# EDGAR Filing Document

**Accession Number:** 0001557156
**File Stem:** 0001752724-23-068171
**Filing Date:** 2023-3
**Character Count:** 389122
**Document Hash:** 025f6d3d65cbfbba48651cedf785fbf4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-068171.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-068171

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221031

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20221031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Goldman Sachs Trust II
- **CENTRAL INDEX KEY:** 0001557156
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22781
- **FILM NUMBER:** 23764613

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

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

## Series and Classes Contracts Data

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

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000124400 | Class A Shares       | GMAMX           |
| C000124401 | Class C Shares       | GMCMX           |
| C000124402 | Institutional Shares | GSMMX           |
| C000124403 | Investor Shares      | GIMMX           |
| C000124404 | Class R Shares       | GRMMX           |
| C000198936 | Class R6 Shares      | GMMFX           |
| C000201711 | Class P Shares       | GMMPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10282

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2022-10-31

- **b. Date as of which information is reported:** 2022-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $203548854.37

**Total Liabilities:** $52418298.32

**Net Assets:** $151130556.05

**Amount of Assets Invested in Other Investment Companies:** $3351958.24

**Cash Not Reported:** $57795467.18

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000201711 | 0.26%                | -0.18%               | 0.35%                |
| Class ID C000124401 | 0.19%                | -0.28%               | 0.28%                |
| Class ID C000198936 | 0.26%                | -0.18%               | 0.35%                |
| Class ID C000124404 | 0.18%                | -0.18%               | 0.27%                |
| Class ID C000124403 | 0.27%                | -0.18%               | 0.35%                |
| Class ID C000124402 | 0.26%                | -0.18%               | 0.35%                |
| Class ID C000124400 | 0.18%                | -0.18%               | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-36686.09               | $-756213.40                                |
| Month 2  | $-587834.23              | $-1978972.40                               |
| Month 3  | $-19380.37               | $2009654.71                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Deutsche Bank AG                                  | PURCHASED USD / SOLD TRY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-2178.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0110 TRS USD R E BRX REC EQUITY / Short: STRBA0110 TRS USD P V 01MOBFR OBFR01 PAY VAR +40      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    486222 | OU      | $76291.94     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited   | MSCI SING IX ETS NOV22                                                                                    | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |        -1 | NC      | $-602.06      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-11818.70    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD BRL                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-3690.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $3918.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Exchange (Futures Market)                   | KOSPI2 INX FUT DEC22                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KR        |       -18 | NC      | $-21308.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0016 TRS USD R V 01MOBFR -35 OBFR01 REC VAR / Short: STRBA0016 TRS USD P E APPF PAY EQUITY     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    107862 | OU      | $-21269.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $696.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                   | HANG SENG IDX FUT NOV22                                                                                   | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |        -4 | NC      | $2626.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                      | British American Tobacco PLC                                                                              | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      9084 | NS      | $360543.96    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CAPITOL FEDERAL FINANCIAL INC                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       200 | NC      | $38500.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED BRL / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $2022.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0065 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0065 TRS USD P E FIZZ PAY EQUITY     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    204262 | OU      | $-45686.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $2072.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CNH / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CN        |         1 | NC      | $-1479.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED TWD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |         1 | NC      | $123.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE               | LVMH Moet Hennessy Louis Vuitton SE                                                                       | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |        95 | NS      | $61264.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-20.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $34191.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-2048.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED INR / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |         1 | NC      | $217.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0046 TRS USD R V 01MOBFR OBFR01 REC VAR / Short: STRBA0046 TRS USD P E FAF PAY EQUITY          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    129080 | OU      | $-12040.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                | Clear Channel Outdoor Holdings Inc                                                                        | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71453 | NS      | $99319.67     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-683.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                        | Intuit Inc                                                                                                | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       110 | NS      | $43424.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $13537.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0075 TRS USD R E MTB REC EQUITY / Short: STRBA0075 TRS USD P V 01MOBFR OBFR01 PAY VAR          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    158688 | OU      | $-7398.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                               | Imperial Brands PLC                                                                                       | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      8901 | NS      | $216396.38    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Italian Derivatives Market                        | FTSE/MIB IDX FUT DEC22                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |        -7 | NC      | $-21585.37    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $2.57         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD CHF                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-281.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $251.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-4527.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | TWITTER INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       323 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CHF / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CH        |         1 | NC      | $-4085.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED KRW / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |         1 | NC      | $398.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $20228.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | Ramsay Health Care Ltd ()                                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | AU        |    157753 | OU      | $6440.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mason Industrial Technology Inc                   | Mason Industrial Technology Inc                                                                           | CUSIP: 57520Y205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $496000.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0033 TRS USD R E MTB REC EQUITY / Short: STRBA0033 TRS USD P V 01MOBFR OBFR01 PAY +40          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    352640 | OU      | $-16440.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nearmap Ltd                                       | Nearmap Ltd                                                                                               | CUSIP: 000000000<br>LEI: 529900TWDTDW761KGY70 | Long             | EC               | CORP              | AU        |    466873 | NS      | $615244.28    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Biote Corp                                        | Biote Corp                                                                                                | CUSIP: 090683111<br>LEI: N/A                  | N/A              | DE               |  | US        |     10000 | NS      | $2100.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED COP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |         1 | NC      | $-7536.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                        | L'Oreal SA                                                                                                | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       550 | NS      | $173047.68    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED EUR / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-21373.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $77.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                               | SPI 200 FUTURES DEC22                                                                                     | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |        -5 | NC      | $2614.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED BRL / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $331.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CAD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $820.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED NZD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |         1 | NC      | $11640.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STORE Capital Corp                                | STORE Capital Corp                                                                                        | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               |  | US        |     98808 | NS      | $3135177.84   | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                       | Rogers Corp                                                                                               | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      1884 | NS      | $432359.16    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-26.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED JPY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |         1 | NC      | $-8807.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-14633.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-3429.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD COP                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $1622.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Biffa PLC                                         | Biffa PLC                                                                                                 | CUSIP: 000000000<br>LEI: 2138008RB4WDK7HYYS91 | Long             | EC               | CORP              | GB        |     90781 | NS      | $429131.55    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMOFINANZ AG                                     | IMMOFINANZ AG                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      4438 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| London Metal Exchange                             | NICKEL FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $21299.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                | BRENT CRUDE FUTR JAN23                                                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         2 | NC      | $-3891.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-13785.85    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | SHORT EURO-BTP FU DEC22                                                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -1 | NC      | $-39.53       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD CLP                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-2220.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVEVA Group PLC                                   | AVEVA Group PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800XHATUM2LFMKG16 | Long             | EC               | CORP              | GB        |     22067 | NS      | $794616.30    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD BRL                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1458.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | NICKEL FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $876.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                     | Rio Tinto PLC                                                                                             | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      3061 | NS      | $168263.17    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Spade Acquisition Co                        | Black Spade Acquisition Co                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    100000 | NS      | $990000.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED EUR / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $155.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Strategic Growth Capital II                | Apollo Strategic Growth Capital II                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    125000 | NS      | $1239187.50   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-51.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED BRL / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $4406.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $783.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CNH / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CN        |         1 | NC      | $-1040.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD CAD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $15662.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT DEC22                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -2 | NC      | $-1611.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $-2610.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $-39.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-1976.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD COP                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $6234.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-15.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED EUR / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-17186.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                                                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       689 | NS      | $377096.59    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED INR / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |         1 | NC      | $-594.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED JPY / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-93.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-152.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $13.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                   | ASML Holding NV                                                                                           | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       553 | NS      | $263669.69    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-3565.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0041 TRS USD R V 01MOBFR OBFR01 RECVAR / Short: STRBA0041 TRS USD P E ESS PAY EQUITY           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    169561 | OU      | $14588.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                   | Philip Morris International Inc                                                                           | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      4369 | NS      | $400724.68    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-5668.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-8.62        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD INR                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $136.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $4237.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD BRL                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1161.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD CHF                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $378.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-60.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                      | British American Tobacco PLC                                                                              | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     11452 | NS      | $454004.64    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED EUR / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $53.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD CNH                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $20785.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify Health Inc                                | Signify Health Inc                                                                                        | CUSIP: 82671G100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -7408 | NS      | $-216461.76   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $1968.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-1075.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-2934.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0048 TRS USD R V 01MOBFR OBFR01 REC VAR / Short: STRBA0048 TRS USD P E AAL PAY EQUITY          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    150500 | OU      | $-25875.