# EDGAR Filing Document

**Accession Number:** 0001707770
**File Stem:** 0001099263-25-005063
**Filing Date:** 2025-12
**Character Count:** 384473
**Document Hash:** 583b05d2060da542ba89b247abd0794e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-005063.hdr.sgml**: 20251222

**ACCESSION NUMBER**: 0001099263-25-005063

**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:** T. Rowe Price Multi-Strategy Total Return Fund, Inc.
- **CENTRAL INDEX KEY:** 0001707770

**ORGANIZATION NAME:**
- **EIN:** 821995650
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23261
- **FILM NUMBER:** 251591463

**BUSINESS ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231

## Series and Classes Contracts Data

### T. Rowe Price Multi-Strategy Total Return Fund (Series ID: S000058608)

| Class ID   | Class Name                                             | Ticker Symbol   |
|:---|:---|:---|
| C000192517 | T. Rowe Price Multi-Strategy Total Return Fund         | TMSRX           |
| C000192519 | T. Rowe Price Multi-Strategy Total Return Fund-I Class | TMSSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND, INC.

- **b. Investment Company Act file number:** 811-23261

- **c. CIK number of Registrant:** 0001707770

- **d. LEI of Registrant:** 5493003IUKLD53D0ET20

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

  - **Street Address 1:** 1307 Point Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price Multi-Strategy Total Return Fund

- **b. EDGAR series identifier (if any):** S000058608

- **c. LEI of Series:** 549300KYJ7NTF2T39559

**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:** $236287243.71

**Total Liabilities:** $11271611.28

**Net Assets:** $225015632.43

**Delayed Delivery Securities:** $99842.59

**Cash Not Reported:** $306580.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -11.926963 | **1-Year:** -315.842608 | **5-Year:** -4909.507033 | **10-Year:** -2044.865876 | **30-Year:** -2142.069054

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

- **3-Month:** -45.262877 | **1-Year:** -1240.428617 | **5-Year:** -4889.703566 | **10-Year:** -2434.718012 | **30-Year:** -411.239866

