# EDGAR Filing Document

**Accession Number:** 0002026275
**File Stem:** 0001410368-25-040100
**Filing Date:** 2025-12
**Character Count:** 1537965
**Document Hash:** 4e8941beb9aa42ee7030ed5cabd787d9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-040100.hdr.sgml**: 20251222

**ACCESSION NUMBER**: 0001410368-25-040100

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251222

**DATE AS OF CHANGE**: 20251222

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23973
- **FILM NUMBER:** 251589619

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 617-790-7151

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

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

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

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $567399432.16

**Total Liabilities:** $517951740.38

**Net Assets:** $49447691.78

**Assets Attributable to Miscellaneous Securities:** $7038.80

**Delayed Delivery Securities:** $188038097.68

**Cash Not Reported:** $17218134.46

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -36.34000000 | **1-Year:** -2617.15000000 | **5-Year:** -12159.62000000 | **10-Year:** -9788.54000000 | **30-Year:** -5603.70000000

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

- **3-Month:** -24.63000000 | **1-Year:** -467.63000000 | **5-Year:** 4298.68000000 | **10-Year:** -1283.40000000 | **30-Year:** 339.75000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A |  |  | -2.13%               |
| Class ID N/A | -0.93%               | 0.88%                | -2.04%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $148401.69               | $-300925.71                                |
| Month 2  | $551050.53               | $54533.54                                  |
| Month 3  | $1877592.39              | $-1469923.59                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADVANTAGE OIL & GAS LTD                          | Advantage Energy Ltd                                  | CUSIP: 00791PAA5<br>LEI: 549300WK5YRPOB2DTT64 | Long             | DBT              | CORP              | CA        |       14000 | PA      | $10710.80     | 0.02%             | 2029-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                          | Aethon United BR LP / Aethon United Finance Corp      | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      168000 | PA      | $174293.00    | 0.35%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                           | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      225000 | PA      | $208335.69    | 0.42%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                              | Province of Alberta Canada                            | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      195000 | PA      | $198484.76    | 0.40%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                              | Province of Alberta Canada                            | CUSIP: 013051EY9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     2160000 | PA      | $2162585.96   | 4.37%             | 2035-11-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                     | Alphabet Inc                                          | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      310000 | PA      | $304602.04    | 0.62%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                         | Province of British Columbia Canada                   | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1355000 | PA      | $1393674.76   | 2.82%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp          | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | PA      | $195074.12    | 0.39%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                               | CP Atlas Buyer Inc                                    | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |      165000 | PA      | $161607.93    | 0.33%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                       | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Short            | DBT              | CORP              | US        |     -770000 | PA      | $-778299.88   | -1.57%            | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                            | Caesars Entertainment Inc                             | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23849.34     | 0.05%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                         | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | DBT              | CORP              | PA        |     -550000 | PA      | $-570625.00   | -1.15%            | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                         | Cassa Depositi e Prestiti SpA                         | CUSIP: 147918AF3<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |     2085000 | PA      | $2088743.99   | 4.22%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Centuri Holdings Inc                             | Centuri Holdings Inc                                  | CUSIP: 155923105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7658 | NS      | $154615.02    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOBANI HOLDCO II LLC                            | Chobani Holdco II LLC                                 | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      245575 | PA      | $260139.07    | 0.53%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                  | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Short            | DBT              | CORP              | US        |     -100000 | PA      | $-102499.28   | -0.21%            | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                  | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Short            | DBT              | CORP              | US        |     -325000 | PA      | $-336943.75   | -0.68%            | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                  | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Short            | DBT              | CORP              | US        |     -100000 | PA      | $-104120.18   | -0.21%            | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                           | Cloud Software Group Inc                              | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      605000 | PA      | $625775.70    | 1.27%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds          | Colombia Government International Bonds               | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Short            | DBT              | NUSS              | CO        |     -400000 | PA      | $-462400.00   | -0.94%            | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds          | Colombia Government International Bonds               | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Short            | DBT              | NUSS              | CO        |     -200000 | PA      | $-222200.00   | -0.45%            | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp                                          | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      250000 | PA      | $151499.50    | 0.31%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp                                          | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      150000 | PA      | $86915.91     | 0.18%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp                                          | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      625000 | PA      | $348262.17    | 0.70%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                         | Constellation Energy Generation LLC                   | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Short            | DBT              | CORP              | US        |     -125000 | PA      | $-138613.27   | -0.28%            | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                | CPPIB Capital Inc                                     | CUSIP: 22411VBG2<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     2510000 | PA      | $2507707.44   | 5.07%             | 2028-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                 | Cytokinetics Inc                                      | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |      239000 | PA      | $296025.40    | 0.60%             | 2031-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                 | DT Midstream Inc                                      | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       69000 | PA      | $66982.02     | 0.14%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      500000 | PA      | $481828.37    | 0.97%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      360000 | PA      | $344928.10    | 0.70%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                | DISH Network Corp                                     | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      270000 | PA      | $284251.42    | 0.57%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                              | Dow Chemical Co/The                                   | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      150000 | PA      | $159210.00    | 0.32%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                              | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      124000 | PA      | $129796.26    | 0.26%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                    | EchoStar Corp                                         | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      840000 | PA      | $866804.40    | 1.75%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                             | Excelerate Energy LP                                  | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |       62000 | PA      | $65458.73     | 0.13%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                    | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      375000 | PA      | $312013.84    | 0.63%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                    | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      250000 | PA      | $247906.65    | 0.50%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                    | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      275000 | PA      | $272931.40    | 0.55%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                            | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      175000 | PA      | $140228.53    | 0.28%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                          | Five Point Operating Co LP                            | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $276345.00    | 0.56%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                            | Freedom Mortgage Holdings LLC                         | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      545000 | PA      | $572250.00    | 1.16%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                            | Freedom Mortgage Holdings LLC                         | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      270000 | PA      | $281505.81    | 0.57%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                           | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Short            | DBT              | CORP              | US        |     -810000 | PA      | $-839780.84   | -1.70%            | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                           | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      775000 | PA      | $736055.97    | 1.49%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                           | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Short            | DBT              | CORP              | US        |     -775000 | PA      | $-736055.96   | -1.49%            | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                               | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Short            | DBT              | CORP              | US        |      -50000 | PA      | $-52024.11    | -0.11%            | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                            | Helmerich & Payne Inc                                 | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Short            | DBT              | CORP              | US        |      -43000 | PA      | $-43103.62    | -0.09%            | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                             | IHO Verwaltungs GmbH                                  | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Short            | DBT              | CORP              | DE        |     -255000 | PA      | $-264558.93   | -0.54%            | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                | INEOS Finance PLC                                     | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Short            | DBT              | CORP              | GB        |     -200000 | PA      | $-186592.84   | -0.38%            | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond               | CUSIP: 455780ED4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $200500.00    | 0.41%             | 2036-04-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                            | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Short            | DBT              | CORP              | US        |     -100000 | PA      | $-96269.61    | -0.19%            | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                            | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Short            | DBT              | CORP              | US        |     -525000 | PA      | $-502874.53   | -1.02%            | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                          | International Bank for Reconstruction & Development   | CUSIP: 459058LY7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     3820000 | PA      | $3771235.79   | 7.63%             | 2030-10-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Electric Inc / US                        | Ivanhoe Electric Inc / US                             | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         542 | NS      | $8016.18      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CATURUS ENERGY LLC                               | Caturus Energy LLC                                    | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61160.51     | 0.12%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                              | LYB International Finance III LLC                     | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      350000 | PA      | $233094.22    | 0.47%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                 | Vital Energy Inc                                      | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Short            | DBT              | CORP              | US        |      -77000 | PA      | $-73015.87    | -0.15%            | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                         | Lindblad Expeditions LLC                              | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |      560000 | PA      | $570344.57    | 1.15%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                 | MGM Resorts International                             | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Short            | DBT              | CORP              | US        |     -125000 | PA      | $-127110.10   | -0.26%            | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                            | Nissan Motor Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |           0 | PA      | $0.00         | 0.00%             | 2033-07-17      | None          | 6.38%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                        | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | DBT              | CORP              | US        |     -725000 | PA      | $-734254.15   | -1.48%            | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                            | Nabors Industries Inc                                 | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Short            | DBT              | CORP              | US        |      -68000 | PA      | $-71570.00    | -0.14%            | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| NexGen Energy Ltd                                | NexGen Energy Ltd                                     | CUSIP: 65340P106<br>LEI: 529900N0IXNXB3IP7F06 | Long             | EC               | CORP              | CA        |        2348 | NS      | $22974.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL & GAS INC                           | Northern Oil & Gas Inc                                | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      500000 | PA      | $487001.30    | 0.98%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                             | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Short            | DBT              | CORP              | US        |     -225000 | PA      | $-219360.53   | -0.44%            | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                         | Olympus Water US Holding Corp                         | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Short            | DBT              | CORP              | US        |     -400000 | PA      | $-401000.00   | -0.81%            | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                  | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Short            | DBT              | CORP              | US        |     -250000 | PA      | $-254329.76   | -0.51%            | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                            | Province of Ontario Canada                            | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      989000 | PA      | $1024185.56   | 2.07%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                           | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      275000 | PA      | $260725.98    | 0.53%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                           | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      510000 | PA      | $486343.25    | 0.98%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PAGAYA US HOLDINGS CO                            | Pagaya US Holdings Co LLC                             | CUSIP: 69549FAC3<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -200000 | PA      | $-182068.18   | -0.37%            | 2030-08-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds            | Panama Government International Bonds                 | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Short            | DBT              | NUSS              | PA        |     -600000 | PA      | $-462700.98   | -0.94%            | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds            | Panama Government International Bonds                 | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Short            | DBT              | NUSS              | PA        |     -200000 | PA      | $-217970.58   | -0.44%            | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds              | Peru Government International Bonds                   | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Short            | DBT              | NUSS              | PE        |      -30000 | PA      | $-30060.00    | -0.06%            | 2050-11-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds              | Peru Government International Bonds                   | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Short            | DBT              | NUSS              | PE        |     -200000 | PA      | $-203700.00   | -0.41%            | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                         | Petrobras Global Finance BV                           | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      142000 | PA      | $140063.72    | 0.28%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                   | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      345000 | PA      | $312932.25    | 0.63%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                               | Province of Quebec Canada                             | CUSIP: 748148SG9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2240000 | PA      | $2279616.84   | 4.61%             | 2035-08-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds           | Uruguay Government International Bonds                | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Short            | DBT              | NUSS              | UY        |      -75000 | PA      | $-70237.50    | -0.14%            | 2055-04-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                              | Rocket Software Inc                                   | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      502000 | PA      | $487682.21    | 0.99%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds           | Romania Government International Bonds                | CUSIP: 77586TAE6<br>LEI: 315700IASY927EDWBK92 | Short            | DBT              | NUSS              | RO        |      -56000 | PA      | $-54111.40    | -0.11%            | 2044-01-22      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                              | Sirius XM Radio LLC                                   | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Short            | DBT              | CORP              | US        |     -470000 | PA      | $-427225.44   | -0.86%            | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                         | Solaris Energy Infrastructure Inc                     | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |       41000 | PA      | $48749.00     | 0.10%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SWEDEN                                | Sweden Government International Bond                  | CUSIP: 870200CP5<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |      804000 | PA      | $800536.61    | 1.62%             | 2028-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                     | Terawulf Inc                                          | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |      354000 | PA      | $366838.75    | 0.74%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                            | Trivium Packaging Finance BV                          | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $208661.49    | 0.42%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                            | Trivium Packaging Finance BV                          | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $207194.80    | 0.42%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                 | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Short            | DBT              | CORP              | US        |     -225000 | PA      | $-218002.82   | -0.44%            | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds            | Mexico Government International Bonds                 | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Short            | DBT              | NUSS              | MX        |     -400000 | PA      | $-316000.00   | -0.64%            | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $249.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $2969.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | AU        |           1 | NC      | $-1069.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |           1 | NC      | $-348.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-3892.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SE        |           1 | NC      | $-1706.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $10602.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $500.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-6716.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-104.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                   | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     6335000 | PA      | $6318000.22   | 12.78%            | 2025-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                   | CUSIP: 912797QP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1530000 | PA      | $1529514.67   | 3.09%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                   | CUSIP: 912797QR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     3065000 | PA      | $3059373.40   | 6.19%             | 2025-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                   | CUSIP: 912797RM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      255000 | PA      | $254972.93    | 0.52%             | 2025-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                   | CUSIP: 912797RP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     3040000 | PA      | $3035096.72   | 6.14%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                   | CUSIP: 912797RQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     6155000 | PA      | $6140409.57   | 12.42%            | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                   | CUSIP: 912797RR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1745000 | PA      | $1739550.82   | 3.52%             | 2025-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                   | CUSIP: 912797RW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     2695000 | PA      | $2684609.97   | 5.43%             | 2025-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                   | CUSIP: 912797RY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     2025000 | PA      | $2014095.09   | 4.07%             | 2025-12-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                   | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |           0 | PA      | $0.00         | 0.00%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                   | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -1765000 | PA      | $-1319930.82  | -2.67%            | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                   | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1838500 | PA      | $1259403.18   | 2.55%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                   | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      730000 | PA      | $739581.26    | 1.50%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                   | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1996000 | PA      | $0.00         | 0.00%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                   | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -2994000 | PA      | $-1012232.71  | -2.05%            | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                   | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7122000 | PA      | $2446076.80   | 4.95%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                   | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -4748000 | PA      | $0.00         | 0.00%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                   | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |           0 | PA      | $0.00         | 0.00%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                   | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -1351600 | PA      | $-1370668.63  | -2.77%            | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                   | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6002000 | PA      | $0.00         | 0.00%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                   | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -13383000 | PA      | $-7477030.59  | -15.12%           | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                   | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |           0 | PA      | $0.00         | 0.00%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                   | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -5982000 | PA      | $-5964920.32  | -12.06%           | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                   | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2580000 | PA      | $0.00         | 0.00%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                   | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -5160000 | PA      | $-2565775.10  | -5.19%            | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                   | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |           0 | PA      | $0.00         | 0.00%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                   | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -900000 | PA      | $-898674.49   | -1.82%            | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Short            | DBT              | CORP              | US        |     -200000 | PA      | $-199246.00   | -0.40%            | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications Inc                          | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      450000 | PA      | $475007.73    | 0.96%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $53.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |           1 | NC      | $-5635.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |           1 | NC      | $-2742.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $-225.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $2545.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $-1.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $-58.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $340.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT HKD/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |           1 | NC      | $-22.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $-621.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $5318.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $88.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-2459.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $76.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $35.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-18.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                           | Velocity Vehicle Group LLC                            | CUSIP: 92262TAA4<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -185000 | PA      | $-182268.82   | -0.37%            | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |           1 | NC      | $-228.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT COP/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $38.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-5111.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT KRW/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-27179.84    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD KRW/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $20.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-148.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD IDR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-777.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |           1 | NC      | $9018.59      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1148.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | BOUGHT PEN/SOLD USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PE        |           1 | NC      | $8656.38      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CZK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $-12198.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |           1 | NC      | $14.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $59.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |           1 | NC      | $-6279.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |           1 | NC      | $-2278.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-9101.10     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | AU        |           1 | NC      | $-118.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-3301.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | AU        |           1 | NC      | $-15307.65    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $86.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-130.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-17667.45    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD TWD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $14136.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT INR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $650.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD ILS/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-20639.64    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $-1551.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |           1 | NC      | $-12352.09    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT THB/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-9858.58     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT INR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $3466.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CH        |           1 | NC      | $-775.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $73.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $304.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |           1 | NC      | $-4301.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $110.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $80612.94     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CH        |           1 | NC      | $-14975.29    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $3946.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $228.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $4130.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $-7204.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2638.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $-33635.15    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $5035.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $26453.46     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-974.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT PHP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PH        |           1 | NC      | $-16565.38    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $15150.53     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $-6302.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1342.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $42093.93     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $24.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $642.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $10667.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $22727.17     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $488.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $170.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $2677.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $6836.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-199.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-1281.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-541.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-35096.35    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-1595.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-2734.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $22549.37     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-802.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $16072.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-36.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CZK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $-7095.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |           1 | NC      | $8351.52      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $-22760.30    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-4204.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-79919.02    | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-2652.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-1032.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-12208.41    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2400.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-1026.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |           1 | NC      | $13.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | US        |           1 | NC      | $108.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $119.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $2748.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $2858.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3909.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1983.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                         | Venture Global Calcasieu Pass LLC                     | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      400000 | PA      | $369813.32    | 0.75%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Short            | DBT              | CORP              | US        |     -145000 | PA      | $-149117.43   | -0.30%            | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Short            | DBT              | CORP              | US        |      -86000 | PA      | $-91968.57    | -0.19%            | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Short            | DBT              | CORP              | US        |      -63000 | PA      | $-63833.49    | -0.13%            | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      505000 | PA      | $472006.23    | 0.95%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1519.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $974.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-3695.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-1338.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | US        |           1 | NC      | $2976.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $473.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $770.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $67.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $2327.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-8999.70     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $-416.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $-1178.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1507.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1375.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $-1020.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $316.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1373.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $-690.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $417.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD HKD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $78.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2197.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD INR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-554.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-3755.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT INR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $161.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD ILS/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-3322.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $2134.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $-354.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-3528.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD THB/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $3652.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1191.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-3250.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $-1114.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $4257.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-3680.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $-1314.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $4593.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $4157.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $-2075.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $-3277.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $-1969.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-2577.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $-2234.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-5057.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-1914.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | GB        |           1 | NC      | $-1263.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-555.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-1483.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1042.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2975.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $842.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $317.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $30612.33     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-1606.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $3053.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1608.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1210.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $3009.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $26.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $2628.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3933.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $12696.02     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1957.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $-136.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $55.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $85.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $47.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-93.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $-795.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $218.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $32.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-27.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $-343.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $267.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $195.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-27.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $4131.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | HU        |           1 | NC      | $-70.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-269.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-2801.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $6045.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1106.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $953.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $-2183.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-236.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-2912.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $3790.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $700.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $-1188.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $714.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-3857.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2063.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $15722.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $5046.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $620.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $1341.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $1229.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1271.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-379.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $447.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-409.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-481.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $7513.28      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-216.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD CZK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $827.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1980.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $-11.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $4.95         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-522.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $50.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $72.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $511.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $112.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-65.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1083.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-2092.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $279.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $131.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1080.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $510.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1225.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-1295.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2236.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-1034.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-925.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2353.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-1066.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $725.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-2586.44     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $37.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1757.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD TWD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1037.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $877.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD THB/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1833.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $92.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2929.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $707.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $114.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1919.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1746.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2139.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $808.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $84.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $-651.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-197.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $134.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1805.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $3208.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $140.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $901.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $416.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $16.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $385.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $31.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1216.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |           1 | NC      | $-1272.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT COP/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CO        |           1 | NC      | $1700.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |           1 | NC      | $-877.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1418.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $87.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $-1939.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1683.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $652.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1556.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $4190.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $-850.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3057.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $126.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3192.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $6211.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $-2137.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $550.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-503.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |           1 | NC      | $-691.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $-660.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $-629.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-992.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $-1225.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-862.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-54.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISA INC                                         | Visa Inc                                              | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $978398.28    | 1.98%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                    | VoltaGrid LLC                                         | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |           0 | PA      | $0.01         | 0.00%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1988.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2219.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1280.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $3349.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-841.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1579.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-645.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-914.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-3533.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $-856.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $397.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $-1783.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-2436.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-1574.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $81.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-1843.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-2462.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-30076.54    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $830.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-845.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1130.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-815.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $-50141.61    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD THB/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1239.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | SOLD THB/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-600.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $824.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-821.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $4552.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-831.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1861.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-821.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1610.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2038.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $719.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $6492.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-2561.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $3367.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-21916.55    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $496.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $3459.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-3925.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-4214.02     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                              | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | XX        |           1 | NC      | $-333.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1676.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1797.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1194.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |           1 | NC      | $-648.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $-956.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-854.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $-1425.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-1073.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-1569.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CA        |           1 | NC      | $-1682.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | AU        |           1 | NC      | $-36.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-491.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $-326.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3376.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-5226.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $-1446.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $-1387.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $4485.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1515.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-4912.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $-800.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $3455.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $3013.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $3791.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $3007.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2391.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1851.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $817.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2488.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-1656.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $-1017.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1716.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |           1 | NC      | $-919.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $-2859.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1963.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2187.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-2232.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1710.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $3874.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $321.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT TWD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TW        |           1 | NC      | $-640.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1774.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $3767.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1802.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1653.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $5533.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $8848.96      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1931.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $504.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1560.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1496.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2766.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $6147.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1626.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $3932.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1913.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-2002.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1815.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-3461.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-2978.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-1871.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-1686.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1382.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $-869.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1046.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-58.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2257.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |           1 | NC      | $-532.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $-601.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-1010.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-2331.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1843.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $180.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |           1 | NC      | $-713.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |           1 | NC      | $-325.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $77.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1674.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $827.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $724.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $3599.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2514.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT COP/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |           1 | NC      | $1199.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | SE        |           1 | NC      | $-4284.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-10632.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-1373.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1408.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-1488.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2044.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-4040.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-17.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT TWD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TW        |           1 | NC      | $-792.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-1898.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $3396.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1656.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | BR        |           1 | NC      | $199.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | BR        |           1 | NC      | $-1038.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $766.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-4206.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $606.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $368.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT INR/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | IN        |           1 | NC      | $1078.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $929.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT INR/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | IN        |           1 | NC      | $509.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $-451.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1716.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-2436.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT INR/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | IN        |           1 | NC      | $633.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD INR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-236.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $-192.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT IDR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ID        |           1 | NC      | $-37.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $658.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2603.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1890.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-2480.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $451.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2566.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-3032.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1811.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $14.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-2541.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-3752.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-2058.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-3670.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-3026.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-2316.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-2228.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-2124.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $-3070.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-4308.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-855.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-3328.70     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1660.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-1920.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-1579.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-109.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2608.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $2277.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-111.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2512.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1774.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-208.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1658.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD HKD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-174.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $519.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $-5403.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $-9.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |           1 | NC      | $-280.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $-1581.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $638.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-368.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-577.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-748.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $433.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $985.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |           1 | NC      | $-7102.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-88.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-10382.90    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1129.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $-34.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $-1818.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2575.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $1905.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | MX        |           1 | NC      | $-995.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD HKD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $-894.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $698.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $-1461.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |           1 | NC      | $-3047.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-396.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-56.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $-175.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |           1 | NC      | $205.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $29489.20     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-1783.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $716.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $311.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2150.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $-57.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $410.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $4283.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-1968.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1323.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-143.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-979.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $33758.23     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-1393.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2845.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $16874.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $3027.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $980.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $98.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-1181.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $213.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2278.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $514.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT THB/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |           1 | NC      | $594.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1396.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-1673.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2933.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1281.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-314.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1145.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | US        |           1 | NC      | $2234.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $7771.49      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $-3606.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-230.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1253.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-752.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $282.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1848.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-762.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $267.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-991.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $266.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $-556.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |           1 | NC      | $-983.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-628.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $949.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-201.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $-909.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-668.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-476.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $-1526.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-38.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-403.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $458.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |           1 | NC      | $1025.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CL        |           1 | NC      | $1025.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CL        |           1 | NC      | $1051.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CL        |           1 | NC      | $363.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CL        |           1 | NC      | $599.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $-582.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $802.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-2086.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-199.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $-1178.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $-164.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $903.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-1628.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-555.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $-81.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-998.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-1517.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $-48.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |           1 | NC      | $-1331.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-1397.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $-915.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $206.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-419.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $599.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $-419.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4.83        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1544.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-210.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT HKD/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |           1 | NC      | $176.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1505.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT TWD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TW        |           1 | NC      | $-495.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $288.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-15.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-977.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1054.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $157.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-211.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-56.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $106.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-470.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-81.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-30.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $47.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $311.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-61.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-954.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $473.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $667.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2909.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD INR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2365.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1700.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $623.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1112.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CL        |           1 | NC      | $1163.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1531.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $2265.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CL        |           1 | NC      | $1163.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |           1 | NC      | $794.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $-1393.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $974.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |           1 | NC      | $-1109.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ZA        |           1 | NC      | $-150.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $-1532.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1413.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ZA        |           1 | NC      | $-527.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $1051.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $478.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $51.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $186.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $142.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-518.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $-759.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $-418.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $8581.51      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $53.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $-229.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $-857.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-67.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $280.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $-252.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-72.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $293.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $-102.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $693.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $694.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $318.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $406.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $277.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $594.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $670.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $708.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $557.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $941.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $34.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-544.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1174.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $279.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1240.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $-1385.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1253.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $638.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1180.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $561.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD THB/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2154.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $15.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-329.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1366.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-158.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD THB/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-758.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $135.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-51.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-237.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $9.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |           1 | NC      | $-79.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-57.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |           1 | NC      | $25.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $60.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $345.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $72.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $343.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $592.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $-243.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-192.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $-746.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2340.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-385.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-1253.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $741.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-537.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-1285.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $428.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-859.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-174.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $386.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-943.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-146.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-671.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | NZ        |           1 | NC      | $-207.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $916.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-12593.34    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-381.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-678.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-64.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $1992.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $545.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1612.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $226.