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD CNH                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $10036.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-64.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                            | DOLLAR INDEX DEC22                                                                                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DFE              |  | US        |         3 | NC      | $3540.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | NICKEL FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $8216.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED NZD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |         1 | NC      | $1075.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $4.66         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD MXN                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1994.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $38.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | TURQUOISE HILL RESOURCES LTD                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |        68 | NC      | $9860.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ATLAS CORP                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | MH        |        72 | NC      | $180.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                | NextEra Energy Inc                                                                                        | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3845 | NS      | $298794.95    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $39108.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINIUM FUTURES 3 MONTHS                                                                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-2133.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $10.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-5.90        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD TRY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-3240.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-381.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELUS Corp                                        | TELUS Corp                                                                                                | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Short            | EC               | CORP              | CA        |       -41 | NS      | $-853.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CAD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $3199.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD CHF                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $3342.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-378.73      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | E-MINI RUSS 2000 DEC22                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         2 | NC      | $5917.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | SOYBEAN FUTURE JAN23                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        11 | NC      | $12899.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $87.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED EUR / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-716.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-4.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD MXN                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-13427.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED KRW / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |         1 | NC      | $203.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-111.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED TRY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |         1 | NC      | $73.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hollysys Automation Technologies Ltd              | Hollysys Automation Technologies Ltd                                                                      | CUSIP: 000000000<br>LEI: 2549008FKCB1PSUOZ583 | Long             | EC               | CORP              | VG        |     37637 | NS      | $612353.99    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| North Atlantic Acquisition Corp                   | North Atlantic Acquisition Corp                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     40044 | NS      | $400440.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $4259.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD TWD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-0.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVEO Pharmaceuticals Inc                          | AVEO Pharmaceuticals Inc                                                                                  | CUSIP: 053588307<br>LEI: 529900PLC55DUQO4CR76 | Long             | EC               | CORP              | US        |     23436 | NS      | $346149.72    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | NICKEL FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $418.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD TRY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-4167.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINIUM FUTURES 3 MONTHS                                                                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $184.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $12787.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SportsTek Acquisition Corp                        | SportsTek Acquisition Corp                                                                                | CUSIP: 849196209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30462 | NS      | $302487.66    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CAD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $-1002.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                            | COCOA FUTURE DEC22                                                                                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        -2 | NC      | $-814.62      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BTP FUTURE DEC22                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -8 | NC      | $-15546.95    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD KRW                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-672.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ares Acquisition Corp                             | Ares Acquisition Corp                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    100000 | NS      | $997000.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $12503.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SIGNIFY HEALTH INC                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        74 | NC      | $370.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $1491.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-1906.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FTAC Hera Acquisition Corp                        | FTAC Hera Acquisition Corp                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     37731 | NS      | $376178.07    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CNH / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CN        |         1 | NC      | $-599.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-6802.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pontem Corp                                       | Pontem Corp                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     90000 | NS      | $900000.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Tailwind International Acquisition Corp           | Tailwind International Acquisition Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     75000 | NS      | $748500.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-22262.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp                               | Tourmaline Oil Corp                                                                                       | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               | CORP              | CA        |      3612 | NS      | $205608.40    | 0.14%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED JPY / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-158.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marlin Technology Corp                            | Marlin Technology Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     75000 | NS      | $750000.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                    | MINI TPX IDX FUT DEC22                                                                                    | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         1 | NC      | $155.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                      | Thermo Fisher Scientific Inc                                                                              | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       390 | NS      | $201899.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Landcadia Holdings IV Inc                         | Landcadia Holdings IV Inc                                                                                 | CUSIP: 51477A203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75000 | NS      | $741750.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-3030.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division  | FTSE 100 IDX FUT DEC22                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       -13 | NC      | $43539.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange, LLC                        | CBOE VIX FUTURE NOV22                                                                                     | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |       -40 | NC      | $136956.07    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-247.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CNH / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CN        |         1 | NC      | $-3797.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-38.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited   | SGX NIFTY 50 NOV22                                                                                        | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |         5 | NC      | $3551.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED JPY / SOLD NZD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-1732.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $250.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $611.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0040 TRS USD R V 01MOBFR OBFR01 REC VAR / Short: STRBA0040 TRS USD P E O PAY EQUITY            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    162960 | OU      | $-11228.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-1463.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Archaea Energy Inc                                | Archaea Energy Inc                                                                                        | CUSIP: 03940F103<br>LEI: 549300ZBE567NNMH7V89 | Long             | EC               | CORP              | US        |     11277 | NS      | $290269.98    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-102.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-2813.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD MXN                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-7386.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gores Holdings VII Inc                            | Gores Holdings VII Inc                                                                                    | CUSIP: 38286T200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125000 | NS      | $1240000.00   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0126 TRS USD R E GLPI INDEX REC / Short: STRBA0126 TRS USD P V 01MOBFR OBFR01 PAY VAR          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    486626 | OU      | $44918.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| North Atlantic Acquisition Corp                   | North Atlantic Acquisition Corp                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     13348 | NS      | $52.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-13076.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED TRY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |         1 | NC      | $3501.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0050 TRS USD R E TRXT REC EQUITY / Short: STRBA0050 TRS USD P V 01MOBFR OBFR01 PAY VAR         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    317800 | OU      | $65376.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0078 TRS USD R E LUV REC EQUITY / Short: STRBA0078 TRS USD P V 01MOBFR OBFR01 PAY VAR          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    259056 | OU      | $51240.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED GBP / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $59.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD CAD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $1727.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $10628.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED GBP / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $6295.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0038 TRS USD R E TDS REC EQUITY / Short: STRBA0038 TRS USD P V 01MOBFR OBFR01 PAY +40          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    339160 | OU      | $72956.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-1065.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD CAD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $0.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD KRW                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-869.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | XAY CONS DISCRET DEC22                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         1 | NC      | $1438.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                | Deutsche Boerse AG                                                                                        | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      1596 | NS      | $256018.36    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD BRL                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-145.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                  | Novo Nordisk A/S                                                                                          | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      4338 | NS      | $460208.74    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $990.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED EUR / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-1190.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CAD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $-299.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp                    | Oaktree Specialty Lending Corp                                                                            | CUSIP: 67401P108<br>LEI: 549300J6MGCEU5928620 | Long             | EC               | CORP              | US        |     45800 | NS      | $305028.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD CAD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $458.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CAD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $811.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaming & Hospitality Acquisition Corp             | Gaming & Hospitality Acquisition Corp                                                                     | CUSIP: 364681205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125000 | NS      | $1247500.00   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | NICKEL FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-368.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0115 TRS USD R E REC EQUITY BRX / Short: STRBA0115 TRS USD P V 01MOBFR PAY OBFR01 VAR          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    497294 | OU      | $65219.84     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED JPY / SOLD NZD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-2817.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-3300.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $12.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meff Financial Derivatives                        | IBEX 35 INDX FUTR NOV22                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |        -2 | NC      | $-8808.27     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0088 TRS USD R E REC EQUITY FYBR / Short: STRBA0088 TRS USD P V 01MOBFR PAY VAR OBFR01         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    154638 | OU      | $-1254.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED JPY / SOLD CAD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-1536.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD HUF                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-2022.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $61.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED MXN / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |         1 | NC      | $444.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | MAGNACHIP SEMICONDUCTOR CORP                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        80 | NC      | $600.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-304.23      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0044 TRS USD R V 01MOBFR OBFR01-35 REC VAR / Short: STRBA0044 TRS USD P E CHH PAY EQUITY       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    197136 | OU      | $-37548.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0053 TRS USD R E MHO REC EQUITY / Short: STRBA0053 TRS USD P V 01MOBFR0 OBFR01 PAY VAR         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    315201 | OU      | $44892.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | Atlantia SpA ()                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | IT        |    888392 | OU      | $10068.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-2.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                           | Vale SA                                                                                                   | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     24123 | NS      | $323025.44    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                               | Cheniere Energy Inc                                                                                       | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       162 | NS      | $29137.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $3787.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0021 TRS USD R V 01MOBFR OBFR01 -126 REC VAR / Short: STRBA0021 TRS USD P E MAIN PAY EQUITY    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     97556 | OU      | $-10469.