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000192517 | 0.22%                | 0.65%                | 0.66%                |
| Class ID C000192519 | 0.22%                | 0.65%                | 0.66%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $419440.45               | $540815.20                                 |
| Month 2  | $-302068.62              | $2702165.28                                |
| Month 3  | $7085644.30              | $-6504649.57                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| BJZ5 10YR MINI JGB FUT DEC25                 | 10YR MINI JGB FUT DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | SG        |          7 | NC      | $496.16       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BJZ5 10YR MINI JGB FUT DEC25                 | 10YR MINI JGB FUT DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | SG        |         49 | NC      | $3473.14      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 1261229 BC LTD 144A                          | 1261229 BC LTD                                                               | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     200000 | PA      | $208750.00    | 0.09%             | 2032-04-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| SFRZ5 3 MONTH SOFR FUT  DEC25                | 3 MONTH SOFR FUT  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         35 | NC      | $-7502.95     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SFRZ5 3 MONTH SOFR FUT  DEC25                | 3 MONTH SOFR FUT  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         35 | NC      | $-7502.95     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| 58.COM DISSENTERS RIGHTS                     | 58.COM DISSENTERS RIGHTS                                                     | CUSIP: TC5T8M1R9<br>LEI: 549300R31W8UMZCTNF95 | Long             | EC               | CORP              | US        |      22100 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Long Wall Co  SER A-9 CVT PFD STOCK PP       | ABL SPACE SYSTEMS SER A-9 CVT PFD STK PP                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1504 | NS      | $330.88       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| ADVANCE AUTO PARTS 144A                      | ADVANCE AUTO PARTS INC                                                       | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     685000 | PA      | $688265.40    | 0.31%             | 2033-08-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ADVANCED MICRO DEVICES                       | ADVANCED MICRO DEVICES INC                                                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       1184 | NS      | $303246.08    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| ADYEN BV                                     | ADYEN NV                                                                     | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        177 | NS      | $303286.75    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| AES ANDES SA 144A                            | AES ANDES SA                                                                 | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     290000 | PA      | $303746.00    | 0.13%             | 2055-06-10      | Variable      | 8.15%                 | No            | 2                  | On Loan: No      |
| AFRICELL HOLDING LTD 144A                    | AFRICELL HOLDING LTD                                                         | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |     575000 | PA      | $573667.70    | 0.25%             | 2029-10-23      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| AGROSUPER SA                                 | AGROSUPER SA                                                                 | CUSIP: BT5013623<br>LEI: 5493006KNWOGYPTZZ371 | Long             | DBT              | CORP              | CL        |     250000 | PA      | $240273.20    | 0.11%             | 2032-01-20      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| AH PARENT,INC. SER A PREFERRED SHARES PP     | AH PARENT,INC. SER A PREFERRED SHARES PP                                     | CUSIP: TC3I9NQ04<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        300 | NS      | $301167.00    | 0.13%             |  |  |  | Yes           | 3                  | On Loan: No      |
| AIRBUS SE                                    | AIRBUS SE                                                                    | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |        550 | NS      | $135614.14    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| AIRTAC INTERNATIONAL GROUP                   | AIRTAC INTERNATIONAL GROUP                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       2000 | NS      | $58989.95     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| AKBANK TAS                                   | AKBANK TAS                                                                   | CUSIP: ZD4860692<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     210000 | PA      | $218779.92    | 0.10%             | N/A             | Variable      | 9.37%                 | No            | 2                  | On Loan: No      |
| AL RAJHI BANK                                | AL RAJHI BANK                                                                | CUSIP: ZB9749506<br>LEI: 558600BQZS4Y1DTU8589 | Long             | DBT              | CORP              | SA        |     230000 | PA      | $234368.61    | 0.10%             | N/A             | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| ALDAR PROPERTIES PJSC                        | ALDAR PROPERTIES PJSC                                                        | CUSIP: YS4097384<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |     230000 | PA      | $243002.81    | 0.11%             | 2055-04-15      | Variable      | 6.62%                 | No            | 2                  | On Loan: —       |
| ALIBABA GROUP HOLDING LTD                    | ALIBABA GROUP HOLDING LTD                                                    | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       9400 | NS      | $200020.24    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| ABCLN 2025-A E 144A                          | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                             | CUSIP: 02007G5H2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     223899 | PA      | $223541.41    | 0.10%             | 2033-06-15      | Fixed         | 6.07%                 | No            | 2                  | On Loan: No      |
| ALPHA STAR HO IX LTD                         | ALPHA STAR HOLDING IX LTD                                                    | CUSIP: YR5941178<br>LEI: 254900IL2SBV9ANGBE89 | Long             | DBT              | CORP              | AE        |     240000 | PA      | $246002.35    | 0.11%             | 2028-08-26      | Fixed         | 7.00%                 | No            | 2                  | On Loan: —       |
| ALPHABET INC CL A                            | ALPHABET INC                                                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       2641 | NS      | $742622.79    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTICE FRANCE SA 144A                        | ALTICE FRANCE SA                                                             | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     292977 | PA      | $281257.92    | 0.12%             | 2032-07-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                               | AMAZON.COM INC                                                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       1400 | NS      | $341908.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| AMPHENOL CORP-CL A                           | AMPHENOL CORP                                                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        877 | NS      | $122201.18    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| ANDURIL INDUSTRIES SER G CVT PFD PP          | ANDURIL INDUSTRIES SER G CVT PFD PP                                          | CUSIP: 000000000<br>LEI: 254900CIXLZUXXNYQW57 | Long             | EP               | CORP              | US        |        195 | NS      | $9948.90      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| APPLE INC                                    | APPLE INC                                                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       2489 | NS      | $672950.93    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| APPLOVIN CORP-CLASS A                        | APPLOVIN CORP                                                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        209 | NS      | $133201.97    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ARES MANAGEMENT CORP CVT 6.750000  B         | ARES MANAGEMENT CORP                                                         | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |       5553 | NS      | $262601.37    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                        | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND                             | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     550000 | PA      | $358600.00    | 0.16%             | 2041-07-09      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                        | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND                             | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     175986 | PA      | $129525.70    | 0.06%             | 2038-01-09      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| ARISTA NETWORKS INC                          | ARISTA NETWORKS INC                                                          | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       1310 | NS      | $206573.90    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| ARSENAL BIOSCIENCES SER C CVT PFD PP         | ARSENAL BIOSCIENCES SER C CVT PFD PP                                         | CUSIP: TC5YX3EI8<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        100 | NS      | $1858.00      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| ASG FINANCE DESIGNATED                       | ASG FINANCE DAC                                                              | CUSIP: ZB9786078<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |     230000 | PA      | $220512.50    | 0.10%             | 2029-05-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| ASG FINANCE DESIGNATED 144A                  | ASG FINANCE DAC                                                              | CUSIP: 00217AAB2<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $191750.00    | 0.09%             | 2029-05-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| ASICS CORP                                   | ASICS CORP                                                                   | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |       7200 | NS      | $183342.09    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| ASM INTERNATIONAL NV                         | ASM INTERNATIONAL NV                                                         | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |        233 | NS      | $151180.84    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| ASML HOLDING NV                              | ASML HOLDING NV                                                              | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        189 | NS      | $199831.54    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                          | AUD/USD FWD 20251104 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | AU        |          1 | NC      | $397.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | AUD/USD FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | AU        |          1 | NC      | $7.61         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                          | AUD/USD FWD 20251114 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-1319.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                          | AUD/USD FWD 20251121 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-13453.28    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | AUD/USD FWD 20251121 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | AU        |          1 | NC      | $877.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| XCAP 2023-1A E 144A                          | AUXILIOR TERM FUNDING 2023-1 LLC                                             | CUSIP: 05335JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     230000 | PA      | $240347.93    | 0.11%             | 2032-12-15      | Fixed         | 10.97%                | No            | 2                  | On Loan: No      |
| AESOP 2023-2A D 144A                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                     | CUSIP: 05377RKG8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100965.04    | 0.04%             | 2027-10-20      | Fixed         | 7.26%                 | No            | 2                  | On Loan: No      |
| AESOP 2023-3A D 144A                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                     | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $101254.29    | 0.04%             | 2028-02-20      | Fixed         | 7.32%                 | No            | 2                  | On Loan: No      |
| AXIAN TELE HOLD 144A                         | AXIAN TELECOM HOLDING & MANAGEMENT PLC                                       | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |     300000 | PA      | $303248.16    | 0.13%             | 2030-07-11      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| ALTERA INFRASTRUCTURE LP/TKOP PP             | Altera Infrastructure LP                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        700 | NS      | $17500.00     | 0.01%             |  |  |  | Yes           | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTA                 | BANCO BILBAO VIZCAYA ARGENTARIA SA                                           | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |       8075 | NS      | $162679.65    | 0.07%             |  |  |  | No            | 2                  | On Loan: —       |
| BANC CREDITO INVERSIONES                     | BANCO DE CREDITO E INVERSIONES SA                                            | CUSIP: YV6330414<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     230000 | PA      | $242594.80    | 0.11%             | N/A             | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE                     | BANCO MERCANTIL DEL NORTE SA/GRAND CAYMAN                                    | CUSIP: AZ2756130<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     240000 | PA      | $246399.60    | 0.11%             | N/A             | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| BANCO NACIONAL COM EXT                       | BANCO NACIONAL DE COMERCIO EXTERIOR SNC/CAYMAN ISLANDS                       | CUSIP: BQ7269484<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $293888.88    | 0.13%             | 2031-08-11      | Variable      | 2.72%                 | No            | 2                  | On Loan: No      |
| BANCO NACIONAL DE PANAMA                     | BANCO NACIONAL DE PANAMA                                                     | CUSIP: BK7981024<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |     310000 | PA      | $273907.82    | 0.12%             | 2030-08-11      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                         | BANK OF AMERICA CORP                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       6610 | NS      | $353304.50    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| BARCLAYS PLC                                 | BARCLAYS PLC                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |      48098 | NS      | $257979.55    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| BAYVIEW FINANCING TRUST 2024-2F A PP         | BAYVIEW FINANCING TRUST 2024-2F A                                            | CUSIP: 07336XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      82858 | PA      | $83268.09     | 0.04%             | 2029-11-01      | Variable      | 7.11%                 | Yes           | 3                  | On Loan: No      |
| BVCLN 2024-CAR1 D 144A                       | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                            | CUSIP: 07336QAD4<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     109661 | PA      | $110247.89    | 0.05%             | 2031-12-26      | Floating      | 6.23%                 | No            | 2                  | On Loan: No      |
| BBVA BANCOMER SA TEXAS                       | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX | CUSIP: AQ7459029<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     310000 | PA      | $306943.40    | 0.14%             | 2033-01-18      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| BE SEMICONDUCTOR INDUSTRIES                  | BE SEMICONDUCTOR INDUSTRIES NV                                               | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |       1007 | NS      | $171689.63    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| BEIGNET INVESTOR LLC 144A                    | BEIGNET INVESTOR LLC                                                         | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     655000 | PA      | $701710.02    | 0.31%             | 2049-05-30      | Fixed         | 6.58%                 | No            | 2                  | On Loan: No      |
| BHARTI AIRTEL LTD                            | BHARTI AIRTEL LTD                                                            | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |      15319 | NS      | $354729.63    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| BLOCK INC                                    | BLOCK INC                                                                    | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       2270 | NS      | $172383.80    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| OWLEF 2024-1A D 144A                         | BLUE OWL ASSET LEASING TRUST 2024-1 LLC                                      | CUSIP: 095921AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $253476.82    | 0.11%             | 2031-12-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| BLUEJAY THERAPEUTICS SER C CVT PFD PP        | BLUEJAY THERAPEUTICS SER C CVT PFD PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        386 | NS      | $1637.53      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BOEING CO/THE                                | BOEING CO/THE                                                                | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        750 | NS      | $150765.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| BONA FIDE INVSTMNT HLDNG LLC A 6/2023 PP     | BONA FIDE INVSTMNT HLDNG LLC A 6/2023 PP                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          0 | NS      | $59518.88     | 0.03%             |  |  |  | Yes           | N/A                | On Loan: No      |
| BONA FIDE INVSTMNT HLDNGS III PP             | BONA FIDE INVSTMNT HLDNGS III PP                                             | CUSIP: TC8YVXLN2<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |          0 | NS      | $35467.20     | 0.02%             |  |  |  | Yes           | N/A                | On Loan: No      |
| BONOS TESORERIA PESOS 144A EUROCLEAR         | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS                               | CUSIP: ZK1811536<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  580000000 | PA      | $634839.28    | 0.28%             | 2033-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BOROO INVESTMENTS 144A                       | BOROO INVESTMENTS PTE LTD                                                    | CUSIP: 10001AAA3<br>LEI: 254900NL0ALM1NCHOQ65 | Long             | DBT              | CORP              | SG        |     260000 | PA      | $245050.00    | 0.11%             | 2032-08-07      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                     | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                     | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    8060000 | PA      | $1318128.89   | 0.59%             | 2031-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| BRAZIL                                       | BRAZILIAN GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     345000 | PA      | $353625.00    | 0.16%             | 2033-10-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| BRAZIL                                       | BRAZILIAN GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: 105756CK4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     305000 | PA      | $317733.75    | 0.14%             | 2032-01-22      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | BRL/USD FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-5392.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                | BRL/USD FWD 20251202 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $2083.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | BRL/USD FWD 20251202 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-156.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | BRL/USD FWD 20251202 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-1532.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | BRL/USD FWD 20251202 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $22799.96     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BROADCOM INC                                 | BROADCOM INC                                                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       1448 | NS      | $535224.24    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| CFX5 CAC40 10 EURO FUT NOV25                 | CAC40 10 EURO FUT NOV25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | FR        |         13 | NC      | $4260.34      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | CAD/USD FWD 20251103 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-2767.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CNZ5 CAN 10YR BOND FUT DEC25                 | CAN 10YR BOND FUT DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |        -25 | NC      | $-9373.24     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CANVA CLASS B COMMON STOCK PP                | CANVA COMMON STOCK PP                                                        | CUSIP: TC1HS9QX6<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        144 | NS      | $237044.16    | 0.11%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CANVA SERIES A CVT PFD STOCK PP              | CANVA SERIES A CVT PFD STOCK PP                                              | CUSIP: TC0R8VGD3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |          8 | NS      | $13169.12     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CANVA SERIES A-3 CVT PFD STOCK PP            | CANVA SERIES A-3 CVT PFD STOCK PP                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |          1 | NS      | $1646.14      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CRVNA 2021-N3 C                              | CARVANA AUTO RECEIVABLES TRUST 2021-N3                                       | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7489 | PA      | $7255.89      | 0.00%             | 2028-06-12      | Fixed         | 1.02%                 | No            | 2                  | On Loan: No      |