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-13.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $2.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $302.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $300.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-426.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-202.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $916.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $609.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $732.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $369.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-148.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                              | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | XX        |           1 | NC      | $-465.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-257.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-143.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $10.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $1444.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $117.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $320.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-1529.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $671.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-3076.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2163.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $2854.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT ILS/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IL        |           1 | NC      | $2409.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-2167.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT CZK/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CZ        |           1 | NC      | $-933.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1276.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $12.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-323.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2617.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1628.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-321.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $250.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-475.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $3233.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD INR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-86.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | JP        |           1 | NC      | $-2209.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD TWD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $53.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $638.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |           1 | NC      | $-70.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $374.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-1347.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-3101.89     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |           1 | NC      | $598.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1904.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NZ        |           1 | NC      | $744.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $287.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-1495.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $533.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $615.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $1163.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-248.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $798.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-357.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-108.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-76.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-26.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1134.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-673.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-426.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1512.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $174.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-464.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1293.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-243.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |           1 | NC      | $126.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-264.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1702.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $582.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-592.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-341.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-265.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-126.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $-831.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $795.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | NZ        |           1 | NC      | $5.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-778.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-14554.42    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $-1747.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-10071.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2320.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |           1 | NC      | $-67.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT INR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $-1414.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $598.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $48.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT INR/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-2108.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |           1 | NC      | $-30.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-1877.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-33.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $-15182.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $635.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $-15497.80    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2100.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-2297.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2035.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $56.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $740.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $25.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-81.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $116.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $969.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $89.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $10.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-543.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $109.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-542.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $-59.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $-244.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $298.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-9104.86     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $726.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $796.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $-363.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $964.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1586.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $303.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $426.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $170.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | GB        |           1 | NC      | $-264.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $827.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-101.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-7512.68     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-324.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $1258.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1129.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MX        |           1 | NC      | $-557.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $153.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $951.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1086.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $740.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1286.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $1197.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $1436.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-706.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $519.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $474.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2611.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-444.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $330.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2055.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $-332.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | JP        |           1 | NC      | $-282.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $339.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT INR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $-693.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD THB/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-349.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |           1 | NC      | $-1440.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2010.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $631.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-303.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-2857.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1687.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-1082.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2884.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | BR        |           1 | NC      | $468.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $213.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-22.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1702.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $228.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $272.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1707.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | BR        |           1 | NC      | $772.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |           1 | NC      | $728.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-606.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $66.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $-2505.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1835.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $673.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-720.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $-5052.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $4226.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3712.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-296.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-3426.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-536.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $-689.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT ILS/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IL        |           1 | NC      | $4273.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $676.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $706.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-46.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $-1496.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1019.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $954.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $601.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |           1 | NC      | $-2121.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT TWD/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TW        |           1 | NC      | $-3137.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1152.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT TWD/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TW        |           1 | NC      | $-58.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $314.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-1593.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT TWD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |           1 | NC      | $-2006.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-1120.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-1477.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-876.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-1356.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-265.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-243.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $340.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1359.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |           1 | NC      | $2929.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-51.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-393.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-3441.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-422.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $992.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $2821.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $-263.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $-4135.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |           1 | NC      | $-1132.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $118.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $-2163.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $112.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD TWD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3195.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $275.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $939.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $-1309.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $159.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $694.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $216.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $99.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-132.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CL        |           1 | NC      | $1425.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $247.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-369.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $379.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $700.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $72.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-606.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $140.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-992.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-981.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-717.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-33.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $364.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $901.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $98.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $688.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $626.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-1628.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-167.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $-914.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $648.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-1283.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-130.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-1038.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $588.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $955.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-1730.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-1715.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | BR        |           1 | NC      | $1767.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $5.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $641.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-482.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $29.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-662.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $96.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-1833.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1136.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-490.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-842.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $244.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1138.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-1201.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $298.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-1230.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-2301.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT THB/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $1425.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $5256.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1944.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT THB/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |           1 | NC      | $1556.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $-734.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $-1730.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-879.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $391.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $364.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-543.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-461.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-823.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-804.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-486.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-123.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1092.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PL        |           1 | NC      | $-4207.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CZK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1154.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT TWD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TW        |           1 | NC      | $825.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $166.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-281.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-407.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-386.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $-111.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-253.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $-910.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-796.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $-1303.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-323.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $-1765.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1696.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $-898.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-1264.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $-82.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-1469.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1157.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $-663.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2129.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD INR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $810.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-869.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $867.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $-947.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2036.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $169.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-399.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $7.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CL        |           1 | NC      | $264.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CZK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $-150.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-57.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $471.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-22.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-75.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-415.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-462.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $-1155.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |           1 | NC      | $-237.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $13.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-8.62        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-1776.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |           1 | NC      | $-431.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |           1 | NC      | $-908.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $23.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-15.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-4728.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |           1 | NC      | $-1382.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |           1 | NC      | $-3265.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $251.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-2411.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |           1 | NC      | $-521.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-15593.16    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $82.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-11.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-541.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-5601.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $1190.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $955.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | SOLD HKD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $31.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |           1 | NC      | $-1253.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT DKK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | DK        |           1 | NC      | $-426.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | SOLD HKD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $8.95         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1327.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | MX        |           1 | NC      | $-779.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT DKK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | DK        |           1 | NC      | $-557.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD HKD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD HKD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $27.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD HKD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $7.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $690.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $508.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $274.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $-604.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $17.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2253.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $8.88         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-1145.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-684.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1194.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD DKK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $477.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1089.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $765.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $137.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-1239.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $17.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $57.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD DKK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $8.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-10920.35    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-800.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $188.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $2187.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-375.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $113.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $5202.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-542.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $819.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $3115.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-802.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $12.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT INR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $-1134.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD THB/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-885.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $1.37         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT THB/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $1065.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2528.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $-2793.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD ILS/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-50.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $-350.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $20.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-6.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2524.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $-973.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-58.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                 | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | US        |           1 | NC      | $-73.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $11699.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                 | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | US        |           1 | NC      | $-19.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $35.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                 | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | US        |           1 | NC      | $-121.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $314.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                 | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | US        |           1 | NC      | $-10.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $262.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                 | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | US        |           1 | NC      | $-102.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $245.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $10548.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $10460.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-124.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-1516.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-1236.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $696.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $863.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $780.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $838.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $510.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-318.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $5172.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $197.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $5188.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $5332.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $5482.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-74.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $937.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $7.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $3517.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT COP/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-785.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $-4161.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT KRW/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $777.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $-1588.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-1086.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-120.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |           1 | NC      | $-1774.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $-716.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |           1 | NC      | $-2132.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT COP/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-295.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $-586.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-3.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $6.34         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $7.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $-296.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $3534.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $53.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $886.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $617.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $885.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $993.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $120.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $3092.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-2386.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-9021.75     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT TWD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TW        |           1 | NC      | $-311.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $645.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |           1 | NC      | $-1646.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |           1 | NC      | $-1614.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |           1 | NC      | $-1622.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $238.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-701.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $67.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD ILS/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-65.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-492.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1350.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |           1 | NC      | $-1509.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $146.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |           1 | NC      | $-505.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1017.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD PEN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1515.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-12308.39    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $-2954.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $902.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $238.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-460.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $-364.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $1551.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $710.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-838.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $-44.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $347.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $375.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD TWD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $24.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |           1 | NC      | $-517.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |           1 | NC      | $-238.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $16.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT THB/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD ILS/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1316.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD INR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $10626.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $-3775.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $-4178.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT IDR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ID        |           1 | NC      | $-307.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $58.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT INR/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-10379.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |           1 | NC      | $-1015.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $16.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-2218.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD INR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $81.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $-2570.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $-226.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $179.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT INR/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-83.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $33.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |           1 | NC      | $-439.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD INR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $11737.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $-150.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $5191.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT INR/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $-92.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1110.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |           1 | NC      | $-815.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD INR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $91.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $-2925.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT INR/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $-11544.53    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |           1 | NC      | $-508.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $542.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $33762.94     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $50.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $126.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $15124.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $12094.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $6948.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1206.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $1491.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $2486.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1267.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT PHP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PH        |           1 | NC      | $5111.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $9.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $3737.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-4796.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $937.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT TWD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |           1 | NC      | $-35.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CZK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2247.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $336.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $4769.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $2907.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-952.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $22100.19     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2544.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-2160.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $953.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CZK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $5146.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2148.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $227.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-2328.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $3140.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $2331.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CZK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1009.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $151.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-1000.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $5800.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CZK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1347.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $4204.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-2001.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CZK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1005.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $999.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-270.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1999.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-7112.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $270.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-565.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $7103.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-1130.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $564.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-5792.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1128.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-1073.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-2812.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | XX        |           1 | NC      | $-644.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CZK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $-2240.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-19.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $72.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD PHP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-3681.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT PEN/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $1511.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $761.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD IDR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $368.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CZK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $-5129.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-66.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $1.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CZK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CZ        |           1 | NC      | $-1007.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $12240.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-1276.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-64.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $477.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD KRW/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-12013.83    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $-1145.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT ILS/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IL        |           1 | NC      | $1409.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $-22141.60    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT COP/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $160.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT KRW/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $8595.34      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $36.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $463.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-1644.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD KRW/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-5.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $666.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $-126.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $-3146.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT COP/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | CO        |           1 | NC      | $137.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2434.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT KRW/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $7.91         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $444.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |           1 | NC      | $-1142.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $425.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $-543.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $-9.76        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $300.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT COP/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |           1 | NC      | $183.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-1328.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $942.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $-12123.11    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT COP/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $78.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-16.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $-33842.37    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-50.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-15148.15    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-6959.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-16.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-33.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-1112.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-1204.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-973.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-1017.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-1182.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $-1193.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-1972.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-695.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1548.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $-902.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $12352.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |           1 | NC      | $-12374.51    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT COP/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |           1 | NC      | $175.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT KRW/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | KR        |           1 | NC      | $-0.91        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $-1313.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $6717.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |           1 | NC      | $-6729.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT COP/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |           1 | NC      | $689.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |           1 | NC      | $-4119.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-761.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-519.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NO        |           1 | NC      | $-2419.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2238.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $-538.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $431.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-3419.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $-12453.19    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-39396.04    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $-7915.96     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $-1003.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $943.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $4550.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1696.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $762.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2487.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2242.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $39325.65     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | US        |           1 | NC      | $215.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | US        |           1 | NC      | $3831.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | US        |           1 | NC      | $35425.75     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $435.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $-661.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $-314.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CN        |           1 | NC      | $-5909.41     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD ILS/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $446.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $5886.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT THB/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |           1 | NC      | $-1008.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD THB/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $397.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $-1373.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CN        |           1 | NC      | $-402.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT THB/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |           1 | NC      | $-653.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $31002.78     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-877.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |           1 | NC      | $-3255.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT THB/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |           1 | NC      | $-511.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD THB/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $310.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1073.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-780.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CN        |           1 | NC      | $-233.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $326.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-565.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CN        |           1 | NC      | $-237.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $533.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |           1 | NC      | $-487.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CN        |           1 | NC      | $-649.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1385.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $812.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-1094.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $494.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD CZK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $917.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT HKD/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | HK        |           1 | NC      | $-87.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-826.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-1031.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1190.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $5997.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $396.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $4342.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $-205.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $8677.17      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | XX        |           1 | NC      | $-38.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $4504.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $304.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-2478.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $652.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2206.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $257.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $182.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $389.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-709.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-530.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $29.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $818.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $975.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $4868.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | MX        |           1 | NC      | $-4738.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |           1 | NC      | $-2029.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | AU        |           1 | NC      | $-217.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD HKD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $56.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $3710.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | MX        |           1 | NC      | $-3611.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | AU        |           1 | NC      | $-3853.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |           1 | NC      | $-1074.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | SOLD HKD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $1.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $241.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | MX        |           1 | NC      | $-248.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | AU        |           1 | NC      | $-35227.73    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |           1 | NC      | $-31013.42    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | MX        |           1 | NC      | $295.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-31.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT DKK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | DK        |           1 | NC      | $-114.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-19.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD AUD/BOUGHT JPY                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $32.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT AUD/SOLD JPY                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-44.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $40.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-393.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-23.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-94.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-92.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $699.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $757.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-268.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $52.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-292.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $4276.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $208.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $33.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $485.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-783.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-34.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-533.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD ILS/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-111.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BOUGHT INR/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $-62.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $943.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-580.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $798.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD INR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $255.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |           1 | NC      | $-294.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $615.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-535.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $494.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-309.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-319.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $290.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $577.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $43.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT KRW/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KR        |           1 | NC      | $145.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-66.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $-424.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $-716.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $-252.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SE        |           1 | NC      | $-839.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |           1 | NC      | $-277.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |           1 | NC      | $-241.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | GB        |           1 | NC      | $-74.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $-48.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-94.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $137.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $355.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-207.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $429.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-34.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-59.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $76.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-7.22        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-167.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $-203.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $29.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $132.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                   | Whirlpool Corp                                        | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Short            | DBT              | CORP              | US        |     -150000 | PA      | $-146576.49   | -0.30%            | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                 | WULF Compute LLC                                      | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      285000 | PA      | $296079.36    | 0.60%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                                 | ZipRecruiter Inc                                      | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Short            | DBT              | CORP              | US        |     -105000 | PA      | $-82411.98    | -0.17%            | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                 | CSC Holdings, LLC 2019 Term Loan B5                   | CUSIP: 000000000<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      867833 | PA      | $816674.32    | 1.65%             | 2027-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                | Petco Health & Wellness Co., Inc.                     | CUSIP: 000000000<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |      540000 | PA      | $531484.20    | 1.07%             | 2028-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                             | CP Atlas Buyer, Inc.                                  | CUSIP: 000000000<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |      410000 | PA      | $403542.50    | 0.82%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                 | Altice France SA                                      | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |      404302 | PA      | $403146.19    | 0.82%             | 2031-05-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE HOLDINGS 1                                | ALTICE HOLDINGS 1                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |        2376 | NS      | $39353.14     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Shawbrook Group PLC                              | Shawbrook Group PLC                                   | CUSIP: 000000000<br>LEI: 21380071539WSMTM4410 | Long             | EC               | CORP              | GB        |       24649 | NS      | $126625.70    | 0.26%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | 3I GROUP PLC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -18916 | OU      | $-639.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | QUANTA COMPUTER INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |       26039 | OU      | $-950.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LVMH MOET-HENNESSY LOUIS VUITTON CFD                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -56313 | OU      | $20.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NEXT PLC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       53657 | OU      | $6476.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MEDIATEK INC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |       51135 | OU      | $-1070.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HISCOX LTD-CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |      136207 | OU      | $4503.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LLOYDS TSB GROUP PLC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      171510 | OU      | $17077.51     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HYNIX SEMICONDUCTORS-CFD USD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |       69557 | OU      | $21746.54     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INDUSTRIA DE DISENO TEXTIL S.A*. CMN CFD              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |       -6535 | OU      | $128.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | OCADO GROUP PLC CMN CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -11584 | OU      | $773.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VONOVIA SE CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -52703 | OU      | $3329.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VALMET CORP CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |      -27688 | OU      | $-613.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTESA SANPAOLO                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -34121 | OU      | $-948.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TAIWAN SEMICON CFD (USD)                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      146504 | OU      | $4282.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FINECOBANK SPA CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      101652 | OU      | $6360.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | RECRUIT HOLDINGS CO LTD CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -2246688 | OU      | $251.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HUBSPOT INC - CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       57456 | OU      | $3541.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CYBER-ARK SOFTWARE LTD/ISRAE CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |       -3503 | OU      | $-142.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NIKON CORPORATION CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -3571392 | OU      | $360.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMADEUS IT HOLDING SA CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -21881 | OU      | $496.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HEIDELBERGER CEMENT AG CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       58827 | OU      | $3365.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MERLIN PROPERTIES SOCIMI SA CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      247748 | OU      | $-122.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ETSY INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2854 | OU      | $373.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HANNOVER RUECKVERSICHERU-REG CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |     -138103 | OU      | $3197.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WELLS FARGO & COMPANY CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      822781 | OU      | $9086.75      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SHOPIFY INC - CLASS A CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       35772 | OU      | $4041.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LPP SA CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PL        |     -201900 | OU      | $-3599.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURE STORAGE-B  PIPE (CFD)                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -15461 | OU      | $-1022.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SCANDINAVIAN TOBACCO GROUP A CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |      317811 | OU      | $-592.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BEAZLEY PLC/UK CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       91288 | OU      | $7640.15      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S&P GLOABAL INC                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      350088 | OU      | $3139.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ESSILORLUXOTTICA CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |          -1 | OU      | $-0.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ASTRAZENECA CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       21610 | OU      | $44.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ING GROEP N.V  CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -4120 | OU      | $-249.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HILTON WORLDWIDE HOLDINGS IN CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3382 | OU      | $41.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANK OF CYPRUS HOLDING CFD (EUR)                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |       19097 | OU      | $716.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANK OF CYPRUS HOLDING CFD (EUR)                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |       39460 | OU      | $1452.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BASIC-FIT NV-W/I CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -44595 | OU      | $4366.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UNILEVER PLC CFD GBP                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      112096 | OU      | $-2942.18     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SNAP INC - A CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12198 | OU      | $-110.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DINO POLSKA SA CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PL        |     -178581 | OU      | $1413.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADYEN NV CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       20614 | OU      | $302.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADYEN NV CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       23424 | OU      | $500.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ISHARES PHLX SOX SEMICONDUCT SWP GS                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -43542 | OU      | $-2746.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MEITUAN-W ORD CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      -81312 | OU      | $356.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MARATHON PETROLEUM CORP  SWP GS                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      189843 | OU      | $1363.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DELL TECHNOLOGIES -C  SWP MS                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6609 | OU      | $-357.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DELL TECHNOLOGIES -C  SWP GS                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -16118 | OU      | $-1541.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CIGNA CORP CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2455 | OU      | $499.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MONGODB INC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       12877 | OU      | $1515.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CANON INC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1834349 | OU      | $232.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KERING CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       -1625 | OU      | $105.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DYNATRACE INC CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       38730 | OU      | $1118.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CARLYLE GROUP INC/THE CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -383141 | OU      | $60661.44     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CLOUDFLARE INC - CLASS A CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12569 | OU      | $-2375.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FUJITSU LIMITED CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -2118271 | OU      | $-784.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AIB GROUP PLC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |      131232 | OU      | $9707.29      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CROWDSTRIKE HOLDINGS INC - A                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -26896 | OU      | $-2969.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NETFLIX INC SWP GS                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      305455 | OU      | $-4481.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BURLINGTON STORES INC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      124332 | OU      | $-1763.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HOWMET AEROSPACE INC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3238 | OU      | $-262.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MOODYS CORPORATION                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -49795 | OU      | $324.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MOODYS CORPORATION                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        -937 | OU      | $-23.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UTILITIES SELECT SECTOR SPDR (BARC SWAP)              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -64213 | OU      | $2109.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ARES MANAGEMENT CORP                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      405114 | OU      | $4284.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ACCENTURE PLC                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |      -90711 | OU      | $-2575.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ACCENTURE PLC                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |      -23734 | OU      | $-776.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UNICREDITO SPA CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      401512 | OU      | $6662.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISHARES RUSSELL 2000-SNX                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      110907 | OU      | $-842.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SX86P STXE 600 REALESTATE EUR GSCO CFD                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -41991 | OU      | $363.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VERISK ANALYTICS INC-CL A CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -5882 | OU      | $631.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SXNP STXE 600 INDUGD&SER EUR GSCO  CFD                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -106594 | OU      | $-2115.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MONOLITHIC POWER SYSTEMS INC                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3095 | OU      | $79.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ENTEGRIS INC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -17947 | OU      | $1555.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KINDER MORGAN INC - CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -66027 | OU      | $4113.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PORTLAND GENERAL ELECTRIC CO - CFD                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -39576 | OU      | $-1764.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | REDCARE PHARMACY NV - CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -8122 | OU      | $68.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FLOOR & DECOR HOLDINGS- CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2378 | OU      | $316.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LATTICE SEMICONDUCTOR CORP-CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -6258 | OU      | $-235.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CHIPOTLE MEXICAN GRILL-CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1832 | OU      | $437.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BILL HOLDINGS INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      136499 | OU      | $-7433.14     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LOWES COMPANIES CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -109748 | OU      | $1875.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALLEGRO MICROSYSTEMS INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13169 | OU      | $-474.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SITIME CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -14763 | OU      | $1149.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TECHNIP ENERGIES NV - CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       99066 | OU      | $-6702.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | JAPAN TRS 1MJ+30     0.3000% 05-05-23                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -3459599 | OU      | $-576.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HOLCIM LTD - CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       32284 | OU      | $2640.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PALANTIR TECHNOLOGIES INC-A CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -13824 | OU      | $-1612.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IBERDROLA SA CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |     -390975 | OU      | $-13298.87    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TOPIX BANKS INDEX                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -14354556 | OU      | $-4122.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TOPIX BANKS INDEX                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -4572783 | OU      | $-566.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TOPIX TRS 1DT     0.0000% 05-22-23                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    97497376 | OU      | $8382.11      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STOXX TRS 1DE     0.0000% 11-30-23                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -88204 | OU      | $1058.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STOXX EUROPE 600 INSURANCE TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | EC        |      -46919 | OU      | $1637.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | REVOLUTION MEDICINES INC (CFD-BANA) /CB0              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        9560 | OU      | $854.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NOVATEK MICROELECTRONICS COR CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      -19706 | OU      | $757.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TENCENT HOLDINGS LTD CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      289004 | OU      | $-2061.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | JERONIMO MARTINS CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PT        |       70825 | OU      | $7083.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PUBLICIS GROUPE (CFD-MLI) EUR                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       62767 | OU      | $642.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISHARES IBOXX H/Y CORP BOND CFD TRS                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     1858540 | OU      | $-140.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GS AUSTRALIA BANKS TRS 0.0000% 05-20-2033             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AU        |     -678257 | OU      | $-2413.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADDTECH AB-B SHARES CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -414171 | OU      | $-2705.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | RHEINMETALL AG (CFD-MLI)                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      116127 | OU      | $-3749.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SEMPRA TRS 0.0000% 05-15-2033                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       48914 | OU      | $-185.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WEC ENERGY GROUP INC TRS 0.0000% 05-05-2028           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       51891 | OU      | $-1277.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | O REILLY AUTOMOTIVE INC CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1550 | OU      | $132.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LOWE S COS INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -102657 | OU      | $1451.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LOWE S COS INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -37437 | OU      | $527.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OREAL SA TRS 0.0000% 05-05-2028                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -32912 | OU      | $1222.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | L'OREAL SA TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -11402 | OU      | $626.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MCDONALDS CORP TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -59218 | OU      | $1323.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CHENIERE ENERGY INC TRS 0.0000% 05-20-2033            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       23903 | OU      | $-1006.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SOLARIS ENGY INFRA INC TRS 0.0000% 05-15-2033         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       35099 | OU      | $-392.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HF SINCLAIR CORP TRS 0.0000% 05-20-2033               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -41893 | OU      | $819.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LANDBRIDGE CO LLC TRS 0.0000% 05-20-2033              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -35551 | OU      | $-2140.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SERVICENOW INC TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         903 | OU      | $16.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TALANX AG TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       43284 | OU      | $-2262.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | REDDIT INC TRS 0.0000% 05-20-2033                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       36851 | OU      | $1177.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CAPITAL ONE FINANCIAL CORP TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -368569 | OU      | $2505.