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | ContourGlobal PLC ()                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |    283440 | OU      | $3938.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infomedia Ltd                                     | Infomedia Ltd                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    249231 | NS      | $202902.58    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                      | WTI CRUDE FUTURE DEC22                                                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         4 | NC      | $-13096.84    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | S+P500 EMINI FUT DEC22                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -98 | NC      | $1019006.46   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $3424.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED TRY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |         1 | NC      | $5263.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $11.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CAD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $721.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlantia SpA                                      | Atlantia SpA                                                                                              | CUSIP: 000000000<br>LEI: 8156008DEC771409C487 | Long             | EC               | CORP              | IT        |     63136 | NS      | $1417369.35   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED MXN / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |         1 | NC      | $17728.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $4548.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD INR                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $579.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0059 TRS USD R V 01MOBFR OBFR01 REC VAR / Short: STRBA0059 TRS USD P E FFIN PAY EQUITY         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    263529 | OU      | $27027.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp                                      | Moody's Corp                                                                                              | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        89 | NS      | $23527.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD CHF                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $8790.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $131.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED BRL / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $313.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $25961.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | SOYBEAN OIL FUTR DEC22                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         4 | NC      | $5354.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: SSRBA0107 TRS USD R F   .00000 GTY REC / Short: SSRBA0107 TRS USD P V 01MOBFR OBFR01 .35 BPS PAY    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-11.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                            | Petroleo Brasileiro SA                                                                                    | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |     54105 | NS      | $312762.62    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | NICKEL FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $9744.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-30.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0014 TRS USD R V 01MOBFR -35 OBFR01 REC VAR / Short: STRBA0014 TRS USD P E MKC PAY EQUITY      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     85524 | OU      | $-8784.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CHF CURRENCY FUT DEC22                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        -1 | NC      | $680.09       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                    | Telephone and Data Systems Inc                                                                            | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12888 | NS      | $217678.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | NICKEL FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $438.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0009 TRS USD R V 01MOBFR -35 OBFR01 REC VAR / Short: STRBA0009 TRS USD P E O PAY EQUITY        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    186240 | OU      | $-12832.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-1977.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $4170.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Industries Ltd                           | Reliance Industries Ltd                                                                                   | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |      4498 | NS      | $137286.23    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-1989.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Metro Inc/CN                                      | Metro Inc/CN                                                                                              | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |      2344 | NS      | $123363.89    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $5821.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | CORN FUTURE       DEC22                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         4 | NC      | $716.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                                       | iRobot Corp                                                                                               | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Short            | EC               | CORP              | US        |     -7504 | NS      | $-424201.12   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED MXN / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |         1 | NC      | $8543.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                       | Reckitt Benckiser Group PLC                                                                               | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      1643 | NS      | $108253.58    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED JPY / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $1125.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $439.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                        | Advanced Micro Devices Inc                                                                                | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       386 | NS      | $23028.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | NICKEL FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $23264.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0124 TRS USD R E REC EQUITY MHO / Short: STRBA0124 TRS USD P V 01MOBFR PAY VAR OBFR01          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    229555 | OU      | $6823.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $19.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0047 TRS USD R V 01MOBFR OBFR01 -35REC VAR / Short: STRBA0047 TRS USD P E REG PAY EQUITY       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    150780 | OU      | $-22596.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-32.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $2430.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $409.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                         | Thales SA                                                                                                 | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |       579 | NS      | $73165.06     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KnowBe4 Inc                                       | KnowBe4 Inc                                                                                               | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29962 | NS      | $738862.92    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $19.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $7867.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | NICKEL FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-488.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD BRL                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-998.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $4.91         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Corp                                        | Atlas Corp                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MH        |     86843 | NS      | $1326092.61   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-173.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                        | Genmab A/S                                                                                                | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |        33 | NS      | $12670.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-12.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                          | Visa Inc                                                                                                  | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1491 | NS      | $308532.63    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-5059.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Korea Exchange (Futures Market)                   | US DOLLAR FUT NOV22                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         7 | NC      | $-157.64      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                      | Enbridge Inc                                                                                              | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     13487 | NS      | $524986.68    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0112 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0112 TRS USD P E NTB PAY EQUITY      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    317411 | OU      | $-16365.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                   | MINI HSI IDX FUT NOV22                                                                                    | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |        -8 | NC      | $2324.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-41.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                  | Roche Holding AG                                                                                          | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       623 | NS      | $205146.68    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINIUM FUTURES 3 MONTHS                                                                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-371.85      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                   | ASML Holding NV                                                                                           | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       278 | NS      | $132155.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $20117.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED CAD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |         1 | NC      | $323.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-3640.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OZ Minerals Ltd                                   | OZ Minerals Ltd                                                                                           | CUSIP: 000000000<br>LEI: 529900O2VBT5CL7EZT27 | Long             | EC               | CORP              | AU        |      8004 | NS      | $124895.82    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $-1148.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                               | Elevance Health Inc                                                                                       | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       316 | NS      | $172071.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0092 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0092 TRS USD P E BXMT PAY EQUITY     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    128370 | OU      | $-8965.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD CNH                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-488.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $30.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $4521.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED JPY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |         1 | NC      | $-804.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED AUD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $1780.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Parent Inc                | Frontier Communications Parent Inc                                                                        | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29000 | NS      | $673960.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $12906.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                     | Dollarama Inc                                                                                             | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |       982 | NS      | $58119.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $-49059.30    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-39.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                  | TotalEnergies SE                                                                                          | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     10096 | NS      | $563785.62    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED BRL / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $-61.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | LIVE CATTLE FUTR DEC22                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         7 | NC      | $644.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited   | NIKKEI 225 (SGX) DEC22                                                                                    | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |        -3 | NC      | $-2424.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ZINC FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-7042.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0029 TRS USD R E ARE REC EQUITY / Short: STRBA0029 TRS USD P V 01MOBFR OBFR01 +40 PAY VAR      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    308418 | OU      | $10054.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED EUR / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $14133.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD TRY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-3173.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | NICKEL FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $34079.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Itau Unibanco Holding SA                          | Itau Unibanco Holding SA                                                                                  | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |     68794 | NS      | $405665.52    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $363.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD CAD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-3169.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $61972.18     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED EUR / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $342.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-1928.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SPDR S+P 500 ETF TRUST                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -60 | NC      | $-10170.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                    | NIKKEI 225 MINI DEC22                                                                                     | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         4 | NC      | $1013.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0062 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0062 TRS USD P E HLT PAY EQUITY      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    241240 | OU      | $-26240.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED INR / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |         1 | NC      | $-942.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $2925.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0057 TRS USD R E FYBR REC EQUITY / Short: STRBA0057 TRS USD P V 01MOBFR OBFR01 PAY VAR         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    100749 | OU      | $-817.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED EUR / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $277.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD INR                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $2460.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED EUR / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-2458.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $-0.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITC Ltd                                           | ITC Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 335800WLOU3OFWFTMP43 | Long             | EC               | CORP              | IN        |     40961 | NS      | $172653.08    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED JPY / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-1712.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $106.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                            | COFFEE 'C' FUTURE DEC22                                                                                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        -3 | NC      | $691.41       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | CATTLE FEEDER FUT JAN23                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         2 | NC      | $470.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD NZD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-9170.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0120 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0120 TRS USD P E PAY EQUITY CLX      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    156034 | OU      | $-19969.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-28.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                               | American Tower Corp                                                                                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      1169 | NS      | $243011.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $61.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO-OAT FUTURE DEC22                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -5 | NC      | $394.