| CARVANA CO                                   | CARVANA CO                                                                   | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        329 | NS      | $100851.66    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | CARVANA CO CDS 12/20/2030                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $3992.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | CARVANA CO PAY 12/20/2030                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $3881.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CATERPILLAR INC                              | CATERPILLAR INC                                                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        491 | NS      | $283434.66    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | CDX IG S44 PAY 72.5 11/19/2025 GSIL                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-902.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CELLINK CORP SERIES D CVT PFD STOCK PP       | CELLINK CORP SERIES D CVT PFD STOCK PP                                       | CUSIP: TC6UJP4F9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        423 | NS      | $270.72       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CENTENE CORP                                 | CENTENE CORP                                                                 | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     161000 | PA      | $156256.94    | 0.07%             | 2029-12-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| CENTRAL PLAZA DEV LTD                        | CENTRAL PLAZA DEVELOPMENT LTD                                                | CUSIP: YQ7445519<br>LEI: 254900HLDKFNM2WUVJ54 | Long             | DBT              | CORP              | VG        |     250000 | PA      | $256208.50    | 0.11%             | 2029-04-07      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| SCHWAB (CHARLES) CORP                        | CHARLES SCHWAB CORP/THE                                                      | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        550 | NS      | $51986.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | CHF/USD FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-6400.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHILE ELECTRICITY LUX 144A                   | CHILE ELECTRICITY LUX MPC II SARL                                            | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     283476 | PA      | $292065.79    | 0.13%             | 2035-10-20      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| CHINA HONGQIAO GROUP LTD                     | CHINA HONGQIAO GROUP LTD                                                     | CUSIP: YS4065761<br>LEI: 3003009Q4IBFSDE24571 | Long             | DBT              | CORP              | KY        |     240000 | PA      | $248726.85    | 0.11%             | 2028-01-10      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS 144A                | CHS/COMMUNITY HEALTH SYSTEMS INC                                             | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     140000 | PA      | $126700.00    | 0.06%             | 2029-04-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CHUGAI PHARMACEUTICAL CO LTD                 | CHUGAI PHARMACEUTICAL CO LTD                                                 | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |       5200 | NS      | $237992.26    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| CIENA CORP                                   | CIENA CORP                                                                   | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |        527 | NS      | $100087.84    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIGROUP INC                                | CITIGROUP INC                                                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       3511 | NS      | $355418.53    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| CIVITAS RESOURCES INC 144A                   | CIVITAS RESOURCES INC                                                        | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      96000 | PA      | $102720.00    | 0.05%             | 2033-06-15      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | CLP/USD FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CL        |          1 | NC      | $4017.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | CLP/USD FWD 20251107 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CL        |          1 | NC      | $7938.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | CLP/USD FWD 20251107 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-7391.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | CLP/USD FWD 20251107 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | CL        |          1 | NC      | $9097.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                 | CLP/USD FWD 20251107 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CL        |          1 | NC      | $929.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | CLP/USD FWD 20251215 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | CL        |          1 | NC      | $350.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | CLP/USD FWD 20251215 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-324.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                          | CME - USD IRS 5/15/35 PAY FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-103536.46   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| CME GROUP INC                                | CME GROUP INC                                                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       1048 | NS      | $278233.52    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                          | CME-USD IRS 10/20/30 REC FIX DEUT_C                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-34153.64    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                          | CME-USD IRS 10/20/55 PAY FIX DEUT_C                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $19558.30     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                          | CME-USD IRS 10/28/30 REC FIX DEUT_C                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-11106.72    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                          | CME-USD IRS 10/28/55 PAY FIX DEUT_C                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $8008.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                          | CME-USD IRS 7/2/35 PAY FIX BARC_C                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-4004.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | CNH/USD FWD 20251212 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-1104.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COALITION SER E CVT PFD STOCK PP             | COALITION SER E CVT PFD STOCK PP                                             | CUSIP: TC8G0GXC3<br>LEI: 894500FW05DWOXSEQ527 | Long             | EP               | CORP              | US        |       1376 | NS      | $10072.32     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| COLOMBIA                                     | COLOMBIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     285000 | PA      | $302940.75    | 0.13%             | 2034-02-02      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| COLOMBIA                                     | COLOMBIAN TES                                                                | CUSIP: YP3935606<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 1244900000 | PA      | $322819.53    | 0.14%             | 2029-08-22      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| COLOMBIA                                     | COLOMBIAN TES                                                                | CUSIP: AW6274582<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 4720000000 | PA      | $944853.13    | 0.42%             | 2034-10-18      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| COLT 2021-4 B1 144A                          | COLT 2021-4 MORTGAGE LOAN TRUST                                              | CUSIP: 19688GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $80275.58     | 0.04%             | 2066-10-25      | Variable      | 3.76%                 | No            | 2                  | On Loan: No      |
| COMISION FEDERAL DE ELEC                     | COMISION FEDERAL DE ELECTRICIDAD                                             | CUSIP: BN8775817<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     350000 | PA      | $315997.36    | 0.14%             | 2031-02-09      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| PR COMWLTH PUB IMPT CVI-SUBSER CW NT         | COMMONWEALTH OF PUERTO RICO                                                  | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    1133332 | PA      | $723915.56    | 0.32%             | 2043-11-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS                               | CONOCOPHILLIPS                                                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       1157 | NS      | $102811.02    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CONSTELLATION ENERGY                         | CONSTELLATION ENERGY CORP                                                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        232 | NS      | $87464.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | COP/USD FWD 20251105 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CO        |          1 | NC      | $8338.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                             | COP/USD FWD 20251105 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-3959.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                             | COP/USD FWD 20251202 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | CO        |          1 | NC      | $3141.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | COP/USD FWD 20251205 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | CO        |          1 | NC      | $6874.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | COP/USD FWD 20251205 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-536.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | COP/USD FWD 20251205 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CO        |          1 | NC      | $8830.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | COP/USD FWD 20251205 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-47338.73    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CORP ANDINA DE FOMENTO 144A                  | CORP ANDINA DE FOMENTO                                                       | CUSIP: 219868CM6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |     245000 | PA      | $250391.23    | 0.11%             | N/A             | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| CREDO TECHNOLOGY GROUP HOLDI                 | CREDO TECHNOLOGY GROUP HOLDING LTD                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        608 | NS      | $114072.96    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CRESCENT ENERGY FINANCE 144A                 | CRESCENT ENERGY FINANCE LLC                                                  | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     265000 | PA      | $249762.50    | 0.11%             | 2033-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC - A                 | CROWDSTRIKE HOLDINGS INC                                                     | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        289 | NS      | $156929.89    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CSC HOLDINGS LLC 144A                        | CSC HOLDINGS LLC                                                             | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     605000 | PA      | $529375.00    | 0.24%             | 2028-05-15      | Fixed         | 11.25%                | No            | 2                  | On Loan: —       |
| CSN ISLANDS XI CORP 144A                     | CSN INOVA VENTURES                                                           | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $185933.84    | 0.08%             | 2028-01-28      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CYBER-ARK SOFTWARE LTD/ISRAEL                | CYBERARK SOFTWARE LTD                                                        | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |        299 | NS      | $155713.22    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CZECH REPUBLIC                               | CZECH REPUBLIC GOVERNMENT BOND                                               | CUSIP: ZI2447426<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   12470000 | PA      | $598817.20    | 0.27%             | 2032-11-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                               | CZECH REPUBLIC GOVERNMENT BOND                                               | CUSIP: ZD6507176<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   14950000 | PA      | $650098.26    | 0.29%             | 2033-03-03      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CZECHOSLOVAK GROUP 144A                      | CZECHOSLOVAK GROUP AS                                                        | CUSIP: YN6490554<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |     180000 | PA      | $216161.73    | 0.10%             | 2031-01-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | CZK/USD FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-2665.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DATABRICKS SER H CVT PFD STOCK PP            | DATABRICKS SER H CVT PFD STOCK PP                                            | CUSIP: TC2K5K6F9<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |        489 | NS      | $73350.00     | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| DATABRICKS SER I CVT PFD STOCK PP            | DATABRICKS SER I CVT PFD STOCK PP                                            | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |        249 | NS      | $37350.00     | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| DATADOG INC - CLASS A                        | DATADOG INC                                                                  | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       1318 | NS      | $214583.58    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| GXZ5 DAX INDEX FUTURE  DEC25                 | DAX INDEX FUTURE  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |          2 | NC      | $-20328.79    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| GXZ5 DAX INDEX FUTURE  DEC25                 | DAX INDEX FUTURE  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |          1 | NC      | $-10164.39    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DELTA ELECTRONICS INC                        | DELTA ELECTRONICS INC                                                        | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |       8000 | NS      | $257310.98    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                       | DIAMONDBACK ENERGY INC                                                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |        637 | NS      | $91212.03     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                       | DIAMONDBACK ENERGY INC                                                       | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     461000 | PA      | $440346.28    | 0.20%             | 2054-04-18      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                       | DIAMONDBACK ENERGY INC                                                       | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     214000 | PA      | $168073.03    | 0.07%             | 2052-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| DIRECTV FIN LLC/COINC 144A                   | DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                     | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $359550.00    | 0.16%             | 2031-02-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| DISCO CORP                                   | DISCO CORP                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        400 | NS      | $132833.27    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| DISH DBS CORP                                | DISH DBS CORP                                                                | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210000 | PA      | $206850.00    | 0.09%             | 2026-07-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| DISH NETWORK CORP 144A                       | DISH NETWORK CORP                                                            | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     228000 | PA      | $239970.00    | 0.11%             | 2027-11-15      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| DNA SCRIPT SERIES C CVT PFD STOCK PP         | DNA SCRIPT SERIES C CVT PFD STOCK PP                                         | CUSIP: TC3XW4UW2<br>LEI: 8945001SCRZOZAUEFH64 | Long             | EP               | CORP              | FR        |          8 | NS      | $1095.11      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| DOORDASH INC - A                             | DOORDASH INC                                                                 | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        587 | NS      | $149315.19    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| DUALITY BIOTHERAPEUTICS INC                  | DUALITY BIOTHERAPEUTICS INC                                                  | CUSIP: 000000000<br>LEI: 254900HZFACBOBP9HN21 | Long             | EC               | CORP              | KY        |       2000 | NS      | $80873.37     | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| DIAMOND SPORTS GROUP PP                      | Diamond Sports Group                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        464 | NS      | $3393.23      | 0.00%             |  |  |  | Yes           | 2                  | On Loan: No      |
| ECOPETROL SA                                 | ECOPETROL SA                                                                 | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     387000 | PA      | $419396.54    | 0.19%             | 2033-01-13      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                 | ECOPETROL SA                                                                 | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     290000 | PA      | $299984.70    | 0.13%             | 2032-02-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                 | ECOPETROL SA                                                                 | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     280000 | PA      | $290491.88    | 0.13%             | 2036-01-19      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | EGP/USD FWD 20251103 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | EG        |          1 | NC      | $230.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | EGP/USD FWD 20251103 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |          1 | NC      | $68260.78     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | EGP/USD FWD 20251104 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |          1 | NC      | $16002.60     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | EGP/USD FWD 20251202 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |          1 | NC      | $912.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | EGP/USD FWD 20251204 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | EG        |          1 | NC      | $5431.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | EGP/USD FWD 20251211 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |          1 | NC      | $1919.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EGYPT 144A                                   | EGYPT GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     210000 | PA      | $225459.56    | 0.10%             | 2030-02-04      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| EGYPT                                        | EGYPT GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: BN9715911<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     350000 | PA      | $337169.45    | 0.15%             | 2031-02-16      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| EIKON THERA SERIES B CVT PFD STOCK PP        | EIKON THERA SERIES B CVT PFD STOCK PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        330 | NS      | $1928.67      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| EHGVT 2019-A C 144A                          | ELARA HGV TIMESHARE ISSUER 2019-A LLC                                        | CUSIP: 28416TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      20789 | PA      | $20605.34     | 0.01%             | 2034-01-25      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| EHGVT 2023-A D 144A                          | ELARA HGV TIMESHARE ISSUER 2023-A LLC                                        | CUSIP: 28415AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     102117 | PA      | $106549.19    | 0.05%             | 2038-02-25      | Fixed         | 10.10%                | No            | 2                  | On Loan: No      |
| ELEMENT BIOSCIENCES SER D CVT PFD PP         | ELEMENT BIOSCIENCES SER D CVT PFD PP                                         | CUSIP: TC3OATBR3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         38 | NS      | $210.90       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| ELEMENT BIOSCIENCES SER D-1 CVT PFD PP       | ELEMENT BIOSCIENCES SER D-1 CVT PFD PP                                       | CUSIP: TC141T8S1<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         38 | NS      | $210.90       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| XARZ5 EMINI S&P REESTATEDEC25                | EMINI S&P REESTATEDEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -31 | NC      | $53876.26     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| EMPRESA DE LOS FERROCARR                     | EMPRESA DE LOS FERROCARRILES DEL ESTADO                                      | CUSIP: BK9015144<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |     300000 | PA      | $193039.60    | 0.09%             | 2050-08-18      | Fixed         | 3.07%                 | No            | 2                  | On Loan: No      |
| ENDEAVOR BIO SER C CVT PFD PP                | ENDEAVOR BIO SER C CVT PFD PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         68 | NS      | $443.67       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| EPIRUS INC SERIES C-2 CVT PFD STOCK PP       | EPIRUS INC SERIERS C-2 CVT PFD STOCK PP                                      | CUSIP: TC6I72JG2<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1889 | NS      | $6838.18      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                       | ESKOM HOLDINGS                                                               | CUSIP: BQ6082631<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     300000 | PA      | $296632.86    | 0.13%             | 2027-07-23      | Fixed         | 4.31%                 | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | EUR/USD FWD 20251104 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-65857.12    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | EUR/USD FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-12227.72    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | EUR/USD FWD 20251121 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6783.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | EUR/USD FWD 20251121 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1634.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| THE BANK OF NEW YORK MELLON                  | EUR/USD FWD 20251121 IRVTGB2X                                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1553.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | EUR/USD FWD 20251121 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4628.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VGZ5 EURO STOXX 50     DEC25                 | EURO STOXX 50     DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |        -13 | NC      | $-22342.53    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| OEZ5 EURO-BOBL FUTURE  DEC25                 | EURO-BOBL FUTURE  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         16 | NC      | $8092.21      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IKZ5 EURO-BTP FUTURE   DEC25                 | EURO-BTP FUTURE   DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -6 | NC      | $-11154.86    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RXZ5 EURO-BUND FUTURE  DEC25                 | EURO-BUND FUTURE  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         15 | NC      | $16841.79     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RXZ5 EURO-BUND FUTURE  DEC25                 | EURO-BUND FUTURE  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          6 | NC      | $6736.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RXZ5 EURO-BUND FUTURE  DEC25                 | EURO-BUND FUTURE  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          7 | NC      | $7859.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RXZ5 EURO-BUND FUTURE  DEC25                 | EURO-BUND FUTURE  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          7 | NC      | $7859.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UBZ5 EURO-BUXL 30Y BND DEC25                 | EURO-BUXL 30Y BND DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          7 | NC      | $35975.91     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| OATZ5 EURO-OAT FUTURE   DEC25                | EURO-OAT FUTURE   DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          8 | NC      | $1595.11      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OATZ5 EURO-OAT FUTURE   DEC25                | EURO-OAT FUTURE   DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          2 | NC      | $398.78       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DUZ5 EURO-SCHATZ FUT   DEC25                 | EURO-SCHATZ FUT   DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -59 | NC      | $950.92       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EW SCRIPPS CO 144A                           | EW SCRIPPS CO/THE                                                            | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     170000 | PA      | $161925.00    | 0.07%             | 2030-08-15      | Fixed         | 9.88%                 | No            | 2                  | On Loan: —       |
| ESA 2025-ESH D 144A                          | EXTENDED STAY AMERICA TRUST 2025-ESH                                         | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100687.50    | 0.04%             | 2042-10-15      | Floating      | 6.75%                 | No            | 2                  | On Loan: No      |