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CAPITAL ONE FINANCIAL CORP TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2364 | OU      | $-56.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | JAPAN EXCHANGE GROUP INC TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -13434386 | OU      | $-868.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SWISS RE AG TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -148250 | OU      | $3241.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALIOR BANK SA TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PL        |      143795 | OU      | $-1185.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BEIJER REF AB TRS 0.0000% 05-05-2028                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -10343 | OU      | $-5.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INDUTRADE AB TRS 0.0000% 05-05-2028                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -63215 | OU      | $-531.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NTG NORDIC TRANSPORT GROUP TRS 0.0000% 05-05-2028     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |       43291 | OU      | $-125.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CARLYLE GROUP INC/THE TRS 0.0000% 05-20-2033          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -374222 | OU      | $31907.40     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SPDR S&P OIL & GAS EXPLOR TRS 0.0000% 05-20-2033      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -218972 | OU      | $-2709.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SAP SE TRS 0.0000% 05-15-2033                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |         937 | OU      | $-40.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISHARES J.P. MORGAN USD EM TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -144738 | OU      | $-266.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GRAINGER PLC TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -38568 | OU      | $1545.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KKR & CO INC TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      212475 | OU      | $-3148.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANK OF AMERICA CORP TRS 0.0000% 05-15-2033           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      111775 | OU      | $2501.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DELIVERY HERO SE TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -32271 | OU      | $1751.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INDUTRADE AB TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -187577 | OU      | $-877.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARES MANAGEMENT CORP TRS 0.0000% 05-15-2033           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      261682 | OU      | $-1291.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VANECK GOLD MINERS ETF/USA TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      471618 | OU      | $-34141.30    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BAIDU INC TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -29710 | OU      | $84.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KINDER MORGAN INC TRS 0.0000% 05-15-2033              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -43182 | OU      | $2220.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HANNOVER RUECK SE TRS 0.0000% 05-15-2033              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -88091 | OU      | $2221.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KKR & CO INC TRS 0.0000% 05-05-2028                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      505323 | OU      | $-34014.82    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UNICREDIT SPA TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      134046 | OU      | $5095.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTL BUS MACHINES CORP TRS 0.0000% 05-20-2033         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -48172 | OU      | $-5931.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTL BUS MACHINES CORP TRS 0.0000% 05-20-2033         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -16735 | OU      | $-1401.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TOKYO SEIMITSU CO LTD TRS 0.0000% 05-15-2033          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -537420 | OU      | $-151.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | QIAGEN NV TRS 0.0000% 05-05-2028                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |        7143 | OU      | $94.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SM ENERGY CO TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -92359 | OU      | $2198.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WALT DISNEY CO/THE TRS 0.0000% 05-20-2033             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1120 | OU      | $-6.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EXPEDIA GROUP INC TRS 0.0000% 05-20-2033              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10258 | OU      | $-82.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FREEPORT-MCMORAN INC TRS 0.0000% 05-15-2033           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        6715 | OU      | $-1.61        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | QIAGEN NV TRS 0.0000% 05-20-2033                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       51739 | OU      | $-1810.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BLUE OWL CAPITAL INC TRS 0.0000% 05-20-2033           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -13910 | OU      | $126.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BLUE OWL CAPITAL INC TRS 0.0000% 05-20-2033           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -302208 | OU      | $16487.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CISCO SYSTEMS INC TRS 0.0000% 05-20-2033              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       89450 | OU      | $109.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TESLA INC TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -37858 | OU      | $-1862.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SX7E ESTX BNK = PR TRS 0.0000% 05-20-2033             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |     -322638 | OU      | $-10701.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PRYSMIAN SPA TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      174383 | OU      | $2895.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INTERCONTINENTAL EXCHANGE  TRS 0.0000% 05-05-2028     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       15906 | OU      | $-1277.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SMITHS GROUP PLC TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       52502 | OU      | $4566.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DOORDASH INC TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -83326 | OU      | $3454.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FIRSTENERGY CORP TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -41170 | OU      | $1022.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PORTLAND GENERAL ELECTRIC  TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -23614 | OU      | $-1007.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ENTERGY CORP TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18575 | OU      | $-162.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DTE ENERGY CO TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14816 | OU      | $719.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FINECOBANK BANCA FINECO SP TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      108672 | OU      | $7402.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ABN AMRO BANK NV TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      213601 | OU      | $4851.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WISE PLC TRS 0.0000% 05-20-2033                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -29133 | OU      | $-326.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VALMET OYJ TRS 0.0000% 05-05-2028                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FI        |       -8209 | OU      | $-188.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LAM RESEARCH CORP TRS 0.0000% 05-20-2033              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       89270 | OU      | $8512.95      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COHERENT CORP. TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -102578 | OU      | $-7476.84     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COHERENT CORP. TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -721 | OU      | $-70.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANQUE CANTONALE VAUDOISE TRS 0.0000% 05-15-2033      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -5236 | OU      | $8.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HUBSPOT INC TRS 0.0000% 05-20-2033                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       23031 | OU      | $2057.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | JD.COM INC TRS 0.0000% 05-05-2028                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |     -369891 | OU      | $3330.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMERICAN ELECTRIC POWER CO TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       41119 | OU      | $851.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MORGAN STANLEY TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     1081638 | OU      | $5026.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANKINTER SA TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -89205 | OU      | $-1656.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRANSUNION TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       39487 | OU      | $859.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INPOST SA TRS 0.0000% 05-05-2028                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | LU        |       -1237 | OU      | $-37.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INPOST SA TRS 0.0000% 05-05-2028                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | LU        |       -1501 | OU      | $-23.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BONESUPPORT HOLDING AB TRS 0.0000% 05-05-2028         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -337262 | OU      | $8701.78      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EUROFINS SCIENTIFIC SE TRS 0.0000% 05-05-2028         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | LU        |      -44304 | OU      | $749.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CROWN CASTLE INC TRS 0.0000% 05-20-2033               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      119328 | OU      | $-8086.37     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MARVELL TECHNOLOGY INC TRS 0.0000% 05-20-2033         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2575 | OU      | $-237.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PHILLIPS 66 TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      106516 | OU      | $4573.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ENBRIDGE INC TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -62341 | OU      | $991.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SHOALS TECHNOLOGIES GROUP  TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        3320 | OU      | $-104.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BRENNTAG SE TRS 0.0000% 05-05-2028                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       40777 | OU      | $-3654.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BUNZL PLC TRS 0.0000% 05-05-2028                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       70290 | OU      | $-5100.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BIOMERIEUX TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -18919 | OU      | $-463.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALLEGRO.EU SA TRS 0.0000% 05-20-2033                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |      -26655 | OU      | $-163.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | APPLIED MATERIALS INC TRS 0.0000% 05-20-2033          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -105687 | OU      | $-2238.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EQUIFAX INC TRS 0.0000% 05-20-2033                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -79521 | OU      | $7113.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WOODSIDE ENERGY GROUP LTD TRS 0.0000% 05-05-2028      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |      -41438 | OU      | $-1999.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GE VERNOVA INC TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3564 | OU      | $53.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FIVE BELOW INC TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       33104 | OU      | $237.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VERTIV HOLDINGS CO TRS 0.0000% 05-20-2033             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -15000 | OU      | $-1007.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VERTIV HOLDINGS CO TRS 0.0000% 05-15-2033             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -28728 | OU      | $-4250.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PARTNERS GROUP HOLDING AG TRS 0.0000% 05-15-2033      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -184647 | OU      | $5568.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WIX.COM LTD TRS 0.0000% 05-20-2033                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |       16104 | OU      | $924.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | STRAUMANN HOLDING AG TRS 0.0000% 05-05-2028           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -52129 | OU      | $-10284.69    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PANDORA A/S TRS 0.0000% 05-05-2028                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |      110282 | OU      | $1194.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CHORD ENERGY CORP TRS 0.0000% 05-05-2028              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      121024 | OU      | $-10889.58    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARRAY TECHNOLOGIES INC TRS 0.0000% 05-15-2033         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       24470 | OU      | $-3876.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PUBLICIS GROUPE SA TRS 0.0000% 05-15-2033             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       47613 | OU      | $487.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GRIFOLS SA TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       -1824 | OU      | $121.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MICROCHIP TECHNOLOGY INC TRS 0.0000% 05-20-2033       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -7445 | OU      | $516.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALPHABET INC TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       65479 | OU      | $3974.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UBER TECHNOLOGIES INC TRS 0.0000% 05-20-2033          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1499 | OU      | $-44.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TENCENT HOLDINGS LTD TRS 0.0000% 05-15-2033           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      241395 | OU      | $170.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GEBERIT AG TRS 0.0000% 05-05-2028                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -53796 | OU      | $1864.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GENERAC HOLDINGS INC TRS 0.0000% 05-15-2033           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -30430 | OU      | $1698.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PUBLICIS GROUPE SA TRS 0.0000% 05-05-2028             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       50125 | OU      | $2701.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UNILEVER PLC TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        2704 | OU      | $46.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FINCL SELECT SECTOR SPDR F TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -538350 | OU      | $-3470.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMERICAN EXPRESS CO TRS 0.0000% 05-20-2033            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -102220 | OU      | $133.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMERICAN EXPRESS CO TRS 0.0000% 05-20-2033            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -24114 | OU      | $-776.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SCHNEIDER ELECTRIC SE TRS 0.0000% 05-15-2033          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -24211 | OU      | $2.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ENGCON AB TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       -8111 | OU      | $-84.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | QT GROUP OYJ TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |       -3250 | OU      | $962.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DICKS SPORTING GOODS INC TRS 0.0000% 05-20-2033       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       95058 | OU      | $-1827.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SM ENERGY CO TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -66076 | OU      | $1149.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PANDORA A/S TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      130016 | OU      | $1362.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NORTHERN OIL & GAS INC TRS 0.0000% 05-20-2033         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -176982 | OU      | $-6896.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ANALOG DEVICES INC TRS 0.0000% 05-20-2033             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -21175 | OU      | $1039.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TEXAS PACIFIC LAND CORP TRS 0.0000% 05-20-2033        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -5607 | OU      | $-53.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STANDARD CHARTERED PLC TRS 0.0000% 05-20-2033         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      215339 | OU      | $35456.38     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MERCADOLIBRE INC TRS 0.0000% 05-20-2033               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       42042 | OU      | $4503.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COGNIZANT TECH SOLN CORP TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6056 | OU      | $-357.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CROWDSTRIKE HOLDINGS INC TRS 0.0000% 05-20-2033       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -504 | OU      | $-39.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ARGENX SE TRS 0.0000% 05-05-2028                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |       33990 | OU      | $1719.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MOODYS CORP TRS 0.0000% 05-20-2033                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -38431 | OU      | $-473.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KINDER MORGAN INC TRS 0.0000% 05-20-2033              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -125206 | OU      | $4862.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KINDER MORGAN INC TRS 0.0000% 05-20-2033              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -7926 | OU      | $383.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTERCONTINENTAL EXCHANGE  TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       90845 | OU      | $-5265.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MOODYS CORP TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -193318 | OU      | $-723.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DINO POLSKA SA TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PL        |      -12870 | OU      | $27.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PUBLICIS GROUPE SA TRS 0.0000% 05-15-2033             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -1808 | OU      | $-18.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CIVITAS RESOURCES INC TRS 0.0000% 05-05-2028          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -34070 | OU      | $5441.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HF SINCLAIR CORP TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -66482 | OU      | $536.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BURLINGTON STORES INC TRS 0.0000% 05-20-2033          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       73499 | OU      | $1738.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TJX COS INC/THE TRS 0.0000% 05-20-2033                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -206384 | OU      | $4441.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SEMPRA TRS 0.0000% 05-20-2033                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       96707 | OU      | $-813.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | JABIL INC TRS 0.0000% 05-20-2033                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -36724 | OU      | $-3036.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MGE ENERGY INC TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5165 | OU      | $110.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PEMBINA PIPELINE CORP TRS 0.0000% 05-15-2033          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       22277 | OU      | $-296.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AMBU A/S TRS 0.0000% 05-05-2028                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |      -21107 | OU      | $180.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AMBU A/S TRS 0.0000% 05-05-2028                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |     -215006 | OU      | $1806.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PUBLICIS GROUPE SA TRS 0.0000% 05-05-2028             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       -8292 | OU      | $-455.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WELLS FARGO & CO TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      408907 | OU      | $5157.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PARKLAND CORP TRS 0.0000% 05-05-2028                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |      -12565 | OU      | $-244.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CIVITAS RESOURCES INC TRS 0.0000% 05-15-2033          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -41981 | OU      | $-456.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KIMBELL ROYALTY PARTNERS L TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -47672 | OU      | $-1117.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CALUMET INC TRS 0.0000% 05-20-2033                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -28733 | OU      | $-1193.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MAGNOLIA OIL & GAS CORP TRS 0.0000% 05-15-2033        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18575 | OU      | $315.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FIDELITY NATL INFO SRVCS I TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       20234 | OU      | $-1228.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CONOCOPHILLIPS TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       17064 | OU      | $352.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | APA CORP TRS 0.0000% 05-15-2033                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -104535 | OU      | $1794.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NOV INC TRS 0.0000% 05-15-2033                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -82919 | OU      | $-11586.67    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TESLA INC TRS 0.0000% 05-20-2033                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -43401 | OU      | $-885.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GREGGS PLC TRS 0.0000% 05-05-2028                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -5621 | OU      | $231.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NICHICON CORP TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     2854000 | OU      | $1540.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KYOTO FINANCIAL GROUP INC TRS 0.0000% 05-15-2033      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    30303900 | OU      | $4060.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DANONE SA TRS 0.0000% 05-05-2028                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       65215 | OU      | $4578.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NOMURA HOLDINGS INC TRS 0.0000% 05-15-2033            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    68478718 | OU      | $12208.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALSTOM SA TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -14918 | OU      | $405.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DAIWA SECURITIES GROUP INC TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -9974025 | OU      | $-2703.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FIDELITY NATL INFO SRVCS I TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       19431 | OU      | $-1550.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AIRBUS SE TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       -9135 | OU      | $-562.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EQT CORP TRS 0.0000% 05-20-2033                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      190519 | OU      | $-9686.25     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MAIRE SPA TRS 0.0000% 05-05-2028                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |       13616 | OU      | $173.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RHEINMETALL AG TRS 0.0000% 05-05-2028                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       11334 | OU      | $-1237.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RHEINMETALL AG TRS 0.0000% 05-05-2028                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       41863 | OU      | $-2916.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TOPPAN HOLDINGS INC TRS 0.0000% 05-20-2033            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     6124943 | OU      | $328.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VENTURE GLOBAL INC TRS 0.0000% 05-20-2033             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12346 | OU      | $956.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MATADOR RESOURCES CO TRS 0.0000% 05-15-2033           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19639 | OU      | $-619.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ENERGY TRANSFER LP TRS 0.0000% 05-15-2033             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -176209 | OU      | $789.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ADYEN NV TRS 0.0000% 05-15-2033                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      132642 | OU      | $3521.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FLUIDRA SA TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       21885 | OU      | $1611.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FASTIGHETS AB BALDER TRS 0.0000% 05-15-2033           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -99502 | OU      | $365.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MARATHON PETROLEUM CORP TRS 0.0000% 05-15-2033        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       44303 | OU      | $2670.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FABEGE AB TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -1150775 | OU      | $-2926.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SWISS LIFE HOLDING AG TRS 0.0000% 05-15-2033          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -106940 | OU      | $1546.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALERIAN MLP ETF TRS 0.0000% 05-15-2033                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -296714 | OU      | $-5046.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GAMMA COMMUNICATIONS PLC TRS 0.0000% 05-20-2033       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -11150 | OU      | $86.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STOREBRAND ASA TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     2840319 | OU      | $-1614.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISHARES MSCI USA MOMENTUM TRS 0.0000% 05-15-2033      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -339564 | OU      | $515.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SPOTIFY TECHNOLOGY SA TRS 0.0000% 05-20-2033          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |      -53441 | OU      | $1670.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IMPERIAL BRANDS PLC TRS 0.0000% 05-05-2028            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        2884 | OU      | $28.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COTERRA ENERGY INC TRS 0.0000% 05-20-2033             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      105217 | OU      | $1040.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EATON CORP PLC TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -18621 | OU      | $-838.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WAYFAIR INC TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       87567 | OU      | $-1549.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SMITHS GROUP PLC TRS 0.0000% 05-05-2028               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        5429 | OU      | $358.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CENOVUS ENERGY INC TRS 0.0000% 05-15-2033             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       41359 | OU      | $-728.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WESTPAC BANKING CORP TRS 0.0000% 05-15-2033           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -197199 | OU      | $1716.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALERIAN MLP ETF TRS 0.0000% 05-20-2033                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12474 | OU      | $21.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALM BRAND A/S TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     1298283 | OU      | $2024.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NTG NORDIC TRANSPORT GROUP TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |        6412 | OU      | $-28.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | UCB SA TRS 0.0000% 05-05-2028                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BE        |       60515 | OU      | $-8481.66     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NINTENDO CO LTD TRS 0.0000% 05-15-2033                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -1301560 | OU      | $-355.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROCKET COS INC TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      178580 | OU      | $-4899.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INTESA SANPAOLO SPA TRS 0.0000% 05-15-2033            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      -90155 | OU      | $-4049.73     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ALIBABA GROUP HOLDING LTD TRS 0.0000% 05-05-2028      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      824524 | OU      | $-9089.95     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DOMINION ENERGY INC TRS 0.0000% 05-15-2033            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      111289 | OU      | $-5412.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STOXX TRS 1DE     0.0000% 05-15-23                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -131136 | OU      | $-6884.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GOLDMAN SACHS EUR VOL CARR TRS 0.0000% 11-28-2025     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | XX        |       96757 | OU      | $2719.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STOXX EUROPE 600 INDUSTRIA TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |     -764934 | OU      | $-1898.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TOPIX (TSE) TPXSM (JPY) TRS 0.0000% 05-15-2033        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -16398104 | OU      | $-2903.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GOLDMAN SACHS TY WEEKLY VO TRS 0.0000% 04-30-2026     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      132768 | OU      | $-840.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | O REILLY AUTOMOTIVE INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -70314 | OU      | $2789.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | O REILLY AUTOMOTIVE INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1817 | OU      | $117.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GOLDMAN SACHS FV WEEKLY TRS 0.0000% 05-29-2026        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      287089 | OU      | $-325.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HK REAL ESTATE TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |     3561215 | OU      | $-7027.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | US DISPERSION SERIES 17I TRS 0.0000% 06-30-2026       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      498992 | OU      | $4911.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | US DISPERSION SERIES 17I TRS 0.0000% 06-30-2026       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       91834 | OU      | $903.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EU DEFENSE STOCKS TRS 0.0000% 05-15-2033              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | XX        |      260559 | OU      | $-848.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SAUDI AWWAL BANK TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SA        |      -84447 | OU      | $109.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANQUE SAUDI FRANSI TRS 0.0000% 05-15-2033            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SA        |      -35051 | OU      | $1783.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RIYAD BANK TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SA        |     -194361 | OU      | $2365.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SAUDI NATIONAL BANK/THE TRS 0.0000% 05-15-2033        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SA        |      227074 | OU      | $5063.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANQUE SAUDI FRANSI TRS 0.0000% 05-20-2033            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SA        |      -22459 | OU      | $936.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SAUDI AWWAL BANK TRS 0.0000% 05-20-2033               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SA        |      -21327 | OU      | $287.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | RIYAD BANK TRS 0.0000% 05-20-2033                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SA        |      -20628 | OU      | $325.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AL RAJHI BANK TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SA        |      232978 | OU      | $-4280.02     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STOXX EUROPE 600 INSURANCE TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | EC        |     -773127 | OU      | $670.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VISTRY GROUP PLC TRS 0.0000% 05-20-2033               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -29679 | OU      | $-962.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALINMA BANK CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SA        |     -154081 | OU      | $-4566.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LOWES COS INC CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -20059 | OU      | $293.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | J.P. MORGAN SHORT-DATED RA TRS 0.0000% 09-29-2026     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      231721 | OU      | $-2098.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PHARMACEUTICALS TRS 0.0000% 05-15-2033                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      380314 | OU      | $-726.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GOLDMAN SACHS USD RATES VO TRS 0.0000% 10-30-2026     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      100516 | OU      | $-1326.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OREILLY AUTOMOTIVE INC TRS 0.0000% 05-15-2033         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -67648 | OU      | $3617.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FTSE MIB INDEX TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -86214 | OU      | $-157.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | US MOMENTUM TRS 0.0000% 05-29-2026                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -1006375 | OU      | $-20345.89    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STOXX EUROPE 600 AUTOMOBIL TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      395450 | OU      | $-13583.65    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | US DISPERSION SERIES 17I TRS 0.0000% 10-30-2026       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      174892 | OU      | $-707.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IMPERIAL BRANDS PLC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      113132 | OU      | $2066.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IMI PLC CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       38132 | OU      | $2354.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | RS GROUP PLC                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       60808 | OU      | $457.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SPECTRIS CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       56758 | OU      | $98.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BURBERRY GROUP PLC CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -41816 | OU      | $-196.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LONZA GROUP AG-REG CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -58086 | OU      | $-151.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ING GROEP N.V. -CVA CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |     -143217 | OU      | $-5551.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PUBLICIS SA CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -32632 | OU      | $-333.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CONOCOPHILLIPS CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       21355 | OU      | $-1361.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DOMINION RESOURCES INC/VA CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        5966 | OU      | $-272.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GOLDMAN SACHS CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      344483 | OU      | $-317.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | REPSOL YPF SA CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -21106 | OU      | $-2821.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KBC BANKVERZEKERINGSHOLDING CFD (BRU)                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |      202505 | OU      | $9731.35      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SAP AG CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -58934 | OU      | $3730.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BOOKING HOLDINGS INC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -87328 | OU      | $1006.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BYD CO LTD CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      -44105 | OU      | $381.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GECINA SA CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -19175 | OU      | $546.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INFINEON TECHNOLOGIES AG - CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -1508 | OU      | $-5.58        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INFINEON TECHNOLOGIES AG - CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -52548 | OU      | $-519.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DICKS SPORTING GOODS INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       75780 | OU      | $-4030.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DICKS SPORTING GOODS INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       32554 | OU      | $-1772.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WALT DISNEY CO CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -13417 | OU      | $15.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CINTAS CFD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2624 | OU      | $58.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NIKE CFD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -29066 | OU      | $258.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VERISIGN CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2936 | OU      | $298.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMAZON.COM CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      742021 | OU      | $68056.82     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMAZON.COM CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       36000 | OU      | $4784.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EQUIFAX CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -169704 | OU      | $13701.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NASPERS LTD CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ZA        |     -185478 | OU      | $-230.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANCO SANTANDER SA CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      489435 | OU      | $23045.84     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BRITISH AMERICAN TOBACCO CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      450566 | OU      | $15624.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INTUIT CFD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -56958 | OU      | $215.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EXPERIAN LTD CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JE        |       -6264 | OU      | $-70.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VISA INC-CLASS A SHRS CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -237987 | OU      | $2535.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ADOBE SYSTEMS INC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10250 | OU      | $-300.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ERSTE GROUP BANK AG CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |       96595 | OU      | $8775.73      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KESKO OYJ-B SHS CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |      -15871 | OU      | $846.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TEMENOS GROUP AG CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -22919 | OU      | $-6091.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IPSOS CFD                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       38073 | OU      | $-3349.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GREAT PORTLAND ESTATES PLC CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -23227 | OU      | $786.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SAVILLS PLC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       35608 | OU      | $1274.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MORGAN STANLEY CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      210260 | OU      | $7860.30      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EQUITABLE RESOURCES INC CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      124352 | OU      | $-4171.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ANALOG DEVICES CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -29585 | OU      | $1021.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ATMOS ENERGY CORP CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       92641 | OU      | $-3861.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CABOT OIL & GAS CORP CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      191214 | OU      | $3791.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PLAINS ALL AMER PIPELINE LP CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -31011 | OU      | $-218.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PKO BANK POLSKI SA CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PL        |      -68965 | OU      | $-21.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTERCONTINENTAL HOTELS GROUP CFD                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -8265 | OU      | $131.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SUBSEA 7 SA CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |      365940 | OU      | $-1375.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CIRRUS LOGIC INC CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -14041 | OU      | $-153.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALSTOM CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -14521 | OU      | $71.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DARDEN RESTAURANTS INC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -48906 | OU      | $1706.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ON SEMICONDUCTOR CORPORATION CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -28504 | OU      | $158.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NETFLIX INC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       38389 | OU      | $-1466.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NETFLIX INC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       70544 | OU      | $-6769.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARC RESOURCES LTD CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       94646 | OU      | $1467.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TEXAS INSTRUMENTS INC CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -26544 | OU      | $2971.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VIENNA INSURANCE GROUP (CFD)                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |       51126 | OU      | $515.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LEGRAND SA CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      398095 | OU      | $9977.14      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LEGRAND SA CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       67936 | OU      | $2051.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COSTCO WHOLESALE CORP CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -28650 | OU      | $1306.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MASTERCARD INC-CLASS A CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      182487 | OU      | $-1986.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MASTERCARD INC-CLASS A CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       32080 | OU      | $-616.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UNITED INTERNET AG-REG SHARE CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      102013 | OU      | $-9598.63     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | JM AB CFD                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |      -89037 | OU      | $1011.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BUNZL PLC CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       20049 | OU      | $-978.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SERCO GROUP PLC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       75192 | OU      | $4126.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LOREAL CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -18186 | OU      | $1772.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SCHNEIDER ELECTRIC SA CFD (EUR)                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       -5224 | OU      | $41.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SULZER AG-REG CFD (CHF)                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       47653 | OU      | $1849.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOCIETE GENERALE-A CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       52841 | OU      | $2505.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BNP PARIBAS CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |     -463049 | OU      | $1542.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BALOISE HOLDING -R CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       66606 | OU      | $1494.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FIRSTENERGY CORP CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -51424 | OU      | $598.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NISOURCE INC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       47836 | OU      | $-2230.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PINNACLE WEST CAPITAL CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -58944 | OU      | $3264.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AUTODESK INC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3881 | OU      | $265.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMERIPRISE FINANCIAL INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -110692 | OU      | $6555.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CAPITAL ONE FINANCIAL CORP CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      140107 | OU      | $906.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EURONET SERVICES INC. CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -16682 | OU      | $2192.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LIVE NATION CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       58633 | OU      | $-2410.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MICRON TECHNOLOGY INC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6657 | OU      | $-55.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RAMBUS INC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13027 | OU      | $-753.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STARBUCKS CORP CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -132567 | OU      | $3579.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SILICON LABORTORIES INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -14435 | OU      | $672.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SYNOPSYS INC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -13390 | OU      | $683.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | APPLIED MATERIALS INC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -115838 | OU      | $-2809.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FISERV INC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -19862 | OU      | $8924.88      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FIRST SOLAR INC CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        2525 | OU      | $411.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | COHERENT CORP                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1951 | OU      | $-292.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MICROCHIP TECHNOLOGY INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6456 | OU      | $276.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | UNIVERSAL DISPLAY CORP CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -12925 | OU      | $-36.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FACTSET RESEARCH SYSTEMS INC CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -62753 | OU      | $3790.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HOME DEPOT INC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10889 | OU      | $260.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IDACORP INC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       61235 | OU      | $-2143.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MARRIOTT INTERNATIONAL-CL A CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3380 | OU      | $-7.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | REGENERON PHARMACEUTICALS CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3513 | OU      | $-397.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EMMI AG-REG CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -23097 | OU      | $1146.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NEMETSCHEK AG CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -39320 | OU      | $2174.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VESTAS WIND SYSTEMS A/S CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     -183620 | OU      | $-1911.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NIBE INDUSTRIER AB-B SHS CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -757044 | OU      | $-150.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STOREBRAND ASA CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NO        |      785868 | OU      | $1983.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTERMEDIATE CAPITAL GROUP CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -32508 | OU      | $127.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SUMITOMO ELECTRIC INDUSTRIES CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     6069102 | OU      | $9011.02      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADVANTEST CORP CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     -385220 | OU      | $-773.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MURATA MANUFACTURING CO LTD CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -2417735 | OU      | $-2448.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SMITHS GROUP PLC CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       72754 | OU      | $3643.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRELLEBORG AB-B SHS CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |      424441 | OU      | $3600.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DAIWA SECURITIES GROUP INC CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -20726213 | OU      | $-3207.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HITACHI LTD CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1990560 | OU      | $-2007.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HENNES & MAURITZ AB-B SHS CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -136948 | OU      | $-139.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SONY CORP CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     5701800 | OU      | $-956.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TDK CORP CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     7922070 | OU      | $6127.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KEYENCE CORPORATION CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -2214000 | OU      | $1034.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MITSUBISHI HEAVY INDS LTD CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     -357372 | OU      | $-118.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TOKYO SEIMITSU CO LTD CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -4134780 | OU      | $-835.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NINTENDO CO LTD CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1350825 | OU      | $-119.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MITSUI TRUST HOLDINGS INC CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -13428950 | OU      | $-824.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NTT DATA CORPORATION CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1233115 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FAST RETAILING CO LTD CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     -223750 | OU      | $-19.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FAST RETAILING CO LTD CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -2516850 | OU      | $-955.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SANTOS LTD CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -33239 | OU      | $104.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WOODSIDE ENERGY GROUP LTD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -202688 | OU      | $-14510.78    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BUZZI UNICEM SPA CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       42214 | OU      | $3126.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HERMES INTERNATIONAL CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -37706 | OU      | $1458.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWEDBANK AB CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -3368269 | OU      | $-2907.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SKANDINAVISKA ENSKILDA BAN-A CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -2199395 | OU      | $-653.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GILEAD SCIENCES INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3447 | OU      | $92.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TJX COMPANIES INC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -70548 | OU      | $2439.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ADVANCED MICRO DEVICES CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -178950 | OU      | $-13076.25    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CORPORACION MAPFRE SA CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -39144 | OU      | $1650.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UBI SOFT ENTERTAINMENT CFD (EUR)                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       17302 | OU      | $-1105.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BE SEMICONDUCTOR INDUSTRIES CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -43890 | OU      | $-1467.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BE SEMICONDUCTOR INDUSTRIES CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -8857 | OU      | $-201.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SAMPO OYJ CFD (EUR)                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |       72909 | OU      | $332.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BEIERSDORF AG CFD (EUR)                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       27496 | OU      | $-1436.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GREGGS PLC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -19477 | OU      | $457.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROTORK PLC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       24622 | OU      | $888.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PEPSICO INC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        -279 | OU      | $-12.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PRUDENTIAL CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      128369 | OU      | $8561.95      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LUNDIN MINING CORP CFD (CAD)                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       26227 | OU      | $200.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HILL & SMITH HOLDINGS PLC CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       13872 | OU      | $401.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AKAMAI TECHNOLOGIES INC  SWP JPM                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2228 | OU      | $-25.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NVIDIA CORP CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      100525 | OU      | $12666.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FABEGE AB CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -1327309 | OU      | $-3638.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BROOKFIELD CORP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -16172 | OU      | $-166.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AOZORA BANK LTD CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -7098059 | OU      | $962.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CASTELLUM AB CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -208731 | OU      | $763.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STMICROELECTRONICS CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -7528 | OU      | $1582.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLARIA ENERGIA Y MEDIO AMBI CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -24289 | OU      | $-692.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GRENKELEASING AG CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -18834 | OU      | $1254.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | RINGKJOEBING LANDBOBANK A/S CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     -682584 | OU      | $-2133.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PARTNERS GROUP-REG CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -65740 | OU      | $-281.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ICADE CFD (ICAD FP)                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -33104 | OU      | $1553.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MERCADOLIBRE INC CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       75398 | OU      | $6056.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DIASORIN SPA CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       20808 | OU      | $254.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | REA GROUP LTD CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -23581 | OU      | $553.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FLUIDRA SA CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |       53880 | OU      | $4117.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TENCENT HOLDINGS LTD CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      -79945 | OU      | $714.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KKR & CO INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      512028 | OU      | $-25218.82    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PANDORA A/S CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |      288912 | OU      | $1882.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWISS RE LTD CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |     -104354 | OU      | $-777.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMBU A/S-B CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     -137543 | OU      | $900.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMBU A/S-B CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     -300526 | OU      | $2028.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BRUNELLO CUCINELLI SPA CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       -3072 | OU      | $95.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BRUNELLO CUCINELLI SPA CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -28108 | OU      | $875.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DISCO CORP CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -3863520 | OU      | $1133.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DIAMONDBACK ENERGY INC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      355210 | OU      | $2621.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DIAMONDBACK ENERGY INC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        5820 | OU      | $51.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ASICS CORP CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     -331347 | OU      | $-124.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | META PLATFORMS INC CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       52959 | OU      | $-4980.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NXP SEMICONDUCTORS NV CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -13189 | OU      | $642.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALIOR BANK SA CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PL        |      493756 | OU      | $-1707.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WHITECAP RESOURCES INC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -183658 | OU      | $1786.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DOLLARAMA INC CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |       -2857 | OU      | $-42.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CONSTELLATION SOFTWARE INC CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -23822 | OU      | $1195.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INTACT FINANCIAL CORP CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -263706 | OU      | $734.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PALO ALTO NETWORKS INC CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3189 | OU      | $-114.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ANTERO RESOURCES CORP CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      239289 | OU      | $-7062.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TALANX AG CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      223742 | OU      | $-2932.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MONCLER SPA CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -17109 | OU      | $486.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WIX.COM LTD CFD (USD)                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |        4766 | OU      | $327.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INTL BUSINESS MACHINES CORP CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -37901 | OU      | $-3599.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ASM INTERNATIONAL NV CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -14232 | OU      | $-502.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MICROSOFT CORP CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      231167 | OU      | $-2812.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MICROSOFT CORP CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       97157 | OU      | $191.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MEBUKI FINANCIAL GROUP INC CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    32383455 | OU      | $8913.77      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NEWRIVER RETAIL LTD CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       57181 | OU      | $-810.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ULVAC INC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     1418020 | OU      | $140.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ELIS SA CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      124871 | OU      | $-3841.18     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SPIE SA - W/I CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       82775 | OU      | $-4090.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AXFOOD AB CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -351450 | OU      | $2860.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LUMENTUM HOLDINGS INC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        1849 | OU      | $166.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LUMENTUM HOLDINGS INC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       48067 | OU      | $13811.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SCOUT24 AG CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -2211 | OU      | $4.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SQUARE INC - A CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      237307 | OU      | $-5613.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SQUARE INC - A CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       17849 | OU      | $-914.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WISETECH GLOBAL LTD CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -18595 | OU      | $2311.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VAT GROUP AG CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -14881 | OU      | $-700.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AXON ENTERPRISE INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1366 | OU      | $-98.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BAWAG GROUP AG CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |       99445 | OU      | $8136.78      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CD PROJEKT SA CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PL        |      -20256 | OU      | $-13.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SEA LTD-ADR CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -14218 | OU      | $623.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ZSCALER INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3059 | OU      | $-252.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PRO MEDICUS LTD CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -22807 | OU      | $1513.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DOCUSIGN INC  SWP MS                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       34227 | OU      | $2635.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PDD HOLDINGS INC-ADR CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      -12090 | OU      | $-48.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANCA FARMAFACTORING SPA CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       68276 | OU      | $2992.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PROSUS CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -1231 | OU      | $-34.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROKU INC CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13013 | OU      | $-996.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OVINTIV INC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       59304 | OU      | $-3788.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EQT AB CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -1116942 | OU      | $-3751.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EVERCORE INC - A CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      171398 | OU      | $-14102.94    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRATON SE CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -50221 | OU      | $-3440.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MAGNOLIA OIL & GAS CORP - A CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -76249 | OU      | $4713.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LASERTEC CORP CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     -738990 | OU      | $-1527.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC CFD         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       65600 | OU      | $-6078.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BRENNTAG AG CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       63303 | OU      | $-3140.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UBS GROUP AG-REG CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       30795 | OU      | $650.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ABB LTD-REG CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       32144 | OU      | $552.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MACOM TECHNOLOGY SOLUTIONS H CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -14752 | OU      | $-1839.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FLEX LTD CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SG        |       64541 | OU      | $-395.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NEW JERSEY RESOURCES CORP CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -36930 | OU      | $1534.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | RALPH LAUREN CORP CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3330 | OU      | $133.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NORDNET AB PUBL CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -1264865 | OU      | $5788.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRADEWEB MARKETS INC-CLASS A CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      109215 | OU      | $-2560.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | JACK HENRY & ASSOCIATES INC CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -5760 | OU      | $-48.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRACTOR SUPPLY COMPANY CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -13705 | OU      | $718.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TARGA RESOURCES CORP CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      390027 | OU      | $6318.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | QUANTA SERVICES INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18340 | OU      | $-74.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMPHENOL CORP-CL A CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -18640 | OU      | $-1703.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRANSUNION CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      262940 | OU      | $2193.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SPOTIFY TECHNOLOGY SA CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | LU        |       37415 | OU      | $-1372.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UNITED THERAPEUTICS CORP CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       15577 | OU      | $458.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EBAY INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2583 | OU      | $387.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MKS INSTRUMENTS INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -4955 | OU      | $-74.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INPOST SA CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |      -37204 | OU      | $-1207.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INPOST SA CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |      -19974 | OU      | $-675.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | QT GROUP OYJ CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |      -10018 | OU      | $1144.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADVANTEST CORP CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     7686890 | OU      | $15436.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INDUTRADE AB CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -529589 | OU      | $-3396.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AUTO1 GROUP SE CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -32652 | OU      | $-1094.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TERADYNE INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -16981 | OU      | $-5193.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CEVA INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -14262 | OU      | $221.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | QUALCOMM INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -282298 | OU      | $-23423.40    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AMAZON.COM INC CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      234596 | OU      | $24765.84     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRANSOCEAN INC/CALL WT EQ                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -6832 | OU      | $-1093.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CIENA CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3831 | OU      | $-916.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROYAL UNIBREW CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |      526806 | OU      | $-3000.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ONE GAS INC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       46382 | OU      | $-593.