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0114 TRS USD R E REC EQUITY AMT / Short: STRBA0114 TRS USD P V 01MOBFR PAY OBFR01 VAR          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    652575 | OU      | $12640.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                   | Dollar Tree Inc                                                                                           | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       462 | NS      | $73051.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED AUD / SOLD CAD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $738.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Acquisition Corp II                          | Ross Acquisition Corp II                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    100000 | NS      | $998090.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-10598.70    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $12986.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0077 TRS USD R E ARE REC EQUITY / Short: STRBA0077 TRS USD P V 01MOBFR OBFR01 PAY VAR          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     98133 | OU      | $3199.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $12818.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: SSRBA0106 TRS USD R F   .00000 GTY REC VAR / Short: SSRBA0106 TRS USD P V 01MOBFR PAY 0.35BPS       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $61.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED AUD / SOLD NZD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $-1721.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $2307.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0070 TRS USD R E VICI REC EQUITY / Short: STRBA0070 TRS USD P V 01MOBFR OBFR01 PAY VAR         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    247755 | OU      | $23655.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0074 TRS USD R E VICI REC EQUITY / Short: STRBA0074 TRS USD P V 01MOBFR OBFR01 PAY VAR         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    495510 | OU      | $47310.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED GBP / SOLD CHF                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $252.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colonnade Acquisition Corp II                     | Colonnade Acquisition Corp II                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     52649 | NS      | $525437.02    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED KRW / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |         1 | NC      | $397.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Biohaven Ltd                                      | Biohaven Ltd                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      4488 | NS      | $75218.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $2650.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-30.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shaw Communications Inc                           | Shaw Communications Inc                                                                                   | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |      6418 | NS      | $167959.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-17.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $553.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD BRL                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-842.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED JPY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $197.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Health Assurance Acquisition Corp                 | Health Assurance Acquisition Corp                                                                         | CUSIP: 42226W208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100000 | NS      | $1004000.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED CAD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |         1 | NC      | $512.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-375.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR NOTE (CBT)DEC22                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -30 | NC      | $26.04        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $12.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $1917.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | STOXX 50 FUTR DEC22                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -1 | NC      | $-1087.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-17.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED JPY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |         1 | NC      | $651.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | NICKEL FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-491.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-2115.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-5298.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | WHEAT FUTURE(CBT) DEC22                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -1 | NC      | $-2077.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-2.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Be Shaping the Future SpA                         | Be Shaping the Future SpA                                                                                 | CUSIP: 000000000<br>LEI: 8156002FE7E41A35C731 | Long             | EC               | CORP              | IT        |    154028 | NS      | $522398.45    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED HUF / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |         1 | NC      | $-2632.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0103 TRS USD R V 01MOBFR OBFR01 -89.89 REC VAR / Short: STRBA0103 TRS USD P E PETS PAY EQUITY  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     36366 | OU      | $-4433.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange, LLC                        | CBOE VIX FUTURE DEC22                                                                                     | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |        -9 | NC      | $19938.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0123 TRS USD R E REC EQUITY OCLS / Short: STRBA0123 TRS USD P V 01MOBFR PAY OBFR01 VAR         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |      8766 | OU      | $637.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD NOK                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-2317.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intertrust NV                                     | Intertrust NV                                                                                             | CUSIP: 000000000<br>LEI: 724500NRH17KKW68GO66 | Long             | EC               | CORP              | NL        |     85307 | NS      | $1690307.59   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED NZD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |         1 | NC      | $1746.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED JPY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-10037.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal        | S+P/TSX 60 IX FUT DEC22                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |        -5 | NC      | $9051.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA                       | Cie Financiere Richemont SA                                                                               | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      1680 | NS      | $170025.76    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Orthofix Medical Inc                              | Orthofix Medical Inc                                                                                      | CUSIP: 68752M108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -14498 | NS      | $-235012.58   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                     | M&T Bank Corp                                                                                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       500 | NS      | $84050.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | MEXICAN PESO FUT DEC22                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         8 | NC      | $2418.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-93020.94    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0068 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0068 TRS USD P E APPF PAY EQUITY     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    272272 | OU      | $-53690.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED EUR / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $218.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $8415.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Central Asia Tbk PT                          | Bank Central Asia Tbk PT                                                                                  | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |    325716 | NS      | $183404.48    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-10818.70    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $88.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD TRY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-2948.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-5184.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $4880.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-18.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-41853.30    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $22.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rosneft Oil Co PJSC                               | Rosneft Oil Co PJSC                                                                                       | CUSIP: 000000000<br>LEI: 253400JT3MQWNDKMJE44 | Long             | EC               | CORP              | RU        |     27893 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD COP                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-576.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-50.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $1631.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                               | Quanta Services Inc                                                                                       | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       675 | NS      | $96032.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $7176.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD SEK                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $967.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0125 TRS USD R E REC EQUITY NXDT / Short: STRBA0125 TRS USD P V 01MOBFR PAY OBFR01 VAR         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |      1541 | OU      | $96.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal        | S+P/TSX 60 IX FUT DEC22                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |         1 | NC      | $587.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $24.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $9506.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Myovant Sciences Ltd                              | Myovant Sciences Ltd                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     16158 | NS      | $432549.66    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $11.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED EUR / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $524.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) DEC22                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -8 | NC      | $4169.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anzu Special Acquisition Corp I                   | Anzu Special Acquisition Corp I                                                                           | CUSIP: 03737A200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125000 | NS      | $1238750.00   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD BRL                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-753.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0089 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0089 TRS USD P E TGT PAY EQUITY      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    311619 | OU      | $-34020.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                    | JPN 10Y BOND(OSE) DEC22                                                                                   | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         1 | NC      | $3226.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-12830.98    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | NICKEL FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-34037.36    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                  | Exxon Mobil Corp                                                                                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      2818 | NS      | $315362.38    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED EUR / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $211.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED EUR / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $129.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD NZD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-33285.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | SCHRODERS PLC                                                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |    280038 | OU      | $34293.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CHF / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CH        |         1 | NC      | $-2156.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                         | Nestle SA                                                                                                 | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      1686 | NS      | $182503.38    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0045 TRS USD R V 01MOBFR OBFR01 REC VAR / Short: STRBA0045 TRS USD P E CFFN PAY EQUITY         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    205010 | OU      | $6422.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited   | FTSE CHINA A50 NOV22                                                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |         1 | NC      | $113.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-2004.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $148.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | NICKEL FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $11361.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Authentic Equity Acquisition Corp                 | Authentic Equity Acquisition Corp                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     55000 | NS      | $550000.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1114.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                      | NY HARB ULSD FUT DEC22                                                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         2 | NC      | $-2145.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CLP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CL        |         1 | NC      | $4566.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $2759.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Vista Acquisition Corp                        | New Vista Acquisition Corp                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    100000 | NS      | $999000.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $7.76         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitehaven Coal Ltd                               | Whitehaven Coal Ltd                                                                                       | CUSIP: 000000000<br>LEI: 529900WCZ4I6ZO3RRP86 | Long             | EC               | CORP              | AU        |     15193 | NS      | $89885.72     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-2053.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $5234.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-14231.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                           | Activision Blizzard Inc                                                                                   | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     14126 | NS      | $1035577.06   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $-1646.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED CAD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |         1 | NC      | $404.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0052 TRS USD R E OCSL REC EQUITY / Short: STRBA0052 TRS USD P V 01MOBFR OBFR01 -40 PAY VAR     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    355200 | OU      | $39072.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD TWD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1009.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | STOXX 600 UTIL DEC22                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         1 | NC      | $1205.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LME PRIMARYALUMINIUM                                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $1078.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $2928.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-12.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $229.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-35.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | DAX INDEX FUTURE DEC22                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -1 | NC      | $-1682.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                  | ArcelorMittal SA                                                                                          | CUSIP: 03938L203<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      3291 | NS      | $74574.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-655.60      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-5.90        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED EUR / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-236.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $3430.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED CAD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |         1 | NC      | $5962.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED KRW / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |         1 | NC      | $212.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-28.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD BRL                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-5042.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Priveterra Acquisition Corp                       | Priveterra Acquisition Corp                                                                               | CUSIP: 74275N201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100000 | NS      | $990000.