| FABRINET                                     | FABRINET                                                                     | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |        349 | NS      | $153758.93    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | FI TRS PAY ABBV 5.4 54 11/10/25 CHAS_C                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-1506.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                          | FI TRS PAY BHP 5.5 53 11/10/25 CHAS_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-1877.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | FI TRS PAY C 5.612 56 11/10/25 CHAS_C                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-2586.14     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | FI TRS PAY DE 5.7 55 11/10/25 CHAS_C                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-1702.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | FI TRS PAY JNJ 5.25 54 11/10/25 CHAS_C                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-3066.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | FI TRS PAY MET 5.25 54 11/10/25 CHAS_C                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-2574.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | FI TRS PAY MS 5.516 55 11/10/25 CHAS_C                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-3633.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | FI TRS PAY ORCL 6 55 11/10/25 CHAS_C                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $2073.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                     | FIEMEX ENERGIA - BANCO ACTINVER SA INSTITUCION DE BANCA MULTIPLE             | CUSIP: YV7122034<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     287247 | PA      | $304301.00    | 0.14%             | 2041-01-31      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| FAHB 2024-HB1 M5 144A                        | FINANCE OF AMERICA HECM BUYOUT 2024-HB1                                      | CUSIP: 31737DAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     275000 | PA      | $247435.87    | 0.11%             | 2034-10-01      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| PARABILIS MED INC SER E CVT PFD STOCK PP     | FOG PHARMA SER E CVT PFD PP                                                  | CUSIP: TC0O5RRO6<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         41 | NS      | $255.35       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| FORM ENERGY SER F CVT PFD PP                 | FORM ENERGY SER F CVT PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       2193 | NS      | $53035.29     | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| FORMAGRID INC SER F CVT PFD STOCK PP         | FORMAGRID INC SER F CVT PFD STOCK PP                                         | CUSIP: TC1ERSTV3<br>LEI: 9845006EB0931A9BEA31 | Long             | EP               | CORP              | US        |        222 | NS      | $10982.34     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| FOSHAN HAITIAN FLAVOURING - H SHS            | FOSHAN HAITIAN FLAVOURING & FOOD CO LTD                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       5100 | NS      | $21004.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| FRANCO-NEVADA CORP                           | FRANCO-NEVADA CORP                                                           | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |        589 | NS      | $109925.07    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| FREENOME HOLDINGS SER D CVT PFD PP           | FREENOME HOLDINGS SER D CVT PFD PP                                           | CUSIP: 000000000<br>LEI: 254900QDTSQ6S0QOCS43 | Long             | EP               | CORP              | US        |       3412 | NS      | $16855.28     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| FREENOME HOLDINGS SER F CVT PFD PP           | FREENOME HOLDINGS SER F CVT PFD PP                                           | CUSIP: TC17ZDYA2<br>LEI: 254900QDTSQ6S0QOCS43 | Long             | EP               | CORP              | US        |         24 | NS      | $117.84       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| FYBR 2024-1 C 144A                           | FRONTIER ISSUER LLC                                                          | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     295234 | PA      | $329180.45    | 0.15%             | 2054-06-20      | Fixed         | 11.16%                | No            | 2                  | On Loan: No      |
| FYBR 2023-1 C 144A                           | FRONTIER ISSUER LLC                                                          | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     365453 | PA      | $379015.98    | 0.17%             | 2053-08-20      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| FS LUXEMBOURG SARL 144A                      | FS LUXEMBOURG SARL                                                           | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     250000 | PA      | $261177.75    | 0.12%             | 2031-02-12      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| FS LUXEMBOURG SARL                           | FS LUXEMBOURG SARL                                                           | CUSIP: ZF7052334<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     230000 | PA      | $240283.53    | 0.11%             | 2031-02-12      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Z Z5 FTSE 100 IDX FUT  DEC25                 | FTSE 100 IDX FUT  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         -5 | NC      | $-26731.01    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| STZ5 FTSE/MIB IDX FUT  DEC25                 | FTSE/MIB IDX FUT  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | IT        |         11 | NC      | $73246.83     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC SECURITIES INC                          | GBP/USD FWD 20251104 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-15920.31    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | GBP/USD FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-2315.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)         | GBP/USD FWD 20251121 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-614.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | GBP/USD FWD 20251121 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-6197.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | GBP/USD FWD 20251121 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-11183.92    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | GBP/USD FWD 20251121 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-42475.47    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | GBP/USD FWD 20251121 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $6421.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | GBP/USD FWD 20251121 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-6510.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GC TREASURY CENTRE CO 144A                   | GC TREASURY CENTER CO LTD                                                    | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     290000 | PA      | $293798.40    | 0.13%             | N/A             | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| GE Aerospace                                 | GENERAL ELECTRIC CO                                                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        457 | NS      | $141190.15    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| GENERATE BIO SER B CVT PFD STOCK PP          | GENERATE BIO SER B CVT PFD STOCK PP                                          | CUSIP: TC5CQ34B0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        666 | NS      | $7892.10      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| GEOPARK LTD                                  | GEOPARK LTD                                                                  | CUSIP: ZP4880172<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |     300000 | PA      | $283078.50    | 0.13%             | 2027-01-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GETTY IMAGES INC 144A                        | GETTY IMAGES INC                                                             | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |      90000 | PA      | $89325.00     | 0.04%             | 2030-02-21      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| GLOBO COMMUNICACOES PART                     | GLOBO COMUNICACAO E PARTICIPACOES S/A                                        | CUSIP: BT3710113<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |     310000 | PA      | $301198.60    | 0.13%             | 2032-01-14      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GPD COS INC 144A                             | GPD COS INC                                                                  | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     101727 | PA      | $56712.80     | 0.03%             | 2029-12-31      | Fixed         | 12.50%                | No            | 2                  | On Loan: No      |
| GRAY MEDIA INC 144A                          | GRAY MEDIA INC                                                               | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     120000 | PA      | $120600.00    | 0.05%             | 2032-07-15      | Fixed         | 9.62%                 | No            | 2                  | On Loan: —       |
| GRAY ESCROW II INC 144A                      | GRAY MEDIA INC                                                               | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     425000 | PA      | $293250.00    | 0.13%             | 2031-11-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: —       |
| GREENSAIF PIPELINES BIDC 144A                | GREENSAIF PIPELINES BIDCO SARL                                               | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $210903.23    | 0.09%             | 2036-02-23      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| GREENSAIF PIPELINES BIDC                     | GREENSAIF PIPELINES BIDCO SARL                                               | CUSIP: ZM9730023<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     275000 | PA      | $295797.30    | 0.13%             | 2038-02-23      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| GALVANIZE THERA SER C-1 CVT PFD PP           | Galvanize Therapeutics Series C-1 CVT PFD                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       2638 | NS      | $1397.64      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| HIX5 HANG SENG IDX FUT NOV25                 | HANG SENG IDX FUT NOV25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |          8 | NC      | $-28240.12    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| HNGRY 2020-1A A2 144A                        | HARDEE'S FUNDING LLC                                                         | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      76200 | PA      | $73404.08     | 0.03%             | 2050-12-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| HNGRY 2021-1A A2 144A                        | HARDEE'S FUNDING LLC                                                         | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      23938 | PA      | $22280.19     | 0.01%             | 2051-06-20      | Fixed         | 2.87%                 | No            | 2                  | On Loan: No      |
| HNGRY 2024-1A A2 144A                        | HARDEE'S FUNDING LLC                                                         | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     170513 | PA      | $176273.70    | 0.08%             | 2054-03-20      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| HDFC BANK LTD                                | HDFC BANK LTD                                                                | CUSIP: BR0685403<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |     310000 | PA      | $305712.20    | 0.14%             | N/A             | Variable      | 3.70%                 | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | HKD/USD FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | HK        |          1 | NC      | $30.73        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HON HAI PRECISION INDUSTRY                   | HON HAI PRECISION INDUSTRY CO LTD                                            | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |      37000 | NS      | $307743.27    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| HOWMET AEROSPACE INC                         | HOWMET AEROSPACE INC                                                         | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        479 | NS      | $98650.05     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| HTA GROUP LTD 144A                           | HTA GROUP LTD/MAURITIUS                                                      | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     310000 | PA      | $322280.90    | 0.14%             | 2029-06-04      | Fixed         | 7.50%                 | No            | 2                  | On Loan: —       |
| JP MORGAN CHASE BANK                         | HUF/USD FWD 20251114 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-3395.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HUNGARY GOVERNMENT BOND                      | HUNGARY GOVERNMENT BOND                                                      | CUSIP: ZO9985268<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  144280000 | PA      | $321722.54    | 0.14%             | 2033-04-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                      | HUNGARY GOVERNMENT BOND                                                      | CUSIP: BT4396433<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  118300000 | PA      | $316542.69    | 0.14%             | 2032-11-24      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HACLN 2024-1 C 144A                          | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                       | CUSIP: 44644NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     121114 | PA      | $122080.11    | 0.05%             | 2032-05-20      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| HACLN 2025-2 C 144A                          | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-2                       | CUSIP: 44644NAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     234912 | PA      | $234282.26    | 0.10%             | 2033-09-20      | Floating      | 6.53%                 | No            | 2                  | On Loan: No      |
| iCapital Inc Common Stock PP                 | ICAPITAL INC COMMON STOCK PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4183 | NS      | $58560.75     | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                          | ICE_AVIS BUDGET CAR RENTAL LLC CDS 06/20/2027                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $5816.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                          | ICE_AVIS BUDGET CAR RENTAL LLC CDS 12/20/2026 MSLN                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $7701.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                          | ICE_CDX HY CDSI S40 V3 5Y 06/20/2028 BARC                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-236197.27   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                          | ICE_CDX HY CDSI S43 5Y 12/20/2029                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-97127.97    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                          | ICE_CDX HY CDSI S44 5Y 06/20/2030 BOFA                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $175210.27    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                          | ICE_CDX HY CDSI S45 5Y 12/20/2030 MSLN                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $274888.56    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                          | ICE_CDX IG CDSI S45 5Y 12/20/2030 BARC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $162783.09    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                          | ICE_DELTA AIR LINES INC CDS 06/20/2027                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-32917.18    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                          | ICE_LAMB WESTON HOLDINGS INC CDS 12/20/2029 BARC                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-6435.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                          | ICE_ORACLE CORP CDS 12/20/2030 MSLN                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $5210.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                          | ICE_SEALED AIR CORP CDS 12/20/2029 BARC                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-1580.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ICICI BANK LTD                               | ICICI BANK LTD                                                               | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |       7871 | NS      | $119266.39    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | IDR/USD FWD 20251104 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-4214.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                          | IDR/USD FWD 20251107 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-597.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)         | IDR/USD FWD 20251202 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-116.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | ILS/USD FWD 20251104 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | IL        |          1 | NC      | $9859.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IMMUNOCORE HOLDINGS CB 2.50% 2/30            | IMMUNOCORE HOLDINGS PLC                                                      | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |      19000 | PA      | $16888.09     | 0.01%             | 2030-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| INDIA                                        | INDIA GOVERNMENT BOND                                                        | CUSIP: ZI2598574<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   54120000 | PA      | $631933.70    | 0.28%             | 2033-08-14      | Fixed         | 7.18%                 | No            | 2                  | On Loan: No      |
| INDIA                                        | INDIA GOVERNMENT BOND                                                        | CUSIP: ZB1743689<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   27200000 | PA      | $315894.89    | 0.14%             | 2034-04-08      | Fixed         | 7.10%                 | No            | 2                  | On Loan: No      |
| INDRA SISTEMAS SA                            | INDRA SISTEMAS SA                                                            | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |        521 | NS      | $28820.39     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| INFINEON TECHNOLOGIES AG                     | INFINEON TECHNOLOGIES AG                                                     | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |       2316 | NS      | $91928.75     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | INR/USD FWD 20251104 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | IN        |          1 | NC      | $118.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)         | INR/USD FWD 20251107 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | IN        |          1 | NC      | $49.22        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                | INR/USD FWD 20251107 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | IN        |          1 | NC      | $293.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | INR/USD FWD 20251107 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | IN        |          1 | NC      | $560.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | INR/USD FWD 20251107 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | IN        |          1 | NC      | $229.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| INTUITIVE SURGICAL INC                       | INTUITIVE SURGICAL INC                                                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |         89 | NS      | $47550.92     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| INVESCO SENIOR LOAN FD                       | INVESCO SENIOR LOAN ETF                                                      | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |      83700 | NS      | $1749330.00   | 0.78%             |  |  |  | No            | 1                  | On Loan: —       |
| IVANHOE MINES LTD                            | IVANHOE MINES LTD                                                            | CUSIP: YS7132774<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     240000 | PA      | $247580.64    | 0.11%             | 2030-01-23      | Fixed         | 7.88%                 | No            | 2                  | On Loan: —       |
| BARCLAYS                                     | IVORY COAST CDS 6/20/2027                                                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-113.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                     | IVORY COAST CDS 6/20/2027                                                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-108.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| IVORY COAST 144A                             | IVORY COAST GOVERNMENT INTERNATIONAL BOND                                    | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     400000 | PA      | $422871.63    | 0.19%             | 2036-04-01      | Fixed         | 8.07%                 | No            | 2                  | On Loan: No      |
| JANE STREET GRP/JSG FIN 144A                 | JANE STREET GROUP / JSG FINANCE INC                                          | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     660000 | PA      | $685575.00    | 0.30%             | 2033-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| JERROLD FINCO PLC 144A                       | JERROLD FINCO PLC                                                            | CUSIP: YO7062657<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |     205000 | PA      | $273173.08    | 0.12%             | 2031-06-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| JETTI HOLDINGS SER D CVT PFD STOCK PP        | JETTI HOLDINGS SER D CVT PFD STOCK PP                                        | CUSIP: TC268FIM0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         63 | NS      | $8372.20      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| JIANGSU HENGRUI PHARMACEUT - H SHS           | JIANGSU HENGRUI PHARMACEUTICALS CO LTD                                       | CUSIP: 000000000<br>LEI: 2549003BT1XS3SE3E448 | Long             | EC               | CORP              | CN        |       9400 | NS      | $91102.56     | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| STATE STREET GLOBAL MARKETS LLC              | JPY/USD FWD 20251105 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-12687.89    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JSCB AGROBANK 144A                           | JSCB AGROBANK                                                                | CUSIP: 201281AA0<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |     250000 | PA      | $272766.16    | 0.12%             | 2029-10-02      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| JSC KASPI.KZ 144A                            | KASPI.KZ JSC                                                                 | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |     300000 | PA      | $308657.15    | 0.14%             | 2030-03-26      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                      | KAZMUNAYGAS NATIONAL CO JSC                                                  | CUSIP: AS0272011<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     245000 | PA      | $252019.95    | 0.11%             | 2030-04-24      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| KERING                                       | KERING SA                                                                    | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |         83 | NS      | $29474.72     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | KES/USD FWD 20251107 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | KE        |          1 | NC      | $-112.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | KES/USD FWD 20251107 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | KE        |          1 | NC      | $78.73        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KINGSTON AIRPORT REV FIN 144A                | KINGSTON AIRPORT REVENUE FINANCE LTD                                         | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $205199.00    | 0.09%             | 2036-12-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| KLA CORP                                     | KLA CORP                                                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         88 | NS      | $106369.12    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| KLARNA GROUP PLC                             | KLARNA GROUP PLC                                                             | CUSIP: 000000000<br>LEI: 636700HER4JIK7GZUN17 | Long             | EC               | CORP              | GB        |       6214 | NS      | $233459.98    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| KOBOLD METALS SER B-1 CVT PFD STOCK PP       | KOBOLD METALS SER B-1 CVT PFD STOCK PP                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        384 | NS      | $43242.85     | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Kobold Metals SER C-2 CVT Pfd Stock PP       | KOBOLD METALS SER C-2 CVT PFD STOCK PP                                       | CUSIP: TC4SY0CJ7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1032 | NS      | $116215.17    | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| KOSMOS ENERGY LTD 144A                       | KOSMOS ENERGY LTD                                                            | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     300000 | PA      | $201895.59    | 0.09%             | 2031-10-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: —       |