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UCB SA CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |       31662 | OU      | $-4450.44     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ONTO INNOVATION INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -14245 | OU      | $74.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LINEA DIRECTA ASEGURADORA SA CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      131688 | OU      | $-12931.91    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | APPLOVIN CORP-CLASS A CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       14223 | OU      | $1710.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SPDR S&P OIL & GAS EXP & PR CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -205115 | OU      | $11207.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ORACLE CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -13996 | OU      | $1391.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ORACLE CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -131727 | OU      | $15390.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BROADCOM INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       62047 | OU      | $50.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BROADCOM INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      179881 | OU      | $9369.60      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WISE PLC - A CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       28442 | OU      | $370.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WILLIAMS COS INC CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      122455 | OU      | $-10997.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANK OF NEW YORK MELLON CORP CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      275037 | OU      | $-2406.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DOORDASH INC - A CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       38744 | OU      | $-1606.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CMS ENERGY CORP CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -33169 | OU      | $-149.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FORMFACTOR INC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -16998 | OU      | $-4158.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROBINHOOD MARKETS INC - A CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2988 | OU      | $-241.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | THOMSON REUTERS CORP CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |      -13582 | OU      | $-119.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MATADOR RESOURCES CO CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      129245 | OU      | $-15481.71    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SYNCHRONY FINANCIAL CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2570 | OU      | $-108.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EATON CORP PLC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      463423 | OU      | $-590.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MCKESSON CORP CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2363 | OU      | $-70.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CROWN CASTLE INTL CORP CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        1667 | OU      | $-133.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NVENT ELECTRIC PLC CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -34425 | OU      | $-6627.02     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROBLOX CORP - CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19413 | OU      | $32.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HAYPP GROUP AB CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |      393656 | OU      | $-160.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TRINET GROUP INC CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       14582 | OU      | $-1322.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BLUE OWL CAPITAL INC CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -255614 | OU      | $11604.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AUTOSTORE HOLDINGS LTD CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |      -74771 | OU      | $-480.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SM ENERGY CO CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -28121 | OU      | $4974.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RENAISSANCERE HOLDINGS LTD CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BM        |      -74059 | OU      | $3422.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PATTERSON-UTI ENERGY INC CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -12224 | OU      | $-967.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTERCOS SPA CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       -7194 | OU      | $369.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PHOTRONICS INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6886 | OU      | $-117.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HALEON PLC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      104117 | OU      | $1173.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SES IMAGOTAG CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -30785 | OU      | $59.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NORTHERN OIL AND GAS INC CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -61378 | OU      | $8111.59      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | W&T OFFSHORE INC CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -20568 | OU      | $571.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AVISTA CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -37626 | OU      | $-880.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SAMSARA INC-CL A CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7965 | OU      | $-551.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | COMFORT SYSTEMS USA INC CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3302 | OU      | $-560.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FASTIGHETS AB BALDER-B SHRS CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -184837 | OU      | $700.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DTE ENERGY COMPANY CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -40118 | OU      | $1760.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PERMIAN RESOURCES CORP CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       63491 | OU      | $-251.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STEVANATO GROUP SPA CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -27825 | OU      | $688.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VERMILION ENERGY INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      -61610 | OU      | $-624.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANQUE CANTONALE VAUDOIS-REG CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -42804 | OU      | $-416.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BIRCHCLIFF ENERGY LTD CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -17768 | OU      | $-1466.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DASSAULT AVIATION SA CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       38634 | OU      | $914.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PARAMOUNT RESOURCES LTD -A CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -38454 | OU      | $-772.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PEYTO EXPLORATION & DEV CORP CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |      177212 | OU      | $7128.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BEIJER REF AB CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -349414 | OU      | $397.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BELIMO HOLDING AG-REG CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       -1664 | OU      | $-83.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CANADIAN NATURAL RESOURCES CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      115509 | OU      | $4355.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ZABKA GROUP SA CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |     -156650 | OU      | $721.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IONOS GROUP SE CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       80591 | OU      | $-9140.06     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | YUBICO AB CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |      -24564 | OU      | $404.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADDIKO BANK AG TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |       51129 | OU      | $1197.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VERBUND AG CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |      -33010 | OU      | $-1789.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADVANTAGE ENERGY LTD CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |       40707 | OU      | $52.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CELESTICA INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       12120 | OU      | $970.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CELESTICA INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       49403 | OU      | $13637.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CELESTICA INC CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |       33183 | OU      | $15388.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HEADWATER EXPLORATION INC CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       88808 | OU      | $2074.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KELT EXPLORATION LTD CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      114047 | OU      | $4643.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OBSIDIAN ENERGY LTD CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -73007 | OU      | $2707.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SHIGA BANK LTD/THE CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    18910320 | OU      | $-1112.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TOCHIGI BANK LTD/THE CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    12275400 | OU      | $8230.97      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANK OF NAGOYA LTD/THE CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    13425000 | OU      | $8641.40      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HOKUHOKU FINANCIAL GROUP INC CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    32951310 | OU      | $8730.59      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VICTORY GIANT TECHNOLOGY -A CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CN        |       32750 | OU      | $3744.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KOMERCNI BANKA AS CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CZ        |      495330 | OU      | $829.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FABRINET CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      -15487 | OU      | $-1254.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NAGARRO SE CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -18062 | OU      | $501.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NTG NORDIC TRANSPORT GROUP A CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |      107200 | OU      | $-551.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GLOBALFOUNDRIES INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      -16907 | OU      | $-73.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GLOBALFOUNDRIES INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |       -2099 | OU      | $-1.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MEDINCELL SA CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       19046 | OU      | $2076.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GENIUS SPORTS LTD CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       36282 | OU      | $-1601.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SHURGARD SELF STORAGE LTD CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GG        |       -9005 | OU      | $564.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HUFVUDSTADEN AB-A SHS CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -356427 | OU      | $815.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRUECALLER AB-B CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -435622 | OU      | $12401.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ENGCON AB CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -116925 | OU      | $-1230.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | OTP BANK PLC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | HU        |   110953000 | OU      | $15922.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WALLENSTAM AB-B SHS CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -366077 | OU      | $889.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PERMANENT TSB GROUP HOLDINGS CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |       34373 | OU      | $10266.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARK INNOVATION ETF CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -44561 | OU      | $169.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MAIRE TECNIMONT SPA CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       65983 | OU      | $2345.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IMMOBILIARE GRANDE DISTRIBUZ CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       71073 | OU      | $-690.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KEIYO BANK LTD/THE CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    14504000 | OU      | $322.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ALPHABET INC-CL A CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       60854 | OU      | $7474.68      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARISTA NETWORKS INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       37566 | OU      | $3749.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BGC GROUP INC-A CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -174539 | OU      | $1326.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CALUMET INC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -10245 | OU      | $-747.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DISC MEDICINE INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       22926 | OU      | $-249.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DUOLINGO CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3127 | OU      | $420.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INNOVEX INTERNATIONAL INC CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       44586 | OU      | $2518.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INNOVEX INTERNATIONAL INC CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       30429 | OU      | $1181.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CG ONCOLOGY INC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       20008 | OU      | $-146.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DUOLINGO CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4093 | OU      | $845.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EXPAND ENERGY CORP CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      133370 | OU      | $-5471.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CONSTELLATION ENERGY CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -34954 | OU      | $-1238.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISHARES EXPANDED TECH-SOFTWA CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -57113 | OU      | $-1103.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EXLSERVICE HOLDINGS INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -24263 | OU      | $959.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GE VERNOVA INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18454 | OU      | $-270.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GENERAL ELECTRIC CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -16950 | OU      | $-351.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GITLAB INC-CL A CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       24162 | OU      | $846.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NEXTRACKER INC-CL A CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       27042 | OU      | $-623.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LIFE360 INC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -14527 | OU      | $1595.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LAM RESEARCH CORP CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       56528 | OU      | $3149.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MGE ENERGY INC CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -30669 | OU      | $7.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHORD ENERGY CORP CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      112920 | OU      | $751.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LAM RESEARCH CORP CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       28361 | OU      | $1871.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LAM RESEARCH CORP CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      164470 | OU      | $14404.48     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OTTER TAIL CORP CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -7771 | OU      | $203.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LANDBRIDGE CO LLC-A CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -57365 | OU      | $-2100.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MARVELL TECHNOLOGY INC CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       68468 | OU      | $3711.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PDF SOLUTIONS INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -14909 | OU      | $-442.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MARVELL TECHNOLOGY INC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       13156 | OU      | $717.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MARVELL TECHNOLOGY INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       28499 | OU      | $2622.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AIRBNB INC-CLASS A CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -66231 | OU      | $-1215.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RING ENERGY INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -16398 | OU      | $1195.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NET POWER INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        5767 | OU      | $-1224.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RYANAIR HOLDINGS PLC-SP ADR CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |       35209 | OU      | $1528.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SALESFORCE INC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3051 | OU      | $-73.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SAP SE-SPONSORED ADR CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -22818 | OU      | $976.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NVIDIA CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      250665 | OU      | $22899.45     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INTUIT INC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       46236 | OU      | $-175.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LIVE NATION ENTERTAINMENT IN CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -12943 | OU      | $532.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | OKTA INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -5564 | OU      | $-202.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PINTEREST INC- CLASS A CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -15562 | OU      | $-94.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KLA CORP CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -143731 | OU      | $-109.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NVIDIA CORP CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     1268348 | OU      | $33055.51     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NVIDIA CORP CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        1644 | OU      | $178.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FIRST SOLAR INC CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -14004 | OU      | $-2279.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KLA CORP CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       55338 | OU      | $2681.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MASTERCARD INC - A CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -115537 | OU      | $2931.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MONOLITHIC POWER SYSTEMS INC CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       43327 | OU      | $-1116.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DELIVERY HERO SE CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -1614 | OU      | $110.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VISA INC-CLASS A SHARES CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       10727 | OU      | $-164.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TALOS ENERGY INC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -21090 | OU      | $-825.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CISCO SYSTEMS INC CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -8407 | OU      | $-512.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANK OF IRELAND GROUP PLC CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |       83666 | OU      | $7618.10      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SNOWFLAKE INC-CLASS A CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       62624 | OU      | $8845.20      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CARLYLE GROUP INC/THE CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -81437 | OU      | $8335.68      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PAYCOM SOFTWARE INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -7641 | OU      | $532.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | APOLLO GLOBAL MANAGEMENT INC CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -134955 | OU      | $948.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SAP SE CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       34597 | OU      | $-2190.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SERVICENOW INC CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       43816 | OU      | $309.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PEPSICO INC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8465 | OU      | $283.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VIPER ENERGY INC CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      235320 | OU      | $5252.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DOCUSIGN INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |         707 | OU      | $24.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANKINTER SA CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |       79920 | OU      | $-1088.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KKR & CO INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12011 | OU      | $178.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PROCORE TECHNOLOGIES INC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       76071 | OU      | $1513.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HOYA CORP CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     5578495 | OU      | $3971.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ALPHABET INC-CL C CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       54829 | OU      | $6607.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GODADDY INC - CLASS A CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4558 | OU      | $-101.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ZSCALER INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       44356 | OU      | $3659.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BLUE OWL CAPITAL INC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -53603 | OU      | $4226.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WORKDAY INC-CLASS A CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3287 | OU      | $-72.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MADISON SQUARE GARDEN SPORTS CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2001 | OU      | $71.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VITESSE ENERGY INC CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -7896 | OU      | $588.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CAPITAL ONE FINANCIAL CORP CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       93808 | OU      | $787.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AMERICAN EXPRESS CO CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -15272 | OU      | $-1322.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ASML HOLDING NV-NY REG SHS CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |       26082 | OU      | $398.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ARES MANAGEMENT CORP - A CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3079 | OU      | $-44.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | T-MOBILE US INC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -102598 | OU      | $1984.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ARGENX SE CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -2190 | OU      | $70.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BUNZL PLC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       41307 | OU      | $-2997.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRADEWEB MARKETS INC-CLASS A CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      136536 | OU      | $-4376.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HYATT HOTELS CORP - CL A CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        -738 | OU      | $50.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CADENCE DESIGN SYS INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -29338 | OU      | $-805.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WALT DISNEY CO/THE CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       68367 | OU      | $556.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ABBOTT LABORATORIES CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2849 | OU      | $129.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTUITIVE SURGICAL INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10545 | OU      | $-1743.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EATON CORP PLC CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |       -1900 | OU      | $-7.70        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CYBERARK SOFTWARE LTD/ISRAEL CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IL        |       46282 | OU      | $1629.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRACTOR SUPPLY COMPANY CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -90290 | OU      | $2902.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRACTOR SUPPLY COMPANY CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -27403 | OU      | $834.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LINEA DIRECTA ASEGURADORA SA CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |       49978 | OU      | $-7160.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GALDERMA GROUP AG CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       -1522 | OU      | $-144.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ORACLE CORP CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13639 | OU      | $1296.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FUCHS SE-PREF CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       45395 | OU      | $-1552.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARM HOLDINGS PLC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       16555 | OU      | $-82.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MASTERCARD INC TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      227110 | OU      | $-5762.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MICROSOFT CORP TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      296313 | OU      | $-2715.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MICROSOFT CORP TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       85743 | OU      | $731.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SOCIETE GENERALE SA TRS 0.0000% 05-15-2033            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      316124 | OU      | $3740.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BLOCK INC TRS 0.0000% 05-20-2033                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       49036 | OU      | $-358.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TAIWAN SEMICONDUCTOR MANUFAC CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      151950 | OU      | $1841.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AIRBUS SE TRS 0.0000% 05-20-2033                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -26685 | OU      | $-1531.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AUTO1 GROUP SE TRS 0.0000% 05-05-2028                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       -5813 | OU      | $-552.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TEXAS INSTRUMENTS INC TRS 0.0000% 05-20-2033          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -20473 | OU      | $2066.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMERICAN ELECTRIC POWER CO TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       33900 | OU      | $494.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ARM HOLDINGS PLC TRS 0.0000% 05-20-2033               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      123652 | OU      | $-1211.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ORACLE CORP TRS 0.0000% 05-20-2033                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -87931 | OU      | $3633.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SAP SE TRS 0.0000% 05-05-2028                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |         703 | OU      | $-30.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ZURICH INSURANCE GROUP AG TRS 0.0000% 05-15-2033      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -163527 | OU      | $36.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IBIDEN CO LTD TRS 0.0000% 05-05-2028                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     7488400 | OU      | $24106.01     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MEDIATEK INC TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |        9892 | OU      | $-270.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | XIAOMI CORP TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -16477 | OU      | $267.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HALEON PLC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       12321 | OU      | $1352.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | APPLOVIN CORP-CLASS A CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        3012 | OU      | $175.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CLOUDFLARE INC - CLASS A CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7826 | OU      | $-1293.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MONGODB INC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       10171 | OU      | $1343.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SNOWFLAKE INC-CLASS A CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      112411 | OU      | $11835.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SNOWFLAKE INC-CLASS A CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       28006 | OU      | $3329.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NEMETSCHEK SE CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       -3514 | OU      | $358.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NEMETSCHEK SE CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       -7224 | OU      | $481.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALPHABET INC-CL C CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       68435 | OU      | $-516.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOOKING HOLDINGS INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -86352 | OU      | $30.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VERISK ANALYTICS INC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4358 | OU      | $420.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WALMART INC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      183475 | OU      | $-7118.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WALMART INC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       39033 | OU      | $-2810.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GOLDMAN SACHS GROUP INC CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      825459 | OU      | $8905.58      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TC ENERGY CORP CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -134240 | OU      | $3031.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LVMH MOET HENNESSY LOUIS VUI CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -43382 | OU      | $-5724.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AIB GROUP PLC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      304088 | OU      | $19194.54     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DIAMONDBACK ENERGY INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      322505 | OU      | $3968.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DIAMONDBACK ENERGY INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       22590 | OU      | $320.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BEAZLEY PLC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      112508 | OU      | $4206.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SONY GROUP CORP CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      112892 | OU      | $-6.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RS GROUP PLC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       10026 | OU      | $-182.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EQT AB CFD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -115517 | OU      | $503.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EQT AB CFD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -105676 | OU      | $-811.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HOLCIM LTD CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       40905 | OU      | $4261.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SUMITOMO MITSUI TRUST GROUP CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -9458421 | OU      | $-1833.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FUKUOKA FINANCIAL GROUP INC CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    35233500 | OU      | $12936.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HISCOX LTD CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       56622 | OU      | $-64.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BRUNELLO CUCINELLI SPA CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |      -15996 | OU      | $598.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FIVE BELOW CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       95741 | OU      | $2710.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FIVE BELOW CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      153038 | OU      | $4704.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SAMPO OYJ-A SHS CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FI        |        1480 | OU      | $-0.35        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | REDDIT INC-CL A CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -11744 | OU      | $-375.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CELESTICA INC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |        5581 | OU      | $1308.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EMMI AG TRS 0.0000% 05-05-2028                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       -9883 | OU      | $-164.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VONOVIA SE TRS 0.0000% 05-05-2028                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -11732 | OU      | $483.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LVMH MOET HENNESSY LOUIS TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -87426 | OU      | $-88.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LVMH MOET HENNESSY LOUIS TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -1794 | OU      | $-48.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KESKO OYJ TRS 0.0000% 05-05-2028                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FI        |      -11798 | OU      | $-199.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | UNILEVER PLC TRS 0.0000% 05-05-2028                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       65402 | OU      | $4535.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WARTSILA OYJ ABP TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |       10914 | OU      | $720.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VUSIONGROUP TRS 0.0000% 05-05-2028                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       -7631 | OU      | $149.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MONCLER SPA TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |       -5452 | OU      | $51.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NEXT PLC TRS 0.0000% 05-05-2028                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        3111 | OU      | $617.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ANALOG DEVICES INC TRS 0.0000% 05-15-2033             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5716 | OU      | $96.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BROOKFIELD ASSET MGMNT LTD TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |        -546 | OU      | $5.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTUIT INC TRS 0.0000% 05-20-2033                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -117615 | OU      | $-541.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTUIT INC TRS 0.0000% 05-20-2033                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -21273 | OU      | $-88.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ACCENTURE PLC-CL A CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -44107 | OU      | $-1911.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BROADCOM INC TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      180126 | OU      | $2471.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BROADCOM INC TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       25145 | OU      | $1468.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CHORD ENERGY CORP TRS 0.0000% 05-20-2033              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      158769 | OU      | $1805.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CONOCOPHILLIPS TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       25092 | OU      | $-122.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MONGODB INC TRS 0.0000% 05-20-2033                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      129654 | OU      | $12834.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NEW YORK TIMES CO/THE TRS 0.0000% 05-20-2033          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1962 | OU      | $-32.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GITLAB INC TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         655 | OU      | $76.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WILLIAMS COS INC/THE TRS 0.0000% 05-20-2033           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      167156 | OU      | $-12701.37    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MARATHON PETROLEUM CORP TRS 0.0000% 05-20-2033        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       22352 | OU      | $1036.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ICADE TRS 0.0000% 05-05-2028                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       -3640 | OU      | $-44.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMAZON.COM INC TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      324700 | OU      | $24534.67     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MUENCHENER RUECKVERSICHERU TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -230586 | OU      | $11184.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EQT AB TRS 0.0000% 05-15-2033                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -180687 | OU      | $528.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MONCLER SPA TRS 0.0000% 05-05-2028                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |      -39154 | OU      | $-1431.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SPIE SA TRS 0.0000% 05-15-2033                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       10252 | OU      | $-618.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMERIPRISE FINANCIAL INC TRS 0.0000% 05-20-2033       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -95954 | OU      | $4041.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BASIC-FIT NV TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       -2850 | OU      | $-132.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MIZRAHI TEFAHOT BANK LTD TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |     -486009 | OU      | $3218.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANK LEUMI LE-ISRAEL BM TRS 0.0000% 05-15-2033        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |      411967 | OU      | $3587.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BLACKSTONE INC TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -15563 | OU      | $1338.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SPDR S&P OIL & GAS EXPLOR TRS 0.0000% 05-15-2033      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -682399 | OU      | $-4458.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHENIERE ENERGY INC TRS 0.0000% 05-15-2033            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       51287 | OU      | $-1890.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WORKDAY INC TRS 0.0000% 05-20-2033                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -56459 | OU      | $557.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WORKDAY INC TRS 0.0000% 05-20-2033                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8442 | OU      | $44.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADVANCED MICRO DEVICES INC TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -136063 | OU      | $-3522.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DELIVERY HERO SE TRS 0.0000% 05-05-2028               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -19156 | OU      | $2672.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRUECALLER AB TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       -7127 | OU      | $205.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OCADO GROUP PLC TRS 0.0000% 05-15-2033                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -4634 | OU      | $486.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ON HOLDING AG TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -65316 | OU      | $6768.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WILLIAMS COS INC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       44477 | OU      | $82.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SCHNEIDER ELECTRIC SE TRS 0.0000% 05-05-2028          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -16750 | OU      | $236.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WALLENSTAM AB TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -15058 | OU      | $40.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VAT GROUP AG TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -29372 | OU      | $-1448.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AUTO1 GROUP SE TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -10167 | OU      | $-815.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OCADO GROUP PLC TRS 0.0000% 05-05-2028                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -1109 | OU      | $39.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROYAL UNIBREW A/S TRS 0.0000% 05-15-2033              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |       37316 | OU      | $-14.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BLOCK INC TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       11343 | OU      | $-28.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AOZORA BANK LTD TRS 0.0000% 05-15-2033                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -7142160 | OU      | $548.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HSBC HOLDINGS PLC TRS 0.0000% 05-15-2033              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -80172 | OU      | $153.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PRUDENTIAL PLC TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       22158 | OU      | $108.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TEMENOS AG TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |        -958 | OU      | $-222.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BE SEMICONDUCTOR INDUSTRIE TRS 0.0000% 05-05-2028     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |       -4990 | OU      | $-51.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BE SEMICONDUCTOR INDUSTRIE TRS 0.0000% 05-05-2028     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |       -4691 | OU      | $-54.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | REDDIT INC TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        4818 | OU      | $196.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BRUNELLO CUCINELLI SPA TRS 0.0000% 05-15-2033         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      -20282 | OU      | $570.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | YUBICO AB TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       -7488 | OU      | $139.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ENBRIDGE INC TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      -41069 | OU      | $371.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BK OF NEW YORK MELLON CORP TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      268595 | OU      | $690.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HF SINCLAIR CORP TRS 0.0000% 05-05-2028               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -8188 | OU      | $86.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PNC FINCL SRVCS GRP INC/TH TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -354867 | OU      | $-740.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANK OF AMERICA CORP TRS 0.0000% 05-20-2033           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      372931 | OU      | $7740.03      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UBS GROUP AG TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       81077 | OU      | $-1762.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FASTIGHETS AB BALDER TRS 0.0000% 05-05-2028           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -71462 | OU      | $-354.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ADDTECH AB TRS 0.0000% 05-05-2028                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -252192 | OU      | $-1112.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ALSTOM SA TRS 0.0000% 05-05-2028                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -29547 | OU      | $1027.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EURONET WORLDWIDE INC TRS 0.0000% 05-15-2033          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -257 | OU      | $29.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BURBERRY GROUP PLC TRS 0.0000% 05-05-2028             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -15687 | OU      | $-467.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MERCADOLIBRE INC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       67520 | OU      | $6952.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MERCADOLIBRE INC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        6145 | OU      | $836.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MAPLEBEAR INC TRS 0.0000% 05-20-2033                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       68513 | OU      | $-3676.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VANGUARD FTSE 250 UCITS ET TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |     -115933 | OU      | $-1157.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SHURGARD SELF STORAGE LTD TRS 0.0000% 05-05-2028      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GE        |       -7501 | OU      | $296.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HEIDELBERG MATERIALS AG TRS 0.0000% 05-05-2028        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       22434 | OU      | $2094.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | UNIVERSAL MUSIC GROUP NV TRS 0.0000% 05-05-2028       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |       -1699 | OU      | $108.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SHIFT4 PAYMENTS INC TRS 0.0000% 05-20-2033            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -22371 | OU      | $1848.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NORTHERN OIL & GAS INC TRS 0.0000% 05-15-2033         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -53127 | OU      | $-1002.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FISERV INC TRS 0.0000% 05-20-2033                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -33766 | OU      | $15626.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NETFLIX INC TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        1103 | OU      | $16.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NETFLIX INC TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       28879 | OU      | $-2026.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SPOTIFY TECHNOLOGY SA TRS 0.0000% 05-15-2033          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |      -16111 | OU      | $383.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | META PLATFORMS INC TRS 0.0000% 05-15-2033             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         732 | OU      | $-84.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | META PLATFORMS INC TRS 0.0000% 05-15-2033             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       17939 | OU      | $-1730.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NINTENDO CO LTD TRS 0.0000% 05-05-2028                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -2006940 | OU      | $-178.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GREGGS PLC TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -7906 | OU      | $91.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SAMPO OYJ TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |         979 | OU      | $-14.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KBC GROUP NV TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |      193655 | OU      | $8496.05      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BNP PARIBAS SA TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -177329 | OU      | $2022.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SKANDINAVISKA ENSKILDA BAN TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -2904775 | OU      | $-862.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BROOKFIELD ASSET MGMT-A CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -750007 | OU      | $28793.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BROOKFIELD ASSET MGMT-A CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -27951 | OU      | $1083.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DARLING INGREDIENTS INC TRS 0.0000% 05-15-2033        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14116 | OU      | $-595.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LANCASHIRE HOLDINGS LTD TRS 0.0000% 05-15-2033        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       38761 | OU      | $1353.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GALDERMA GROUP AG TRS 0.0000% 05-05-2028              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       69109 | OU      | $4088.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALPHABET INC TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       10075 | OU      | $-233.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALPHABET INC TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        4016 | OU      | $482.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMERICAN EXPRESS CO TRS 0.0000% 05-15-2033            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -33838 | OU      | $-70.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMERICAN EXPRESS CO TRS 0.0000% 05-15-2033            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4299 | OU      | $-390.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ENERGY SELECT SECTOR SPDR  TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -938798 | OU      | $-138.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISHARES TRST-ISHARES IBOXX TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -808000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMER INTL GRP INC TRS 0.0000% 05-15-2033              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      263282 | OU      | $-7452.00     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ABB LTD TRS 0.0000% 05-05-2028                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       26722 | OU      | $528.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | REDCARE PHARMACY NV TRS 0.0000% 05-05-2028            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |       -4565 | OU      | $491.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TOKYO ELECTRON LTD TRS 0.0000% 05-15-2033             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -348840 | OU      | $-381.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRINET GROUP INC CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       42190 | OU      | $-789.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TAKE-TWO INTERACTIVE SOFTWRE CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       90752 | OU      | $-2048.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BILL HOLDINGS INC CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       41176 | OU      | $-1944.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISHARES SEMICONDUCTOR ETF CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -26751 | OU      | $-1758.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ISHARES SEMICONDUCTOR ETF CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -39844 | OU      | $-1846.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INPOST SA CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |       -4442 | OU      | $-163.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INPOST SA CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |       -1083 | OU      | $-88.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COHERENT CORP CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5631 | OU      | $-1099.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LUMENTUM HOLDINGS INC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       56919 | OU      | $7177.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRINET GROUP INC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        2864 | OU      | $-43.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WALLENSTAM AB-B SHS CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -11691 | OU      | $-21.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NIBE INDUSTRIER AB-B SHS CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -158652 | OU      | $-131.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NIBE INDUSTRIER AB-B SHS CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -347788 | OU      | $-339.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KERING CFD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -47393 | OU      | $546.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VINCI SA CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -64736 | OU      | $-248.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SIRIUSPOINT LTD CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      127776 | OU      | $-2815.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INTERMEDIATE CAPITAL GROUP CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -3143 | OU      | $648.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EURONET WORLDWIDE INC CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2374 | OU      | $326.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VENTURE GLOBAL INC-CL A CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10228 | OU      | $637.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NAURA TECHNOLOGY GROUP CO-A CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CN        |         -10 | OU      | $-1.68        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NAURA TECHNOLOGY GROUP CO-A CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CN        |           0 | OU      | $11.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DIVERSIFIED ENERGY CO PLC CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -30174 | OU      | $-1060.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MONOLITHIC POWER SYSTEMS INC CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |         968 | OU      | $36.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WALT DISNEY CO/THE CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        6382 | OU      | $37.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GIVAUDAN-REG CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -44135 | OU      | $1511.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GRAINGER PLC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -22874 | OU      | $765.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOFI TECHNOLOGIES INC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -38961 | OU      | $-959.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RAYMOND JAMES FINANCIAL INC CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -219345 | OU      | $6726.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VERIZON COMMUNICATIONS INC CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -166502 | OU      | $-2274.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ICADE CFD                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -2324 | OU      | $71.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RS GROUP PLC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        5979 | OU      | $124.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OTP BANK PLC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HU        |    12343514 | OU      | $1702.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BOEING CO/THE CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      640502 | OU      | $-38849.14    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TARGET CORP CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -80274 | OU      | $-1598.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PERMIAN RESOURCES CORP CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      358308 | OU      | $4588.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VANECK OIL SERVICES ETF CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -204958 | OU      | $-21426.30    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ANTERO RESOURCES CORP CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       43352 | OU      | $447.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OCCIDENTAL PETROLEUM CORP CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -92833 | OU      | $339.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | META PLATFORMS INC-CLASS A CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       84932 | OU      | $-9723.12     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RENAISSANCERE HOLDINGS LTD CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      -66630 | OU      | $-3752.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BARCLAYS PLC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      276818 | OU      | $27572.16     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VAT GROUP AG CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       -3510 | OU      | $0.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RENK GROUP AG CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       52235 | OU      | $-13275.46    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FIRST SOLAR INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       43503 | OU      | $4012.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SPDR S&P REGIONAL BANKING  TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -825671 | OU      | $-169.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CD PROJEKT SA TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PL        |      -30873 | OU      | $-94.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FORTINET INC TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2546 | OU      | $-47.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BP PLC CFDBP PLC TRS 0.0000% 05-05-2028               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -71830 | OU      | $-3551.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SCREEN HOLDINGS CO LTD TRS  0.0000% 05-20-2033        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1644600 | OU      | $-683.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BRITISH AMERICAN TOBACCO P TRS 0.0000% 05-05-2028     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      153420 | OU      | $3149.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BRITISH AMERICAN TOBACCO P TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       12906 | OU      | $465.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CIVITAS RESOURCES INC TRS 0.0000% 05-20-2033          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -36065 | OU      | $-2077.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ENGCON AB CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -59288 | OU      | $-402.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DANONE CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       23854 | OU      | $-355.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GRAINGER PLC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -7220 | OU      | $156.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROYAL CARIBBEAN CRUISES LTD CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LR        |       -9024 | OU      | $705.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SS&C TECHNOLOGIES HOLDINGS CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -11710 | OU      | $-94.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SS&C TECHNOLOGIES HOLDINGS CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -13999 | OU      | $-607.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CACTUS INC - A CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      127779 | OU      | $30040.17     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EXLSERVICE HOLDINGS INC CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9059 | OU      | $300.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COMMONWEALTH BANK OF AUSTRAL CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -207141 | OU      | $-3595.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MATADOR RESOURCES CO CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       71319 | OU      | $-2934.44     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SCHWAB (CHARLES) CORP CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      661166 | OU      | $-2929.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HENNES & MAURITZ AB-B SHS CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -586144 | OU      | $-1569.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BANK OF IRELAND GROUP PLC CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |        7691 | OU      | $-63.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IMPERIAL BRANDS PLC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        5646 | OU      | $18.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CLEAN HARBORS INC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       14375 | OU      | $-1323.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LOUISIANA-PACIFIC CORP CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -33766 | OU      | $2145.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ENI SPA CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |     -113578 | OU      | $-10096.37    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GRENKE AG CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -29554 | OU      | $1641.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NVENT ELECTRIC PLC CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |      -13938 | OU      | $-2185.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NVENT ELECTRIC PLC CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |       -6415 | OU      | $-903.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SK HYNIX INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |        8895 | OU      | $1249.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CISCO SYSTEMS INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -30733 | OU      | $-1070.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MICRON TECHNOLOGY INC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -116957 | OU      | $-9025.42     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ABN AMRO BANK NV-CVA CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       29746 | OU      | $1553.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTEL CORP CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -37555 | OU      | $-1515.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTEL CORP CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -14630 | OU      | $-725.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HYATT HOTELS CORP - CL A CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2810 | OU      | $199.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AXA SA CFD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -344637 | OU      | $20111.46     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EATON CORP PLC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |       -1511 | OU      | $-15.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | QUANTA SERVICES INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2204 | OU      | $-41.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COMFORT SYSTEMS USA INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -837 | OU      | $-128.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SERCO GROUP PLC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        1012 | OU      | $70.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PROSUS NV CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       -1122 | OU      | $-22.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SERVICENOW INC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        2753 | OU      | $5.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GALDERMA GROUP AG CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |        -711 | OU      | $-42.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANCA MONTE DEI PASCHI SIENA CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      121923 | OU      | $10024.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ASM INTERNATIONAL NV CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |        -561 | OU      | $-4.09        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALIBABA GROUP HOLDING LTD CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       -5979 | OU      | $-16.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARGENX SE CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |        -702 | OU      | $-9.22        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DISCO CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -108000 | OU      | $35.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SVENSKA HANDELSBANKEN-A SHS CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -273144 | OU      | $-198.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NASPERS LTD-N SHS CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ZA        |      -83413 | OU      | $228.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | XERO LTD CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NZ        |      -23969 | OU      | $1312.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ACM RESEARCH INC-CLASS A CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14077 | OU      | $-766.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MONSTER BEVERAGE CORP CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       29176 | OU      | $-773.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BROOKFIELD ASSET MGMT-A CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -18244 | OU      | $512.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MONSTER BEVERAGE CORP CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      120824 | OU      | $-5074.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ITALGAS SPA CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       34078 | OU      | $2091.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ITALGAS SPA CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       41091 | OU      | $3643.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROKO AB CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -484099 | OU      | $-84.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VIPER ENERGY INC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      236613 | OU      | $4372.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HERMES INTERNATIONAL CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -4350 | OU      | $72.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SULZER AG-REG CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       10888 | OU      | $820.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DINO POLSKA SA CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | PL        |      -25339 | OU      | $-161.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BECHTLE AG CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -61635 | OU      | $-1520.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BEIJER REF AB CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -191739 | OU      | $-251.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IPSOS CFD                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       12277 | OU      | $-1266.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALZCHEM GROUP AG CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       39342 | OU      | $2573.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ELIS SA CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |        4200 | OU      | $35.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FLUIDRA SA CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |       28760 | OU      | $2439.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FUCHS SE-PREF CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       27611 | OU      | $311.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DANONE CFD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |        4736 | OU      | $110.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DIASORIN SPA CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |        9734 | OU      | $-340.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHALLENGER LTD CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      362034 | OU      | $9381.23      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TECNICAS REUNIDAS SA CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      103600 | OU      | $1473.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BEIERSDORF AG CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       18788 | OU      | $244.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PEARSON PLC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -32659 | OU      | $1180.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MONDAY.COM LTD CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |        4523 | OU      | $608.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CGI INC CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -14530 | OU      | $-85.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WESCO INTERNATIONAL INC CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        2187 | OU      | $407.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | JERONIMO MARTINS CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PT        |        5145 | OU      | $515.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MONDAY.COM LTD CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |       29780 | OU      | $2442.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VERBUND AG CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AT        |      -14136 | OU      | $-613.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VERBUND AG CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AT        |       -5044 | OU      | $-285.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WIENERBERGER AG CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |       -9158 | OU      | $188.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BUZZI SPA CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |       15003 | OU      | $1598.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SPIE SA CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       17199 | OU      | $-633.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TOCHIGI BANK LTD/THE CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    11285719 | OU      | $10942.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EXCELERATE ENERGY INC-A CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      178429 | OU      | $-15299.28    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RESONA HOLDINGS INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |   -15724800 | OU      | $-2246.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KEIYO BANK LTD/THE CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     9060116 | OU      | $1937.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GENERAC HOLDINGS INC CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -11325 | OU      | $-268.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANK OF NAGOYA LTD/THE CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     7404850 | OU      | $7187.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VIENNA INSURANCE GROUP AG CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AT        |        1752 | OU      | $-120.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SULZER AG-REG CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       23371 | OU      | $-682.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AZIMUT HOLDING SPA CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |       78073 | OU      | $3199.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PKO BANK POLSKI SA CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PL        |     -508136 | OU      | $531.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SPDR S&P RETAIL ETF CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -915229 | OU      | $13202.