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED KRW / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |         1 | NC      | $-2068.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $5.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED EUR / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-972.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED MXN / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |         1 | NC      | $1168.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                             | Monster Beverage Corp                                                                                     | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      1174 | NS      | $110766.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: SSRBA0095 TRS USD R F   .00000 DLR INDEX / Short: SSRBA0095 TRS USD P V 01MOBFR PAY -35 BPS         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINIUM FUTURES 3 MONTHS                                                                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $1909.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $376.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | Euromoney Institutional Investor PLC ()                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |    183882 | OU      | $2211.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HomeServe PLC                                     | HomeServe PLC                                                                                             | CUSIP: 000000000<br>LEI: 213800EKBJTGNMXEDF11 | Long             | EC               | CORP              | GB        |    126377 | NS      | $1720671.11   | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED AUD / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $1511.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD HUF                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1282.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $11.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED JPY / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-2016.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-12762.23    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED BRL / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $1960.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED BRL / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $4905.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | NICKEL FUTURE 3 MONTHS                                                                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $875.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0072 TRS USD R E FYBR REC EQUITY / Short: STRBA0072 TRS USD P V 01MOBFR OBFR01 PAY VAR         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    374880 | OU      | $-3040.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                               | TransDigm Group Inc                                                                                       | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       274 | NS      | $157692.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED JPY / SOLD NZD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-27699.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                       | Netflix Inc                                                                                               | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        96 | NS      | $27528.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $136.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $249.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                   | AstraZeneca PLC                                                                                           | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      6508 | NS      | $777022.68    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                           | Pebblebrook Hotel Trust                                                                                   | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |     16900 | NS      | $274118.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-77.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED EUR / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $24.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund    | Goldman Sachs Financial Square Government Fund                                                            | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | EC               | RF                | US        |  54742174 | NS      | $54742173.52  | 36.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED CAD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |         1 | NC      | $-90.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0111 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0111 TRS USD P E BXP PAY EQUITY      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    323656 | OU      | $13195.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0022 TRS USD R V 01MOBFR 0BFR01 -35 REC VAR / Short: STRBA0022 TRS USD P E KREF PAY EQUITY     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     99125 | OU      | $-8052.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-1.23        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BlueRiver Acquisition Corp                        | BlueRiver Acquisition Corp                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    100000 | NS      | $998000.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $442.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compute Health Acquisition Corp                   | Compute Health Acquisition Corp                                                                           | CUSIP: 204833206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114056 | NS      | $1143981.68   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-5878.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $462.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                             | Southwest Airlines Co                                                                                     | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      5100 | NS      | $188394.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED COP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |         1 | NC      | $-6697.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $0.77         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0015 TRS USD R V 01MOBFR -35 OBFR01 REC VAR / Short: STRBA0015 TRS USD P E REG PAY EQUITY      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    123855 | OU      | $-18561.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | SOYBEAN MEAL FUTR DEC22                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         5 | NC      | $4203.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0113 TRS USD R E REC EQUITY MHO / Short: STRBA0113 TRS USD P V 01MOBFR PAY OBFR01 VAR          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    147819 | OU      | $522.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ZINC FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $5683.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-101.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-1019.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                      | E-MINI CRUDE OIL DEC22                                                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         1 | NC      | $-878.91      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Zendesk Inc                                       | Zendesk Inc                                                                                               | CUSIP: 98936J101<br>LEI: 549300SLI6BN94BKKO36 | Long             | EC               | CORP              | US        |     26710 | NS      | $2049191.20   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-2076.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Shaw Communications Inc                           | Shaw Communications Inc                                                                                   | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |     27934 | NS      | $730977.43    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-8390.60     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED BRL / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $2479.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $16890.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD KRW                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-122.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CAD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $4431.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $3634.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Canada, Inc.                          | CANOLA FUTR (WCE) JAN23                                                                                   | CUSIP: 000000000<br>LEI: 549300QVU6WVGZWEYS03 | N/A              | DCO              |  | CA        |         1 | NC      | $66.57        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $91.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $48.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED EUR / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $8142.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD INR                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $935.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                               | Deutsche Telekom AG                                                                                       | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     19800 | NS      | $379570.52    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED INR / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |         1 | NC      | $-1327.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-32866.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BUND FUTURE DEC22                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -27 | NC      | $-6361.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JOFF Fintech Acquisition Corp                     | JOFF Fintech Acquisition Corp                                                                             | CUSIP: 46592C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125000 | NS      | $1241250.00   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-121.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                       | GOLD 100 OZ FUTR DEC22                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -9 | NC      | $18351.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED KRW / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |         1 | NC      | $192.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $185.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED BRL / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $1677.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext N.V.                                     | CAC40 10 EURO FUT NOV22                                                                                   | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |       -17 | NC      | $-39770.57    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $533.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Acquisition Corp                         | Progress Acquisition Corp                                                                                 | CUSIP: 74327P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30000 | NS      | $300600.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenneco Inc                                       | Tenneco Inc                                                                                               | CUSIP: 880349105<br>LEI: 549300U0EXXFAQFAD785 | Long             | EC               | CORP              | US        |     73237 | NS      | $1455219.19   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Gazprom PJSC                                      | Gazprom PJSC                                                                                              | CUSIP: 000000000<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |     39366 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $-5067.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED NZD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |         1 | NC      | $972.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0082 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0082 TRS USD P E KIM PAY EQUITY      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    298242 | OU      | $-50382.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-126.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-41.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Switch Inc                                        | Switch Inc                                                                                                | CUSIP: 87105L104<br>LEI: 549300EZ98N5Y55J4X37 | Long             | EC               | CORP              | US        |     96814 | NS      | $3290707.86   | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0051 TRS USD R E LUV REC EQUITY / Short: STRBA0051 TRS USD P V 01MOBFR OBFR01 PAY VAR          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    194292 | OU      | $38430.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0067 TRS USD R V 01MOBFR OBFR01 -127.1 REC VAR / Short: STRBA0067 TRS USD P E MAIN PAY EQUITY  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    208568 | OU      | $-22382.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | BP CURRENCY FUT DEC22                                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        -1 | NC      | $406.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ChannelAdvisor Corp                               | ChannelAdvisor Corp                                                                                       | CUSIP: 159179100<br>LEI: 549300KE5CWXBSGWXT83 | Long             | EC               | CORP              | US        |      5082 | NS      | $117089.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO STOXX 50 DEC22                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -20 | NC      | $-2155.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED AUD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $150.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED JPY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |         1 | NC      | $-16822.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED JPY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |         1 | NC      | $0.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Ltd                      | Canadian Pacific Railway Ltd                                                                              | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4458 | NS      | $331675.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-25.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | NICKEL FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-17146.84    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED JPY / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-58.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | NICKEL FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $17032.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-602.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | USERTESTING INC                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       224 | NC      | $4480.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $8473.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-4795.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED GBP / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $9358.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-75.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-1996.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED JPY / SOLD CAD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-4695.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | STOXX 600 BANK DEC22                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -1 | NC      | $-133.81      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINIUM FUTURES 3 MONTHS                                                                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $409.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-132.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $5.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp                           | SBA Communications Corp                                                                                   | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |       265 | NS      | $73076.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-1342.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $2711.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                      | CaixaBank SA                                                                                              | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     15647 | NS      | $52254.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED TRY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |         1 | NC      | $3592.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $4778.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CHF / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CH        |         1 | NC      | $-441.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED COP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |         1 | NC      | $625.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD KRW                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-403.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-4.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CAD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $874.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | S+P500 EMINI FUT DEC22                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        21 | NC      | $23162.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vnet Group Inc                                    | Vnet Group Inc                                                                                            | CUSIP: 90138A103<br>LEI: 529900672GYJQ3T38I58 | Long             | EC               | CORP              | KY        |     20927 | NS      | $95427.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0020 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0020 TRS USD P E ESS PAY EQUITY      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    184095 | OU      | $15838.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED COP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |         1 | NC      | $-2594.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED KRW / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |         1 | NC      | $318.