| KOTAK MAHINDRA BANK LTD                      | KOTAK MAHINDRA BANK LTD                                                      | CUSIP: 000000000<br>LEI: 335800E6GTTXKHXE2I75 | Long             | EC               | CORP              | IN        |       4834 | NS      | $114511.64    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| KRAKATAU POSCO PT                            | KRAKATAU POSCO PT                                                            | CUSIP: YX1814475<br>LEI: 98450003F1F2D08D9C16 | Long             | DBT              | CORP              | ID        |     300000 | PA      | $309878.29    | 0.14%             | 2029-06-11      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | KRW/USD FWD 20251104 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | KR        |          1 | NC      | $5913.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | KRW/USD FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-906.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                 | KRW/USD FWD 20251104 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-123.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                 | KRW/USD FWD 20251104 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-20599.06    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | KRW/USD FWD 20251202 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-1447.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KYRGYZ REP INTL BOND 144A                    | KYRGYZ REPUBLIC INTERNATIONAL BOND                                           | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |     660000 | PA      | $666663.09    | 0.30%             | 2030-06-03      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | KZT/USD FWD 20251114 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $-1572.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | KZT/USD FWD 20251114 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $1945.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kardium Inc Series D-7 CVT PFD Stock PP      | Kardium, Inc. Series D-7 CVT Pfd Stock                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1594 | NS      | $1031.70      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| SAIL BIOMEDICINES SER B CVT PFD STOCK PP     | LARONDE SERIES B CVT PFD STOCK PP                                            | CUSIP: TC14DLDG5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        162 | NS      | $233.28       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                          | LCH-AUD IRS 10/15/30 PAY FIX NOMA_C                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $6641.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LG ELECTRONICS INDIA LTD                     | LG ELECTRONICS INDIA LTD                                                     | CUSIP: 000000000<br>LEI: 3358001R8E6IU2XJFQ88 | Long             | EC               | CORP              | IN        |         60 | NS      | $1124.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lightmatter SER B-1 CVT PFD PP               | LIGHTMATTER SER B-1 CVT PFD PP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        180 | NS      | $15341.40     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Lightmatter SER D CVT PFD PP                 | LIGHTMATTER SER D CVT PFD PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        689 | NS      | $58723.47     | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| LILAC SOLUTIONS SERIES B CVT PFD STOCK PP    | LILAC SOLUTIONS SERIES B CVT PFD STOCK P                                     | CUSIP: TC6T8T2V3<br>LEI: 2549003PYCNMV1SNZ851 | Long             | EP               | CORP              | US        |       1156 | NS      | $11467.52     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| G Z5 LONG GILT FUTURE  DEC25                 | LONG GILT FUTURE  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |         -3 | NC      | $-3234.71     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE          | LVMH MOET HENNESSY LOUIS VUITTON SE                                          | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |         69 | NS      | $48770.80     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ALTICE FRANCE LUXCO 3                        | LuxCo 3 Shares                                                               | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | EC               | CORP              | FR        |       3486 | NS      | $58484.00     | 0.03%             |  |  |  | Yes           | 2                  | On Loan: No      |
| DIAMOND SPORTS TL EXIT 1L BANKDEBT PP        | MAIN STREET SPORTS GROUP                                                     | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |      11081 | PA      | $8244.54      | 0.00%             | 2028-01-02      | Floating      | 15.00%                | No            | 2                  | On Loan: No      |
| MASTERCARD INC - A                           | MASTERCARD INC                                                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        371 | NS      | $204788.29    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| MERCADOLIBRE INC                             | MERCADOLIBRE INC                                                             | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         92 | NS      | $214107.92    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| MERCURY DATA CTR BIDCO TL BANKDEBT           | MERCURY DATA CTR BIDCO                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     478937 | PA      | $476805.56    | 0.21%             | 2029-09-05      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| MERSIN ULUSLARARASI LIMA 144A                | MERSIN ULUSLARARASI LIMAN ISLETMECILIGI AS                                   | CUSIP: 590454AC8<br>LEI: 635400DAFN6NT43HM530 | Long             | DBT              | CORP              | TR        |     325000 | PA      | $339528.87    | 0.15%             | 2028-11-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                           | META PLATFORMS INC                                                           | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     375000 | PA      | $372308.63    | 0.17%             | 2065-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC-CLASS A                   | META PLATFORMS INC                                                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        492 | NS      | $318988.20    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| MEXICO                                       | MEXICAN BONOS                                                                | CUSIP: ZI4289875<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   23360000 | PA      | $1279931.69   | 0.57%             | 2029-03-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                     | MFB MAGYAR FEJLESZTESI BANK ZRT                                              | CUSIP: ZK7509423<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |     230000 | PA      | $242232.75    | 0.11%             | 2028-06-29      | Fixed         | 6.50%                 | No            | 2                  | On Loan: —       |
| MI ST TOBACCO FIN TXBL CAP APP TRBO SR B     | MICHIGAN TOBACCO SETTLEMENT FINANCE AUTHORITY                                | CUSIP: 594751AL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      30000 | PA      | $4060.67      | 0.00%             | 2046-06-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MICROSOFT CORP                               | MICROSOFT CORP                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       1746 | NS      | $904096.26    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| TMIZ5 MINI TPX IDX FUT  DEC25                | MINI TPX IDX FUT  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |        -34 | NC      | $-41460.91    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| TMIZ5 MINI TPX IDX FUT  DEC25                | MINI TPX IDX FUT  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       -110 | NC      | $-134138.22   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| TMIZ5 MINI TPX IDX FUT  DEC25                | MINI TPX IDX FUT  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |        -17 | NC      | $-20730.45    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| MITSUBISHI HEAVY INDUSTRIES                  | MITSUBISHI HEAVY INDUSTRIES LTD                                              | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |       5300 | NS      | $160005.33    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| MIXUE Group                                  | MIXUE GROUP                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       1100 | NS      | $58532.51     | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| MONGOLIA                                     | MONGOLIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: BQ2935519<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     270000 | PA      | $260285.64    | 0.12%             | 2027-07-07      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MONTENEGRO 144A                              | MONTENEGRO GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     600000 | PA      | $648579.62    | 0.29%             | 2031-03-12      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| MOROCCO                                      | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: BM9763111<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     365000 | PA      | $323314.22    | 0.14%             | 2032-12-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MESZ5 MSCI EMGMKT       DEC25                | MSCI EMGMKT       DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          9 | NC      | $-3012.18     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | MXN/USD FWD 20251114 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | MX        |          1 | NC      | $1184.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                  | MYR/USD FWD 20251104 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-2248.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                          | MYR/USD FWD 20251104 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | MY        |          1 | NC      | $9848.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                          | MYR/USD FWD 20251202 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-9494.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | MYR/USD FWD 20251205 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | MY        |          1 | NC      | $678.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | MYR/USD FWD 20251205 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | MY        |          1 | NC      | $3872.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                          | MYR/USD FWD 20251205 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | MY        |          1 | NC      | $1608.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NATERA INC                                   | NATERA INC                                                                   | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        800 | NS      | $159144.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| NAVOI MINING METALLURGIC 144A                | NAVOI MINING & METALLURGICAL COMBINAT                                        | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     200000 | PA      | $214589.58    | 0.10%             | 2031-10-17      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| NCB TIER 1 SUKUK LTD                         | NCB TIER 1 SUKUK LTD                                                         | CUSIP: BN6514341<br>LEI: 549300DJLY2JZABDD193 | Long             | DBT              | NUSS              | KY        |     225000 | PA      | $220387.50    | 0.10%             | N/A             | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC 144A                    | NEPTUNE BIDCO US INC                                                         | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     346000 | PA      | $341675.00    | 0.15%             | 2029-04-15      | Fixed         | 9.29%                 | No            | 2                  | On Loan: No      |
| NETFLIX INC                                  | NETFLIX INC                                                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        153 | NS      | $171185.58    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| NGL ENERGY PARTNERS LP 144A                  | NGL ENERGY OPERATING LLC / NGL ENERGY FINANCE CORP                           | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $86912.50     | 0.04%             | 2029-02-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| NGL ENERGY PARTNERS LP 144A                  | NGL ENERGY OPERATING LLC / NGL ENERGY FINANCE CORP                           | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $61350.00     | 0.03%             | 2032-02-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | NGN/USD FWD 20251107 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | NG        |          1 | NC      | $-5121.11     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | NGN/USD FWD 20251107 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NG        |          1 | NC      | $10085.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | NGN/USD FWD 20251114 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NG        |          1 | NC      | $13521.23     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NIGERIA                                      | NIGERIA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: AV6717814<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     300000 | PA      | $315723.68    | 0.14%             | 2031-01-21      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| NINTENDO CO LTD                              | NINTENDO CO LTD                                                              | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |        300 | NS      | $25586.97     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NOBA BANK GROUP AB                           | NOBA BANK GROUP AB                                                           | CUSIP: 000000000<br>LEI: 21380057HUGFEAF25W84 | Long             | EC               | CORP              | SE        |      10251 | NS      | $103262.62    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| NURO SERIES D CVT PFD STOCK PP               | NURO SERIES D CVT PFD STOCK PP                                               | CUSIP: TC7AXBYR8<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1232 | NS      | $18837.28     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| NVIDIA CORP                                  | NVIDIA CORP                                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       6547 | NS      | $1325702.03   | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| NYC 2025-28L C 144A                          | NYC COMMERCIAL MORTGAGE TRUST 2025-28L                                       | CUSIP: 67123JAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99772.98     | 0.04%             | 2038-11-05      | Variable      | 5.44%                 | No            | 2                  | On Loan: No      |
| OBSIDIAN THERAPEUTIC SR C CVT PFD STK PP     | OBSIDIAN THERAPEUTICS SR C CVT PFD STK PP                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        625 | NS      | $1186.19      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BVINV 2020-1 A3 144A                         | OCEANVIEW MORTGAGE LOAN TRUST 2020-1                                         | CUSIP: 676477AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115000 | PA      | $101575.56    | 0.05%             | 2050-05-28      | Variable      | 3.29%                 | No            | 2                  | On Loan: No      |
| OCTL 2023-1A E 144A                          | OCTANE RECEIVABLES TRUST 2023-1                                              | CUSIP: 67571BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     295000 | PA      | $307666.09    | 0.14%             | 2030-08-20      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| QCX5 OMXS30 IND FUTURE NOV25                 | OMXS30 IND FUTURE NOV25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | SE        |        -73 | NC      | $-20577.34    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ORACLE CORP                                  | ORACLE CORP                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        240 | NS      | $63026.40     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ORBIA ADVANCE CORP SAB                       | ORBIA ADVANCE CORP SAB DE CV                                                 | CUSIP: BP4387505<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     290000 | PA      | $238816.45    | 0.11%             | 2031-05-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: —       |
| ORYX FUNDING LTD                             | ORYX FUNDING LTD                                                             | CUSIP: BN7877457<br>LEI: 549300S728CF0BBRC295 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $314317.05    | 0.14%             | 2031-02-03      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| OTP BANK NYRT                                | OTP BANK NYRT                                                                | CUSIP: YS8272330<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |     295000 | PA      | $314203.56    | 0.14%             | 2035-07-30      | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| PALANTIR TECHNOLOGIES INC-A                  | PALANTIR TECHNOLOGIES INC                                                    | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |        517 | NS      | $103642.99    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| PARAGUAY                                     | PARAGUAY GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: BN6674590<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     281000 | PA      | $249502.71    | 0.11%             | 2033-01-29      | Fixed         | 2.74%                 | No            | 2                  | On Loan: —       |
| PATREON INC CLASS B COMMON PP                | PATREON INC PP                                                               | CUSIP: TC2B6RC66<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        165 | NS      | $3093.75      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| PATREON SERIES D CVT PFD STOCK PP            | PATREON SERIES D CVT PFD STOCK PP                                            | CUSIP: TC8LXWWZ1<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        238 | NS      | $4462.50      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | PEN/USD FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | PE        |          1 | NC      | $7043.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                             | PEN/USD FWD 20251104 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-1478.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | PEN/USD FWD 20251107 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-3169.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                 | PEN/USD FWD 20251107 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-2757.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                             | PEN/USD FWD 20251202 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | PE        |          1 | NC      | $1469.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PERU                                         | PERUVIAN GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: AZ1487935<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1215000 | PA      | $350936.79    | 0.16%             | 2034-08-12      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| PETRON CORP                                  | PETRON CORP                                                                  | CUSIP: YL8945369<br>LEI: 549300R3PFXOFQSZ7G25 | Long             | DBT              | CORP              | PH        |     200000 | PA      | $206349.36    | 0.09%             | N/A             | Variable      | 7.35%                 | No            | 2                  | On Loan: No      |
| PETSMART INC/PETSMART FI 144A                | PETSMART LLC / PETSMART FINANCE CORP                                         | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     445000 | PA      | $442775.00    | 0.20%             | 2032-09-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| PHILIPPINES                                  | PHILIPPINE GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   13000000 | PA      | $217478.29    | 0.10%             | 2036-01-14      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                | PHP/USD FWD 20251104 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | PH        |          1 | NC      | $-631.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | PLN/USD FWD 20251114 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-2553.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PORT BEAUMONT TX JEFF GULF COAST EN 144A AMT | PORT OF BEAUMONT NAVIGATION DISTRICT                                         | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |     365000 | PA      | $366320.10    | 0.16%             | 2026-07-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| PROFOUNDBIO ESCROW FUND PAYMENT PP           | PROFOUNBIO ESCROW FUND PAYMENT                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         94 | NS      | $89.64        | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| PRYSMIAN SPA                                 | PRYSMIAN SPA                                                                 | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |       1007 | NS      | $104993.57    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| PR ELEC PWR AUTH REV SER EEE                 | PUERTO RICO ELECTRIC POWER AUTHORITY                                         | CUSIP: 74526QZS4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |     370000 | PA      | $244200.00    | 0.11%             | 2032-07-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| PR ELEC PWR AUTH REV SER EEE TXBLE           | PUERTO RICO ELECTRIC POWER AUTHORITY                                         | CUSIP: 74526QZR6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |      45000 | PA      | $29700.00     | 0.01%             | 2030-07-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| QUANTA SERVICES INC                          | QUANTA SERVICES INC                                                          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        223 | NS      | $100155.99    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| RAIZEN FUELS FINANCE 144A                    | RAIZEN FUELS FINANCE SA                                                      | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     235000 | PA      | $200043.75    | 0.09%             | 2032-07-08      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| RAIZEN FUELS FINANCE 144A                    | RAIZEN FUELS FINANCE SA                                                      | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $159886.04    | 0.07%             | 2035-01-17      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| RAIZEN FUELS FINANCE                         | RAIZEN FUELS FINANCE SA                                                      | CUSIP: ZD3787987<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     220000 | PA      | $187412.50    | 0.08%             | 2034-03-05      | Fixed         | 6.45%                 | No            | 2                  | On Loan: —       |