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SAMSARA INC-CL A CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2435 | OU      | $-135.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COHERENT CORP CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       27165 | OU      | $2657.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COHERENT CORP CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       28927 | OU      | $5646.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROKO AB CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -158928 | OU      | $372.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HERMES INTERNATIONAL CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -49775 | OU      | $-1931.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PALO ALTO NETWORKS INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -424 | OU      | $-16.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AVANZA BANK HOLDING AB CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |       -2614 | OU      | $4.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RESONA HOLDINGS INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -8299965 | OU      | $-2050.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROLLS-ROYCE HOLDINGS PLC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      349660 | OU      | $5509.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROLLS-ROYCE HOLDINGS PLC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       16743 | OU      | $1145.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SNOWFLAKE INC-CLASS A CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        1213 | OU      | $161.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CELESTICA INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -55349 | OU      | $-2523.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CVC CAPITAL PARTNERS PLC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |      -24439 | OU      | $975.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PEARSON PLC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -13727 | OU      | $16.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANCO BILBAO VIZCAYA ARGENTA CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      313267 | OU      | $5806.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CEMENTIR HOLDING NV CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       50720 | OU      | $147.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MANULIFE FINANCIAL CORP CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -249790 | OU      | $-868.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CIA SANEAMENTO BASICO DE SP CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |       19214 | OU      | $982.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ROKO AB CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -18450 | OU      | $168.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CVC CAPITAL PARTNERS PLC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JE        |      -13458 | OU      | $158.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RYANAIR HOLDINGS PLC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |       19994 | OU      | $1306.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ADDTECH AB-B SHARES CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -179150 | OU      | $-1276.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PEARSON PLC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        -337 | OU      | $12.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRELLEBORG AB-B SHS CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |        1066 | OU      | $13.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOFINA CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |      -11429 | OU      | $255.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PIRAEUS FINANCIAL HOLDINGS S CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GR        |     -130270 | OU      | $2844.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EXPERIAN PLC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JE        |       -3366 | OU      | $-7.45        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROKU INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -7702 | OU      | $-788.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | REPSOL SA CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |      -23012 | OU      | $-3250.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GECINA SA CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       -7242 | OU      | $171.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AIB GROUP PLC CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |        2286 | OU      | $57.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ERSTE GROUP BANK AG CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AT        |        6986 | OU      | $327.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KBC GROUP NV CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BE        |        1219 | OU      | $39.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ZSCALER INC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         605 | OU      | $57.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STARBUCKS CORP CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -30684 | OU      | $1328.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AVANZA BANK HOLDING AB CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -443014 | OU      | $875.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PNC FINANCIAL SERVICES GROUP CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -489583 | OU      | $-563.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALLSTATE CORP CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -79567 | OU      | $3533.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | UNICREDIT SPA CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |      158192 | OU      | $3996.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ALLEGRO.EU SA CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | LU        |      -18759 | OU      | $-106.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SAVILLS PLC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        9929 | OU      | $307.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROBLOX CORP -CLASS A CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14272 | OU      | $2558.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RYANAIR HOLDINGS PLC CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |       16688 | OU      | $1322.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IPSOS CFD                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |        2441 | OU      | $-167.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MURPHY OIL CORP CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -17176 | OU      | $-454.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TARGA RESOURCES CORP CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       95394 | OU      | $1959.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PORTLAND GENERAL ELECTRIC CO CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -48587 | OU      | $-701.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | OTTER TAIL CORP CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -18175 | OU      | $105.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CIENA CORP CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -173 | OU      | $-16.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AVISTA CORP CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -34212 | OU      | $841.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SVENSKA HANDELSBANKEN-A SHS CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -1584040 | OU      | $-2109.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FUJIKURA LTD CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     9233715 | OU      | $13467.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ELIS SA CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |        3424 | OU      | $-45.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ON SEMICONDUCTOR CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -14765 | OU      | $1293.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CIENA CORP CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -20583 | OU      | $-2587.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISUPETASYS CO LTD CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |       36017 | OU      | $16385.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALIBABA GROUP HOLDING LTD CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |     3047444 | OU      | $7589.94      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PLAINS GP HOLDINGS LP-CL A CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -115776 | OU      | $-3093.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PATTERSON-UTI ENERGY INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -145114 | OU      | $-13322.65    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CORPAY INC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -175349 | OU      | $15754.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TECNICAS REUNIDAS SA CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |       11920 | OU      | $79.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MURPHY OIL CORP CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -59256 | OU      | $-1702.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OSAKA GAS CO LTD CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     2227457 | OU      | $2012.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INTERCONTINENTAL HOTELS GROU CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -29049 | OU      | $-646.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GLOBAL PAYMENTS INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -173953 | OU      | $18510.74     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HALLIBURTON CO CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       69798 | OU      | $4790.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CACTUS INC - A CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       43471 | OU      | $8075.64      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SS&C TECHNOLOGIES HOLDINGS CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -1843 | OU      | $-25.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SS&C TECHNOLOGIES HOLDINGS CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6302 | OU      | $-321.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MAGNOLIA OIL & GAS CORP - A CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -34479 | OU      | $721.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INFINITY NATURAL RESOUR-CL A CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5245 | OU      | $400.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SHIFT4 PAYMENTS INC-CLASS A CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4983 | OU      | $283.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NAGARRO SE CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        -658 | OU      | $88.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NAGARRO SE CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -1340 | OU      | $37.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FREEPORT-MCMORAN INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        9324 | OU      | $-108.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OTTER TAIL CORP CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8143 | OU      | $112.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALLIANT ENERGY CORP CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10321 | OU      | $164.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LLOYDS BANKING GROUP PLC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       47266 | OU      | $4932.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LLOYDS BANKING GROUP PLC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      138457 | OU      | $9496.92      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GLOBALFOUNDRIES INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       -1580 | OU      | $-22.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PATTERSON-UTI ENERGY INC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -49951 | OU      | $-4328.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DAIMLER TRUCK HOLDING AG CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -11000 | OU      | $11.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PROCTER & GAMBLE CO/THE CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14742 | OU      | $-295.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LG ENERGY SOLUTION CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |       -1903 | OU      | $-417.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AIRTAC INTERNATIONAL GROUP CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |       26607 | OU      | $1015.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BALOISE HOLDING AG - REG CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |        7272 | OU      | $-115.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SK HYNIX INC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |       29522 | OU      | $8715.84      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GENERALI CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      244533 | OU      | $4499.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BELIMO HOLDING AG-REG CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -39553 | OU      | $-2463.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AYVENS SA CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       34114 | OU      | $2357.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PAREX RESOURCES INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -14572 | OU      | $28.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SHIZUOKA FINANCIAL GROUP INC CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -28030800 | OU      | $-9104.06     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PAREX RESOURCES INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      -44417 | OU      | $-411.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SARTORIUS AG-VORZUG CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -64689 | OU      | $-3518.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DT MIDSTREAM INC CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       12757 | OU      | $-55.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STRUCTURE THERAPEUTICS INC CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       28762 | OU      | $4024.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CGI INC CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |       -9316 | OU      | $7.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SUMITOMO MITSUI-SPONS ADR CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -169902 | OU      | $-6182.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CREDITO EMILIANO SPA CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      -72841 | OU      | $-4614.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | STELLANTIS NV CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |      -22992 | OU      | $1172.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SYDBANK A/S CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     -333542 | OU      | $-23.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BFF BANK SPA CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |       20478 | OU      | $491.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CASTELLUM AB CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     1619369 | OU      | $-5851.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DAIMLER TRUCK HOLDING AG CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -7278 | OU      | $-189.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PHILIP MORRIS INTERNATIONAL CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -20820 | OU      | $1768.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ATLAS COPCO AB-A SHS CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -371881 | OU      | $951.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ASSURANT INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       50614 | OU      | $621.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UBER TECHNOLOGIES INC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -26182 | OU      | $-548.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CELSIUS HOLDINGS INC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       94187 | OU      | $-6672.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ASE TECHNOLOGY HOLDING CO LT CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |       11558 | OU      | $4891.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ATHABASCA OIL CORP CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       62650 | OU      | $3423.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ASE TECHNOLOGY HOLDING CO LT CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |       12876 | OU      | $3095.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GLOBALFOUNDRIES INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |        -689 | OU      | $-23.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CVC CAPITAL PARTNERS PLC CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JE        |       -5337 | OU      | $448.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ESSENT GROUP LTD CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       49879 | OU      | $273.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CAPITAL ONE FINANCIAL CORP CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1497 | OU      | $-42.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CAPITAL ONE FINANCIAL CORP CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -103496 | OU      | $540.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | 3I GROUP PLC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -17165 | OU      | $-564.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PERMIAN RESOURCES CORP CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      158693 | OU      | $2526.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FAIR ISAAC CORP CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -9722 | OU      | $-234.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KINETIK HOLDINGS INC CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       16619 | OU      | $-175.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SACYR SA CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |       44963 | OU      | $1253.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ADVANTEST CORP CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |       34730 | OU      | $72.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALLSTATE CORP CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -213169 | OU      | $2497.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHROMA ATE INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |       49742 | OU      | $9183.11      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DHL GROUP CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -66011 | OU      | $159.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SKANDINAVISKA ENSKILDA BAN-A CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -374549 | OU      | $993.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SUMCO CORP CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -2731385 | OU      | $1259.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | XIAOMI CORP-CLASS B CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |       81599 | OU      | $-869.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AXIS CAPITAL HOLDINGS LTD CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       51856 | OU      | $2841.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SUMCO CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -386553 | OU      | $212.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TOKYO SEIMITSU CO LTD CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -316124 | OU      | $60.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NIKON CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -197764 | OU      | $36.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANK OF NOVA SCOTIA CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     1066244 | OU      | $11760.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NIKON CORP CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -104400 | OU      | $1.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | XIAOMI CORP-CLASS B CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       47946 | OU      | $-778.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | XIAOMI CORP-CLASS B CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      112654 | OU      | $-2857.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ELEVANCE HEALTH INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2124 | OU      | $221.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CARNIVAL CORP CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PA        |       -2367 | OU      | $2.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SYNCHRONY FINANCIAL CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -939 | OU      | $-27.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | F5 INC CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2076 | OU      | $304.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRADE DESK INC/THE -CLASS A CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -45881 | OU      | $1935.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADVANCED ENERGY INDUSTRIES CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -17375 | OU      | $-465.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HUBSPOT INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1806 | OU      | $-161.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MERCK & CO. INC. CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2849 | OU      | $11.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COLGATE-PALMOLIVE CO CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1890 | OU      | $40.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AUTOZONE INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3969 | OU      | $294.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROYAL CARIBBEAN CRUISES LTD CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LR        |       -6965 | OU      | $368.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ZEBRA TECHNOLOGIES CORP-CL A CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2412 | OU      | $257.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AXCELIS TECHNOLOGIES INC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -14847 | OU      | $764.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GUIDEWIRE SOFTWARE INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2540 | OU      | $203.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COSTCO WHOLESALE CORP CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -272408 | OU      | $7176.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COCA-COLA CO/THE CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2532 | OU      | $-17.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CENCORA INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2292 | OU      | $-72.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FREEPORT-MCMORAN INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3460 | OU      | $40.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EQUITABLE HOLDINGS INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2064 | OU      | $-59.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CONOCOPHILLIPS CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2873 | OU      | $-59.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VEECO INSTRUMENTS INC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -4902 | OU      | $129.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PARKER HANNIFIN CORP CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2960 | OU      | $-131.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MADISON SQUARE GARDEN ENTERT CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2403 | OU      | $18.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MONDELEZ INTERNATIONAL INC-A CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2952 | OU      | $251.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KOJAMO OYJ CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |       -1360 | OU      | $3.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | RENK GROUP AG CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       26378 | OU      | $-375.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LG ENERGY SOLUTION CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |      -10363 | OU      | $-912.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HON HAI PRECISION INDUSTRY CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      -20659 | OU      | $-2323.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DAIWA SECURITIES GROUP INC CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -5812800 | OU      | $647.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MANULIFE FINANCIAL CORP CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      -46454 | OU      | $-504.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | JAPAN EXCHANGE GROUP INC CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -1742500 | OU      | $92.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SUMITOMO MITSUI TRUST GROUP CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -3797100 | OU      | $-62.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AOZORA BANK LTD CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -4188600 | OU      | $1385.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MIZRAHI TEFAHOT BANK LTD CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |      -31921 | OU      | $-1.99        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CREDITO EMILIANO SPA CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -18511 | OU      | $-798.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GENERALI CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       74749 | OU      | $3674.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CASTELLUM AB CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |      277264 | OU      | $-1014.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NEWRIVER REIT PLC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       11940 | OU      | $52.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SHIGA BANK LTD/THE CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      957000 | OU      | $-162.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KEIYO BANK LTD/THE CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     2761000 | OU      | $634.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NASDAQ INC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      403710 | OU      | $-14900.98    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANK OF NOVA SCOTIA CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |       38374 | OU      | $646.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CMS ENERGY CORP CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -44282 | OU      | $1034.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FIRSTENERGY CORP CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -54314 | OU      | $1610.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PLAINS ALL AMER PIPELINE LP CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6394 | OU      | $-301.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | W&T OFFSHORE INC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4340 | OU      | $289.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KINETIK HOLDINGS INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       81234 | OU      | $3757.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ONE GAS INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       43254 | OU      | $-1554.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DOMINION ENERGY INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        5346 | OU      | $-240.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CIA SANEAMENTO BASICO DE SP CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BR        |         460 | OU      | $4.87         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NISOURCE INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19021 | OU      | $-492.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ATMOS ENERGY CORP CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       70741 | OU      | $-2395.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IDACORP INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       50398 | OU      | $-3176.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HILL & SMITH PLC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        8273 | OU      | $239.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GEELY AUTOMOBILE HOLDINGS LT CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -16410 | OU      | $83.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | POP MART INTERNATIONAL GROUP CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -28002 | OU      | $182.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | POP MART INTERNATIONAL GROUP CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -107835 | OU      | $2614.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ANHEUSER-BUSCH INBEV SA/NV CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BE        |       -1353 | OU      | $-82.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LEONARDO SPA CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |       -1857 | OU      | $-41.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INFORMA PLC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -2054 | OU      | $-100.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NEXT PLC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -2485 | OU      | $-310.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DISCO CORP CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -104820 | OU      | $15.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SINGAPORE TECH ENGINEERING CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SG        |       -3319 | OU      | $-40.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LONDON STOCK EXCHANGE GROUP CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -1494 | OU      | $-158.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SCOUT24 SE CFD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |        -307 | OU      | $6.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ADVANTEST CORP CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      -34730 | OU      | $-72.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IMPERIAL BRANDS PLC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -1953 | OU      | $-19.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HONG KONG EXCHANGES & CLEAR CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |      -15401 | OU      | $17.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UCB SA CFD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |       -3080 | OU      | $3205.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SINGAPORE TELECOMMUNICATIONS CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SG        |       -3638 | OU      | $-25.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHOW TAI FOOK JEWELLERY GROU CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -22596 | OU      | $19.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COMPASS GROUP PLC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -2345 | OU      | $34.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SCHNEIDER ELECTRIC SE CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      570000 | OU      | $-7828.71     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IONOS GROUP SE CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |        3512 | OU      | $-320.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | APPLIED MATERIALS INC CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2015 | OU      | $-82.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | APPLIED MATERIALS INC CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -34274 | OU      | $-457.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALIBABA GROUP HOLDING LTD CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      -96007 | OU      | $-239.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FIRSTRAND LTD CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ZA        |      -73185 | OU      | $-24.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DUOLINGO CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        -641 | OU      | $99.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CREDO TECHNOLOGY GROUP HOLDI CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      -14152 | OU      | $-3859.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TRIPADVISOR INC CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -6160 | OU      | $-23.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ADDIKO BANK AG CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AT        |       11000 | OU      | $257.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SKYWORKS SOLUTIONS INC CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -13075 | OU      | $-137.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MAXLINEAR INC CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -7599 | OU      | $630.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IMPINJ INC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -15298 | OU      | $-470.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SEMTECH CORP CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -14793 | OU      | $67.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HIMS & HERS HEALTH INC CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -11116 | OU      | $1887.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NUTANIX INC - A CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -10633 | OU      | $446.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SUPER MICRO COMPUTER INC CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -16604 | OU      | $808.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ZETA GLOBAL HOLDINGS CORP-A CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -6034 | OU      | $600.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IONQ INC CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -8373 | OU      | $1760.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GAMBLING.COM GROUP LTD CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JE        |       -4090 | OU      | $525.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GRUPO CARSO SAB DE CV-SER A1 CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | MX        |     -172827 | OU      | $-607.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALNYLAM PHARMACEUTICALS INC CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       30568 | OU      | $-924.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UNITED THERAPEUTICS CORP CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       14694 | OU      | $450.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ASSA ABLOY AB-B CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      742732 | OU      | $5735.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CAMURUS AB CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      289044 | OU      | $-1902.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VENTURE GLOBAL INC-CL A CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -4882 | OU      | $1883.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMERICAN FINANCIAL GROUP INC CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       94035 | OU      | $-3307.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PRINCIPAL FINANCIAL GROUP CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -52747 | OU      | $-2047.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SAN-IN GODO BANK LTD/THE CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -14663100 | OU      | $-2563.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HAMILTON INSURANCE GROU-CL B CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       76232 | OU      | $-2311.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OVERSEA-CHINESE BANKING CORP CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SG        |     -252603 | OU      | $-2278.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RIO TINTO PLC-SPON ADR CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -49235 | OU      | $-2059.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NGEX MINERALS LTD CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       71512 | OU      | $-5571.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SWEDBANK AB - A SHARES CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |    -2955405 | OU      | $-3057.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SHIONOGI & CO LTD CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     3809514 | OU      | $1423.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VERISK ANALYTICS INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2118 | OU      | $148.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PEPSICO INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -23968 | OU      | $1177.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SACYR SA CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |        6508 | OU      | $-49.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KEYCORP CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      137597 | OU      | $1662.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IA FINANCIAL CORP INC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      388474 | OU      | $9993.62      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ANTOFAGASTA PLC CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       38314 | OU      | $1893.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LIGHTSPEED COMMERCE INC CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |        -272 | OU      | $-15.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LIGHTSPEED COMMERCE INC CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -40678 | OU      | $-1658.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ON HOLDING AG-CLASS A CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -56412 | OU      | $6110.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ON HOLDING AG-CLASS A CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       -9538 | OU      | $993.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ASSA ABLOY AB-B CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       29709 | OU      | $197.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ASSA ABLOY AB-B CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |       18533 | OU      | $89.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SUMCO CORP CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -2870910 | OU      | $1626.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ELF BEAUTY INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       38000 | OU      | $-4167.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DAIMLER TRUCK HOLDING AG CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -24528 | OU      | $412.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VEOLIA ENVIRONNEMENT CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -66703 | OU      | $2381.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CARREFOUR SA CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -46334 | OU      | $-759.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GENPACT LTD CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |      -10682 | OU      | $458.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VAR ENERGI ASA CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NO        |      934232 | OU      | $-3073.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BEIERSDORF AG CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |        1478 | OU      | $-10.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GITLAB INC-CL A CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        1320 | OU      | $45.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WHITBREAD PLC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -20893 | OU      | $1261.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ZABKA GROUP SA CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | LU        |      -23044 | OU      | $88.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ALZCHEM GROUP AG CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |         586 | OU      | $94.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AMRIZE LTD CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       50872 | OU      | $4785.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TRUECALLER AB-B CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -14502 | OU      | $438.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | T-MOBILE US INC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       50390 | OU      | $-4388.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHESAPEAKE UTILITIES CORP CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       47858 | OU      | $-1909.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMRIZE LTD CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       20172 | OU      | $1937.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FERRARI NV CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       17060 | OU      | $497.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VERMILION ENERGY INC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -190793 | OU      | $652.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AXA SA CFD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |     -469580 | OU      | $19299.14     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LARGAN PRECISION CO LTD CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      -20754 | OU      | $137.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CARREFOUR SA CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -13869 | OU      | $396.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PROCORE TECHNOLOGIES INC CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |         658 | OU      | $6.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ANGLO AMERICAN PLC CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       15369 | OU      | $440.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | JACK HENRY & ASSOCIATES INC CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -16127 | OU      | $637.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EVERCORE INC - A CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       54816 | OU      | $-2383.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EVERCORE INC - A CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       17484 | OU      | $-1577.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ASTERA LABS INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6620 | OU      | $-1033.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TAIWAN SEMICONDUCTOR MANUFAC CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |       22963 | OU      | $60.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AIRTAC INTERNATIONAL GROUP CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |        4718 | OU      | $24.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BROADCOM INC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        8052 | OU      | $819.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTERPUBLIC GROUP OF COS INC CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       64213 | OU      | $-2706.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MICROSOFT CORP CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       11629 | OU      | $-236.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VITA COCO CO INC/THE CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       86652 | OU      | $2667.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VITA COCO CO INC/THE CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       63580 | OU      | $-657.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROLLS-ROYCE HOLDINGS PLC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       19576 | OU      | $990.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HACHIJUNI BANK LTD/THE CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    16801629 | OU      | $6803.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TOKYO KIRABOSHI FINANCIAL GR CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     8472000 | OU      | $2167.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARGAN INC CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -35587 | OU      | $-1464.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CONSTELLATION ENERGY CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -24641 | OU      | $1643.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CLOUDFLARE INC - CLASS A CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        -884 | OU      | $-129.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WIX.COM LTD CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IL        |        1315 | OU      | $-5.49        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VITEC SOFTWARE GROUP AB-B SH CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -444376 | OU      | $2587.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BILFINGER SE CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       67410 | OU      | $-1087.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ALFA LAVAL AB CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      466776 | OU      | $300.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TENCENT HOLDINGS LTD CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      263550 | OU      | $158.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EXLSERVICE HOLDINGS INC CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        -936 | OU      | $75.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MEDIATEK INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |        2450 | OU      | $-23.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ASE TECHNOLOGY HOLDING CO LT CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |       32619 | OU      | $12807.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CONCORDIA FINANCIAL GROUP LT CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -20283300 | OU      | $-3734.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FORTESCUE LTD CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |      -19061 | OU      | $-1140.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SYNOPSYS INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        2720 | OU      | $2.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MIPS AB CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -142506 | OU      | $413.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GENUS PLC CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       49377 | OU      | $-5495.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MUNTERS GROUP AB CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -123008 | OU      | $91.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VERISK ANALYTICS INC CFD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        -729 | OU      | $72.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WESCO INTERNATIONAL INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       52962 | OU      | $9844.56      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SYNOPSYS INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      125975 | OU      | $5178.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CCC SA CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PL        |     -138402 | OU      | $448.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FISCHER (GEORG)-REG CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -14533 | OU      | $447.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VOSSLOH AG CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       22281 | OU      | $-1193.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SIBANYE STILLWATER LTD CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ZA        |      934581 | OU      | $-6162.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MNTN INC-A CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        1666 | OU      | $141.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UNIQA INSURANCE GROUP AG CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |       19107 | OU      | $489.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NOBLE CORP PLC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -46570 | OU      | $-1710.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRYG A/S CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |    -1230501 | OU      | $2618.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DNOW INC CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      106891 | OU      | $5505.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EVOTEC SE CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       32564 | OU      | $1672.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LIFCO AB-B SHS CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -243741 | OU      | $-2184.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MRC GLOBAL INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       45699 | OU      | $2414.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NOBLE CORP PLC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -31043 | OU      | $-1300.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ENERGY TRANSFER LP CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -117826 | OU      | $-421.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GRAB HOLDINGS LTD - CL A CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |       -2381 | OU      | $-142.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | Q2 HOLDINGS INC CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1911 | OU      | $120.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TAPESTRY INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2559 | OU      | $143.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VISTRA CORP CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -5240 | OU      | $-220.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VISTRA CORP CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2331 | OU      | $71.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CARVANA CO CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2218 | OU      | $378.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WESTERN DIGITAL CORP CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3508 | OU      | $-698.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DENALI THERAPEUTICS INC CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2116 | OU      | $-147.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GLOBANT SA CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | LU        |       -1385 | OU      | $-31.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AMPLITUDE INC-CLASS A CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1941 | OU      | $41.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AVEPOINT INC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2195 | OU      | $168.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EMCOR GROUP INC CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2680 | OU      | $-23.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | COMMVAULT SYSTEMS INC CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2317 | OU      | $506.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ARCBEST CORP CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2352 | OU      | $-26.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DELTA AIR LINES INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2447 | OU      | $36.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LIFCO AB-B SHS CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -257218 | OU      | $-2433.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DOORDASH INC - A CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12267 | OU      | $-820.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ANHEUSER-BUSCH INBEV SA/NV CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |        -107 | OU      | $1.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INFORMA PLC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |         -37 | OU      | $-2.00        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SIEMENS ENERGY AG CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -1937 | OU      | $-127.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IMPERIAL BRANDS PLC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        -179 | OU      | $-3.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DIAGEO PLC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -1742 | OU      | $106.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COMMONWEALTH BANK OF AUSTRAL CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AU        |      -14161 | OU      | $80.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRYG A/S CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |      -95919 | OU      | $49.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SHIGA BANK LTD/THE CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      576220 | OU      | $50.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MASTERCARD INC - A CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       22574 | OU      | $-1045.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CME GROUP INC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -314721 | OU      | $2504.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SANTOS LTD CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |      -10922 | OU      | $386.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CONSTELLATION ENERGY CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -16209 | OU      | $-756.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CONSTELLATION ENERGY CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2590 | OU      | $-49.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CIA SANEAMENTO BASICO DE SP CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BR        |       10934 | OU      | $253.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MRC GLOBAL INC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       13221 | OU      | $380.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AMERICAN ELECTRIC POWER CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       18853 | OU      | $749.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ANTOFAGASTA PLC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        1753 | OU      | $85.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INTERMEDIATE CAPITAL GROUP CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      399070 | OU      | $-31154.87    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FACTSET RESEARCH SYSTEMS INC CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -178602 | OU      | $14520.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EVOTEC SE CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       12625 | OU      | $792.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | JAMES HARDIE IND PLC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |       51459 | OU      | $-3718.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CME GROUP INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -99752 | OU      | $989.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SSE PLC CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       20175 | OU      | $674.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TOURMALINE OIL CORP CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -368622 | OU      | $-5529.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHEVRON CORP CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       62122 | OU      | $965.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INFINITY NATURAL RESOUR-CL A CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -5844 | OU      | $253.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALPHABET INC-CL C CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      134024 | OU      | $9140.52      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STIFEL FINANCIAL CORP CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      211501 | OU      | $7594.41      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | META PLATFORMS INC-CLASS A CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -250341 | OU      | $13692.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SOLAREDGE TECHNOLOGIES INC CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       13604 | OU      | $-1988.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SHOALS TECHNOLOGIES GROUP -A CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       37944 | OU      | $-349.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | QT GROUP OYJ CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FI        |      -14879 | OU      | $4211.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KEYCORP CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      105334 | OU      | $-831.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | THEON INTERNATIONAL PLC CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CY        |      -27058 | OU      | $2089.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CINEMARK HOLDINGS INC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -16527 | OU      | $-191.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SITIME CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       20102 | OU      | $-1565.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MOELIS & CO - CLASS A CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -40023 | OU      | $3101.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CATERPILLAR INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       61599 | OU      | $3631.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CATERPILLAR INC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       87645 | OU      | $7603.20      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SAILPOINT INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2948 | OU      | $150.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COMSTOCK RESOURCES INC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -36771 | OU      | $-2379.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | COMSTOCK RESOURCES INC CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -7696 | OU      | $908.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WOLVERINE WORLD WIDE INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       48188 | OU      | $-6737.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALLY FINANCIAL INC CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       47507 | OU      | $-3081.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BONESUPPORT HOLDING AB CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |       -1536 | OU      | $21.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CAPITAL ONE FINANCIAL CORP CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -205239 | OU      | $1968.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SAILPOINT INC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2057 | OU      | $83.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | COHERENT CORP CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        2066 | OU      | $309.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SAP SE-SPONSORED ADR CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -4724 | OU      | $304.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SOUTHWEST GAS HOLDINGS INC CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12379 | OU      | $181.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OGE ENERGY CORP CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -26107 | OU      | $1609.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NORTHWEST NATURAL HOLDING CO CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -33537 | OU      | $-110.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INNOVEX INTERNATIONAL INC CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        8688 | OU      | $1026.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GODADDY INC - CLASS A CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1854 | OU      | $-9.38        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EXOSENS SAS CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -31084 | OU      | $-2301.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CONSOLIDATED EDISON INC CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       31403 | OU      | $-1498.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FISERV INC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1376 | OU      | $641.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SEADRILL LIMITED CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |       24703 | OU      | $1018.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADVANCED MICRO DEVICES CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       22507 | OU      | $1312.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PNC FINANCIAL SERVICES GROUP CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -128327 | OU      | $8573.92      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | P G & E CORP CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       21100 | OU      | $-910.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EQUINOR ASA-SPON ADR CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NO        |      -83385 | OU      | $-2319.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FERRARI NV CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -23763 | OU      | $-877.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STANDARD CHARTERED PLC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       80887 | OU      | $-105.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRANE TECHNOLOGIES PLC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -17743 | OU      | $-1100.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NEXT PLC CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        2185 | OU      | $328.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OVERSEA-CHINESE BANKING CORP CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SG        |     -216781 | OU      | $-1755.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FERRARI NV CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |        7334 | OU      | $418.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TDK CORP CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      516432 | OU      | $657.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NITERRA CO LTD CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3981888 | OU      | $1621.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KLA CORP CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -17096 | OU      | $-1035.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TIDEWATER INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        1161 | OU      | $2.99         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NORTHWEST NATURAL HOLDING CO CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -7326 | OU      | $177.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KYNDRYL HOLDINGS INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12708 | OU      | $-450.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KYNDRYL HOLDINGS INC CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3032 | OU      | $169.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ONEOK INC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -17955 | OU      | $400.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NORDIC SEMICONDUCTOR ASA CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NO        |     -394185 | OU      | $4193.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DECKERS OUTDOOR CORP CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -75025 | OU      | $5994.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ROTORK PLC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       40087 | OU      | $349.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | S&P GLOBAL INC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       97906 | OU      | $1972.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LIFCO AB-B SHS CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -15088 | OU      | $-195.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LANDIS + GYR GROUP AG CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -20668 | OU      | $2079.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IMI PLC CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        1201 | OU      | $54.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RINGKJOEBING LANDBOBANK A/S CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     -452902 | OU      | $-2810.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | S&P GLOBAL INC CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       69361 | OU      | $1284.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SITIME CORP CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       19499 | OU      | $-93.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | APOLLO GLOBAL MANAGEMENT INC CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -283086 | OU      | $4755.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LEONARDO SPA CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |       58903 | OU      | $-5178.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | OESTERREICHISCHE POST AG CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |      -16931 | OU      | $-299.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NICHICON CORP CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |      991848 | OU      | $213.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MNTN INC-A CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        4506 | OU      | $252.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UNITY SOFTWARE INC CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       19963 | OU      | $1488.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LUMENTUM HOLDINGS INC CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       26499 | OU      | $6758.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MOELIS & CO - CLASS A CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -238204 | OU      | $16295.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CENTURI HOLDINGS INC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        6265 | OU      | $-309.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WESTLAKE CORP CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       23537 | OU      | $-1999.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NATIONAL BANK OF GREECE CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GR        |       15359 | OU      | $-746.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KYNDRYL HOLDINGS INC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -526 | OU      | $-23.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SALESFORCE INC CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -6636 | OU      | $-395.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STEPSTONE GROUP INC-CLASS A CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      153567 | OU      | $-10438.44    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STERLING INFRASTRUCTURE INC CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1107 | OU      | $-26.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AUTOSTORE HOLDINGS LTD CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |     -171462 | OU      | $-680.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WAYFAIR INC- CLASS A CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       39570 | OU      | $9700.88      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MP MATERIALS CORP CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       21384 | OU      | $-6368.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CELESTICA INC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      -42810 | OU      | $-7828.57     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INTUIT INC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9138 | OU      | $-208.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PALANTIR TECHNOLOGIES INC-A CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       52363 | OU      | $5573.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STEPSTONE GROUP INC-CLASS A CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      157870 | OU      | $-129.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STERLING INFRASTRUCTURE INC CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5671 | OU      | $-752.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURECYCLE TECHNOLOGIES INC CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -15236 | OU      | $3574.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AVISTA CORP CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18904 | OU      | $31.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ADVANCED MICRO DEVICES CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        5726 | OU      | $420.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DEVON ENERGY CORP CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       59709 | OU      | $-219.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KINGSPAN GROUP PLC CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -28482 | OU      | $2609.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LEONARDO SPA CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       17964 | OU      | $398.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | JAMES HARDIE IND PLC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |       16240 | OU      | $-479.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MIPS AB CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -20433 | OU      | $102.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NATIONAL BANK OF GREECE CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GR        |      131430 | OU      | $-2691.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NATIONAL BANK OF GREECE CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GR        |       12130 | OU      | $-967.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | COSTCO WHOLESALE CORP CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -36438 | OU      | $-20.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GRIFOLS SA CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |      -32172 | OU      | $2185.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EUROFINS SCIENTIFIC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |        -186 | OU      | $2.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AUTOSTORE HOLDINGS LTD CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BM        |     -273448 | OU      | $-175.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WESTLAKE CORP CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       16661 | OU      | $-1454.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ABU DHABI ISLAMIC BANK CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AE        |       26949 | OU      | $-1931.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DUBAI ISLAMIC BANK CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AE        |      -18025 | OU      | $143.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EMIRATES NBD PJSC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AE        |      262303 | OU      | $9525.88      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COMMERCIAL BANK PSQC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | QA        |      -33499 | OU      | $1267.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PRIMORIS SERVICES CORP CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       76434 | OU      | $2110.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ZHEJIANG CRYSTAL-OPTECH -A CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |       14938 | OU      | $-322.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LUXSHARE PRECISION INDUSTR-A CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |       13816 | OU      | $1146.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LENS TECHNOLOGY CO LTD-A CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |       18786 | OU      | $119.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OVERSEA-CHINESE BANKING CORP CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SG        |      131196 | OU      | $1183.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LUXSHARE PRECISION INDUSTR-A CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CN        |        8993 | OU      | $914.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TRATON SE CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -11643 | OU      | $37.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BASIC-FIT NV CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |       -4700 | OU      | $-169.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BALOISE HOLDING AG - REG CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       16236 | OU      | $146.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | JERONIMO MARTINS CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | PT        |        7832 | OU      | $718.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NATIONAL BANK OF GREECE CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GR        |        5263 | OU      | $-86.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CENOVUS ENERGY INC CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |       31871 | OU      | $-114.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DEVON ENERGY CORP CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       16731 | OU      | $293.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ZSCALER INC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        3968 | OU      | $336.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | UNITY SOFTWARE INC CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |         488 | OU      | $4.81         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NRG ENERGY INC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -20709 | OU      | $-601.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BROADRIDGE FINANCIAL SOLUTIO CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -161476 | OU      | $7196.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MYR GROUP INC/DELAWARE CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6267 | OU      | $-45.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MGE ENERGY INC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -7298 | OU      | $254.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LENS TECHNOLOGY CO LTD-A CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CN        |        6338 | OU      | $434.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COMMERCIAL BANK PSQC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | QA        |      -56825 | OU      | $-447.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NISOURCE INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        6972 | OU      | $-276.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | RENESAS ELECTRONICS CORP CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     -983677 | OU      | $63.