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED INR / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |         1 | NC      | $-2464.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED NZD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |         1 | NC      | $9814.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0122 TRS USD R E REC NXDT EQUITY / Short: STRBA0122 TRS USD P V 01MOBFR PAY OBFR01 VAR         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    102502 | OU      | $4690.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED EUR / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-1228.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED TRY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |         1 | NC      | $4672.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $183.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| B Riley Principal 250 Merger Corp                 | B Riley Principal 250 Merger Corp                                                                         | CUSIP: 05602L203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25000 | NS      | $246250.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0118 TRS USD R V 01MOBFR OBFR01 REC VAR / Short: STRBA0118 TRS USD P E TGT PAY EQUITY          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    327678 | OU      | $-17961.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0037 TRS USD R E PEB REC EQUITY / Short: STRBA0037 TRS USD P V 01MOBFR OBFR01 PAY +40          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    208944 | OU      | $24624.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | DAX INDEX FUTURE DEC22                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         4 | NC      | $33966.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO STOXX 50 DEC22                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         7 | NC      | $3317.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED EUR / SOLD CAD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-544.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | NIKKEI 225 (CME) DEC22                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         1 | NC      | $1425.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD CAD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $495.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD CHF                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-4048.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-4796.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $15.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED NZD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |         1 | NC      | $2361.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT DEC22                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -6 | NC      | $-17005.82    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | NICKEL FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $1073.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $2109.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-5033.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | SX5E DIVIDEND FUT DEC23                                                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         1 | NC      | $186.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED AUD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $1993.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | SPDR S+P 500 ETF TRUST                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        60 | NC      | $48330.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $25157.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $720.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-57.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-3697.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED GBP / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $-49.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED EUR / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $4098.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                     | UniCredit SpA                                                                                             | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      6259 | NS      | $78584.60     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED AUD / SOLD CAD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $-1337.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD TRY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-31860.03    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | VONAGE HOLDINGS CORP                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       221 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-7411.83     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $13.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-5015.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED JPY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |         1 | NC      | $1204.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Minneapolis Grain Exchange                        | RED WHEAT FUT MGE DEC22                                                                                   | CUSIP: 000000000<br>LEI: 549300RGCVWZUN04IA69 | N/A              | DCO              |  | US        |        -1 | NC      | $-1127.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-66.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $55.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-152.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $6259.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED TRY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |         1 | NC      | $231.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-1600.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0121 TRS USD R E REC EQUITY MHO / Short: STRBA0121 TRS USD P V 01MOBFR PAY OBFR01 VAR          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    267676 | OU      | $7774.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-2163.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings Inc                  | Atlas Air Worldwide Holdings Inc                                                                          | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     11840 | NS      | $1197142.40   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED NZD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |         1 | NC      | $10400.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0116 TRS USD R E REC EQUITY NXDT / Short: STRBA0116 TRS USD P V 01MOBFR PAY OBFR01 VAR         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     52332 | OU      | $1270.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                    | TOPIX INDX FUTR DEC22                                                                                     | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |       -12 | NC      | $-23096.94    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD TRY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-597.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-2671.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED BRL / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $727.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-2034.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | NICKEL FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-16191.10    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | NICKEL FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-460.84      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0064 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0064 TRS USD P E MKC PAY EQUITY      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    178175 | OU      | $-18300.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-8487.48     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp VII                        | Churchill Capital Corp VII                                                                                | CUSIP: 17144M201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25409 | NS      | $252819.55    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0012 TRS USD R V 01MOBFR -35 OBFR01 REC VAR / Short: STRBA0012 TRS USD P E HLT PAY EQUITY      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     71166 | OU      | $-7740.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $22847.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                                               | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      2576 | NS      | $198635.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                            | FCOJ-A FUTURE JAN23                                                                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         1 | NC      | $-729.86      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-66.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED BRL / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $2385.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kadem Sustainable Impact Corp                     | Kadem Sustainable Impact Corp                                                                             | CUSIP: 48284E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $494500.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED GBP / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $4719.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0013 TRS USD R V 01MOBRF -35 OBFR01 REC VAR / Short: STRBA0013 TRS USD P E AAL PAY EQUITY      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     98728 | OU      | $-16974.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $33.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cowen Inc                                         | Cowen Inc                                                                                                 | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |     11311 | NS      | $436830.82    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CNH / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CN        |         1 | NC      | $-9667.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                           | Eni SpA                                                                                                   | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     13383 | NS      | $178566.83    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED JPY / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-2853.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0023 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0023 TRS USD P E FAF PAY EQUITY      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    124470 | OU      | $-11610.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $318.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD KRW                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $1459.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $4391.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $1581.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $118.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED JPY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |         1 | NC      | $-1216.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CNH / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CN        |         1 | NC      | $-1824.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                      | GASOLINE RBOB FUT DEC22                                                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         1 | NC      | $-5184.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division  | 3MO EURO EURIBOR  DEC23                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $-432.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED BRL / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $2126.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED TRY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |         1 | NC      | $3822.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon PLC                                           | Aon PLC                                                                                                   | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      1157 | NS      | $329154.93    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-109.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED JPY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $9859.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                      | Canadian National Railway Co                                                                              | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       798 | NS      | $94116.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $15.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-1873.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED TRY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |         1 | NC      | $1001.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                      | GASOLINE RBOB FUT JAN23                                                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         1 | NC      | $-1484.29     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Gymboree Holding Corp                             | GYMBOREE HLDG CORP                                                                                        | CUSIP: 403777303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5019 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $28.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED BRL / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $814.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Capital Corp VI                         | Churchill Capital Corp VI                                                                                 | CUSIP: 17143W200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14669 | NS      | $145883.21    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $2587.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italian Derivatives Market                        | MINI FTSE/MIB FUT DEC22                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |         2 | NC      | $1203.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED NZD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |         1 | NC      | $-467.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-3434.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $3763.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-4840.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BOBL FUTURE DEC22                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -12 | NC      | $-1553.69     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $709.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-928.10      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | NICKEL FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-6526.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHA                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-4068.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $509.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CNH / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CN        |         1 | NC      | $-28782.54    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-422.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0024 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0024 TRS USD P E CFFN PAY EQUITY     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    148570 | OU      | $4654.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD BRL                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-4064.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corp                                    | Starbucks Corp                                                                                            | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       185 | NS      | $16113.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LUKOIL PJSC                                       | LUKOIL PJSC                                                                                               | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |      3021 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LHC Group Inc                                     | LHC Group Inc                                                                                             | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      3789 | NS      | $632763.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD SGD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-750.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD CAD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-3766.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-83.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | ATLAS CORP                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | MH        |       157 | NC      | $392.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | JAN23 XLME                                                                                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-2078.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CAD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $595.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Housing Development Finance Corp Ltd              | Housing Development Finance Corp Ltd                                                                      | CUSIP: 000000000<br>LEI: 335800OX2H9AP7NHLT64 | Long             | EC               | CORP              | IN        |     13728 | NS      | $414749.59    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Evo Payments Inc                                  | Evo Payments Inc                                                                                          | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |     26830 | NS      | $903097.80    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED INR / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |         1 | NC      | $-604.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD KRW                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-398.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Climate Real Impact Solutions II Acquisition Corp | Climate Real Impact Solutions II Acquisition Corp                                                         | CUSIP: 187171202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125000 | NS      | $1250000.00   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Acquisition Corp IV                            | CF Acquisition Corp IV                                                                                    | CUSIP: 12520T201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25000 | NS      | $250000.