| RAIZEN FUELS FINANCE 144A                    | RAIZEN FUELS FINANCE SA                                                      | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     290000 | PA      | $242441.44    | 0.11%             | 2037-02-25      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| RAIZEN FUELS FINANCE 144A                    | RAIZEN FUELS FINANCE SA                                                      | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     285000 | PA      | $221145.71    | 0.10%             | 2054-03-05      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| RAPPI INC SER E CVT PFD PP                   | RAPPI INC SER E CVT PFD PP                                                   | CUSIP: TC19OBBO9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1822 | NS      | $26546.54     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| RAPPI INC SER F CVT PFD PP                   | RAPPI INC SER F CVT PFD PP                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        534 | NS      | $7780.38      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| REDE D'OR FINANCE SARL 144A                  | REDE D'OR FINANCE SARL                                                       | CUSIP: 75735GAC2<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $204985.00    | 0.09%             | 2035-09-09      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| REDWOOD MATERIALS SER D CVT PFD STOCK PP     | REDWOOD MATERIALS SER D CVT PFD STOCK PP                                     | CUSIP: TC7HTFN67<br>LEI: 5493008UYCX7OTNK6D78 | Long             | EP               | CORP              | US        |         69 | NS      | $3247.83      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| REPLIGEN CORP                                | REPLIGEN CORP                                                                | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |        799 | NS      | $119098.94    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| POLAND                                       | REPUBLIC OF POLAND GOVERNMENT BOND                                           | CUSIP: ZN9554595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    1880000 | PA      | $538378.40    | 0.24%             | 2033-10-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SOUTH AFRICA                                 | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                                     | CUSIP: EK7732887<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   17150000 | PA      | $991451.67    | 0.44%             | 2035-02-28      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| SOUTH AFRICA                                 | REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND                       | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     310000 | PA      | $319824.82    | 0.14%             | 2032-04-20      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| UZBEKISTAN                                   | REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND                                    | CUSIP: BM6594758<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     300000 | PA      | $280622.25    | 0.12%             | 2030-11-25      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| RHEINMETALL AG                               | RHEINMETALL AG                                                               | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |         84 | NS      | $165125.88    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| RIVIAN HLD/AUTO LLC 144A                     | RIVIAN HOLDINGS LLC/RIVIAN LLC/RIVIAN AUTOMOTIVE LLC                         | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     230000 | PA      | $204125.00    | 0.09%             | 2031-01-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: —       |
| ROBINHOOD MARKETS INC - A                    | ROBINHOOD MARKETS INC                                                        | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |        370 | NS      | $54308.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                     | ROLLS-ROYCE HOLDINGS PLC                                                     | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |      10063 | NS      | $154857.59    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| ROMANIA                                      | ROMANIA GOVERNMENT BOND                                                      | CUSIP: ZF0519842<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2090000 | PA      | $464673.07    | 0.21%             | 2029-04-25      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: ZD0698997<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     265000 | PA      | $316616.51    | 0.14%             | 2031-03-22      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: BQ4352911<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     155000 | PA      | $160524.17    | 0.07%             | 2030-07-13      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| XASZ5 S&P EMINI COM SER DEC25                | S&P EMINI COM SER DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          5 | NC      | $-19323.10    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| PTZ5 S&P/TSX 60 IX FUT DEC25                 | S&P/TSX 60 IX FUT DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |        -15 | NC      | $-107662.76   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| ESZ5 S&P500 EMINI FUT  DEC25                 | S&P500 EMINI FUT  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          9 | NC      | $-2808.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SAMARCO MINERACAO SA                         | SAMARCO MINERACAO SA                                                         | CUSIP: ZG6352899<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     351510 | PA      | $351725.31    | 0.16%             | 2031-06-30      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                   | SAMSUNG ELECTRONICS CO LTD                                                   | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       2903 | NS      | $218526.87    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| SBCLN 2023-B E 144A                          | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B                        | CUSIP: 80290CCE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     135641 | PA      | $137833.88    | 0.06%             | 2033-12-15      | Fixed         | 8.41%                 | No            | 2                  | On Loan: No      |
| SARTORIUS AG-VORZUG PREF                     | SARTORIUS AG                                                                 | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |        467 | NS      | $128484.78    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| SASOL FINANCING USA LLC CB 4.5 11/2027       | SASOL FINANCING USA LLC                                                      | CUSIP: ZN1006685<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     400000 | PA      | $384486.20    | 0.17%             | 2027-11-08      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SAUDI AWWAL BANK                             | SAUDI AWWAL BANK                                                             | CUSIP: YL5970378<br>LEI: 558600TQS0WENZUC5190 | Long             | DBT              | CORP              | SA        |     255000 | PA      | $258202.86    | 0.11%             | 2035-09-04      | Variable      | 5.95%                 | No            | 2                  | On Loan: —       |
| SEA LTD ADR                                  | SEA LTD                                                                      | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        938 | NS      | $146562.50    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| SEB4P 2024-1A A2 144A                        | SEB FUNDING LLC                                                              | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     390000 | PA      | $399326.54    | 0.18%             | 2054-04-30      | Fixed         | 7.39%                 | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | SEK/USD FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | SE        |          1 | NC      | $-214.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SHOPIFY INC - CLASS A                        | SHOPIFY INC                                                                  | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       1581 | NS      | $274872.66    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| SHRIRAM FINANCE LTD                          | SHRIRAM FINANCE LTD                                                          | CUSIP: YV9862264<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |     230000 | PA      | $236237.37    | 0.10%             | 2028-04-03      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| SRFC 2021-1A D 144A                          | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC                              | CUSIP: 82652QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      71987 | PA      | $71675.62     | 0.03%             | 2037-11-20      | Fixed         | 3.17%                 | No            | 2                  | On Loan: No      |
| SK HYNIX INC                                 | SK HYNIX INC                                                                 | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |        773 | NS      | $300769.28    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| VANECK SEMICONDUCTOR ETF                     | SMH US 11/21/25 P320                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         11 | NC      | $1952.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SNOWFLAKE INC                                | SNOWFLAKE INC                                                                | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        582 | NS      | $159980.16    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| SOBHA REALTY                                 | SOBHA SUKUK LTD                                                              | CUSIP: ZJ6614870<br>LEI: 5493000HMN2AOHV8GU08 | Long             | DBT              | NUSS              | KY        |     245000 | PA      | $255929.02    | 0.11%             | 2028-07-17      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE SA                          | SOCIETE GENERALE SA                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |       2120 | NS      | $134451.79    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| SOUTHERN COPPER CORP                         | SOUTHERN COPPER CORP                                                         | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |        723 | NS      | $100352.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| HWAZ5 SP500 MIC EMIN FUTDEC25                | SP500 MIC EMIN FUTDEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -76 | NC      | $-44416.24    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| XPZ5 SPI 200 FUTURES   DEC25                 | SPI 200 FUTURES   DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | AU        |         18 | NC      | $-42923.51    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| SPOTIFY TECHNOLOGY SA                        | SPOTIFY TECHNOLOGY SA                                                        | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |        314 | NS      | $205770.48    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| SG ISSUER SA                                 | SPX US 01/16/26 C7200                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          2 | NC      | $12330.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SG ISSUER SA                                 | SPX US 11/21/25 P6150                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -69 | NC      | $-43815.00    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| SG ISSUER SA                                 | SPX US 11/21/25 P6200                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          2 | NC      | $1450.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SG ISSUER SA                                 | SPX US 11/21/25 P6650                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          2 | NC      | $7610.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SG ISSUER SA                                 | SPXW US 11/28/25 P6500                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -1 | NC      | $-2985.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SG ISSUER SA                                 | SPXW US 11/28/25 P6800                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          1 | NC      | $8625.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SRI LANKA 144A                               | SRI LANKA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: YS0724148<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     236218 | PA      | $218795.84    | 0.10%             | 2038-02-15      | Variable      | 3.60%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SRI LANKA 144A                   | SRI LANKA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: YS0765125<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     121801 | PA      | $117233.70    | 0.05%             | 2028-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| SRI LANKA 144A                               | SRI LANKA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: YS0764847<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     240100 | PA      | $186068.40    | 0.08%             | 2035-06-15      | Variable      | 3.60%                 | No            | 2                  | On Loan: —       |
| STANDARD CHARTERED PLC                       | STANDARD CHARTERED PLC                                                       | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |      10169 | NS      | $208741.62    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| STAR 2022-1 M1 144A                          | STARWOOD MORTGAGE RESIDENTIAL TRUST 2022-1                                   | CUSIP: 85573TAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     205000 | PA      | $159559.97    | 0.07%             | 2066-12-25      | Variable      | 3.69%                 | No            | 2                  | On Loan: No      |
| SURINAME INTL 144A                           | SURINAME GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: 86886PAD4<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     551000 | PA      | $655690.00    | 0.29%             | 2050-12-31      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| SURINAME INTL 144A                           | SURINAME GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: 86886PAC6<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     240756 | PA      | $240756.00    | 0.11%             | 2033-07-15      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| T. Rowe Price Government Reserve Fund        | T. Rowe Price Government Reserve Fund                                        | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |  136124784 | NS      | $136124783.86 | 60.50%            |  |  |  | No            | 1                  | On Loan: No      |
| T. Rowe Price Government Reserve Fund        | T. Rowe Price Government Reserve Fund - Collateral                           | CUSIP: 76105YYY8<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |    6376851 | NS      | $6376851.44   | 2.83%             |  |  |  | No            | 1                  | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFAC                 | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                    | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      12000 | NS      | $580316.23    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| TELECOM ARGENTINA SA 144A                    | TELECOM ARGENTINA SA                                                         | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     240000 | PA      | $244602.00    | 0.11%             | 2033-05-28      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                    | TELEDYNE TECHNOLOGIES INC                                                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        357 | NS      | $188074.74    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| TENCENT HOLDINGS LTD                         | TENCENT HOLDINGS LTD                                                         | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |       4300 | NS      | $349279.38    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| TESLA INC                                    | TESLA INC                                                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |        303 | NS      | $138337.68    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | THB/USD FWD 20251104 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TH        |          1 | NC      | $15522.09     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | THB/USD FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | TH        |          1 | NC      | $1254.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | THB/USD FWD 20251202 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-17071.73    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | THB/USD FWD 20251204 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | TH        |          1 | NC      | $9707.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                 | THERMO FISHER SCIENTIFIC INC                                                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        459 | NS      | $260432.01    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| THIRD ARC BIO SER A CVT PFD PP               | THIRD ARC BIO SER A CVT PFD PP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        285 | NS      | $599.70       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| TIMES CHINA HLDG LTD                         | TIMES CHINA HOLDINGS LTD                                                     | CUSIP: BK2863672<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $7500.00      | 0.00%             | 2025-07-08      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| TOBACCO STL FIN WV TXBL CLSS 2 AB SER B      | TOBACCO SETTLEMENT FINANCE AUTHORITY                                         | CUSIP: 88880LAW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      80000 | PA      | $73377.06     | 0.03%             | 2049-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TOBACCO STL FIN WV AB SER B                  | TOBACCO SETTLEMENT FINANCE AUTHORITY                                         | CUSIP: 88880LAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     500000 | PA      | $47571.95     | 0.02%             | 2047-06-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TOBACCO STL FIN CORP TXBL SER A-1            | TOBACCO SETTLEMENT FINANCING CORP/VA                                         | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     270000 | PA      | $202741.16    | 0.09%             | 2046-06-01      | Fixed         | 6.71%                 | No            | 2                  | On Loan: No      |
| TOKYO ELECTRON LTD                           | TOKYO ELECTRON LTD                                                           | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |        200 | NS      | $44094.07     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| TPZ5 TOPIX INDX FUTR   DEC25                 | TOPIX INDX FUTR   DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |         10 | NC      | $84170.32     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| TPZ5 TOPIX INDX FUTR   DEC25                 | TOPIX INDX FUTR   DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |          6 | NC      | $50502.19     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TPIC SPV I LLC 2024-1 A1 PP 144A             | TPIC SPV I LLC                                                               | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |      48390 | PA      | $48389.68     | 0.02%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           | 3                  | On Loan: No      |
| TRADEWEB MARKETS INC-CLASS A                 | TRADEWEB MARKETS INC                                                         | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        976 | NS      | $102860.64    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| TREELINE BIO SER A CVT PFD STOCK PP          | TREELINE BIO SER A CVT PFD STOCK PP                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         88 | NS      | $641.26       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS ABBV 2Y 01/20/2026/116389749/MSLNGB2XXXX_C                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $6313.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS ADI 2Y 01/19/2028/116891153/CITIUS33XXX_C                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $15753.61     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS ADI 2Y 01/20/2026/114955941/CITIUS33XXX_C                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $3222.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS AIG 2Y 01/20/2026/115989348/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-10361.79    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS AMGN 2Y 01/20/2026/115401529/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-441.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS ANET 2Y 01/20/2026/115974743/BOFAUS6SGDS_C                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $59481.38     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS APA 2Y 01/20/2026/116893183/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $5182.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS APO 2Y 01/20/2026/115266717/BOFAUS6SGDS_C                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-6804.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS APO 2Y 01/20/2026/115401527/BOFAUS6SGDS_C                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3574.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS AU/COH 2Y 01/20/2026/115401533/MSLNGB2XXXX_C                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | AU        |          1 | NC      | $-6522.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS AU/DOW 2Y 01/20/2026/116220397/MSLNGB2XXXX_C                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | AU        |          1 | NC      | $2701.06      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS AU/EVN 2Y 01/20/2026/115625678/CITIUS33XXX_C                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | AU        |          1 | NC      | $-18692.03    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS AU/FMG 2Y 01/20/2026/115625674/CITIUS33XXX_C                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | AU        |          1 | NC      | $-31451.43    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS AU/NST 2Y 01/20/2028/116589701/CITIUS33XXX_C                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | AU        |          1 | NC      | $5628.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS AVGO 2Y 01/20/2026/116220432/MSLNGB2XXXX_C                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $11753.65     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS BX 2Y 01/20/2026/116389755/MSLNGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $22007.32     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS BXP 2Y 01/20/2026/115974768/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3850.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS CA/BAM 2Y 01/19/2028/116738799/GSILGB2XXXX_C                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |          1 | NC      | $5520.83      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS CA/FSV 2Y 01/19/2026/116861626/MSLNGB2XXXX_C                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $155.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS CA/FSV 2Y 01/19/2026/116893187/MSLNGB2XXXX_C                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-69.68       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS CA/FSV 2Y 01/19/2026/116894288/MSLNGB2XXXX_C                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $2333.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS CA/FSV 2Y 01/19/2026/116894290/MSLNGB2XXXX_C                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $1988.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS CA/TOU 2Y 01/19/2026/115106666/MSLNGB2XXXX_C                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $5781.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS CA/WPM 2Y 01/19/2026/116893185/MSLNGB2XXXX_C                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-4694.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS CA/X 2Y 01/19/2026/116402855/MSLNGB2XXXX_C                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $1698.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS CA/X 2Y 01/19/2026/116891166/MSLNGB2XXXX_C                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $4244.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS CAH 2Y 01/20/2026/115328169/BOFAUS6SGDS_C                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $65216.48     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS CBOE 2Y 01/20/2026/115725022/CITIUS33XXX_C                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-7981.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS CH/ALC 2Y 01/20/2026/116738801/MSLNGB2XXXX_C                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CH        |          1 | NC      | $3906.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS CH/NOVN 2Y 01/20/2026/115808781/MSLNGB2XXXX_C                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CH        |          1 | NC      | $14758.30     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS CH/SOON 2Y 01/20/2026/116095400/UBSWGB2LXXX_C                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | CH        |          1 | NC      | $-2752.