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | YUM! BRANDS INC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      106675 | OU      | $-7164.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOUTH BOW CORP CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      -16827 | OU      | $91.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DNOW INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       19176 | OU      | $536.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EQUINOR ASA-SPON ADR CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      -57085 | OU      | $-1233.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LENS TECHNOLOGY CO LTD-A CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |         498 | OU      | $-64.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WILLIAMS-SONOMA INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       31322 | OU      | $744.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WESTLAKE CORP CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        5637 | OU      | $-889.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PRIMORIS SERVICES CORP CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       23934 | OU      | $407.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WOODSIDE ENERGY GROUP LTD CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AU        |      -20835 | OU      | $-1591.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CORNING INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       12750 | OU      | $433.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CORNING INC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12820 | OU      | $364.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ENPHASE ENERGY INC CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        4472 | OU      | $-841.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VISTRA CORP CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -28254 | OU      | $3021.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PAYCHEX INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -96841 | OU      | $7313.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROTORK PLC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       10497 | OU      | $387.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | YAMAICHI ELECTRONICS CO LTD CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     3256110 | OU      | $4317.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BAKER HUGHES CO CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       25871 | OU      | $1190.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SQUARE ENIX HOLDINGS CO LTD CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -4773881 | OU      | $2232.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BPER BANCA SPA CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      136490 | OU      | $19931.84     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ABB LTD-REG CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       15962 | OU      | $77.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BAKER HUGHES CO CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       35816 | OU      | $2282.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PAYMENTUS HOLDINGS INC-A CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -85495 | OU      | $2382.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CME GROUP INC CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -162321 | OU      | $-424.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PRIMORIS SERVICES CORP CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        7393 | OU      | $107.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HEMNET GROUP AB CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -371450 | OU      | $1905.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROCKET COS INC-CLASS A CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      272883 | OU      | $-1141.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COMMERZBANK AG CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -168455 | OU      | $-6642.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALIBABA GROUP HOLDING LTD CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     1649128 | OU      | $4508.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FUGRO NV CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |      -24470 | OU      | $1567.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SPDR S&P REGIONAL BANKING CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -82955 | OU      | $-384.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KINSUS INTERCONNECT TECH CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      -13695 | OU      | $-158.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SHERWIN-WILLIAMS CO/THE CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -101188 | OU      | $-3328.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RAKUTEN BANK LTD CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -5124525 | OU      | $-2151.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KYUSHU FINANCIAL GROUP INC CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     7274813 | OU      | $2386.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LUNDIN MINING CORP CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |       24692 | OU      | $539.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BNP PARIBAS CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |     -154243 | OU      | $1347.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GENPACT LTD CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BM        |        -534 | OU      | $38.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HEMNET GROUP AB CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -33300 | OU      | $231.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AAON INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       14841 | OU      | $-377.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALIBABA GROUP HOLDING-SP ADR CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |       40245 | OU      | $-705.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | THOMSON REUTERS CORP CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -218082 | OU      | $8542.56      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AAON INC CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       25752 | OU      | $-1449.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CONTEMPORARY AMPEREX TECHN-A CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CN        |       28451 | OU      | $1778.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EVERSOURCE ENERGY CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       26080 | OU      | $343.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NOV INC CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -37106 | OU      | $-5350.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EOG RESOURCES INC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14231 | OU      | $365.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EOG RESOURCES INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8831 | OU      | $46.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SAMSUNG ELECTRO-MECHANICS CO CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |       52562 | OU      | $7701.20      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NORDEA BANK ABP CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |      133972 | OU      | $7597.86      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NEXGEN ENERGY LTD CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       18738 | OU      | $128.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TIGO ENERGY INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       17208 | OU      | $-3048.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FORAN MINING CORPORATION CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       38528 | OU      | $-361.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EVERSOURCE ENERGY CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       20877 | OU      | $453.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BHP GROUP LTD-SPON ADR CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AU        |      -61969 | OU      | $-272.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLARIS ENERGY INFRASTRUCTUR CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       16474 | OU      | $666.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KRATOS DEFENSE & SECURITY CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       30888 | OU      | $6.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IMPALA PLATINUM HOLDINGS LTD CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ZA        |       21852 | OU      | $-206.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CKD CORP CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      -76103 | OU      | $-20.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KITZ CORP CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      -60872 | OU      | $3.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SEIBU HOLDINGS INC CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      -63192 | OU      | $22.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HOSIDEN CORP CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -206875 | OU      | $-28.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WACOM CO LTD CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -191719 | OU      | $20.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TOYO TIRE CORP CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -206665 | OU      | $-28.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | JAPAN AVIATION ELECTRONICS CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -165834 | OU      | $135.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DAIHEN CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -193503 | OU      | $-183.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ANRITSU CORP CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -207389 | OU      | $-237.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DAI-DAN CO LTD CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -210013 | OU      | $-101.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SINFONIA TECHNOLOGY CO LTD CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -217732 | OU      | $35.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GS YUASA CORP CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -125623 | OU      | $-80.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | JINS HOLDINGS INC CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -110880 | OU      | $63.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | JVCKENWOOD CORP CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -188193 | OU      | $-76.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MITSUI HIGH-TEC INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -188333 | OU      | $56.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RS TECHNOLOGIES CO LTD CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -198169 | OU      | $-10.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MEIDENSHA CORP CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -194744 | OU      | $-44.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SEIKO GROUP CORP CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -209473 | OU      | $-66.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SANKI ENGINEERING CO LTD CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -195684 | OU      | $-71.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HIROSE ELECTRIC CO LTD CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -209383 | OU      | $-115.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | YOKOHAMA RUBBER CO LTD CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -200303 | OU      | $10.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NHK SPRING CO LTD CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -234710 | OU      | $-221.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NGK INSULATORS LTD CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -211491 | OU      | $-29.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NORITSU KOKI CO LTD CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -199905 | OU      | $48.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TSUGAMI CORP CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -208820 | OU      | $-152.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FUJI ELECTRIC CO LTD CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -204279 | OU      | $-103.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HORIBA LTD CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -211652 | OU      | $-114.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FUJIFILM HOLDINGS CORP CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -231569 | OU      | $43.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SANYO DENKI CO LTD CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -177702 | OU      | $-149.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FURUYA METAL CO LTD CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -198737 | OU      | $-19.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SHIMIZU CORP CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -141662 | OU      | $-7.35        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MACNICA HOLDINGS INC CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -201326 | OU      | $-60.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FURUKAWA ELECTRIC CO LTD CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -188792 | OU      | $-189.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KYOCERA CORP CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -204244 | OU      | $-14.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NAMURA SHIPBUILDING CO LTD CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -204807 | OU      | $-541.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SANRIO CO LTD CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -215271 | OU      | $98.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ASAHI INTECC CO LTD CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      -82758 | OU      | $-17.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RORZE CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -253869 | OU      | $158.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SHIBAURA MECHATRONICS CORP CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -242125 | OU      | $-308.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CHIYODA CORP CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      -60475 | OU      | $-15.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ORGANO CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -198604 | OU      | $-170.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MAKITA CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -126430 | OU      | $21.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | JAPAN MATERIAL CO LTD CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -202194 | OU      | $1.99         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KAGA ELECTRONICS CO LTD CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -200653 | OU      | $-18.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SUZUKI MOTOR CORP CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -212509 | OU      | $-23.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PKSHA TECHNOLOGY INC CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -208688 | OU      | $-178.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | UNION TOOL CO CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -180596 | OU      | $-154.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | USHIO INC CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -208482 | OU      | $-105.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OKI ELECTRIC INDUSTRY CO LTD CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -208170 | OU      | $-118.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SWCC CORP CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -195254 | OU      | $53.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NIDEC CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -226553 | OU      | $391.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KONICA MINOLTA INC CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -203389 | OU      | $39.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KAWASAKI HEAVY INDUSTRIES CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -229631 | OU      | $-277.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TOYOTA MOTOR CORP CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -205839 | OU      | $-69.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RIGAKU HOLDINGS CORP CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -198989 | OU      | $-78.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BAYCURRENT INC CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -142938 | OU      | $194.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OLYMPUS CORP CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -163330 | OU      | $15.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SUMITOMO RIKO COMPANY LTD CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      -72375 | OU      | $-90.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TOKYO ELECTRON DEVICE LTD CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -204023 | OU      | $-4.00        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IHI CORP CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -205192 | OU      | $-104.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ISETAN MITSUKOSHI HOLDINGS L CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -190446 | OU      | $121.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MAZDA MOTOR CORP CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -199624 | OU      | $19.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SUBARU CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -204283 | OU      | $-79.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FERROTEC CORP CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -187633 | OU      | $-257.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DMG MORI CO LTD CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -173086 | OU      | $254.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | YOKOGAWA ELECTRIC CORP CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -212263 | OU      | $-28.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DEXERIALS CORP CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -215574 | OU      | $-52.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SCREEN HOLDINGS CO LTD CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -250614 | OU      | $17.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LASERTEC CORP CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -212026 | OU      | $-483.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MEIKO ELECTRONICS CO LTD CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -194404 | OU      | $-56.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NITTO BOSEKI CO LTD CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -191824 | OU      | $-164.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MURATA MANUFACTURING CO LTD CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -216882 | OU      | $-215.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MITSUI E&S CO LTD CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -191984 | OU      | $-428.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DENSO CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -211493 | OU      | $56.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | JAPAN STEEL WORKS LTD CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -220587 | OU      | $-8.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | JTEKT CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      -73419 | OU      | $-14.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MARUWA CO LTD CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -197332 | OU      | $-130.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ALPS ALPINE CO LTD CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -208091 | OU      | $-20.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CANON ELECTRONICS INC CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -208792 | OU      | $59.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PANASONIC HOLDINGS CORP CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -187805 | OU      | $-24.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TAIYO YUDEN CO LTD CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -196974 | OU      | $-286.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FURUNO ELECTRIC CO LTD CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -159820 | OU      | $-297.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EBARA CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -190120 | OU      | $-100.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KANDENKO CO LTD CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -212343 | OU      | $-28.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ROHM CO LTD CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -215828 | OU      | $-70.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HARMONIC DRIVE SYSTEMS INC CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -192823 | OU      | $32.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MEGACHIPS CORP CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -205343 | OU      | $23.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AISIN CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -208095 | OU      | $-86.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SANKEN ELECTRIC CO LTD CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -102630 | OU      | $-6.18        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | APPIER GROUP INC CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -181309 | OU      | $170.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MITSUBISHI HEAVY INDUSTRIES CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -196280 | OU      | $-140.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MINEBEA MITSUMI INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -217291 | OU      | $-52.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MICRONICS JAPAN CO LTD CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -219538 | OU      | $-459.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SUMITOMO CORP CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -203958 | OU      | $-12.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FREEE KK CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      -64785 | OU      | $-4.74        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NEC CORP CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -656997 | OU      | $-424.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NEC CORP CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -213184 | OU      | $-142.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | YASKAWA ELECTRIC CORP CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -252231 | OU      | $-178.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ITOCHU CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -203893 | OU      | $-69.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ANGLO AMERICAN PLC CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      529830 | OU      | $-71.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KAJIMA CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -157498 | OU      | $-42.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | JD SPORTS FASHION PLC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -15703 | OU      | $373.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TOYOTA TSUSHO CORP CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -217630 | OU      | $-90.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LANTHEUS HOLDINGS INC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -21055 | OU      | $-405.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OPTORUN CO LTD CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -204302 | OU      | $28.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STRUCTURE THERAPEUTICS INC CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |        4431 | OU      | $866.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TRI CHEMICAL LABORATORIES IN CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -208724 | OU      | $81.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WALMART INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      613932 | OU      | $-33664.45    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MARUBENI CORP CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -226768 | OU      | $18.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MITSUBISHI CORP CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -202204 | OU      | $-58.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | COMMERCIAL BANK PSQC CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | QA        |      -98255 | OU      | $4735.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SOLARIS RESOURCES INC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |        9489 | OU      | $686.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MURATA MANUFACTURING CO LTD CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     4677600 | OU      | $4736.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FIRST QUANTUM MINERALS LTD CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       10517 | OU      | $-876.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PRYSMIAN SPA CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |      174443 | OU      | $3866.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CENOVUS ENERGY INC CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |       25692 | OU      | $-474.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ASML HOLDING NV CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       71113 | OU      | $3953.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LIGHTSPEED COMMERCE INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |       -2548 | OU      | $-67.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMADEUS IT GROUP SA CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       -2693 | OU      | $42.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | YAMAICHI ELECTRONICS CO LTD CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      213580 | OU      | $363.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISC CO LTD CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |       29778 | OU      | $-203.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ULVAC INC CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3360009 | OU      | $1099.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BT GROUP PLC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -45549 | OU      | $65.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | JD SPORTS FASHION PLC CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -8105 | OU      | $609.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ON HOLDING AG-CLASS A CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       -8769 | OU      | $1116.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHUBB LTD CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -150293 | OU      | $-5070.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VALTERRA PLATINUM LIMITED CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ZA        |       14144 | OU      | $-1907.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BANK OF NEW YORK MELLON CORP CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      191148 | OU      | $2694.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NOBA BANK GROUP AB CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      248292 | OU      | $-135.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FUGRO NV CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       -3575 | OU      | $72.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | JD SPORTS FASHION PLC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -6362 | OU      | $182.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | JD SPORTS FASHION PLC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -13543 | OU      | $406.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | REVOLUTION MEDICINES INC CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        8245 | OU      | $2170.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EQUINOR ASA-SPON ADR CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NO        |      -18698 | OU      | $1039.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TENARIS SA-ADR CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |      -12238 | OU      | $-1970.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | APOLLO GLOBAL MANAGEMENT INC CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -93885 | OU      | $1770.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KOPIN CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -6394 | OU      | $197.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NEXTNAV INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -5534 | OU      | $-233.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EVOLV TECHNOLOGIES HOLDINGS CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -16198 | OU      | $1019.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HEXAGON AB-B SHS CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -132531 | OU      | $-83.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DIEBOLD NIXDORF INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -5016 | OU      | $-71.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NETEASE INC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -105469 | OU      | $849.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SKYWATER TECHNOLOGY INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -11766 | OU      | $-1172.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NAPCO SECURITY TECHNOLOGIES CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -4134 | OU      | $-59.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TENCENT MUSIC ENTERTAINM-ADR CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      -13259 | OU      | $335.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HUA HONG SEMICONDUCTOR LTD-H CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |      -41719 | OU      | $64.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SCREEN HOLDINGS CO LTD CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -419100 | OU      | $-119.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ROLLS-ROYCE HOLDINGS PLC CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -2944 | OU      | $-53.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HALMA PLC CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -3121 | OU      | $-92.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BROOKFIELD CORP CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |       -6330 | OU      | $-92.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BYD CO LTD-H CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      -62662 | OU      | $576.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KANZHUN LTD - ADR CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |       -4258 | OU      | $379.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PDD HOLDINGS INC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       -1786 | OU      | $-102.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PROSUS NV CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |       -6755 | OU      | $169.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CORNING INC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -14593 | OU      | $-639.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STMICROELECTRONICS NV CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       -4896 | OU      | $792.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INFINEON TECHNOLOGIES AG CFD                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |       -5507 | OU      | $-470.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FLEX LTD CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SG        |      -13690 | OU      | $-1252.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TENCENT HOLDINGS LTD CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -28215 | OU      | $-19.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INDUSTRIA DE DISENO TEXTIL CFD                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |       -4462 | OU      | $-106.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | APPLOVIN CORP-CLASS A CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12648 | OU      | $-735.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SWISS RE AG CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       -8622 | OU      | $315.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ACERINOX SA CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |        5928 | OU      | $-278.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OUTOKUMPU OYJ CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |        9475 | OU      | $-1089.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | APERAM CFD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |        9888 | OU      | $-615.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TECHNIP ENERGIES NV CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |         186 | OU      | $-11.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TECHNIP ENERGIES NV CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       18431 | OU      | $-1624.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PHILIP MORRIS INTERNATIONAL CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -17387 | OU      | $1510.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WILLIAMS-SONOMA INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        6462 | OU      | $145.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FIRST QUANTUM MINERALS LTD CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |       17273 | OU      | $-751.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CROWN CASTLE INC CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      163977 | OU      | $-8076.53     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | QUANTA COMPUTER INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |       40200 | OU      | $1744.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | UNITED THERAPEUTICS CORP CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        8159 | OU      | $-141.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRANSALTA CORP CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |       23471 | OU      | $800.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KANSAI ELECTRIC POWER CO INC CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3785050 | OU      | $1990.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DANSKE BANK A/S CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     -327184 | OU      | $-3309.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KINSUS INTERCONNECT TECH CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |       -1726 | OU      | $169.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | YAMAICHI ELECTRONICS CO LTD CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |      282310 | OU      | $362.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | POP MART INTERNATIONAL GROUP CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |     -162078 | OU      | $3892.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SALZGITTER AG CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       35318 | OU      | $-1786.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SALZGITTER AG CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       26360 | OU      | $-1321.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KOJAMO OYJ CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |      -16480 | OU      | $252.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TAMARACK VALLEY ENERGY LTD CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |       25974 | OU      | $395.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SAIPEM SPA CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |        9828 | OU      | $-179.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NITTO BOSEKI CO LTD CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     5100854 | OU      | $3546.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | P G & E CORP CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        6522 | OU      | $-281.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AMADEUS IT GROUP SA CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |       -2108 | OU      | $57.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ADP CFD                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -39582 | OU      | $-164.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CORP ACCIONA ENERGIAS RENOVA CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -38302 | OU      | $624.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NATIONAL FUEL GAS CO CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -56378 | OU      | $4929.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CAVA GROUP INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       45036 | OU      | $-7102.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COMERICA INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      300877 | OU      | $-3291.70     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | STARBUCKS CORP CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -19166 | OU      | $-80.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MELEXIS NV CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |      -19430 | OU      | $683.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SANDVIK AB CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      119698 | OU      | $775.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BLOOM ENERGY CORP- A CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12493 | OU      | $62.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ASPEED TECHNOLOGY INC CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |       13585 | OU      | $-243.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KGHM POLSKA MIEDZ SA CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PL        |       45660 | OU      | $247.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COMERICA INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      153508 | OU      | $-3491.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COMSTOCK RESOURCES INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -24033 | OU      | $-904.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FLSMIDTH & CO A/S CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |       37177 | OU      | $416.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SSE PLC CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        9577 | OU      | $754.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HEMNET GROUP AB CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -22088 | OU      | $164.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KOJAMO OYJ CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FI        |       -8569 | OU      | $32.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HUDBAY MINERALS INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |        7379 | OU      | $-132.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NRG ENERGY INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13364 | OU      | $-41.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SAP SE CFD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -11019 | OU      | $484.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ZHEJIANG CRYSTAL-OPTECH -A CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CN        |        4697 | OU      | $212.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GN STORE NORD A/S CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     -154738 | OU      | $-285.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ARCADIS NV CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       10871 | OU      | $-1648.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INFINEON TECHNOLOGIES AG CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -33722 | OU      | $-1052.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NOVATEK MICROELECTRONICS COR CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |       -2610 | OU      | $144.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LARGAN PRECISION CO LTD CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |       -1299 | OU      | $1.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INTERROLL HOLDING AG-REG CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       -9460 | OU      | $-583.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BT GROUP PLC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -2139 | OU      | $-37.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GREAT PORTLAND ESTATES PLC CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -1471 | OU      | $-19.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BECHTLE AG CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       -1743 | OU      | $-108.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LEONARDO SPA CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |        5771 | OU      | $127.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HEIDELBERG MATERIALS AG CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       16222 | OU      | $797.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | QATAR NATIONAL BANK CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | QA        |      -51176 | OU      | $-1421.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NGEX MINERALS LTD CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |       20441 | OU      | $-2879.89     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ADP CFD                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       -1833 | OU      | $-80.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GN STORE NORD A/S CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |      -24292 | OU      | $-30.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OTTOBOCK SE & CO KGAA CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       -6504 | OU      | $-497.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ROYAL UNIBREW CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |       70514 | OU      | $1.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HILL & SMITH PLC CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        5082 | OU      | $106.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GENUS PLC CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        5169 | OU      | $-494.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INTERPUBLIC GROUP OF COS INC CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        9680 | OU      | $-494.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BLACKROCK INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      206845 | OU      | $-20602.16    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KUWAIT FINANCE HOUSE CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KW        |      -51664 | OU      | $-989.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FORTUM OYJ CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FI        |       16413 | OU      | $2703.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUBYAN BANK K.S.C CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KW        |      -51598 | OU      | $-758.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PEABODY ENERGY CORP CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -24917 | OU      | $2706.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ASML HOLDING NV CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |       41683 | OU      | $1809.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NATIONAL FUEL GAS CO CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -43926 | OU      | $2340.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AT&T INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -56187 | OU      | $2256.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PLUG POWER INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18762 | OU      | $2242.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SLB LTD CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CW        |      158600 | OU      | $4535.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AVIVA PLC CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -76571 | OU      | $-754.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PHILLIPS 66 CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       18914 | OU      | $554.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TESLA INC CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -42447 | OU      | $-2296.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PLUG POWER INC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -6178 | OU      | $1290.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PEABODY ENERGY CORP CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -33105 | OU      | $-18.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SPDR S&P METALS & MINING ETF CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -44272 | OU      | $1385.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MACH NATURAL RESOURCES LP CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6265 | OU      | $-22.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IBERDROLA SA CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -10771 | OU      | $-658.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RWE AG CFD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -10725 | OU      | $-683.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INFINEON TECHNOLOGIES AG CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -11722 | OU      | $-324.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VERIZON COMMUNICATIONS INC CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -28707 | OU      | $411.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MELEXIS NV CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |       -4706 | OU      | $86.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BACHEM HOLDING AG CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -28719 | OU      | $-1533.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | M & T BANK CORP CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -257349 | OU      | $-1907.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | THYSSENKRUPP NUCERA AG & CO CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -14873 | OU      | $2390.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DARLING INGREDIENTS INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -4720 | OU      | $-183.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | URANIUM ENERGY CORP CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -25201 | OU      | $-2078.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | T-MOBILE US INC CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        9418 | OU      | $-596.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SIEMENS ENERGY AG CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -43158 | OU      | $-5541.02     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KOKUSAI ELECTRIC CORP CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     3663588 | OU      | $3066.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | POP MART INTERNATIONAL GROUP CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      -29514 | OU      | $576.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SHENZHEN MEGMEET ELECTRICA-A CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |        3126 | OU      | $87.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STIFEL FINANCIAL CORP CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      102452 | OU      | $2002.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HUAMING POWER EQUIPMENT CO-A CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |       19230 | OU      | $2050.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UNIPOL ASSICURAZIONI SPA CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |       90213 | OU      | $1585.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WACKER CHEMIE AG CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       16498 | OU      | $151.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FORTUM OYJ CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |       16502 | OU      | $1419.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SSE PLC CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       10053 | OU      | $104.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TECHNIP ENERGIES NV CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |        3629 | OU      | $-120.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NEXTRACKER INC-CL A CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       34383 | OU      | $1448.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SANDVIK AB CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      234802 | OU      | $149.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOFINA CFD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BE        |       -1473 | OU      | $49.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KONECRANES OYJ CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |       14778 | OU      | $137.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FLUTTER ENTERTAINMENT PLC-DI CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -61079 | OU      | $2699.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MIPS AB CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |      -69158 | OU      | $345.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DOLLAR TREE INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -68285 | OU      | $387.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DOLLAR GENERAL CORP CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -68153 | OU      | $2347.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CCC SA CFD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | PL        |       -7661 | OU      | $-137.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ITALGAS SPA CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |        3095 | OU      | $116.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EQUIFAX INC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -51378 | OU      | $4091.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | M & T BANK CORP CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -258783 | OU      | $-1761.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VISA INC-CLASS A SHARES CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      125650 | OU      | $-1961.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ENTERGY CORP CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -18565 | OU      | $-76.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALLIANT ENERGY CORP CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8294 | OU      | $142.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KINDER MORGAN INC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        3032 | OU      | $5.68         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | XCEL ENERGY INC CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -12354 | OU      | $-227.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | XCEL ENERGY INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6148 | OU      | $-102.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NORTHWESTERN ENERGY GROUP IN CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12508 | OU      | $394.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CIENA CORP CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       47913 | OU      | $896.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FOX CORP - CLASS A CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       27397 | OU      | $1307.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TELEFONICA SA CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |       -7962 | OU      | $300.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SUN LIFE FINANCIAL INC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -144734 | OU      | $1800.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EDP RENOVAVEIS SA CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |      -25454 | OU      | $225.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IONOS GROUP SE CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        1549 | OU      | $-45.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AECON GROUP INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      134294 | OU      | $3789.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BROOKFIELD RENEWABLE PARTNER CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |        7864 | OU      | $-411.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BROOKFIELD RENEWABLE CORP CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |        4964 | OU      | $-75.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LAOPU GOLD CO L-H CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       55317 | OU      | $-42.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IBERDROLA SA CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |     -156980 | OU      | $-457.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COREWEAVE INC-CL A CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        6860 | OU      | $-308.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COREWEAVE INC-CL A CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       27552 | OU      | $-675.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LUNR ROYALTIES CORP TRS 0.0000% 05-20-2033            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |           0 | OU      | $183.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LUNR ROYALTIES CORP TRS 0.0000% 05-15-2033            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |           0 | OU      | $716.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OTTOBOCK SE & CO KGAA CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -1599 | OU      | $4.89         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LEGENCE CORP-CL A CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6221 | OU      | $-108.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PHOENIX FINANCIAL LTD CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |      151697 | OU      | $724.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LUXSHARE PRECISION INDUSTR-A CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        4585 | OU      | $-166.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HIGHPEAK ENERGY INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        6293 | OU      | $303.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PARAGON BANKING GROUP PLC CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -7546 | OU      | $45.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MONDELEZ INTERNATIONAL INC-A CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -29082 | OU      | $294.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LEGRAND SA CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       19703 | OU      | $272.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TOTALENERGIES SE CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |     -547318 | OU      | $-20047.86    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SAMSUNG ELECTRO-MECHANICS CO CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |       14765 | OU      | $1202.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MURATA MANUFACTURING CO LTD CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     2302618 | OU      | $1725.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DNB BANK ASA CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     -526928 | OU      | $281.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HUNTINGTON BANCSHARES INC CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      209752 | OU      | $958.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TOAST INC-CLASS A CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1033 | OU      | $-51.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HONG KONG EXCHANGES & CLEAR CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | HK        |     2080358 | OU      | $-5854.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CROWDSTRIKE HOLDINGS INC - A CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       18932 | OU      | $73.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MASTERCARD INC - A CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -33958 | OU      | $286.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayvens SA                                        | AYVENS SA                                             | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | EC               | CORP              | FR        |       18013 | NS      | $240625.47    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                          | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $137264.40    | 0.28%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                              | OMERS Finance Trust                                   | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              |  | CA        |     1180000 | PA      | $0.00         | 0.00%             | 2029-01-25      | None          | 3.13%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                              | OMERS Finance Trust                                   | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Short            | DBT              |  | CA        |    -1180000 | PA      | $0.00         | 0.00%             | 2029-01-25      | None          | 3.13%                 | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |      909000 | PA      | $1048963.43   | 2.12%             | 2045-10-12      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia                  | State of North Rhine-Westphalia                       | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              |  | DE        |      242000 | PA      | $163417.22    | 0.33%             | 2119-03-21      | None          | 2.15%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                | Portugal Obrigacoes do Tesouro OT                     | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              |  | PT        |     1210000 | PA      | $1341557.14   | 2.71%             | 2054-06-12      | None          | 3.63%                 | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |           0 | PA      | $0.00         | 0.00%             | 2035-12-12      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | SD        |    -3735000 | PA      | $-4423144.65  | -8.95%            | 2035-12-12      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                          | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              |  | NL        |     1988358 | PA      | $2240996.54   | 4.53%             | 2035-07-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                          | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Short            | DBT              |  | NL        |     -101000 | PA      | $-113832.95   | -0.23%            | 2035-07-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     2675000 | PA      | $3138735.77   | 6.35%             | 2032-11-15      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2032-07-15      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -2770000 | PA      | $-3258722.95  | -6.59%            | 2032-07-15      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                | Portugal Obrigacoes do Tesouro OT                     | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              |  | PT        |     2382000 | PA      | $2751013.17   | 5.56%             | 2035-06-15      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                          | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              |  | NL        |      918000 | PA      | $803781.57    | 1.63%             | 2054-01-15      | None          | 2.00%                 | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |           0 | PA      | $0.00         | 0.00%             | 2054-10-05      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | SD        |     -395000 | PA      | $-413920.20   | -0.84%            | 2054-10-05      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     5268000 | PA      | $5538100.16   | 11.20%            | 2031-04-01      | None          | 0.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2031-05-01      | None          | 6.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -4440000 | PA      | $-5999281.82  | -12.13%           | 2031-05-01      | None          | 6.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia                  | State of North Rhine-Westphalia                       | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              |  | DE        |     1416000 | PA      | $1420720.77   | 2.87%             | 2053-01-15      | None          | 2.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2054-10-01      | None          | 4.30%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |     -652000 | PA      | $-761042.26   | -1.54%            | 2054-10-01      | None          | 4.30%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2039-10-01      | None          | 4.15%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -1740000 | PA      | $-2106174.83  | -4.26%            | 2039-10-01      | None          | 4.15%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                  | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |           0 | PA      | $0.00         | 0.00%             | 2054-05-25      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                  | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              |  | FR        |    -1944000 | PA      | $-1784442.02  | -3.61%            | 2054-05-25      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bonds          | Bulgaria Government International Bonds               | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              |  | BG        |      974000 | PA      | $1148541.12   | 2.32%             | 2038-05-07      | None          | 4.13%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                | Portugal Obrigacoes do Tesouro OT                     | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              |  | PT        |     2210000 | PA      | $2528447.53   | 5.11%             | 2040-06-15      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital, Inc.                              | CPPIB Capital, Inc.                                   | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              |  | CA        |     2323000 | PA      | $2705492.11   | 5.47%             | 2035-08-27      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                            | Tennet Netherlands BV                                 | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              |  | NL        |      100000 | PA      | $102416.61    | 0.21%             | 2036-06-13      | None          | 1.88%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                          | Sweden Government Bonds                               | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              |  | SE        |           0 | PA      | $0.00         | 0.00%             | 2035-05-11      | None          | 2.25%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                          | Sweden Government Bonds                               | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Short            | DBT              |  | SE        |   -39710000 | PA      | $-4080857.79  | -8.25%            | 2035-05-11      | None          | 2.25%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                            | Tennet Netherlands BV                                 | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              |  | NL        |      100000 | PA      | $83134.75     | 0.17%             | 2041-06-09      | None          | 1.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     4228000 | PA      | $4916991.45   | 9.94%             | 2040-10-01      | None          | 3.85%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                          | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              |  | NL        |           0 | PA      | $0.00         | 0.00%             | 2042-01-15      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                          | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Short            | DBT              |  | NL        |      -75000 | PA      | $-93285.36    | -0.19%            | 2042-01-15      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bonds               | Hellenic Republic Government Bonds                    | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              |  | GR        |     3894000 | PA      | $4496666.33   | 9.09%             | 2054-06-15      | None          | 4.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |           0 | PA      | $0.00         | 0.00%             | 2054-10-31      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |     -245000 | PA      | $-284470.91   | -0.58%            | 2054-10-31      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |           0 | PA      | $0.00         | 0.00%             | 2040-07-30      | None          | 4.90%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |    -2010000 | PA      | $-2683436.88  | -5.43%            | 2040-07-30      | None          | 4.90%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |     5812000 | PA      | $6742481.31   | 13.64%            | 2035-10-31      | None          | 3.20%                 | No            |                  2 | On Loan: No      |
| CDP Financial, Inc.                              | CDP Financial, Inc.                                   | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              |  | CA        |      679000 | PA      | $785617.90    | 1.59%             | 2035-09-30      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                     | European Stability Mechanism                          | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              |  | SD        |      375000 | PA      | $428312.63    | 0.87%             | 2035-02-26      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2053-10-01      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |     -554000 | PA      | $-669318.03   | -1.35%            | 2053-10-01      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government CPI-Linked Bonds                | Japan Government CPI-Linked Bonds                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   255275275 | PA      | $1649446.62   | 3.34%             | 2035-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              |  | JP        |           0 | PA      | $0.00         | 0.00%             | 2035-03-20      | None          | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              |  | JP        |  -280600000 | PA      | $-1789523.11  | -3.62%            | 2035-03-20      | None          | 1.40%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                            | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |    -7096000 | PA      | $-4537204.79  | -9.18%            | 2028-11-21      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                              | OMERS Finance Trust                                   | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              |  | CA        |      340000 | PA      | $224622.31    | 0.45%             | 2029-10-16      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Treasury Corp. of Victoria                       | Treasury Corp. of Victoria                            | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              |  | AU        |           0 | PA      | $0.00         | 0.00%             | 2036-09-15      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| Treasury Corp. of Victoria                       | Treasury Corp. of Victoria                            | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Short            | DBT              |  | AU        |     -349000 | PA      | $-223250.96   | -0.45%            | 2036-09-15      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                | PSP Capital, Inc.                                     | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              |  | CA        |     2701000 | PA      | $1795992.76   | 3.63%             | 2029-02-06      | None          | 4.60%                 | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                | PSP Capital, Inc.                                     | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              |  | CA        |     2764000 | PA      | $1806582.37   | 3.65%             | 2031-09-05      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp.                        | Queensland Treasury Corp.                             | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              |  | AU        |           0 | PA      | $0.00         | 0.00%             | 2035-08-22      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp.                        | Queensland Treasury Corp.                             | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Short            | DBT              |  | AU        |     -445000 | PA      | $-283084.15   | -0.57%            | 2035-08-22      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp.                   | New South Wales Treasury Corp.                        | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              |  | AU        |      339000 | PA      | $215665.80    | 0.44%             | 2037-02-20      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital, Inc.                              | CPPIB Capital, Inc.                                   | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              |  | CA        |     3942000 | PA      | $2610569.66   | 5.28%             | 2029-01-15      | None          | 4.40%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                             | Province of Manitoba                                  | CUSIP: 000000000<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |      612000 | PA      | $394521.50    | 0.80%             | 2034-08-28      | None          | 4.85%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital, Inc.                              | CPPIB Capital, Inc.                                   | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              |  | CA        |     2546000 | PA      | $1696753.18   | 3.43%             | 2030-01-16      | None          | 4.60%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                            | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |     -710000 | PA      | $-450422.11   | -0.91%            | 2028-05-21      | None          | 2.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                            | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |    -2944000 | PA      | $-1871290.37  | -3.78%            | 2034-05-21      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| Treasury Corp. of Victoria                       | Treasury Corp. of Victoria                            | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              |  | AU        |      505000 | PA      | $254300.19    | 0.51%             | 2035-09-17      | None          | 2.00%                 | No            |                  2 | On Loan: No      |
