE               | CORP              | IT        |          1 | NC      | $3940.16      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                      | TOPIX INDX FUTR   Mar26  | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | DE               | CORP              | JP        |          3 | NC      | $4885.46      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US 2YR NOTE (CBT) Mar26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |         -1 | NC      | $-171.87      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | FTSE Taiwan Index Jan26  | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | DE               | CORP              | SG        |          2 | NC      | $3114.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US 10YR NOTE (CBT)Mar26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DIR              | CORP              | US        |         10 | NC      | $-10859.39    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE ENDEX FUTURES                                   | TTF NAT GAS F     Feb26  | CUSIP: N/A<br>LEI: 549300CZW488L20NT866       | Short            | DCO              | CORP              | NL        |         -5 | NC      | $-3668.93     | -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      | $15743.83     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO STOXX 50     Mar26  | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | DE        |          9 | NC      | $8160.32      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | WHEAT FUTURE(CBT) Mar26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |        -10 | NC      | $14137.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | WHEAT FUTURE(CBT) May26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -4 | NC      | $7250.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US ULTRA BOND CBT Mar26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |         -5 | NC      | $312.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | GASOLINE RBOB FUT Mar26  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -3 | NC      | $953.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | GASOLINE RBOB FUT Apr26  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -2 | NC      | $625.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | AUST 10Y BOND FUT Mar26  | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |        -34 | NC      | $-7790.91     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | SPI 200 FUTURES   Mar26  | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DE               | CORP              | AU        |         -1 | NC      | $-1185.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | FTSE CHINA A50    Jan26  | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | DE               | CORP              | SG        |         10 | NC      | $-983.58      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | AUST 3YR BOND FUT Mar26  | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |       -105 | NC      | $-6747.76     | -0.03%            |  |  |  | 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        |          6 | NC      | $10193.37     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND FUTURES & OPTIONS                       | NEW ZEAL 3MO BILL MAR26  | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Long             | DIR              | CORP              | NZ        |          5 | NC      | $-1018.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND FUTURES & OPTIONS                       | NEW ZEAL 3MO BILL Jun26  | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Long             | DIR              | CORP              | NZ        |          3 | NC      | $-835.42      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** James Colantino

**Name of Signer:** James Colantino

**Title:** Treasurer