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS CH/STMN 2Y 01/20/2026/115625672/BOFAUS6SGDS_C                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | CH        |          1 | NC      | $-49702.35    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS CI 2Y 01/20/2026/116891170/MSLNGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-24550.57    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS CL 2Y 01/20/2026/115804577CA/CITIUS33XXX_C                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1393.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS CNC 2Y 01/20/2026/116389753/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-2760.11     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS COF 2Y 01/20/2026/116095433/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4784.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS COO 2Y 01/20/2026/115808783/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5700.16     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS COP 2Y 01/20/2026/115804614CA/CITIUS33XXX_C                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-33951.04    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS CRM 2Y 01/20/2026/115328175/CITIUS33XXX_C                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-32561.98    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS CRWD 2Y 01/20/2026/116035999/MSLNGB2XXXX_C                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $36320.26     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS CTRA 2Y 01/20/2026/116891172/MSLNGB2XXXX_C                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $58.79        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS CVNA 2Y 01/19/2028/116893189/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-16319.09    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS CVNA 2Y 01/19/2028/116911697/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-8084.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS DAY 2Y 01/20/2026/115203799CA/CITIUS33XXX_C                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-338.77      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS DDOG 2Y 01/20/2026/115804572CA/CITIUS33XXX_C                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-10407.05    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | TRS DE/BAS 2Y 01/20/2026/116589682/CHASGB2LXXX_C                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $471.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS DE/BAYN 2Y 01/20/2026/115106662/UBSWGB2LXXX_C                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-3011.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS DE/BMW 2Y 01/20/2026/115283410/BOFAUS6SGDS_C                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | DE        |          1 | NC      | $5213.83      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS DE/G24 2Y 01/20/2026/115808787/MSLNGB2XXXX_C                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |          1 | NC      | $6643.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS DE/HAG 2Y 01/20/2026/116769193/MSLNGB2XXXX_C                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |          1 | NC      | $26814.97     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS DE/HNR1 2Y 01/20/2026/115328173/MSLNGB2XXXX_C                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |          1 | NC      | $46183.93     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS DE/MUV2 2Y 01/20/2026/114865410/GSILGB2XXXX_C                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-5739.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS DE/MUV2 2Y 01/20/2026/114935887/GSILGB2XXXX_C                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-10957.74    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | TRS DE/SHL 2Y 01/20/2026/116738803/CHASGB2LXXX_C                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $6.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS DE/VNA 2Y 01/20/2026/115213574CA/UBSWGB2LXXX_C                           | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | DE        |          1 | NC      | $7080.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | TRS DE/VOW3 2Y 01/20/2026/116420862/CHASGB2LXXX_C                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $271.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS DHR 2Y 01/20/2026/114056677/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $11924.83     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | TRS DK/ORSTED 2Y 01/20/2026/116298431_C/CHASGB2LXXX_C                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DK        |          1 | NC      | $-9593.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS EL 2Y 01/20/2026/115470069/BOFAUS6SGDS_C                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $3669.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS ELF 2Y 01/20/2026/114975269/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-15802.12    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS EQIX 2Y 01/20/2026/115106664/MSLNGB2XXXX_C                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $16989.97     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS EQR 2Y 01/20/2026/115973820CA/MSLNGB2XXXX_C                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-7484.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | TRS ES/BBVA 2Y 01/20/2026/115976164CA/CHASGB2LXXX_C                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | ES        |          1 | NC      | $102585.21    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS ES/IBE 2Y 01/20/2026/115132756/CITIUS33XXX_C                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | ES        |          1 | NC      | $-11566.11    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS ESAB 2Y 01/20/2026/115470071/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-6932.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS FI/ELISA 2Y 01/20/2028/116952248/BOFAUS6SGDS_C                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | FI        |          1 | NC      | $5701.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | TRS FI/SAMPO 2Y 01/20/2026/115976168CA/CHASGB2LXXX_C                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | FI        |          1 | NC      | $-10056.41    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS FI/STERV 2Y 01/20/2026/115212635CA/CITIUS33XXX_C                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | FI        |          1 | NC      | $33750.29     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS FICO 2Y 01/20/2026/116975958/MSLNGB2XXXX_C                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-9257.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS FR/AM 2Y 01/20/2026/115817959/CITIUS33XXX_C                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | FR        |          1 | NC      | $4597.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS FR/BNP 2Y 01/20/2026/116769191/MSLNGB2XXXX_C                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | FR        |          1 | NC      | $2213.83      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS FR/CS 2Y 01/20/2028/116636942/GSILGB2XXXX_C                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $-98624.64    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS FR/DG 2Y 01/20/2026/115682332/MSLNGB2XXXX_C                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | FR        |          1 | NC      | $-10541.76    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS FR/ORA 2Y 01/20/2026/115976210CA/MSLNGB2XXXX_C                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | FR        |          1 | NC      | $-7227.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS FRT 2Y 01/20/2026/115047936/BOFAUS6SGDS_C                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4162.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS FRT 2Y 01/20/2026/115401521/BOFAUS6SGDS_C                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3461.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS GB/ADM 2Y 01/20/2028/116636946/GSILGB2XXXX_C                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-13366.68    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS GB/BA/ 2Y 01/20/2026/115817961/CITIUS33XXX_C                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-23623.22    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS GB/FRES 2Y 01/20/2026/115625676/BOFAUS6SGDS_C                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | GB        |          1 | NC      | $38011.39     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS GB/HSBA 2Y 01/20/2026/115976206CA/MSLNGB2XXXX_C                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-37364.63    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS GB/PRU 2Y 01/20/2026/115212632CA/CITIUS33XXX_C                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-3018.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS GEV 2Y 01/20/2026/115708650/BOFAUS6SGDS_C                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $16972.09     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS GEV 2Y 01/20/2026/116389711/BOFAUS6SGDS_C                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $5795.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS GS 2Y 01/20/2026/116891174/MSLNGB2XXXX_C                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $269.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS GWW 2Y 01/20/2026/115106658/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $10170.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS GWW 2Y 01/20/2026/116220420/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $2202.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | TRS HAL 2Y 01/20/2026/115266713/CHASGB2LXXX_C                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-44503.38    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS HON 2Y 1/19/2028/116933866CA/BOFAUS6SGDS_C                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-18777.44    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS HSY 2Y 01/20/2026/115203928CA/CITIUS33XXX_C                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $25254.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS IE/KSP 2Y 01/20/2026/116389833/GSILGB2XXXX_C                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | IE        |          1 | NC      | $-16177.09    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS IFF 2Y 01/20/2026/115401531/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3691.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS IT/ISP 2Y 01/20/2026/115976212CA/MSLNGB2XXXX_C_C                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IT        |          1 | NC      | $-35988.13    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS JNJ 2Y 01/20/2026/115973807CA/MSLNGB2XXXX_C                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $5316.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS JP/2413 2Y 01/20/2026/116587416/MSLNGB2XXXX_C                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-7017.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS JP/3382 2Y 01/20/2026/115354364CA/MSLNGB2XXXX_C_C                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $4306.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS JP/3391 2Y 01/20/2026/116636944/MSLNGB2XXXX_C                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $13627.59     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS JP/3391 2Y 01/20/2026/116893175/MSLNGB2XXXX_C                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $69.26        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS JP/3391 2Y 01/20/2026/116921333/MSLNGB2XXXX_C                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $50.09        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS JP/3391 2Y 01/20/2026/116944090/MSLNGB2XXXX_C                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $6.50         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS JP/4523 2Y 01/20/2026/116095431/UBSWGB2LXXX_C                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-9087.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS JP/5838 2Y 01/20/2026/115205519/MSLNGB2XXXX_C                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $17384.82     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS JP/6098 2Y 01/20/2026/115283416/MSLNGB2XXXX_C                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $78.41        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS JP/6273 2Y 01/20/2026/116268572/GSILGB2XXXX_C                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-3170.11     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS JP/6702 2Y 01/20/2026/116891149/MSLNGB2XXXX_C                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-3603.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS JP/6869 2Y 01/20/2026/115470067/MSLNGB2XXXX_C                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $5119.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS JP/6920 2Y 01/20/2026/116144608/GSILGB2XXXX_C                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | JP        |          1 | NC      | $89515.86     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS JP/6954 2Y 01/20/2026/116389806/UBSWGB2LXXX_C                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-9906.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS JP/7453 2Y 01/20/2026/115625670/CITIUS33XXX_C                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-36316.14    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS JP/7733 2Y 01/20/2026/115422229/CITIUS33XXX_C                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | JP        |          1 | NC      | $1907.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS JP/7741 2Y 01/20/2026/114935889/MSLNGB2XXXX_C                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $70611.53     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS JP/7832 2Y 01/20/2026/115808777/MSLNGB2XXXX_C                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-3991.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS JP/8136 2Y 01/20/2026/115283404/GSILGB2XXXX_C                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-22989.24    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS JP/8591 2Y 01/20/2026/115591841/MSLNGB2XXXX_C                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $8183.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS JP/8729 2Y 01/20/2026/116420864/UBSWGB2LXXX_C                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $2424.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS JP/8766 2Y 01/20/2026/115422223/UBSWGB2LXXX_C                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $19752.82     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS JP/8766 2Y 01/20/2026/116738781/UBSWGB2LXXX_C                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $10494.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS JP/8766 2Y 01/20/2026/116748343/UBSWGB2LXXX_C                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $7748.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS JP/8795 2Y 01/20/2026/115132758/CITIUS33XXX_C                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-27112.66    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS JP/9766 2Y 01/20/2026/115808785/MSLNGB2XXXX_C                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-46163.33    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS JP/9843 2Y 01/20/2026/116220436/UBSWGB2LXXX_C                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-724.15      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS JP/9843 2Y 01/20/2026/116250343/UBSWGB2LXXX_C                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-2806.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS JP/9984 2Y 01/20/2026/115302431/MSLNGB2XXXX_C_C                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-39.04       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS JP/9984 2Y 01/20/2026/115302431/MSLNGB2XXXX_C_C                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-60179.28    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS LLY 2Y 01/20/2026/116589703/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-16088.77    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | TRS LNT 2Y 01/20/2026/116902550/CHASGB2LXXX_C                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-385.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | TRS LNT 2Y 01/20/2026/116902552/CHASGB2LXXX_C                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-464.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS LRCX 2Y 01/20/2026/115470063/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-10113.26    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS LRCX 2Y 01/20/2026/115974753/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-16995.72    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS LYV 2Y 01/20/2026/115974765/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $9245.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS M2USQU 2Y 01/20/2026/114918799/GSILGB2XXXX_C_C                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $12944.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS M2WD 2Y 01/20/2026/115011497/GSILGB2XXXX_C_C                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-8444.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS M2WD 2Y 01/20/2026/116021966/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4818.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS MCD 2Y 01/20/2026/116095429/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-6139.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS MCHP 2Y 01/20/2026/116330721/BOFAUS6SGDS_C                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $14005.73     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS MMC 2Y 01/20/2026/116893181/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-8483.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS MRVL 2Y 01/20/2026/116298429/BOFAUS6SGDS_C                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $15533.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS MS 2Y 01/19/2028/116610784/CITIUS33XXX_C                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-12743.75    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS MSFT 2Y 01/20/2026/116928981/MSLNGB2XXXX_C                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-11322.33    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS MSI 2Y 01/20/2026/115343343/BOFAUS6SGDS_C                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-40105.99    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS NDAQ 2Y 01/20/2026/115804413CA/CITIUS33XXX_C                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $18702.95     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS NO/KOG 2Y 01/20/2026/114004480/CITIUS33XXX_C                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | NO        |          1 | NC      | $43929.78     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS NO/NHY 2Y 01/20/2026/116389807/MSLNGB2XXXX_C_C                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | NO        |          1 | NC      | $1485.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS NSC 2Y 01/20/2026/115132754/BOFAUS6SGDS_C                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $8425.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS PFE 2Y 01/20/2026/115808779/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-2750.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS ROK 2Y 01/19/2028/116788922/BOFAUS6SGDS_C                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-47661.81    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS ROP 2Y 01/20/2026/116952242/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $1193.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS RUTTR 2Y 01/20/2026/114955887/MSLNGB2XXXX_C_C                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $9903.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS SAIA 2Y 01/20/2026/115972464CA/BOFAUS6SGDS_C                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3317.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS SCCO 2Y 01/20/2026/116247392/CITIUS33XXX_C                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $23531.55     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS SE/BOL 2Y 01/20/2026/116891178/MSLNGB2XXXX_C                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | SE        |          1 | NC      | $-3300.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS SE/NOBA 2Y 01/20/2026/116769156/MSLNGB2XXXX_C                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | SE        |          1 | NC      | $4312.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS SE/SAABB 2Y 01/20/2026/116891176/MSLNGB2XXXX_C                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | SE        |          1 | NC      | $3453.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS SE/SCAB 2Y 01/20/2026/115212620CA/CITIUS33XXX_C_C                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | SE        |          1 | NC      | $-20764.60    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS SOLS 2Y 1/19/2028/116933870CA/BOFAUS6SGDS_C                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $802.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS SRE 2Y 01/20/2026/116389751/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1325.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS T 2Y 01/19/2028/116619778/CITIUS33XXX_C                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $61487.31     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS TER 2Y 01/20/2026/115973817CA/MSLNGB2XXXX_C                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $80526.17     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS TGT 2Y 01/19/2028/116891109/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $4338.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS TSLA 2Y 01/20/2026/116891182/MSLNGB2XXXX_C                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $878.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS TSN 2Y 01/20/2026/116979723/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $223.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS TW 2Y 01/19/2028/116909081/BOFAUS6SGDS_C                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4331.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS UBER 2Y 01/19/2028/116738805/GSILGB2XXXX_C                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4965.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS UHS 2Y 01/19/2028/116738807/GSILGB2XXXX_C                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-14691.02    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS UL 2Y 01/20/2026/116330713/BOFAUS6SGDS_C                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-3207.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS URI 2Y 01/20/2026/115804574CA/CITIUS33XXX_C                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $32405.08     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS WFC 2Y 01/20/2026/115328171/CITIUS33XXX_C                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-72226.19    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | TRS WGMI 2Y 01/20/2026/115801227/CHASGB2LXXX_C                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-48698.42    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS WRB 2Y 01/20/2026/116807917/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $35671.79     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS WRB 2Y 01/20/2026/116891168/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $30104.64     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS XYZ 2Y 01/20/2026/113890838/MSLNGB2XXXX_C                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-845.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/021ESC01/SOFRCOMPOUND/19000102/107337159CA_C/MSLNGB2XXXX                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $12631.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/715ESC01/SOFRCOMPOUND/19000102/107337207CA_C/MSLNGB2XXXX                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-46.69       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/ABNB/SOFRCOMPOUND/19000102/111920860_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3761.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/AEE/SOFRCOMPOUND/19000102/107337209CA_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-10642.19    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS/AEP/SOFRCOMPOUND/19000102/107336975CA_C/GSILGB2XXXX                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5174.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/ALL/SOFRCOMPOUND/19000102/107337166CA_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-13307.70    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/AT/EBS/ESTRCOMPOUND/19000102/114189111CA_C/MSLNGB2XXXX                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | AT        |          1 | NC      | $24232.89     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS/AU/CPU/ADBB1M/19000102/114349212_C/UBSWGB2LXXX                           | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |          1 | NC      | $-1111.