| CDP Financial, Inc.                              | CDP Financial, Inc.                                   | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              |  | CA        |      927000 | PA      | $602147.67    | 1.22%             | 2030-06-13      | None          | 4.10%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                            | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |    -2027000 | PA      | $-1123653.71  | -2.27%            | 2032-05-21      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                              | Province of Ontario                                   | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |      290000 | PA      | $194276.04    | 0.39%             | 2034-05-08      | None          | 5.35%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                            | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |    -3032000 | PA      | $-1919380.37  | -3.88%            | 2029-11-21      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital, Inc.                              | CPPIB Capital, Inc.                                   | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              |  | CA        |      710000 | PA      | $467624.63    | 0.95%             | 2028-05-02      | None          | 4.20%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                            | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |    -4309000 | PA      | $-2683140.86  | -5.43%            | 2030-05-21      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                              | Province of Alberta                                   | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              |  | CA        |      686000 | PA      | $454820.51    | 0.92%             | 2034-05-15      | None          | 5.20%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                              | Province of Alberta                                   | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              |  | CA        |           0 | PA      | $0.00         | 0.00%             | 2034-05-15      | None          | 5.20%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                               | Province of Quebec                                    | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |     1385000 | PA      | $922486.37    | 1.87%             | 2034-05-02      | None          | 5.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                            | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              |  | AU        |           0 | PA      | $0.00         | 0.00%             | 2031-06-21      | None          | 1.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                            | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |    -3006000 | PA      | $-1740680.12  | -3.52%            | 2031-06-21      | None          | 1.50%                 | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                | PSP Capital, Inc.                                     | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              |  | CA        |     2242000 | PA      | $1455728.96   | 2.94%             | 2030-08-13      | None          | 4.10%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                     | Province of British Columbia                          | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |     1840000 | PA      | $1226568.90   | 2.48%             | 2032-07-16      | None          | 4.95%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                        | Export Development Canada                             | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              |  | CA        |      925000 | PA      | $600516.45    | 1.21%             | 2030-09-04      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| CDP Financial, Inc.                              | CDP Financial, Inc.                                   | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              |  | CA        |     3993000 | PA      | $4577724.79   | 9.26%             | 2032-02-13      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |           0 | PA      | $0.00         | 0.00%             | 2035-02-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |    -1186016 | PA      | $-1358969.59  | -2.75%            | 2035-02-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2051-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |     -419976 | PA      | $-300285.11   | -0.61%            | 2051-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1158000 | PA      | $575539.31    | 1.16%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2033-09-01      | None          | 2.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -1483000 | PA      | $-1642437.26  | -3.32%            | 2033-09-01      | None          | 2.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2032-03-01      | None          | 1.65%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -2985000 | PA      | $-3214603.36  | -6.50%            | 2032-03-01      | None          | 1.65%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |           0 | PA      | $0.00         | 0.00%             | 2032-08-15      | None          | 1.70%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |     -882000 | PA      | $-976016.84   | -1.97%            | 2032-08-15      | None          | 1.70%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2040-09-01      | None          | 5.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -2322000 | PA      | $-3067628.93  | -6.20%            | 2040-09-01      | None          | 5.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |           0 | PA      | $0.00         | 0.00%             | 2054-08-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |     -131804 | PA      | $-132321.82   | -0.27%            | 2054-08-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2038-09-01      | None          | 2.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |     -187000 | PA      | $-201866.11   | -0.41%            | 2038-09-01      | None          | 2.95%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |      490000 | PA      | $582263.14    | 1.18%             | 2042-07-04      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |           0 | PA      | $0.00         | 0.00%             | 2056-08-15      | None          | 2.90%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |     -715000 | PA      | $-775403.66   | -1.57%            | 2056-08-15      | None          | 2.90%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |     -417832 | PA      | $-435247.00   | -0.88%            | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2052-09-01      | None          | 2.15%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -2200000 | PA      | $-1740745.26  | -3.52%            | 2052-09-01      | None          | 2.15%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2030-03-01      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -1703000 | PA      | $-2049070.40  | -4.14%            | 2030-03-01      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     1654000 | PA      | $2029597.70   | 4.10%             | 2055-10-01      | None          | 4.65%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     3398000 | PA      | $4169299.96   | 8.43%             | 2030-11-15      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |      515000 | PA      | $443649.81    | 0.90%             | 2050-09-01      | None          | 2.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      302038 | PA      | $359970.04    | 0.73%             | 2056-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |           0 | PA      | $0.00         | 0.00%             | 2039-07-04      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |     -565527 | PA      | $-752436.58   | -1.52%            | 2039-07-04      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     1992000 | PA      | $2389108.21   | 4.83%             | 2031-02-15      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                 | Bundesobligation                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |           0 | PA      | $0.00         | 0.00%             | 2028-10-19      | None          | 2.40%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                 | Bundesobligation                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |    -1239738 | PA      | $-1446678.64  | -2.93%            | 2028-10-19      | None          | 2.40%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                          | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Short            | DBT              | NUSS              | NL        |    -1202000 | PA      | $-594739.30   | -1.20%            | 2052-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                  | Ontario Teachers' Finance Trust                       | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              |  | CA        |      900000 | PA      | $1041760.80   | 2.11%             | 2031-12-04      | None          | 2.85%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |           0 | PA      | $0.00         | 0.00%             | 2030-10-31      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |    -3635000 | PA      | $-3954111.90  | -8.00%            | 2030-10-31      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                 | Bundesobligation                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |           0 | PA      | $0.00         | 0.00%             | 2028-04-13      | None          | 2.20%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                 | Bundesobligation                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |    -1647605 | PA      | $-1912528.39  | -3.87%            | 2028-04-13      | None          | 2.20%                 | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                | PSP Capital, Inc.                                     | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              |  | CA        |      573000 | PA      | $666739.47    | 1.35%             | 2034-07-02      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                          | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              |  | NL        |      705500 | PA      | $835805.56    | 1.69%             | 2056-01-15      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |     1360000 | PA      | $1640138.70   | 3.32%             | 2033-10-31      | None          | 3.55%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                              | OMERS Finance Trust                                   | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              |  | CA        |     1180000 | PA      | $1387962.19   | 2.81%             | 2029-01-25      | None          | 3.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |           0 | PA      | $0.00         | 0.00%             | 2031-04-30      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |    -2102000 | PA      | $-2124838.96  | -4.30%            | 2031-04-30      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |     2979000 | PA      | $3033435.76   | 6.13%             | 2032-04-30      | None          | 0.70%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                  | Ontario Teachers' Finance Trust                       | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              |  | CA        |     1746000 | PA      | $1905084.14   | 3.85%             | 2028-05-19      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |           0 | PA      | $0.00         | 0.00%             | 2031-12-04      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | SD        |    -2159000 | PA      | $-2473794.33  | -5.00%            | 2031-12-04      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |      606000 | PA      | $698778.35    | 1.41%             | 2032-12-13      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |           0 | PA      | $0.00         | 0.00%             | 2042-11-04      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | SD        |     -524500 | PA      | $-588414.48   | -1.19%            | 2042-11-04      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |      691000 | PA      | $812463.24    | 1.64%             | 2029-10-05      | None          | 2.88%                 | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |      595000 | PA      | $681352.53    | 1.38%             | 2039-10-04      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              | NUSS              | SD        |    -1347000 | PA      | $-1348503.45  | -2.73%            | 2031-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bonds               | Hellenic Republic Government Bonds                    | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              |  | GR        |     2113000 | PA      | $2333458.13   | 4.72%             | 2030-06-18      | None          | 1.50%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bonds               | Hellenic Republic Government Bonds                    | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              |  | GR        |      213000 | PA      | $266841.14    | 0.54%             | 2038-07-18      | None          | 4.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                         | Finland Government Bonds                              | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              |  | FI        |     2187000 | PA      | $2522158.51   | 5.10%             | 2032-04-15      | None          | 2.63%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital, Inc.                              | CPPIB Capital, Inc.                                   | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              |  | CA        |     1471000 | PA      | $1705291.98   | 3.45%             | 2032-01-30      | None          | 2.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |    -3990000 | PA      | $-3985535.84  | -8.06%            | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |     1682000 | PA      | $1656477.72   | 3.35%             | 2053-03-04      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              |  | JP        |           0 | PA      | $0.00         | 0.00%             | 2031-03-20      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              |  | JP        |   -72100000 | PA      | $-440214.40   | -0.89%            | 2031-03-20      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government CPI-Linked Bonds                | Japan Government CPI-Linked Bonds                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   376626564 | PA      | $2487171.83   | 5.03%             | 2029-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              |  | JP        |           0 | PA      | $0.00         | 0.00%             | 2033-03-20      | None          | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              |  | JP        |  -290600000 | PA      | $-1764139.50  | -3.57%            | 2033-03-20      | None          | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              |  | JP        |           0 | PA      | $0.00         | 0.00%             | 2029-03-20      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              |  | JP        |  -410950000 | PA      | $-2585169.23  | -5.23%            | 2029-03-20      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government CPI-Linked Bonds                | Japan Government CPI-Linked Bonds                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   259972125 | PA      | $1704929.72   | 3.45%             | 2033-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government CPI-Linked Bonds                | Japan Government CPI-Linked Bonds                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    65100602 | PA      | $441751.55    | 0.89%             | 2031-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                 | Japan Government Five Year Bonds                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              |  | JP        |           0 | PA      | $0.00         | 0.00%             | 2030-03-20      | None          | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds               | Japan Government Twenty Year Bonds                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              |  | JP        |           0 | PA      | $0.00         | 0.00%             | 2045-03-20      | None          | 2.40%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2036-03-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -2133250 | PA      | $-2747759.81  | -5.56%            | 2036-03-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |     3647300 | PA      | $4826377.28   | 9.76%             | 2035-03-07      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                      | U.K. Inflation-Linked Gilts                           | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2031-08-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                      | U.K. Inflation-Linked Gilts                           | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -1205001 | PA      | $-1518486.40  | -3.07%            | 2031-08-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2030-12-07      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -2830000 | PA      | $-3877914.86  | -7.84%            | 2030-12-07      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2039-01-31      | None          | 1.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -3724950 | PA      | $-3193336.89  | -6.46%            | 2039-01-31      | None          | 1.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2034-01-31      | None          | 4.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |     -990000 | PA      | $-1331593.29  | -2.69%            | 2034-01-31      | None          | 4.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |      547500 | PA      | $582416.33    | 1.18%             | 2045-01-22      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2039-09-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -1220000 | PA      | $-1521026.09  | -3.08%            | 2039-09-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                      | U.K. Inflation-Linked Gilts                           | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2045-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                      | U.K. Inflation-Linked Gilts                           | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |     -608133 | PA      | $-615789.65   | -1.25%            | 2045-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |      678774 | PA      | $536971.86    | 1.09%             | 2041-10-22      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |     1462500 | PA      | $1427439.05   | 2.89%             | 2037-09-07      | None          | 1.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2040-12-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -1099000 | PA      | $-1351991.54  | -2.73%            | 2040-12-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2052-07-22      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |     -316500 | PA      | $-331846.94   | -0.67%            | 2052-07-22      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |     3569250 | PA      | $4536046.40   | 9.17%             | 2043-10-22      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |     2385000 | PA      | $2994242.08   | 6.06%             | 2040-01-31      | None          | 4.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2031-10-22      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -1893357 | PA      | $-2485191.31  | -5.03%            | 2031-10-22      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |     2225048 | PA      | $2643077.29   | 5.35%             | 2029-01-31      | None          | 0.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2046-12-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -2992000 | PA      | $-3507381.60  | -7.09%            | 2046-12-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                      | U.K. Inflation-Linked Gilts                           | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1424867 | PA      | $1765051.21   | 3.57%             | 2037-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |     2296000 | PA      | $2996417.06   | 6.06%             | 2034-07-31      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2031-07-31      | None          | 0.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -4113329 | PA      | $-4415480.87  | -8.93%            | 2031-07-31      | None          | 0.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |     4052685 | PA      | $4448431.03   | 9.00%             | 2032-01-31      | None          | 1.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |     1135625 | PA      | $1166662.38   | 2.36%             | 2033-07-31      | None          | 0.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2032-06-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -2114250 | PA      | $-2815604.49  | -5.69%            | 2032-06-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |     1216000 | PA      | $1261573.50   | 2.55%             | 2053-10-22      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2038-12-07      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |     -947750 | PA      | $-1252742.32  | -2.53%            | 2038-12-07      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2054-10-01      | None          | 4.30%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2043-09-01      | None          | 4.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |     -950000 | PA      | $-1169811.73  | -2.37%            | 2043-09-01      | None          | 4.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     4620000 | PA      | $5419313.82   | 10.96%            | 2032-11-15      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     1070000 | PA      | $1312206.08   | 2.65%             | 2055-10-01      | None          | 4.65%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2053-10-01      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -1080000 | PA      | $-1304062.33  | -2.64%            | 2053-10-01      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |           0 | PA      | $0.00         | 0.00%             | 2039-07-30      | None          | 3.90%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |     -930000 | PA      | $-1122067.34  | -2.27%            | 2039-07-30      | None          | 3.90%                 | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |      433000 | PA      | $251514.75    | 0.51%             | 2051-07-06      | None          | 0.70%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     2235000 | PA      | $2598035.59   | 5.25%             | 2040-10-01      | None          | 3.85%                 | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |           0 | PA      | $0.00         | 0.00%             | 2050-11-04      | None          | 0.30%                 | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | SD        |     -463000 | PA      | $-244420.18   | -0.49%            | 2050-11-04      | None          | 0.30%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |      898000 | PA      | $1023836.38   | 2.07%             | 2041-01-31      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |      362000 | PA      | $292624.86    | 0.59%             | 2043-02-04      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                         | European Investment Bank                              | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              |  | SD        |      571000 | PA      | $649315.97    | 1.31%             | 2039-02-15      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2032-07-15      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -4790000 | PA      | $-5633512.19  | -11.39%           | 2032-07-15      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2039-10-01      | None          | 4.15%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -2260000 | PA      | $-2734274.42  | -5.53%            | 2039-10-01      | None          | 4.15%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |      903000 | PA      | $1061991.00   | 2.15%             | 2046-04-30      | None          | 4.10%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia                  | State of North Rhine-Westphalia                       | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              |  | DE        |     1774000 | PA      | $837852.44    | 1.69%             | 2122-01-19      | None          | 1.45%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia                  | State of North Rhine-Westphalia                       | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              |  | DE        |      517000 | PA      | $377625.22    | 0.76%             | 2057-10-26      | None          | 1.75%                 | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | SD        |     1933000 | PA      | $2286664.37   | 4.62%             | 2034-07-04      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2028-01-31      | None          | 0.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |     -927000 | PA      | $-1129846.52  | -2.28%            | 2028-01-31      | None          | 0.13%                 | No            |                  2 | On Loan: No      |
| Sweden Inflation-Linked Bonds                    | Sweden Inflation-Linked Bonds                         | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    35057423 | PA      | $4026360.02   | 8.14%             | 2028-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                          | Sweden Government Bonds                               | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              |  | SE        |           0 | PA      | $0.00         | 0.00%             | 2028-05-12      | None          | 0.75%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                          | Sweden Government Bonds                               | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Short            | DBT              |  | SE        |   -45355000 | PA      | $-4644750.01  | -9.39%            | 2028-05-12      | None          | 0.75%                 | No            |                  2 | On Loan: No      |
| Central American Bank for Economic Integration   | Central American Bank for Economic Integration        | CUSIP: 000000000<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              |  | SD        |      861000 | PA      | $1133769.20   | 2.29%             | 2028-02-14      | None          | 4.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2039-10-01      | None          | 4.15%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |           0 | PA      | $0.00         | 0.00%             | 2032-08-15      | None          | 1.70%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2040-10-01      | None          | 3.85%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2028-06-15      | None          | 2.65%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                  | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |           0 | PA      | $0.00         | 0.00%             | 2055-05-25      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                  | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |           0 | PA      | $0.00         | 0.00%             | 2029-02-25      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bonds               | Hellenic Republic Government Bonds                    | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              |  | GR        |           0 | PA      | $0.00         | 0.00%             | 2054-06-15      | None          | 4.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2057-07-22      | None          | 1.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |     -294000 | PA      | $-182582.71   | -0.37%            | 2057-07-22      | None          | 1.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2047-07-22      | None          | 1.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |     -306500 | PA      | $-213347.32   | -0.43%            | 2047-07-22      | None          | 1.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |      635000 | PA      | $371162.98    | 0.75%             | 2051-07-31      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                      | U.K. Inflation-Linked Gilts                           | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      166187 | PA      | $124568.52    | 0.25%             | 2056-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                      | U.K. Inflation-Linked Gilts                           | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2051-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                      | U.K. Inflation-Linked Gilts                           | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |     -365171 | PA      | $-297909.59   | -0.60%            | 2051-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                      | U.K. Inflation-Linked Gilts                           | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      203963 | PA      | $181400.66    | 0.37%             | 2046-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds             | Republic of Austria Government Bonds                  | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              |  | AT        |           0 | PA      | $0.00         | 0.00%             | 2053-10-20      | None          | 3.15%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds             | Republic of Austria Government Bonds                  | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Short            | DBT              |  | AT        |     -386000 | PA      | $-408581.70   | -0.83%            | 2053-10-20      | None          | 3.15%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                         | Finland Government Bonds                              | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              |  | FI        |      389000 | PA      | $390951.13    | 0.79%             | 2055-04-15      | None          | 2.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2039-10-01      | None          | 4.15%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -2687000 | PA      | $-3252642.64  | -6.58%            | 2039-10-01      | None          | 4.15%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |    -3800532 | PA      | $-3906086.88  | -7.90%            | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                  | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |           0 | PA      | $0.00         | 0.00%             | 2055-05-25      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                  | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              |  | FR        |     -463500 | PA      | $-444032.29   | -0.90%            | 2055-05-25      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2028-06-15      | None          | 2.65%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -3666000 | PA      | $-4275204.61  | -8.65%            | 2028-06-15      | None          | 2.65%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bonds               | Hellenic Republic Government Bonds                    | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              |  | GR        |      960000 | PA      | $1108640.58   | 2.24%             | 2054-06-15      | None          | 4.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     3662000 | PA      | $4274127.60   | 8.64%             | 2054-10-01      | None          | 4.30%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                  | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |           0 | PA      | $0.00         | 0.00%             | 2029-02-25      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                  | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              |  | FR        |    -2044990 | PA      | $-2389119.35  | -4.83%            | 2029-02-25      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |           0 | PA      | $0.00         | 0.00%             | 2032-08-15      | None          | 1.70%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |    -2086000 | PA      | $-2308345.33  | -4.67%            | 2032-08-15      | None          | 1.70%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     2046000 | PA      | $2379534.46   | 4.81%             | 2040-10-01      | None          | 3.85%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |    -3500092 | PA      | $-3548921.58  | -7.18%            | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2030-03-07      | None          | 4.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -2763000 | PA      | $-3703296.40  | -7.49%            | 2030-03-07      | None          | 4.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |     1563000 | PA      | $2039863.45   | 4.13%             | 2034-07-31      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds               | Japan Government Twenty Year Bonds                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              |  | JP        |    47250000 | PA      | $298905.61    | 0.60%             | 2045-03-20      | None          | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                 | Japan Government Five Year Bonds                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              |  | JP        |           0 | PA      | $0.00         | 0.00%             | 2030-03-20      | None          | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                 | Japan Government Five Year Bonds                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              |  | JP        |  -168600000 | PA      | $-1086944.45  | -2.20%            | 2030-03-20      | None          | 1.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT              | French Republic Government Bonds OAT                  | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      230000 | PA      | $135771.00    | 0.27%             | 2066-05-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Qatar Government International Bonds             | Qatar Government International Bonds                  | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Short            | DBT              | NUSS              | QA        |     -200000 | PA      | $-200944.00   | -0.41%            | 2048-04-23      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds           | Romania Government International Bonds                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      160000 | PA      | $133200.00    | 0.27%             | 2048-06-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                         | Saudi Government International Bonds                  | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Short            | DBT              | CORP              | SA        |     -200000 | PA      | $-195338.00   | -0.40%            | 2050-01-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds           | Romania Government International Bonds                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      120000 | PA      | $82800.00     | 0.17%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                 | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      125000 | PA      | $76690.82     | 0.16%             | 2050-11-17      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| QatarEnergy                                      | QatarEnergy                                           | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |      525000 | PA      | $377223.00    | 0.76%             | 2051-07-12      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bonds              | Oman Government International Bonds                   | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Short            | DBT              | NUSS              | OM        |     -400000 | PA      | $-451032.00   | -0.91%            | 2048-01-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds           | Romania Government International Bonds                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Short            | DBT              | NUSS              | RO        |      -76000 | PA      | $-84691.74    | -0.17%            | 2053-01-17      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Government International Bonds         | Indonesia Government International Bonds              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |     -400000 | PA      | $-406500.00   | -0.82%            | 2047-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Gaci First Investment Co.                        | Gaci First Investment Co.                             | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Short            | DBT              | CORP              | KY        |     -425000 | PA      | $-394956.75   | -0.80%            | 2053-02-14      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                              | Societe Generale SA                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | DBT              | CORP              | FR        |     -300000 | PA      | $-384594.96   | -0.78%            | 2033-06-02      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Bulgaria Government International Bond           | Bulgaria Government International Bond                | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Short            | DBT              | NUSS              | BG        |     -150000 | PA      | $-193234.73   | -0.39%            | 2036-05-13      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA            | Banque Federative du Credit Mutuel SA                 | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Short            | DBT              | CORP              | FR        |     -200000 | PA      | $-239669.50   | -0.48%            | 2034-01-11      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland Government International Bond | Republic of Poland Government International Bond      | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Short            | DBT              | NUSS              | PL        |      -60000 | PA      | $-71468.06    | -0.14%            | 2034-01-11      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Saudi Government International Bonds             | Saudi Government International Bonds                  | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Short            | DBT              | NUSS              | SA        |     -800000 | PA      | $-824100.00   | -1.67%            | 2054-01-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                               | Banco Santander SA                                    | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Short            | DBT              | CORP              | ES        |     -200000 | PA      | $-244597.39   | -0.49%            | 2034-04-22      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Bertrand Franchise SAS                           | Bertrand Franchise Finance SAS                        | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |      355000 | PA      | $398023.38    | 0.80%             | 2030-07-18      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PSP Capital, Inc.                                | PSP Capital Inc                                       | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $291348.42    | 0.59%             | 2034-07-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                | PSP Capital Inc                                       | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Short            | DBT              | NUSS              | CA        |     -250000 | PA      | $-291348.42   | -0.59%            | 2034-07-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | Deutsche Bank AG                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Short            | DBT              | CORP              | DE        |     -400000 | PA      | $-492302.04   | -1.00%            | 2035-07-12      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds           | Romania Government International Bonds                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Short            | DBT              | NUSS              | RO        |      -48000 | PA      | $-47184.00    | -0.10%            | 2035-03-24      | None          | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                     | Barclays PLC                                          | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Short            | DBT              | CORP              | GB        |     -250000 | PA      | $-295716.38   | -0.60%            | 2036-01-31      | Fixed         | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Funding ULC                               | Fiserv Funding ULC                                    | CUSIP: 000000000<br>LEI: 254900RNWK5SE9A0I712 | Short            | DBT              | CORP              | IE        |     -200000 | PA      | $-228522.12   | -0.46%            | 2036-06-15      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia                  | State of North Rhine-Westphalia                       | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              |  | DE        |      484000 | PA      | $173581.30    | 0.35%             | 2121-01-10      | None          | 0.95%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN OIL 60000 DEC 25                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -1 | NC      | $1253.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | GASOLINE RBOB (PT VALUE 42000) JAN 26                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -1 | NC      | $-3532.72     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | LIVE CATTLE FUTR  Dec25                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |           1 | NC      | $-5590.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Kansas City Board Of Trade                       | WHEAT FUTURE (KCB) DEC 25                             | CUSIP: 000000000<br>LEI: VDJLMWORI3ZMK2V6EV47 | N/A              | DCO              |  | US        |          -6 | NC      | $1987.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | PLATINUM FUTURE   Jan26                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $17534.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | PALLADIUM FUTURE  Dec25                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $-7627.50     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | CRUDE OIL (NY) JAN 26                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -3 | NC      | $-5158.14     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | LEAN HOGS FUTURE  Dec25                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          -6 | NC      | $5009.23      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Board of Trade                          | COCOA MAR 26                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           3 | NC      | $-1928.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | NY Harb ULSD Fut  Dec25                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -1 | NC      | $459.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                      | COPPER (25000) DEC 25                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           3 | NC      | $14100.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME ZINC FUTURE   Dec25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $1162.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Low Su Gasoil G   Jan26                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          -1 | NC      | $-4028.12     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN OIL FUTR  Jan26                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -4 | NC      | $2931.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN FUTURE    Jan26                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -6 | NC      | $-27300.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN MEAL FUTR Jan26                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -4 | NC      | $-17760.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | NY Harb ULSD Fut  Jan26                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -1 | NC      | $-6629.58     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME TIN (LISTED) DEC 25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $1850.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | WHEAT EUR CAZ5 12-25                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | FR        |         -10 | NC      | $-1355.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | CATTLE FEEDER FUT Jan26                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |           2 | NC      | $-41831.76    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Board of Trade                          | SUGAR #11 (WORLD) Jul26                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           4 | NC      | $-8332.80     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME PRI ALUM FUTR Nov25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           3 | NC      | $10834.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME PRI ALUM FUTR Nov25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -3 | NC      | $-16924.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME ZINC FUTURE   Nov25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           2 | NC      | $6053.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME ZINC FUTURE   Nov25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -2 | NC      | $-7203.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME NICKEL FUTURE Nov25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           2 | NC      | $-1564.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME NICKEL FUTURE Nov25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -2 | NC      | $2459.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Canada, Inc.                         | CANOLA FUTR (WCE) Jan26                               | CUSIP: 000000000<br>LEI: 549300QVU6WVGZWEYS03 | N/A              | DCO              |  | CA        |           6 | NC      | $611.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | GASOLINE RBOB FUT Dec25                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           4 | NC      | $17334.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext Paris Matif                             | RAPESEED  EURO    Feb26                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | FR        |           5 | NC      | $2639.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | CORN FUTURE       Jul26                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           6 | NC      | $1337.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Minneapolis Grain Exchange                       | RED WHEAT FUT MGE Dec25                               | CUSIP: 000000000<br>LEI: 549300RGCVWZUN04IA69 | N/A              | DCO              |  | US        |          -6 | NC      | $9100.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN FUTURE    Jul26                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           3 | NC      | $10650.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | WTI CRUDE FUTURE  Jul26                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           3 | NC      | $-5743.55     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Kansas City Board Of Trade                       | KC HRW WHEAT FUT  Jul26                               | CUSIP: 000000000<br>LEI: VDJLMWORI3ZMK2V6EV47 | N/A              | DCO              |  | US        |           2 | NC      | $225.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | WHEAT FUTURE(CBT) Jul26                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           3 | NC      | $975.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | LIVE CATTLE FUTR  Aug26                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |           1 | NC      | $1530.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Board of Trade                          | COTTON NO.2 FUTR  Jul26                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           1 | NC      | $-395.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN MEAL FUTR Jul26                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           3 | NC      | $10080.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Board of Trade                          | COFFEE 'C' FUTURE Jul26                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           1 | NC      | $4087.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | BRENT CRUDE FUTR  Sep26                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |           3 | NC      | $150.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | LEAN HOGS FUTURE  Jul26                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |           1 | NC      | $-825.77      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Liffe                              | COFF ROBUSTA 10tn Jan26                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           1 | NC      | $710.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE  Dec25                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          17 | NC      | $10122.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE  Dec25                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -19 | NC      | $-3185.59     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)Dec25                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          49 | NC      | $-921.86      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)Dec25                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -11 | NC      | $-171.88      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN OIL FUTR  Jul26                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           4 | NC      | $-2418.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | Short Euro-BTP Fu Dec25                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -44 | NC      | $9353.73      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-SCHATZ FUT   Dec25                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         142 | NC      | $-13677.39    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-SCHATZ FUT   Dec25                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -17 | NC      | $-294.32      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                      | MICRO GOLD        Dec25                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           3 | NC      | $14245.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) Dec25                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           1 | NC      | $-0.64        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) Dec25                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -33 | NC      | $13312.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | S&P500 EMINI FUT  Dec25                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          -3 | NC      | $150.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT Dec25                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          10 | NC      | $-13536.70    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT Dec25                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -2 | NC      | $-8687.50     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US LONG BOND(CBT) Dec25                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -2 | NC      | $-3431.82     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Liffe                              | WHITE SUGAR (ICE) Mar26                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           1 | NC      | $-2890.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10yr Ultra Fut Dec25                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -5 | NC      | $-406.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Liffe                              | LONG GILT FUTURE  Dec25                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           6 | NC      | $-1931.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUXL 30Y BND Dec25                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           3 | NC      | $-1869.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUXL 30Y BND Dec25                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -11 | NC      | $-12442.28    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BOBL FUTURE  Dec25                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          25 | NC      | $-1558.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                        | CBOE VIX FUTURE   Feb26                               | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          -6 | NC      | $-2040.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                      | MICRO COPPER      Dec25                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           2 | NC      | $2640.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | Euro-BTP Future   Dec25                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -65 | NC      | $-9175.17     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | Euro-OAT Future   Dec25                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -25 | NC      | $-34652.92    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Korea Exchange (Futures Market)                  | KOSPI2 INX FUT    Dec25                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KR        |           1 | NC      | $24407.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                   | TOPIX INDX FUTR   Dec25                               | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          -3 | NC      | $-18830.13    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 3YR BOND FUT Dec25                               | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |           3 | NC      | $-841.08      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                   | JPN 10Y BOND(OSE) Dec25                               | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          -4 | NC      | $-2163.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME TIN FUTURE    Nov25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           2 | NC      | $12221.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME TIN FUTURE    Nov25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -2 | NC      | $-12835.95    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | SP500 MIC EMIN FUTDec25                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DE               |  | US        |           1 | NC      | $1028.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | SP500 MIC EMIN FUTDec25                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DE               |  | US        |         -27 | NC      | $3079.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                   | MINI TPX IDX FUT  Dec25                               | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |           2 | NC      | $3045.99      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO STOXX 50     Dec25                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -27 | NC      | $-17954.05    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | NASD100 MICRO EMINDec25                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           1 | NC      | $2959.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | NASD100 MICRO EMINDec25                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          -1 | NC      | $-3446.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME LEAD FUTURE   Nov25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $582.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME LEAD FUTURE   Nov25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -1 | NC      | $-381.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | GASOLINE RBOB FUT Jul26                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $-762.16      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | Micro EURO STOXX  Dec25                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |           6 | NC      | $1874.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Low Su Gasoil G   Jul26                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |           1 | NC      | $-150.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | NY Harb ULSD Fut  Jul26                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $431.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | Micro WTI Crude F Dec25                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           4 | NC      | $-133.90      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Liffe                              | EURIBOR 3MO (LIFFE) MAR 26                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          -5 | NC      | $288.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR FUT DEC 25                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          -6 | NC      | $987.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL  GAS DEC 25                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -2 | NC      | $-7563.16     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | CRUDE OIL (NY) DEC 25                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $1908.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL  GAS JUL 26                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           7 | NC      | $9648.49      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL  GAS JAN 26                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -9 | NC      | $-22360.21    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME ALUMINUM (LISTED) DEC 25                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $2712.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME ALUMINUM (LISTED) DEC 25                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -2 | NC      | $-3227.75     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | BRENT CRUDE JAN 26                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          -1 | NC      | $1900.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | TTF NATURAL GAS (744) JAN 26                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | DE        |           1 | NC      | $-1394.57     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME NICKEL FUTURE Dec25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $-116.52      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN MEAL DEC 25                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -3 | NC      | $-13891.59    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | TTF NAT GAS F     Dec25                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | DE        |           2 | NC      | $-1219.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | WHEAT DEC 25                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -4 | NC      | $-2875.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | CORN DEC 25                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -14 | NC      | $-9825.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Board of Trade                          | SUGAR (112000) MAR 26                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -11 | NC      | $17124.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | GAS OIL DEC 25                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |           3 | NC      | $8328.74      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Board of Trade                          | COTTON DEC 25                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -5 | NC      | $556.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Cyprus Holdings PLC                      | BANK OF CYPRUS HOLDINGS PLC                           | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | EC               | CORP              | IE        |        6118 | NS      | $56357.04     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Scottish Mortgage Investment Trust PLC           | Scottish Mortgage Investment Trust PLC                | CUSIP: 000000000<br>LEI: 213800G37DCS3Q9IJM38 | Short            | EC               | RF                | GB        |        -824 | NS      | $-12674.44    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCAD(USD) 11/26/25 1.3857P                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      413000 | OU      | $446.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCAD(USD) 11/26/25 1.3857C                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      413000 | OU      | $4388.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPTION DEC 25 95.5P                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         123 | NC      | $768.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Arca / Pacific                              | SPDR S&P 500 ETF JAN 27 500P                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         156 | NC      | $168480.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 95.5P               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |        -440 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 95.2P               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |         220 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 95.8P               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |         220 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPTION DEC 25 96.4375P                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          78 | NC      | $43387.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 96.5P               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |          52 | NC      | $43554.12     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                        | S&P 500 INDEX JAN 26 5900P                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          -5 | NC      | $-16450.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-USDINR(USD) 05/15/26 87.42C                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |      414000 | OU      | $12160.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-USDINR(USD) 05/15/26 87.42P                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |      414000 | OU      | $1223.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 96.05P              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |        -394 | NC      | $-3235.35     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCAD(USD) 06/09/26 1.347C                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      418000 | OU      | $13778.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCAD(USD) 06/09/26 1.347P                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      418000 | OU      | $2009.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 03/01/26W 96.25P              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |         206 | NC      | $15224.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 95.85P              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |         197 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 03/13/26W 95.85P              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |         206 | NC      | $1691.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 03/01/26W 96.05P              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |        -412 | NC      | $-3383.16     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | EO-NZDUSD(NZD) 11/11/25 .5948C                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |       60000 | OU      | $0.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-NZDUSD(NZD) 11/11/25 .5948P                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |       60000 | OU      | $1319.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | DISNEY 11/21/25 120C                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |          19 | NC      | $4180.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCHF(USD) 11/20/25 .7955P                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       35000 | OU      | $118.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCHF(USD) 11/20/25 .7955C                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       35000 | OU      | $350.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ISHARES RUSSELL 2000 NOV 25 235P                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          53 | NC      | $8851.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | EO-EURUSD(EUR) 11/24/25 1.1794C                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       30000 | OU      | $21.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-EURUSD(EUR) 11/24/25 1.1794P                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       30000 | OU      | $735.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDCAD(USD) 11/26/25 1.379P                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |       43000 | OU      | $21.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDCAD(USD) 11/26/25 1.379C                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |       43000 | OU      | $636.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | AMAZON.COM INC NOV 25 220P                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           6 | NC      | $648.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | TARGET CORP NOV 25 95C                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           6 | NC      | $2220.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-OAT 12/01/25 116.25P                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          24 | NC      | $-8275.61     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ISHARES RUSSELL 2000 JUN 26 240C                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -63 | NC      | $-148207.50   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ISHARES RUSSELL 2000 JUN 26 280C                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         253 | NC      | $168498.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | NVIDIA CORP NOV 25 190C                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           2 | NC      | $3510.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | NVIDIA CORP NOV 25 210C                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          -2 | NC      | $-1322.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | FINANCIAL SELECT SECTOR SPDR NOV 25 47P               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        -705 | NC      | $-5640.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | FINANCIAL SELECT SECTOR SPDR NOV 25 52P               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         705 | NC      | $45825.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | EO-NZDUSD(NZD) 12/18/25 .5857P                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |       60000 | OU      | $856.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-NZDUSD(NZD) 12/18/25 .5857C                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |       60000 | OU      | $143.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STOXX EUROPE 600 INDEX 11/21/25 545P OTC-E            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |        3909 | NC      | $4905.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | POWERSHARES QQQ NOV 25 578P                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          17 | NC      | $2890.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDZAR(USD) 09/25/26 17.92C                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |     -395000 | OU      | $-16033.05    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDZAR(USD) 09/25/26 17.92P                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |     -395000 | OU      | $-19247.44    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDCNH(USD) 09/24/26 6.9836P                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |      392000 | OU      | $5332.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDCNH(USD) 09/24/26 6.9836C                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |      392000 | OU      | $5651.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DAX 11/21/25 22950P OTC-E                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |          22 | NC      | $2136.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EURO STOXX BANKS (PRICE) INDEX  11/21/2025 223P OT    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | DE        |        2340 | NC      | $4654.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ORACLE CORP NOV 25 250P                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          14 | NC      | $8750.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | EO-USDCAD(USD) 11/03/25 1.3896P                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      207000 | OU      | $0.37         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EO-USDCAD(USD) 11/03/25 1.3896C                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      207000 | OU      | $1678.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | CHARTER COMMUNICATIONS DEC 25 330C                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -13 | NC      | $-897.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                        | S&P 500 INDEX NOV 25 6750P                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           5 | NC      | $29075.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                        | S&P 500 INDEX NOV 25 6750P                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           1 | NC      | $5815.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ISHARES RUSSELL 2000 NOV 25 255C                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           3 | NC      | $567.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EURO STOXX 50 11/21/25 5825C OTC-E                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |         286 | NC      | $5236.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EO-USDCHF(USD) 01/05/26 .7871C                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |       43000 | OU      | $790.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EO-USDCHF(USD) 01/05/26 .7871P                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |       43000 | OU      | $278.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Arca / Pacific                              | SPDR S&P 500 ETF JAN 27 700P                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -77 | NC      | $-395857.00   | -0.80%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-GBPJPY(GBP) 11/06/25 201.4P                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       31000 | OU      | $81.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-USDHUF(USD) 10/06/26 340.75C                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     -395000 | OU      | $-18250.70    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-AUDJPY(AUD) 11/06/25 98.918C                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |       50000 | OU      | $620.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCHF(USD) 11/06/25 .7955C                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      206000 | OU      | $1823.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | EO-AUDUSD(AUD) 11/06/25 .6598P                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       60000 | OU      | $338.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-GBPJPY(GBP) 11/06/25 201.4C                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       31000 | OU      | $260.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-USDHUF(USD) 10/06/26 340.75P                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     -395000 | OU      | $-14748.19    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-AUDJPY(AUD) 11/06/25 98.918P                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |       50000 | OU      | $14.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCHF(USD) 11/06/25 .7955P                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      206000 | OU      | $118.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | EO-AUDUSD(AUD) 11/06/25 .6598C                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       60000 | OU      | $29.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | S&P 500 MINI INDEX NOV 25 700C                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          17 | NC      | $5236.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | EO-GBPCHF(GBP) 11/06/25 1.0702C                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      185000 | OU      | $24.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-EURUSD(EUR) 01/08/26 1.1694C                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       37000 | OU      | $257.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDKRW(USD) 11/12/25 1423.7C                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |      207000 | OU      | $1411.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-GBPCHF(GBP) 11/06/25 1.0702P                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      185000 | OU      | $3785.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDKRW(USD) 11/12/25 1423.7P                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |      207000 | OU      | $790.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-EURUSD(EUR) 01/08/26 1.1694P                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       37000 | OU      | $653.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | POWERSHARES QQQ NOV 25 590P                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          17 | NC      | $4411.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLAREDGE TECHNOLOGIES INC NOV 25 45C                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         -68 | NC      | $-8840.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLAREDGE TECHNOLOGIES INC JAN 26 47.5C               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |          86 | NC      | $23693.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Stock Exchange                           | SHOALS TECHNOLOGIES GROUP -A APR 26 12C               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         305 | NC      | $63135.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-SCHATZ DEC 25 107.5C                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         100 | NC      | $-2325.71     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                        | SPX Nov5 6950.0C                                      | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           8 | NC      | $36320.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Suisse SA                            | EO-USDCAD(USD) 01/13/26 1.3945P                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |       86000 | OU      | $594.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | EO-USDCAD(USD) 01/13/26 1.3945C                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |       86000 | OU      | $679.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MSXXAI INDEX  11/21/25 153.96P OTC-E                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |         486 | NC      | $494.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ALIBABA GROUP HOLDING LTD NOV 25 190C                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CN        |          22 | NC      | $6380.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | EO-EURNZD(EUR) 11/13/25 2.0231C                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       53000 | OU      | $180.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | EO-USDCAD(USD) 11/13/25 1.3982P                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       96000 | OU      | $218.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | EO-EURUSD(EUR) 11/13/25 1.1608P                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       53000 | OU      | $430.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | EO-EURNZD(EUR) 11/13/25 2.0231P                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       53000 | OU      | $397.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | EO-EURUSD(EUR) 11/13/25 1.1608C                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       53000 | OU      | $120.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | EO-USDCAD(USD) 11/13/25 1.3982C                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       96000 | OU      | $348.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | INTEL CORP DEC 25 37P                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          51 | NC      | $9588.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Stock Exchange                           | SHOALS TECHNOLOGIES GROUP -A NOV 25 12C               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        -370 | NC      | $-21090.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-GBPCHF(GBP) 11/13/25 1.066C                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       92000 | OU      | $66.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCAD(USD) 11/14/25 1.4019C                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      205000 | OU      | $503.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDBRL(USD) 11/13/25 5.485C                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      123000 | OU      | $406.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-GBPUSD(GBP) 11/13/25 1.3391C                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |      -92000 | OU      | $-45.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-NZDUSD(NZD) 11/13/25 .5728P                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       90000 | OU      | $273.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-GBPCHF(GBP) 11/13/25 1.066P                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       92000 | OU      | $1552.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCAD(USD) 11/14/25 1.4019P                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      205000 | OU      | $775.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDBRL(USD) 11/13/25 5.485P                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      123000 | OU      | $2236.