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | SCHRODERS PLC                                                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |    281576 | OU      | $-34552.71    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                | LOW SU GASOIL G JAN23                                                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         1 | NC      | $-1150.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $33.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                         | Shell PLC                                                                                                 | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      8424 | NS      | $236927.97    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $15541.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | Schroders PLC ()                                                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |         0 | OU      | $-8584.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | NICKEL FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-440.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $2099.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD ZAR                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $1431.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD KRW                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-18.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-1305.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SeaSpine Holdings Corp                            | SeaSpine Holdings Corp                                                                                    | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |     34826 | NS      | $224975.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                   | HSCEI FUTURES NOV22                                                                                       | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DCO              |  | HK        |        -4 | NC      | $3735.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD BRL                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-2396.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-2096.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED GBP / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $3590.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $4200.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $27325.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                            | Petroleo Brasileiro SA                                                                                    | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |     25442 | NS      | $331509.26    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED GBP / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $1931.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) DEC22                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -38 | NC      | $18698.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0032 TRS USD R E EQIX REC EQUITY / Short: STRBA0032 TRS USD P V 01MOBFR OBFR01 PAY +40         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    284420 | OU      | $-30350.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED TRY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |         1 | NC      | $32437.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0097 TRS USD R E PFSI REC EQUITY / Short: STRBA0097 TRS USD P V 01MOBFR OBFR01 PAY VAR         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    287430 | OU      | $63650.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED MXN / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |         1 | NC      | $8327.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD MXN                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1173.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                        | Diageo PLC                                                                                                | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      2806 | NS      | $115926.94    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD MXN                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-267.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-132.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $19645.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-378.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $-13171.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Euronext Eqf, Equities And Indices Derivatives    | AMSTERDAM IDX FUT NOV22                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | NL        |        -4 | NC      | $-17689.77    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                 | Lam Research Corp                                                                                         | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       122 | NS      | $50350.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $951.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bursa Malaysia                                    | CRUDE PALM OIL FU JAN23                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | MY        |         1 | NC      | $-536.23      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-12129.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD CAD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $334.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | NICKEL FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-642.10      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED GBP / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $208.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED TRY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |         1 | NC      | $3390.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED JPY / SOLD NZD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-3131.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                | HCA Healthcare Inc                                                                                        | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       267 | NS      | $59041.71     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | JAN23 XLME                                                                                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $7990.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Powered Brands                                    | Powered Brands                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     58919 | NS      | $589190.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD BRL                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-3573.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $46.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bursa Malaysia                                    | FTSE KLCI FUTURE NOV22                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | MY        |         1 | NC      | $18.62        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-10958.85    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $5681.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-6.35        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-205.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| F45 Training Holdings Inc                         | F45 Training Holdings Inc                                                                                 | CUSIP: 30322L101<br>LEI: 549300W3HC5NKPWXMK72 | Long             | EC               | CORP              | US        |     33875 | NS      | $114497.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                          | KLA Corp                                                                                                  | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       111 | NS      | $35650.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                      | Glencore PLC                                                                                              | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     87455 | NS      | $525666.44    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                             | Northrop Grumman Corp                                                                                     | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       225 | NS      | $120573.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -6 | NC      | $35545.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0073 TRS USD R E MTB REC EQUITY / Short: STRBA0073 TRS USD P V 01MOBFR OBFR01 PAY VAR          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    476064 | OU      | $-22194.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED EUR / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-5446.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD CAD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-7187.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0076 TRS USD R E FYBR REC EQUITY / Short: STRBA0076 TRS USD P V 01MOBFR OBFR01 PAY VAR         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    161667 | OU      | $-1311.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                     | McKesson Corp                                                                                             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       618 | NS      | $236100.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0034 TRS USD R E ARE REC EQUITY / Short: STRBA0034 TRS USD P V 01MOBFR OBFR01 PAY +40          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    350475 | OU      | $11425.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Link Administration Holdings Ltd                  | Link Administration Holdings Ltd                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     65242 | NS      | $142798.79    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | NICKEL FUTURE 3 MONTHS                                                                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $501.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TCW Special Purpose Acquisition Corp              | TCW Special Purpose Acquisition Corp                                                                      | CUSIP: 87301L205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75000 | NS      | $742500.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-96.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $18.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CAD / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $318.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED EUR / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $928.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | TENNECO INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        84 | NC      | $630.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $7820.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $1834.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Z-Work Acquisition Corp                           | Z-Work Acquisition Corp                                                                                   | CUSIP: 98880C201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100000 | NS      | $998000.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED NZD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |         1 | NC      | $7267.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Capital Corp VI                         | Churchill Capital Corp VI                                                                                 | CUSIP: 17143W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       837 | NS      | $8328.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp V                          | Churchill Capital Corp V                                                                                  | CUSIP: 17144T206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12312 | NS      | $122873.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $37.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-25781.96    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $2059.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | NZD FUT DEC22                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        -1 | NC      | $-1506.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-8.48        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-56.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                       | SILVER FUTURE DEC22                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         1 | NC      | $-1976.71     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $12193.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0087 TRS USD R V 01MOBFR OBFR01 REC VAR / Short: STRBA0087 TRS USD P E BXMT PAY EQUITY         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    261408 | OU      | $-18256.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0058 TRS USD R V 01MOBFR 0BFR01 -35 REC VAR / Short: STRBA0058 TRS USD P E WDFC PAY EQUITY     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    158166 | OU      | $17595.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp                                      | Danaher Corp                                                                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       683 | NS      | $174725.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | BIOHAVEN PHARMACEUTICAL HOLDIN                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | VG        |       -58 | NC      | $-40600.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD CHF                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $342.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEGNA Inc                                         | TEGNA Inc                                                                                                 | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     28224 | NS      | $586776.96    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-157.23      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED EUR / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $14708.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED AUD / SOLD NZD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $-1879.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED NOK / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |         1 | NC      | $-122.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-74.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BTRS Holdings Inc                                 | BTRS Holdings Inc                                                                                         | CUSIP: 11778X104<br>LEI: 549300K51KDPS5MBVB54 | Long             | EC               | CORP              | US        |    107302 | NS      | $1010784.84   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED AUD / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $578.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0026 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0026 TRS USD P E ONL PAY EQUITY      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     50750 | OU      | $-3538.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD CAD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-21.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0007 TRS USD R V 01MOBFR -35 OBFR01 REC VAR / Short: STRBA0007 TRS USD P E CLX PAY EQUITY      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    110415 | OU      | $-15720.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED NZD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |         1 | NC      | $13.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED EUR / SOLD NOK                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-916.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $17766.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0005 TRS USD R V 01MOBFR -35OBFR REC VAR / Short: STRBA0005 TRS USD P E SHEN PAY EQUITY        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     91908 | OU      | $-29538.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-87.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0019 TRS USD R V 01MOBFR OBFR01 -281REC VAR / Short: STRBA0019 TRS USD P E HTGC PAY EQUITY     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    158646 | OU      | $-40141.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD NZD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-7919.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tassal Group Ltd                                  | Tassal Group Ltd                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    248789 | NS      | $829186.97    | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO-SCHATZ FUT DEC22                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -10 | NC      | $259.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $1930.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CHF / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CH        |         1 | NC      | $-2908.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                            | MSCI EMGMKT DEC22                                                                                         | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |       -72 | NC      | $368131.68    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $10617.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                 | Fortis Inc/Canada                                                                                         | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |      5124 | NS      | $198362.95    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD CAD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $24988.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD CAD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-13.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-19.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-0.62        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $1.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Capital Corp VII                        | Churchill Capital Corp VII                                                                                | CUSIP: 17144M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8804 | NS      | $87687.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                      | NATURAL GAS FUTR DEC22                                                                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -1 | NC      | $-3611.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                  | ArcelorMittal SA                                                                                          | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      3424 | NS      | $77354.48     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Turquoise Hill Resources Ltd                      | Turquoise Hill Resources Ltd                                                                              | CUSIP: 900435207<br>LEI: 549300R80B2163QFEC16 | Short            | EC               | CORP              | CA        |     -3779 | NS      | $-111896.19   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                | BRENT CRUDE FUTR FEB23                                                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        -1 | NC      | $950.