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-GBPUSD(GBP) 11/13/25 1.3391P                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |      -92000 | OU      | $-2366.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-NZDUSD(NZD) 11/13/25 .5728C                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       90000 | OU      | $280.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | EO-USDJPY(USD) 11/13/25 150.76P                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |      -51000 | OU      | $-42.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | EO-USDJPY(USD) 11/13/25 150.76C                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |      -51000 | OU      | $-1066.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ALPHABET INC-CL A NOV 25 265C                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           2 | NC      | $4010.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ALPHABET INC-CL A NOV 25 285C                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          -2 | NC      | $-1480.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MSXXAI INDEX 11/28/25 157.08P OTC-E                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |         393 | NC      | $678.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-EURUSD(EUR) 11/19/25 1.1721C                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      174000 | OU      | $170.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-EURUSD(EUR) 11/19/25 1.1721P                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      174000 | OU      | $3105.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-GBPJPY(GBP) 11/20/25 201.6P                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       30000 | OU      | $244.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-EURJPY(EUR) 11/20/25 175.49C                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       41000 | OU      | $671.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-NZDUSD(NZD) 11/20/25 .5737P                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       70000 | OU      | $306.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-USDBRL(USD) 10/20/26 5.8485C                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     -389000 | OU      | $-22519.87    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-GBPJPY(GBP) 11/20/25 201.6C                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       30000 | OU      | $324.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-EURJPY(EUR) 11/20/25 175.49P                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       41000 | OU      | $99.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-NZDUSD(NZD) 11/20/25 .5737C                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       70000 | OU      | $261.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-USDBRL(USD) 10/20/26 5.8485P                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     -389000 | OU      | $-23605.45    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Susquehana International Group                   | FIVE BELOW NOV 25 170C                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          18 | NC      | $4860.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | SYNOPSYS INC NOV 25 485C                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           6 | NC      | $4740.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | T-MOBILE US INC NOV 25 195P                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -12 | NC      | $-1164.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | T-MOBILE US INC NOV 25 215P                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          12 | NC      | $9516.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | TESLA MOTORS-WEEKLY 11/07/25W 470C                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $915.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ADV. MICRO DEVICES NOV 25 205P                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          -6 | NC      | $-1332.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | NVIDIA CORP 11/07/25W 172.5P                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           4 | NC      | $108.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                        | VERIZON COMMUNICATIONS INC. NOV 25 38P                | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |         104 | NC      | $1768.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | S&P 500 MINI INDEX 11/07/25W 660P                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |           5 | NC      | $255.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                        | S&P 500 INDEX MAR 26 6400P                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           4 | NC      | $53520.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCHF(USD) 11/20/25 .7935C                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      203000 | OU      | $2406.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-GBPJPY(GBP) 11/20/25 201.56C                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       91000 | OU      | $999.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-GBPJPY(GBP) 11/20/25 201.56P                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       91000 | OU      | $732.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCHF(USD) 11/20/25 .7935P                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      203000 | OU      | $552.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Life                               | DOORDASH CL A ORD 11/14/25W 205P                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -11 | NC      | $-1782.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Life                               | DOORDASH CL A ORD 11/14/25W 235P                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          11 | NC      | $7150.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MSXXAI INDEX 12/19/25 152.65P OTC-E                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |         319 | NC      | $823.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | TESLA MOTORS-WEEKLY 11/14/25W 380P                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -12 | NC      | $-2196.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | INDUSTRIAL SELECT SECT SPDR NOV 25 160C               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          58 | NC      | $4582.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | EO-USDKRW(USD) 11/26/25 1436.45C                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      202000 | OU      | $1138.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EO-USDKRW(USD) 11/26/25 1436.45P                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      202000 | OU      | $2482.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | AVAGO TECHNOLOGIES LTD NOV 25 335P                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |          14 | NC      | $6566.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Life                               | CELESTICA INC-FE NOV 25 285P                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |           1 | NC      | $535.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | VITA COCO DEC 25 35P                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          23 | NC      | $2012.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | DELL TECHNOLOGIES INC NOV 25 150P                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          17 | NC      | $4709.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | INTEL CORP 11/14/25W 36P                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          35 | NC      | $1505.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | INTEL CORP DEC 25 30P                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -51 | NC      | $-1683.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | POWERSHARES QQQ JAN 27 520P                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         212 | NC      | $457920.00    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | POWERSHARES QQQ JAN 27 655P                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -81 | NC      | $-508639.50   | -1.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Arca / Pacific                              | SPDR S&P 500 ETF MAR 26 530P                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        -194 | NC      | $-72071.00    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Arca / Pacific                              | SPDR S&P 500 ETF MAR 26 645P                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         194 | NC      | $289157.00    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | S&P 500 MINI INDEX 11/07/25W 650P                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          61 | NC      | $1525.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Board of Trade                          | COCOA MAR 26 60P                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           3 | NC      | $11610.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Board of Trade                          | COCOA MAR 26 72C                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           6 | NC      | $13740.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-EURJPY(EUR) 11/26/25 177.87C                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       52000 | OU      | $355.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-NZDUSD(NZD) 11/26/25 .577P                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |      590000 | OU      | $4038.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-EURJPY(EUR) 11/26/25 177.87P                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       52000 | OU      | $452.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-NZDUSD(NZD) 11/26/25 .5773P                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       95000 | OU      | $667.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-EURUSD(EUR) 11/26/25 1.1646P                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |       64000 | OU      | $761.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-NZDUSD(NZD) 11/26/25 .5773C                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       95000 | OU      | $282.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-EURUSD(EUR) 11/26/25 1.1646C                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |       64000 | OU      | $203.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | AMAZON.COM INC WEEKLY 11/07/25W 240C                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          15 | NC      | $10650.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | AMAZON.COM INC WEEKLY 11/07/25W 215P                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           3 | NC      | $51.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | POWERSHARES QQQ DEC 25 615P                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           6 | NC      | $7464.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | POWERSHARES QQQ WEEKLY (FACTOR 100) 11/14/25W 610P    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           3 | NC      | $993.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | SEMI CONDUCTOR HLD TRUST 11/07/25W 335P               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          33 | NC      | $2376.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Life                               | SOFI TECHNOLOGIES INC WEEKLY NOV 25 31.5C             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           6 | NC      | $660.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                        | S&P 500 INDEX MAY 26 6900C                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          -2 | NC      | $-74632.00    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                        | S&P 500 INDEX MAY 26 7500C                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           8 | NC      | $83240.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                        | S&P 500 INDEX 12/31/25 7050C                          | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           3 | NC      | $25350.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MSXXAI INDEX  11/21/25 167.46P OTC-E                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        1335 | NC      | $3630.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | EO-USDSEK(USD) 11/26/25 9.347P                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |      202000 | OU      | $604.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-NZDUSD(NZD) 11/28/25 .5795P                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      350000 | OU      | $3047.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | EO-USDSEK(USD) 11/26/25 9.347C                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |      202000 | OU      | $3438.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-NZDUSD(NZD) 11/28/25 .5795C                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      350000 | OU      | $869.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ADV. MICRO DEVICES 11/07/25W 275C                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          13 | NC      | $6370.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ADV. MICRO DEVICES 11/07/25W 315C                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -13 | NC      | $-910.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | CHARTER COMMUNICATIONS DEC 25 270C                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          13 | NC      | $6435.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ISHARES MSCI EMERGING MKT INDEX DEC 25 59C            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         214 | NC      | $5778.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | EXPEDIA INC WEEK 11/07/25W 185P                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          -9 | NC      | $-1134.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | EXPEDIA INC WEEK 11/07/25W 210P                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           9 | NC      | $5805.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | INTEL CORP NOV 25 45C                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         170 | NC      | $15810.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Life                               | MERCADOLIBRE ORD NOV 25 2200P                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $3350.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | MICRON TECHNOLOGIES DAILY 11/14/25W 200P              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           6 | NC      | $1740.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | NVIDIA CORP NOV 25 185P                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          20 | NC      | $2860.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | REDDIT INC CL A WEEK 11/07/25W 205P                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |           2 | NC      | $1290.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                        | S&P 500 INDEX JAN 26 6775P                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           5 | NC      | $75275.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EURO STOXX BANKS (PRICE) INDEX  12/19/25 195P OTC-    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -7400 | NC      | $-6980.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EURO STOXX BANKS (PRICE) INDEX 12/19/25 220P OTC-A    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |        7400 | NC      | $29929.32     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-GBPJPY(GBP) 11/26/25 200.8P                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       91000 | OU      | $716.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDBRL(USD) 11/26/25 5.381P                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      121000 | OU      | $824.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDNOK(USD) 11/26/25 9.962C                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |     -121000 | OU      | $-2212.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-GBPJPY(GBP) 11/26/25 200.8C                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       91000 | OU      | $1349.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDBRL(USD) 11/26/25 5.381C                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      121000 | OU      | $1758.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDNOK(USD) 11/26/25 9.962P                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |     -121000 | OU      | $-337.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | AMAZON.COM INC WEEKLY 11/07/25W 265C                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -15 | NC      | $-450.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Stock Exchange                           | ARK INNOVATION ETF - WEEKLY 11/14/25W 83P             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          77 | NC      | $8239.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | DATADOG INC - CLASS A 11/07/25W 146P                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          17 | NC      | $3179.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ALPHABET INC-CL A WEEKLY 11/07/25W 260P               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           2 | NC      | $86.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | MICROSOFT WEEKLY 11/07/25W 525P                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           2 | NC      | $2014.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | POWERSHARES QQQ WEEKLY (FACTOR 100) 11/07/25W 614P    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          24 | NC      | $4284.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | POWERSHARES QQQ WEEKLY (FACTOR 100) 11/07/25W 620P    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           4 | NC      | $1156.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | TESLA MOTORS-WEEKLY 11/14/25W 430P                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          12 | NC      | $10680.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | S&P 500 MINI INDEX 11/07/25W 675P                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |           3 | NC      | $597.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | S&P 500 MINI INDEX 11/14/25W 675P                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |           4 | NC      | $520.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-NZDUSD(NZD) 12/01/25 .5746P                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |      585000 | OU      | $3364.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | AMAZON.COM INC WEEKLY 11/14/25W 210P                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $36.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | CISCO SYSTEMS DEC 25 40P                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          11 | NC      | $2365.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | DICKS SPORTING GOODS INC DEC 25 220P                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           2 | NC      | $2770.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | NVIDIA CORP NOV 25 215C                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          27 | NC      | $5346.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ORACLE CORP JAN 26 240P                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          11 | NC      | $15455.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | POWERSHARES QQQ WEEKLY (FACTOR 100) 11/28/25W 605P    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           2 | NC      | $1146.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                        | S&P 500 INDEX MAR 26 7000P                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          -1 | NC      | $-30125.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | AT&T INC DEC 25 27C                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         278 | NC      | $6672.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Life                               | CONSUMER DISCRETIONARY SELT 11/14/25 245C             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          41 | NC      | $7298.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MSXXAI INDEX  11/21/25 165.68P OTC-E                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |         485 | NC      | $1137.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US TSY NOTE 2YR 01/23/26 104.75C                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         100 | NC      | $25000.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPTION DEC 25 96.25P                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          31 | NC      | $6781.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPTION DEC 25 96.25P                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -63 | NC      | $-13781.25    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPTION DEC 25 95.75P                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -123 | NC      | $-768.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPTION DEC 25 96P                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -123 | NC      | $-1537.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 96.25P              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |         197 | NC      | $37206.59     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 96P                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |        -104 | NC      | $-853.99      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ISHARES RUSSELL 2000 DEC 25 255C                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          72 | NC      | $32868.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-USDINR(USD) 11/11/25 86.22C                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |      413000 | OU      | $12027.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-USDINR(USD) 11/11/25 86.22P                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |      413000 | OU      | $2.79         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lynas Rare Earths Ltd                            | Lynas Rare Earths Ltd                                 | CUSIP: 000000000<br>LEI: 529900SGT9M1FJPXXI35 | Long             | EC               | CORP              | AU        |        2486 | NS      | $24662.11     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.25% 02/04/2043 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      360000 | OU      | $91786.52     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 3.25% 07/04/2034 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1898000 | OU      | $-125896.39   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 2.5625% 12/16/2029 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -4700000 | OU      | $2425.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NOK 3.59375% 12/16/2029 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NO        |     5933000 | OU      | $4261.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 1.96875% 06/17/2027 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     8789000 | OU      | $1032.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.65625% 06/16/2030 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      950000 | OU      | $-1325.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.03125% 06/16/2030 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1070000 | OU      | $13166.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.90625% 06/17/2027 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      641000 | OU      | $1329.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NZD 3.78125% 06/16/2030 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |    -1520000 | OU      | $11468.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NZD 3.4375% 06/17/2027 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |      202000 | OU      | $-1015.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NZD 4.34375% 06/19/2035 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |     1261000 | OU      | $-807.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.59375% 06/16/2030 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1508000 | OU      | $-9797.78     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 9.026% 03/17/2030 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        |  1470198000 | OU      | $1432.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 6.015% 03/20/2035 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |   -80551000 | OU      | $1162.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 9.831% 03/20/2035 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        | -1977800000 | OU      | $-7379.44     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.66% 01/10/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |        5000 | OU      | $56.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | CIRS MYR 3.598% 03/17/2030 BILATERAL                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              |  | MY        |      137000 | OU      | $-309.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.001% 03/19/2075 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1085000 | OU      | $260038.72    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.2792% 10/26/2057 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      362000 | OU      | $53821.66     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 5 Fixed     2.6600% 01-10-35           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     2515000 | NC      | $-6764.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 5 FIXED     2.6600% 01-10-35           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     2515000 | NC      | $-35415.48    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 2.55% 01/15/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5443000 | OU      | $-15421.35    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 2.52% 01/15/2030 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -5443000 | OU      | $-21776.69    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 10 FIXED     2.5200% 01-11-45          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     7347000 | NC      | $-255664.95   | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 10 FIXED     2.5200% 01-11-45          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     7347000 | NC      | $174879.22    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS JPY PAY 5 FIXED     1.4200% 01-11-35           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   487392000 | NC      | $21028.53     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS JPY REC 5 FIXED     1.4200% 01-11-35           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   487392000 | NC      | $-22201.36    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 5 FIXED     2.6600% 01-10-35           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     2514000 | NC      | $-35667.58    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 5 FIXED     2.6600% 01-10-35           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     2514000 | NC      | $-7028.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.69% 02/15/2039 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      548000 | OU      | $-2485.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS BRL 14.865% 01/04/2027 CMD                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS JPY REC 5 FIXED     1.4500% 02-07-35           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   197241000 | NC      | $-7610.37     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS JPY PAY 5 FIXED     1.4500% 02-07-35           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   197241000 | NC      | $8716.15      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.249% 02/13/2032 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      975000 | OU      | $-1952.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 2.52% 03/03/2030 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -4886000 | OU      | $-14747.01    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 2.49% 03/03/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4886000 | OU      | $8545.72      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 5 Fixed     2.6600% 01-10-35           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     2371000 | NC      | $-3835.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 5 Fixed     2.6600% 01-10-35           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     2371000 | NC      | $-30845.93    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 7.942% 09/11/2030 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    -2767000 | OU      | $805.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 2 Fixed     4.0000% 04-26-29           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1245000 | NC      | $-6607.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 2 Fixed     5.0000% 04-26-29           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1245000 | NC      | $3435.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 4.0625% 09/18/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -456000 | OU      | $1415.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 2 Fixed     5.0000% 04-26-29           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1247000 | NC      | $2671.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 2 Fixed     4.0000% 04-26-29           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1247000 | NC      | $-4841.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.1875% 09/16/2027 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      810000 | OU      | $-146.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 10.795% 09/18/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |      897000 | OU      | $-2470.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 10.675% 09/18/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     2007000 | OU      | $-5120.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 5.031% 09/15/2030 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |  -259152000 | OU      | $387.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.31% 12/04/2031 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      955000 | OU      | $4926.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.6% 12/17/2035 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   -37694000 | OU      | $-39.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CZK 3.72% 12/17/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CZ        |     3538000 | OU      | $6235.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.129% 09/15/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     -449000 | OU      | $239.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.48% 04/15/2030 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    -1890000 | OU      | $1640.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.22% 04/15/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     1890000 | OU      | $-8514.02     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS INR 5.643% 12/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IN        |    -8703000 | OU      | $-120.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CZK 3.1565% 12/17/2027 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CZ        |   -19294000 | OU      | $-9460.50     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.76% 06/15/2030 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1945000 | OU      | $10513.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.14% 06/15/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     1800000 | OU      | $-14650.76    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.92% 06/15/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -1945000 | OU      | $-5922.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.3% 06/15/2030 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    -1800000 | OU      | $11376.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.28125% 12/17/2030 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -2865000 | OU      | $-9787.35     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.289% 12/17/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |      180000 | OU      | $-5530.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.967% 12/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |      -21000 | OU      | $319.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.875% 12/17/2026 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1572000 | OU      | $4243.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NZD 3.375% 12/17/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |    -5125000 | OU      | $44843.04     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 7.358% 12/15/2027 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |   -48641000 | OU      | $6992.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CAD 2.5625% 12/16/2027 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     1277000 | OU      | $-1719.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS AUD 3.21875% 12/16/2027 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |     -943000 | OU      | $-1922.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CAD 2.8125% 12/15/2030 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      104000 | OU      | $-311.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CAD 3.46875% 12/18/2035 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      991000 | OU      | $-5172.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS AUD 3.03125% 12/17/2026 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |    -2720000 | OU      | $-8168.19     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS AUD 4.1875% 12/17/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |      345000 | OU      | $2989.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.6875% 12/17/2027 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -950000 | OU      | $4412.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.71875% 12/17/2026 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      386000 | OU      | $-719.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.616% 12/17/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -877000 | OU      | $4204.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 2.28125% 12/17/2030 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |   -17237000 | OU      | $-8560.32     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 1.90625% 12/17/2026 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    13231000 | OU      | $1612.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NOK 3.78125% 12/16/2027 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NO        |     3155000 | OU      | $-94.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NOK 4% 12/17/2027 LCH                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NO        |   -40895000 | OU      | $-6540.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NOK 4% 12/17/2026 LCH                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NO        |     9797000 | OU      | $1349.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS BRL 13.555% 01/02/2029 CMD                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |      273969 | OU      | $-571.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS BRL 13.35% 01/02/2029 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |      561641 | OU      | $-490.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.8305% 09/18/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |   177045000 | OU      | $1171.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS BRL 13.345% 01/02/2029 CMD                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |      561643 | OU      | $-483.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.8575% 09/18/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |   138972000 | OU      | $809.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.59% 05/07/2038 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      939000 | OU      | $17039.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CZK 4.19% 09/18/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CZ        |     1729000 | OU      | $811.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CNY 1.4755% 12/17/2027 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |      963000 | OU      | $85.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.2% 12/17/2030 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |    87287000 | OU      | $930.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.06% 12/17/2027 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |    27384000 | OU      | $273.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.9005% 12/18/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |   330310000 | OU      | $1556.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ILS 4.127% 12/17/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IL        |      177000 | OU      | $-1474.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | CCF USD 0.990000 07/21/27 BILATERAL                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DIR              |  | US        |    27294000 | NC      | $-29314.87    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 7.54% 12/15/2027 CMD                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    -9247000 | OU      | $3013.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 7.533% 12/15/2027 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    -9247000 | OU      | $2948.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.021% 12/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     -968000 | OU      | $181.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.073% 12/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     -597000 | OU      | $483.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.254% 12/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |    23975000 | OU      | $94.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.3% 12/17/2030 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |    21689000 | OU      | $-38.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 2 Fixed     3.2500% 07-30-29           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -4770000 | NC      | $7597.97      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 2 Fixed     2.7500% 07-30-29           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     4770000 | NC      | $-12426.52    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 20 Fixed     2.9900% 08-01-55          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      380000 | NC      | $8037.65      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 20 Fixed     2.9900% 08-01-55          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      380000 | NC      | $-6177.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 9.325% 12/17/2035 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        |   -66937000 | OU      | $-445.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.225% 12/17/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |    63720000 | OU      | $68.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 20 Fixed     2.9900% 08-01-55          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      210000 | NC      | $-3318.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 20 Fixed     2.9900% 08-01-55          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      210000 | NC      | $-255.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 9.303% 12/17/2035 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        |  -147260000 | OU      | $-1032.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 7.76% 12/11/2030 CMD                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    -3524000 | OU      | $1841.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.099% 12/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     -225000 | OU      | $251.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NZD 3.625% 12/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |    -1041000 | OU      | $14596.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | CCF USD 0.990000 07/21/27 BILATERAL                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DIR              |  | US        |     9085000 | NC      | $-8094.17     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 2 Fixed     3.2500% 07-30-29           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -4765000 | NC      | $7909.35      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 2 Fixed     2.7500% 07-30-29           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     4765000 | NC      | $-13424.70    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 8.25% 12/17/2027 CMD                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        |    31651000 | OU      | $121.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 2 Fixed     2.7500% 07-30-29           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     4769000 | NC      | $-11891.25    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 2 Fixed     3.2500% 07-30-29           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -4769000 | NC      | $7436.59      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 8.267% 12/17/2027 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        |   884183000 | OU      | $3337.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 8.27% 12/17/2027 CMD                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        |   551374000 | OU      | $2073.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.6298% 12/17/2030 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -184000 | OU      | $511.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 8.28% 12/17/2027 CMD                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        |   551370000 | OU      | $2047.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.97% 08/01/2055 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |       61000 | OU      | $1052.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 5 Fixed     2.3580% 02-10-31           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     5740000 | NC      | $-21853.91    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 5 Fixed     2.3580% 02-10-31           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     5740000 | NC      | $-21238.41    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.293% 12/17/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  -248414000 | OU      | $-1090.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.565% 12/17/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   -15268000 | OU      | $-131.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.296% 12/17/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  -232554000 | OU      | $-1011.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.2975% 12/17/2027 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  -335171000 | OU      | $-1451.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 5 Fixed     2.3580% 02-10-31           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1911000 | NC      | $-7043.41     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 5 Fixed     2.3580% 02-10-31           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1911000 | NC      | $-7248.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 8.355% 12/17/2027 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        |  1316720000 | OU      | $4427.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.81% 09/17/2075 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      326000 | OU      | $-31.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 5.138% 12/17/2035 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |   -45337000 | OU      | $-407.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | CCF USD 0.990000 07/21/27 BILATERAL                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DIR              |  | US        |     9090000 | NC      | $-7841.51     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.47% 07/30/2029 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -2736000 | OU      | $6377.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 3.8425% 12/17/2027 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     -627000 | OU      | $-129.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 20 Fixed     2.9700% 02-24-46          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      975000 | NC      | $-7098.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 20 Fixed     2.9700% 02-24-46          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      975000 | NC      | $-15416.82    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.666% 12/17/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |    41056000 | OU      | $646.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.86% 12/18/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |   390900000 | OU      | $2304.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 20 Fixed     2.9700% 02-24-46          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      975000 | NC      | $-7238.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 20 Fixed     2.9700% 02-24-46          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      975000 | NC      | $-15556.63    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NZD 3.9375% 12/17/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |     -350000 | OU      | $4252.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.4195% 12/17/2030 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -101000 | OU      | $-502.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 2 Fixed     4.0000% 09-01-29           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1460000 | NC      | $-389.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 2 Fixed     5.0000% 09-01-29           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1460000 | NC      | $374.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.4482% 12/17/2030 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -100000 | OU      | $-392.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 3.09% 12/18/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -197000 | OU      | $827.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 3 Fixed     2.5000% 03-04-29           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     3405000 | NC      | $-3917.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 3 Fixed     3.0000% 03-04-29           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -3405000 | NC      | $579.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.88% 02/01/2028 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -3300000 | OU      | $-1185.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 3.03% 02/24/2046 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      423000 | OU      | $-8087.25     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.25% 03/04/2029 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -730000 | OU      | $645.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ILS 3.7655% 03/18/2027 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IL        |     8817000 | OU      | $-3547.73     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ILS 3.848% 03/18/2031 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IL        |      607000 | OU      | $-2412.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.187% 03/18/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |      608000 | OU      | $329.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.866% 03/18/2036 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |      547000 | OU      | $519.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 6.776% 03/17/2028 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |   -12457000 | OU      | $1638.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.531% 03/18/2031 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -179000 | OU      | $-403.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.245% 03/18/2031 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   129287000 | OU      | $541.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ILS 3.6975% 03/18/2028 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IL        |    -9655000 | OU      | $10244.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.03% 03/18/2028 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   112439000 | OU      | $859.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ILS 3.603% 03/17/2028 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IL        |     8768000 | OU      | $-5146.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ILS 4.145% 03/18/2036 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IL        |      457000 | OU      | $-3947.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 6.746% 03/18/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |   -18370000 | OU      | $1702.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.256% 03/18/2028 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |    -1710000 | OU      | $-2058.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CZK 3.83% 03/18/2031 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CZ        |     1619000 | OU      | $380.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 3.816% 03/17/2028 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |    -4170000 | OU      | $615.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 6.735% 03/18/2028 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |    21773000 | OU      | $-4290.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.726% 03/18/2036 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  1249255000 | OU      | $16087.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.377% 03/18/2028 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        | -3145242000 | OU      | $-11192.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.17% 03/18/2031 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     -785000 | OU      | $1544.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CZK 4.0255% 12/17/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CZ        |      801000 | OU      | $438.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 3.968% 03/18/2028 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |    -3012000 | OU      | $2263.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.428% 03/17/2028 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  -635657000 | OU      | $-1108.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 8.422% 03/18/2036 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |    -3381000 | OU      | $6283.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.558% 03/18/2031 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  -400106000 | OU      | $-3370.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 8.345% 12/17/2027 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        |  1448668000 | OU      | $4938.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 5.23% 03/18/2036 CMD                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |    79355000 | OU      | $323.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 7.065% 12/15/2027 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    14702000 | OU      | $1182.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 7.07% 12/16/2026 CMD                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    58110000 | OU      | $3855.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 4.5505% 09/09/2045 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1342000 | OU      | $7231.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.978% 09/09/2055 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2193000 | OU      | $-10556.57    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.001% 03/17/2028 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |  -289753000 | OU      | $-1098.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 2 Fixed     5.0000% 09-01-29           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -972000 | NC      | $71.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 2 Fixed     4.0000% 09-01-29           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      972000 | NC      | $197.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.6875% 03/18/2036 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1262000 | OU      | $-1075.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 4.15625% 03/18/2036 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -124000 | OU      | $2731.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 1.96875% 03/18/2028 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |   -35001000 | OU      | $-12840.73    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 2.65625% 03/18/2036 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    16552000 | OU      | $12337.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.58% 12/17/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   -24297000 | OU      | $-130.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NOK 3.90625% 03/18/2036 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NO        |     2653000 | OU      | $1635.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NOK 4.03125% 03/19/2036 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NO        |     7785000 | OU      | $480.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 3.09375% 03/19/2036 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -6085000 | OU      | $-99.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.09375% 03/18/2028 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -5236000 | OU      | $-6505.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 4.625% 03/19/2036 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -602000 | OU      | $7642.85      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.78125% 03/18/2031 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -325000 | OU      | $3210.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.27% 12/17/2026 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |  -290082000 | OU      | $-1776.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS AUD 3.28125% 03/18/2028 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |     2776000 | OU      | $8714.93      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS AUD 3.84375% 03/15/2031 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |     -577000 | OU      | $-1399.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.31% 12/17/2030 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -2715000 | OU      | $-5045.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 9.123% 12/17/2035 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        |   -41747000 | OU      | $-413.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS JPY 1.125% 03/18/2031 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |    13058000 | OU      | $483.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS AUD 3.8125% 03/18/2031 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |     -869000 | OU      | $-4779.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS AUD 4.78125% 03/19/2036 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |    -2551000 | OU      | $-3772.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 30 Fixed     4.1000% 06-12-56          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2316000 | NC      | $-9501.43     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 30 Fixed     4.5500% 06-12-56          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -4632000 | NC      | $19638.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 8.995% 12/17/2035 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        |  -142224000 | OU      | $-1703.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CCCY USD SOFR COMP USD NOK 1D NOK NIBOR NOK USD 3M    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1887.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | CCCY USD SOFR COMP USD SEK 1D SEK STIBOR SEK USD 3    | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-3101.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CCCY USD SOFR COMP USD AUD 1D AUD BBSW AUD USD 3M     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-823.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CCCY USD SOFR COMP USD NZD 1D NZD BKBM NZD USD 3M     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-130.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | CCCY USD SOFR COMP USD CAD 1D CAD CORRA COMP CAD U    | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-1033.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CAD 2.3125% 03/18/2027 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     1289000 | OU      | $-870.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CAD 2.5625% 03/18/2031 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     1345000 | OU      | $-1216.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CAD 2.90625% 03/18/2036 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -457000 | OU      | $134.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CAD 2.375% 03/18/2028 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |    -3617000 | OU      | $3429.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.1875% 03/18/2027 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -419000 | OU      | $-692.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.1875% 03/18/2031 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      649000 | OU      | $5795.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.09375% 03/18/2028 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      419000 | OU      | $1392.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.53125% 03/18/2036 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -126000 | OU      | $-1599.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 7.072% 12/18/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |    49760000 | OU      | $-148.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.075% 12/17/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |    96222000 | OU      | $882.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.0025% 12/18/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -260000 | OU      | $-1552.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 7.9805% 12/17/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |    -1785000 | OU      | $748.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 6.533% 12/17/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     6633000 | OU      | $325.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS INR 5.7425% 12/17/2030 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IN        |    -5881000 | OU      | $196.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 7.973% 12/17/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |    -2007000 | OU      | $780.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 6.515% 12/17/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     7438000 | OU      | $507.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.451% 12/17/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     -311000 | OU      | $466.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 30 Fixed     4.1000% 06-12-56          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      230000 | NC      | $-1022.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CNY 1.571% 03/18/2028 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |      207000 | OU      | $-41.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS MYR 3.201% 03/18/2031 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | MY        |      622000 | OU      | $539.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BUY Fixed CDS SOAF 1 12-30     1.0000% 12-20-30       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DCR              |  | ZA        |       85000 | OU      | $1895.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SELL Fixed CDS COLOM 1 12-30     1.0000% 12-20-30     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | CO        |      640000 | OU      | $-25530.85    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SELL Fixed CDS COLOM 1 12-30     1.0000% 12-20-30     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | CO        |      785000 | OU      | $-31315.18    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SELL Fixed CDS PANAM 1 12-30     1.0000% 12-20-30     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | PA        |      725000 | OU      | $-8860.97     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SELL ICE: (CDX.EM.44.V1) N/A                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |     -390000 | OU      | $-5894.73     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SELL ICE: (CDX.EM.44.V1) N/A                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |     3880000 | OU      | $58645.03     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | 99D11RVV - ITRAXX-FINSENS44V1-5      1.0000% 12-20    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |     1322000 | OU      | $-32097.17    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.22% 12/17/2030 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    13141000 | OU      | $-73604.19    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.94% 12/17/2027 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |   -23113000 | OU      | $27736.88     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.69% 09/30/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      695000 | OU      | $-4376.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.56% 12/17/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -1917000 | OU      | $19113.99     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.94% 06/12/2054 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      510000 | OU      | $-5316.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 4.657% 12/16/2027 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |   626261000 | OU      | $-402.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.035% 03/18/2028 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   156395000 | OU      | $1153.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | iTraxx Europe Crossover Series 44 Version 1 5% 12/    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |     1355000 | OU      | $-171288.71   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | CDX.NA.IG.45 1% 12/20/2030                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     5590000 | OU      | $-130222.89   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 7.02% 12/18/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |    56769000 | OU      | $99.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.0875% 12/17/2026 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     1205000 | OU      | $-456.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 7.03% 12/18/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |     6254000 | OU      | $5.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS JPY PAY 5 Fixed     1.7700% 09-09-35           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   274842000 | NC      | $731.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS JPY REC 5 Fixed     1.7700% 09-09-35           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   229035000 | NC      | $-2888.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS JPY PAY 5 Fixed     1.7700% 09-09-35           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   229035000 | NC      | $187.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS JPY REC 5 Fixed     1.7700% 09-09-35           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   274842000 | NC      | $-2959.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SELL Fixed CDS INDON 1 12-30     1.0000% 12-20-30     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DCR              |  | ID        |       15000 | OU      | $199.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SELL Fixed CDS PANAM 1 12-30     1.0000% 12-20-30     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | PA        |       80000 | OU      | $-977.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SELL Fixed CDS INDON 1 12-30     1.0000% 12-20-30     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | ID        |       25000 | OU      | $333.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 7.1625% 03/18/2031 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     3198000 | OU      | $-1422.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS MYR 3.274% 03/18/2031 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | MY        |      471000 | OU      | $29.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NOK 4.03% 12/17/2030 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NO        |    30015000 | OU      | $-9769.02     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CHF 0.16% 12/17/2030 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CH        |    -4270000 | OU      | $10308.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SELL Fixed CDS INDON 1 12-30     1.0000% 12-20-30     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | ID        |        5000 | OU      | $66.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS BRL 13.2175% 01/02/2031 CMD                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |      634326 | OU      | $49.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 2.72% 05/11/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |   -39364000 | OU      | $23469.89     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.5845% 12/17/2030 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -150000 | OU      | $166.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NZD 2.5% 03/18/2027 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |     -823000 | OU      | $273.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SELL Fixed CDS INDON 1 12-30     1.0000% 12-20-30     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | ID        |       10000 | OU      | $133.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | 99D11SV3 - CDX-NAHYS45V1-5Y      5.0000% 12-20-30     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |      920000 | OU      | $-72511.79    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | 99D11SV3 - CDX-NAHYS45V1-5Y      5.0000% 12-20-30     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |     -500000 | OU      | $39408.58     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SELL Fixed CDS INDON 1 12-30     1.0000% 12-20-30     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | ID        |       10000 | OU      | $133.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | CCF USD 0.990000 07/21/27 BILATERAL                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DIR              |  | US        |    18472000 | NC      | $-10492.38    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.785% 03/18/2036 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  -184833000 | OU      | $-1706.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.493% 03/18/2028 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |   828317000 | OU      | $1638.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.94% 01/15/2053 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      586000 | OU      | $-5328.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.785% 03/18/2036 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  -110020000 | OU      | $-1016.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.94% 01/15/2053 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      592000 | OU      | $-4221.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.493% 03/18/2028 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |   493045000 | OU      | $975.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SELL Fixed CDS MALAY 1 12-30     1.0000% 12-20-30     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | MY        |      255000 | OU      | $7630.10      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SELL Fixed CDS MALAY 1 12-30     1.0000% 12-20-30     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | MY        |      530000 | OU      | $15858.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SELL Fixed CDS MALAY 1 12-30     1.0000% 12-20-30     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | MY        |      255000 | OU      | $7630.10      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 7.0375% 03/18/2031 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     2913000 | OU      | $-427.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS BRL 13.4675% 01/02/2031 CMD                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |      315613 | OU      | $-669.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.84% 08/15/2056 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      600000 | OU      | $-9252.56     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.69% 08/27/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     2360000 | OU      | $-17918.66    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.62% 03/18/2036 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   -25971000 | OU      | $19.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.645% 03/18/2036 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   -52554000 | OU      | $317.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.1% 03/18/2028 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   220160000 | OU      | $859.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.5095% 03/18/2028 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |   650820000 | OU      | $1140.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.817% 03/18/2036 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  -145226000 | OU      | $-1054.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 3.812% 03/18/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     2563000 | OU      | $-449.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.56% 07/02/2034 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      456422 | OU      | $-65.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 8.3495% 03/12/2036 CMD                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    -1646000 | OU      | $-788.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 6.99% 03/18/2031 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     2418000 | OU      | $-80.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 8.06% 03/18/2036 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |    -1598000 | OU      | $656.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 7.08% 03/19/2036 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   -47810000 | OU      | $16.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CAD 2.71875% 03/15/2031 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -421000 | OU      | $172.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.225% 03/18/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |  -147599000 | OU      | $-431.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.56% 02/26/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      380000 | OU      | $1365.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BUY Fixed CDS ARGEN 5 12-30     5.0000% 12-20-30      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | AR        |       20000 | OU      | $1977.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS BRL 13.9745% 01/04/2027 CMD                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    -1744771 | OU      | $327.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS INR 5.817% 03/15/2031 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IN        |   -11505000 | OU      | $-247.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.564% 03/18/2036 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   -17864000 | OU      | $-199.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 6.543% 03/18/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |    -1960000 | OU      | $-33.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.84% 05/06/2026 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |   -88073000 | OU      | $-2753.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS MYR 3.1575% 03/18/2028 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | MY        |     1053000 | OU      | $161.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.88% 02/25/2029 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -2005000 | OU      | $-7182.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 7.6695% 03/05/2036 CMD                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    -6367000 | OU      | $-7953.07     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 7.625% 03/05/2036 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    -1190000 | OU      | $-1680.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.88% 03/25/2026 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |   -85831000 | OU      | $-2073.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 30 Fixed     4.1000% 06-12-56          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      692000 | NC      | $2333.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.841% 09/25/2055 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -6570000 | OU      | $10041.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.911% 09/25/2055 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     6620000 | OU      | $-31966.85    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SO-CDX-NAIGS45V1-5Y     1.0000% 12-20-30              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |    29450000 | NC      | $37345.68     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.88% 10/01/2054 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      996000 | OU      | $7204.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.88% 03/04/2053 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1374000 | OU      | $6386.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 9.395% 03/19/2036 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     4822000 | OU      | $116.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 2.28% 12/17/2030 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    30009000 | OU      | $15088.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NOK 3.9375% 03/18/2031 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NO        |    -2165000 | OU      | $86.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Laopu Gold Co. Ltd.                              | LAOPU GOLD CO L-H                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |         195 | NS      | $17245.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-01

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

**Signature:** Neslly Lynch

**Name of Signer:** Neslly Lynch

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