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI Bank Ltd                                    | ICICI Bank Ltd                                                                                            | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     11961 | NS      | $263620.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | NASDAQ 100 E-MINI DEC22                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -1 | NC      | $3183.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ZINC FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $7458.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD NZD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-11335.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-8365.48     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | Electricite de France SA ()                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | FR        |    666014 | OU      | $3623.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0128 TRS USD R E WH REC EQUITY / Short: STRBA0128 TRS USD P V 01MOBFR PAY OBFR01 VAR           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    318525 | OU      | $4533.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | ISHARES RUSSELL 2000 ETF                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        83 | NC      | $65943.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $1009.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD CAD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $21622.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1384.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thunder Bridge Capital Partners III Inc           | Thunder Bridge Capital Partners III Inc                                                                   | CUSIP: 88605T209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125000 | NS      | $1241250.00   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                            | SUGAR 11 (WORLD) MAR23                                                                                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        -2 | NC      | $208.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division  | LONG GILT FUTURE DEC22                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -7 | NC      | $-7159.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $3273.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                   | T-Mobile US Inc                                                                                           | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      2663 | NS      | $405521.64    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                       | Novartis AG                                                                                               | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      2277 | NS      | $183826.40    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD BRL                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1578.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                       | COPPER FUTURE DEC22                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -2 | NC      | $2987.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0049 TRS USD R V 01MOBFR OBFR01 REC VAR / Short: STRBA0049 TRS USD P E SHEN PAY FIXED          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    148074 | OU      | $-47589.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-1532.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $22.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED CAD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |         1 | NC      | $576.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $1540.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD KRW                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-386.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-2569.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0006 TRS USD R V 01MOBFR -120 OBFR01 REC VAR / Short: STRBA0006 TRS USD P E PSEC PAY EQUITY    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    148180 | OU      | $-25573.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-7654.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-3081.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | NICKEL FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $3269.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-894.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-25.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $17.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $8838.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $5634.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-47.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD NOK                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-2386.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-2683.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-8303.70     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Newbury Street Acquisition Corp                   | Newbury Street Acquisition Corp                                                                           | CUSIP: 65101L203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17881 | NS      | $177290.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-12762.98    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-532.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0101 TRS USD R V 01MOBFR OBFR01 -93.24 REC VAR / Short: STRBA0101 TRS USD P E PETS PAY EQUITY  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    180306 | OU      | $-21984.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINIUM FUTURES 3 MONTHS                                                                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-590.60      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0095 TRS USD R V 01MOBFR OBFR01 REC VAR / Short: STRBA0095 TRS USD P E DLR PAY EQUITY          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    247950 | OU      | $5775.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMMOFINANZ AG                                     | IMMOFINANZ AG                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |     11909 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD TRY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-22147.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mason Industrial Technology Inc                   | Mason Industrial Technology Inc                                                                           | CUSIP: 57520Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8096 | NS      | $80393.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                       | Equinix Inc                                                                                               | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       610 | NS      | $345528.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Stockholm AB                               | OMXS30 IND FUTURE NOV22                                                                                   | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |       -12 | NC      | $-3357.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $20.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED CAD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |         1 | NC      | $3621.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED JPY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $661.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CHF / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CH        |         1 | NC      | $44.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0090 TRS USD R V 01MOBFR OBFR01 -319.26 REC VAR / Short: STRBA0090 TRS USD P E HTGC PAY EQUITY | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    134328 | OU      | $-33988.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0063 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0063 TRS USD P E CLX PAY EQUITY      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    205424 | OU      | $-29248.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Arrowroot Acquisition Corp                        | Arrowroot Acquisition Corp                                                                                | CUSIP: 04282M201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75000 | NS      | $744750.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                    | S&P Global Inc                                                                                            | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       513 | NS      | $162174.69    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD CAD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $1945.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD TRY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-898.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | DJIA MINI E-CBOT DEC22                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |        -1 | NC      | $-5401.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0083 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0083 TRS USD P E OPI PAY EQUITY      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    113805 | OU      | $-10368.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED CAD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |         1 | NC      | $-1.92        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0119 TRS USD R V 01MOBFR REC OBFR01 -35 VAR / Short: STRBA0119 TRS USD P E PAY EQUITY WDFC     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    161049 | OU      | $20477.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD COP                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $2572.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal        | CAN 10YR BOND FUT DEC22                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        -3 | NC      | $-2873.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0093 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0093 TRS USD P E DLR PAY EQUITY      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    247950 | OU      | $5775.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                    | Amazon.com Inc                                                                                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      1467 | NS      | $141990.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED BRL / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $24.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | USERTESTING INC                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        34 | NC      | $425.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | VONAGE HOLDINGS CORP                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        94 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RMG Acquisition Corp III                          | RMG Acquisition Corp III                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     75000 | NS      | $749250.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | COPPER FUTURES 3 MONTHS                                                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $4359.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED AUD / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $12.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ZINC FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-7129.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $1999.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED GBP / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $5218.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Acquisition Corp                         | Progress Acquisition Corp                                                                                 | CUSIP: 74327P113<br>LEI: N/A                  | N/A              | DE               |  | US        |     15000 | NS      | $939.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD BRL                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1441.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED GBP / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $15.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-48.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD BRL                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1738.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                            | Motorola Solutions Inc                                                                                    | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       726 | NS      | $176338.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED JPY / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-601.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | MAGNACHIP SEMICONDUCTOR CORP                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -80 | NC      | $-3000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                     | M/I Homes Inc                                                                                             | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      7250 | NS      | $300077.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED NOK / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |         1 | NC      | $-731.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arctos NorthStar Acquisition Corp                 | Arctos NorthStar Acquisition Corp                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    125000 | NS      | $1247500.00   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD CAD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-16.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $17.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LME PRIMARYALUMINIUM                                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-1058.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $5069.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD GBP                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-899.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Acquisition Corp I                  | Constellation Acquisition Corp I                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    100000 | NS      | $999000.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0117 TRS USD R E REC EQUITY OC5L / Short: STRBA0117 TRS USD P V 01MOBFR PAY OBFR01 VAR         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     71957 | OU      | $4553.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0100 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0100 TRS USD P E IRM PAY EQUITY      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    307790 | OU      | $-43680.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-346.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                    | TOPIX INDX FUTR DEC22                                                                                     | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         1 | NC      | $1007.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-2953.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $226.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0043 TRS USD R V 01MOBFR OBFR01 -225.85 REC VAR / Short: STRBA0043 TRS USD P E PSEC PAY EQUITY | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    111600 | OU      | $-19260.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED JPY / SOLD CAD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-568.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED JPY / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-1269.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-2428.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-63.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $1296.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $2080.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarim Acquisition Corp                           | Clarim Acquisition Corp                                                                                   | CUSIP: 18049C207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125000 | NS      | $1250000.00   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD BRL                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-4155.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | Long: STRBA0042 TRS USD R V 01MOBFR OBFR01 -278.1 REC VAR / Short: STRBA0042 TRS USD P E HTGC PAY EQUITY  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    112326 | OU      | $-28421.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-728.10      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-265.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                | Banco Bilbao Vizcaya Argentaria SA                                                                        | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |       445 | NS      | $2322.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $17279.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED NZD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |         1 | NC      | $4184.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                            | MSCI EMGMKT DEC22                                                                                         | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        11 | NC      | $-477.69      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD INR                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $1309.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LEAD FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-3467.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED BRL / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $3018.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | ALUMINUM FUTURES 3 MONTHS                                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         6 | NC      | $-41450.63    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Heineken NV                                       | Heineken NV                                                                                               | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      3972 | NS      | $326630.71    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED HUF / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |         1 | NC      | $-919.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-24

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

**Signature:** Peter Fortner

**Name of Signer:** Peter Fortner

**Title:** Vice President