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/AU/DOW/ADBB1M/19000102/111219603_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | AU        |          1 | NC      | $9018.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS/AU/MPL/ADBB1M/19000102/114525519_C/UBSWGB2LXXX                           | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |          1 | NC      | $3043.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS/AXON/SOFRCOMPOUND/19000102/114313655_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-31094.78    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/AXP/SOFRCOMPOUND/19000102/112976935_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $31733.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/BAC/SOFRCOMPOUND/19000102/107783590_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $15246.77     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS/BIIB/SOFRCOMPOUND/19000102/112526240_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-19786.63    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/BK/SOFRCOMPOUND/19000102/107337375CA_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4591.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS/BKNG/SOFRCOMPOUND/19000102/111862929_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-811.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS/BKNG/SOFRCOMPOUND/19000102/111904344_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-428.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS/BKR/SOFRCOMPOUND/19000102/111484718_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $21083.18     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/CA/CS/CORRACOMPOUND/19000102/113836365_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-5315.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/CA/SLF/CORRACOMPOUND/19000102/112089805_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $1677.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/CA/SLF/CORRACOMPOUND/19000102/112976921_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $11918.62     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/CAT/SOFRCOMPOUND/19000102/114737993_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $58907.98     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | TRS/CH/CFR/19000102/104368493CA_C/CHASGB2LXXX                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | CH        |          1 | NC      | $-3663.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS/CH/SIKA/SF0001M/19000102/112526244_C/CITIUS33XXX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CH        |          1 | NC      | $21079.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/CH/SOON/SF0001M/19000102/108553306_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CH        |          1 | NC      | $148.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/CH/SOON/SF0001M/19000102/109492270_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CH        |          1 | NC      | $151.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS/CH/SOON/SF0001M/19000102/110955490CA_C/UBSWGB2LXXX                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | CH        |          1 | NC      | $-4195.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS/CME/SOFRCOMPOUND/19000102/110479415_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3633.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS/CMS/SOFRCOMPOUND/19000102/109147664_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-10815.45    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/CNP/SOFRCOMPOUND/19000102/110167941_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $13773.75     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/COST/SOFRCOMPOUND/19000102/107337497CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $23246.33     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/CSX/SOFRCOMPOUND/19000102/107337464CA_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3315.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | TRS/CUBE/SOFRCOMPOUND/19000102/107348676CA_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-19571.11    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/CVS/SOFRCOMPOUND/19000102/111044249_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-10789.59    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/CYBR/SOFRCOMPOUND/19000102/114189119CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IL        |          1 | NC      | $13157.91     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/DE/ADS/ESTRCOMPOUND/19000102/114435475_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-51006.75    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | TRS/DE/BAS/ESTRCOMPOUND/19000102/109163647_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $1107.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | TRS/DE/FRE/ESTRCOMPOUND/19000102/112826328_C/CHASGB2LXXX                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $41973.48     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/DE/MBG/ESTRCOMPOUND/19000102/114435471_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-22889.11    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS/DE/MRK/ESTRCOMPOUND/19000102/113602063_C/CITIUS33XXX                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | DE        |          1 | NC      | $18446.59     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS/DE/P911/ESTRCOMPOUND/19000102/110479417_C/CITIUS33XXX                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-13590.15    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS/DECK/SOFRCOMPOUND/19000102/114690179_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $57746.94     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS/DOV/SOFRCOMPOUND/19000102/107339571CA_C/BOFAUS6SGDS                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $46318.90     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/DTE/SOFRCOMPOUND/19000102/112686522_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3009.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/DTE/SOFRCOMPOUND/19000102/113359880_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-13775.38    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS/DVN/SOFRCOMPOUND/19000102/107337512CA_C/GSILGB2XXXX                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1397.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/ED/SOFRCOMPOUND/19000102/114189117CA_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-13873.76    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS/EQT/SOFRCOMPOUND/19000102/107218735CA_C/CITIUS33XXX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-12592.30    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS/ES/SOFRCOMPOUND/19000102/107339594CA_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-6400.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/ETR/SOFRCOMPOUND/19000102/108850819_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-11374.33    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/EVRG/SOFRCOMPOUND/19000102/112812474_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $15452.83     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | TRS/EXC/SOFRCOMPOUND/19000102/110244323_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-15983.16    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/EXR/SOFRCOMPOUND/19000102/107338367CA_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $81614.97     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS/F/SOFRCOMPOUND/19000102/109163651_C/BOFAUS6SGDS                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-23741.64    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/FAST/SOFRCOMPOUND/19000102/113247733_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $7998.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/FAST/SOFRCOMPOUND/19000102/113522679_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $3863.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/FE/SOFRCOMPOUND/19000102/112686524_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $7368.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/FI/FORTUM/ESTRCOMPOUND/19000102/112976923_C/MSLNGB2XXXX                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | FI        |          1 | NC      | $-21079.43    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/FI/MANTA/ESTRCOMPOUND/19000102/114435479_C/MSLNGB2XXXX                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | FI        |          1 | NC      | $14800.55     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS/FI/NESTE/ESTRCOMPOUND/19000102/114187244_C/CITIUS33XXX                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | FI        |          1 | NC      | $26380.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | TRS/FI/SAMPO/ESTRCOMPOUND/19000102/108328615_C/CHASGB2LXXX                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | FI        |          1 | NC      | $-2313.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/FITB/SOFRCOMPOUND/19000102/107339016CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-11871.52    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/FNV/SOFRCOMPOUND/19000102/114722124_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-49098.34    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS/FR/CAP/ESTRCOMPOUND/19000102/112812472_C/UBSWGB2LXXX                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | FR        |          1 | NC      | $-28667.48    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/FR/ENX/ESTRCOMPOUND/19000102/114547337_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | NL        |          1 | NC      | $5698.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS/FR/MC/ESTRCOMPOUND/19000102/114648865_C/UBSWGB2LXXX                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | FR        |          1 | NC      | $19273.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS/FTV/SOFRCOMPOUND/19000102/114406411CA_C/GSILGB2XXXX                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $14378.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | TRS/GB/AV//SONIACOMPOUND/19000102/114187242_C/CHASGB2LXXX                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-6540.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS/GB/BARC/SONIACOMPOUND/19000102/103382435CA_C/GSILGB2XXXX                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $21102.86     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS/GB/IMB/SONIACOMPOUND/19000102/110353190_C/GSILGB2XXXX                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-110.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/GB/SHEL/SONIACOMPOUND/19000102/109024778_C/MSLNGB2XXXX                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |          1 | NC      | $19080.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS/GB/STAN/SONIACOMPOUND/19000102/106764704_C/GSILGB2XXXX                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $27741.46     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/GDDY/SOFRCOMPOUND/19000102/108211707_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $6017.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS/GILD/SOFRCOMPOUND/19000102/111850876_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $4877.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/GNRC/SOFRCOMPOUND/19000102/109445950_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $27788.35     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/HCA/SOFRCOMPOUND/19000102/114330235_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-13602.09    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | TRS/HD/SOFRCOMPOUND/19000102/107348822CA_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-9671.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/IP/SOFRCOMPOUND/19000102/107339211CA_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-41217.18    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS/IPG/SOFRCOMPOUND/19000102/114104235_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-98583.86    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/IT/FBK/ESTRCOMPOUND/19000102/113803347_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IT        |          1 | NC      | $-28401.99    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/IT/G/ESTRCOMPOUND/19000102/114547333_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IT        |          1 | NC      | $7327.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/IT/SOFRCOMPOUND/19000102/107339237CA_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-11464.19    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/IT/UCG/ESTRCOMPOUND/19000102/103871381CA_C/MSLNGB2XXXX                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IT        |          1 | NC      | $13509.19     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS/JP/2587/TONACOMPOUND/19000102/113568111_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $1578.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/2802/TONACOMPOUND/19000102/114189087CA_C/MSLNGB2XXXX                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $24748.62     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/2914/TONACOMPOUND/19000102/114600929_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $28470.60     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/4063/TONACOMPOUND/19000102/108051719_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-11252.47    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/4063/TONACOMPOUND/19000102/114525496_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-7628.79     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/4307/TONACOMPOUND/19000102/113284770_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-25883.19    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/4507/TONACOMPOUND/19000102/107268552_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-25676.78    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/4519/TONACOMPOUND/19000102/107340514_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $685.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/4543/TONACOMPOUND/19000102/114313653_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-5905.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/4543/TONACOMPOUND/19000102/114525512_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-1543.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/4578/TONACOMPOUND/19000102/110926680_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $15386.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS/JP/4901/TONACOMPOUND/19000102/113104978_C/CITIUS33XXX_C                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-7973.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS/JP/6479/TONACOMPOUND/19000102/114330237_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-14277.62    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                       | TRS/JP/6501/TONACOMPOUND/19000102/114547335_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $123139.19    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/6503/TONACOMPOUND/19000102/113104975_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $29481.99     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/6594/TONACOMPOUND/19000102/114187281_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $57515.85     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/6701/TONACOMPOUND/19000102/114189121CA_C/MSLNGB2XXXX                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $41039.66     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/6702/TONACOMPOUND/19000102/114435465_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-20447.48    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/6723/TONACOMPOUND/19000102/107357143_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $20584.83     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                       | TRS/JP/6861/TONACOMPOUND/19000102/111029171_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-5801.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS/JP/6861/TONACOMPOUND/19000102/111370410_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $11555.44     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS/JP/6914/TONACOMPOUND/19000102/110948253_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $11711.18     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS/JP/6954/TONACOMPOUND/19000102/110948245_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-11378.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                 | TRS/JP/6981/TONACOMPOUND/19000102/110353186_C/CITIUS33XXX_C                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-56193.07    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS/JP/7203/TONACOMPOUND/19000102/112877103_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $25224.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/8058/TONACOMPOUND/19000102/103871532CA_C/MSLNGB2XXXX                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-16110.12    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                 | TRS/JP/8309/TONACOMPOUND/19000102/106461465_C/CITIUS33XXX                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | JP        |          1 | NC      | $8387.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/8316/TONACOMPOUND/19000102/112885829_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-18127.33    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/8630/TONACOMPOUND/19000102/110820503_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $4227.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS/JP/8750/TONACOMPOUND/19000102/112389761_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $7804.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS/JP/8750/TONACOMPOUND/19000102/112976925_C/UBSWGB2LXXX_C                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $4709.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/8802/TONACOMPOUND/19000102/107964793_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-1216.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/8830/TONACOMPOUND/19000102/110644109_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $2103.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/9022/TONACOMPOUND/19000102/110419491_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $33498.79     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/9142/TONACOMPOUND/19000102/110419493_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $7463.83      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/9432/TONACOMPOUND/19000102/111693342CA_C/MSLNGB2XXXX                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-11765.43    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/9433/TONACOMPOUND/19000102/114189081CA_C/MSLNGB2XXXX                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $4485.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/JP/9434/TONACOMPOUND/19000102/114547324_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $25336.61     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/KEY/SOFRCOMPOUND/19000102/108459769_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-6090.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/LIN/SOFRCOMPOUND/19000102/107339661CA_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IE        |          1 | NC      | $-54078.57    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS/M2USQU/SOFRCOMPOUND/19000102/114527043_C/GSILGB2XXXX_C                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $1649.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS/M2WD/SOFRCOMPOUND/19000102/114189125CA_C/GSILGB2XXXX_C                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-345712.37   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS/M2WD/SOFRCOMPOUND/19000102/114636351_C/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-8312.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/MMM/SOFRCOMPOUND/19000102/113372477_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-24693.41    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRS/MTD/SOFRCOMPOUND/19000102/107221231CA_C/CITIUS33XXX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $15245.46     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/NFLX/SOFRCOMPOUND/19000102/107339837CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-23505.39    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/NI/SOFRCOMPOUND/19000102/108850817_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $9278.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/NL/PHIA/ESTRCOMPOUND/19000102/112686530_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | NL        |          1 | NC      | $1222.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS/NL/UMG/ESTRCOMPOUND/19000102/113522689_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-781.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS/NL/UMG/ESTRCOMPOUND/19000102/113785564_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-2974.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/NO/EQNR/NIBOR1M/19000102/109024782_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | NO        |          1 | NC      | $-5243.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/NO/NHY/NIBOR1M/19000102/106519523_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | NO        |          1 | NC      | $1048.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/NVDA/SOFRCOMPOUND/19000102/113836363_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $39327.69     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS/OKE/SOFRCOMPOUND/19000102/107338672CA_C/GSILGB2XXXX                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $13012.35     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS/OMC/SOFRCOMPOUND/19000102/114104238_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $104566.09    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS/PG/SOFRCOMPOUND/19000102/107339718CA_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $12296.35     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/PH/SOFRCOMPOUND/19000102/114189104CA_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $37604.19     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/PM/SOFRCOMPOUND/19000102/107342455CA_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-15110.31    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/PNR/SOFRCOMPOUND/19000102/108981822_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IE        |          1 | NC      | $18421.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS/PSX/SOFRCOMPOUND/19000102/111722943_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $13231.80     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/PT/BCP/ESTRCOMPOUND/19000102/113890849_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | PT        |          1 | NC      | $2459.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/PT/GALP/ESTRCOMPOUND/19000102/103871423CA_C/MSLNGB2XXXX                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | PT        |          1 | NC      | $21786.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | TRS/PTC/SOFRCOMPOUND/19000102/111567002_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-15234.69    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/REGN/SOFRCOMPOUND/19000102/110353182_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $25296.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/RUTTR/SOFRCOMPOUND/19000102/114375411_C/MSLNGB2XXXX_C                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $5199.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | TRS/SBUX/SOFRCOMPOUND/19000102/113676278_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $13172.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | TRS/SE/HEXAB/STIB1M/19000102/112812486_C/UBSWGB2LXXX                         | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | SE        |          1 | NC      | $-1801.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/SE/KINVB/STIB1M/19000102/105971780_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | SE        |          1 | NC      | $8370.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/SE/KINVB/STIB1M/19000102/105982471_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | SE        |          1 | NC      | $20399.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/SJM/SOFRCOMPOUND/19000102/107345213CA_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $442.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS/SLB/SOFRCOMPOUND/19000102/110098450_C/BOFAUS6SGDS                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | CW        |          1 | NC      | $20515.49     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | TRS/SQ/SOFRCOMPOUND/19000102/109548677_C/CHASGB2LXXX                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-155.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS/STZ/SOFRCOMPOUND/19000102/112061632_C/BOFAUS6SGDS                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $5728.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS/STZ/SOFRCOMPOUND/19000102/113522669_C/BOFAUS6SGDS                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $4718.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/SWKS/SOFRCOMPOUND/19000102/107348841CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-14442.20    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | TRS/SYF/SOFRCOMPOUND/19000102/113676282_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-18703.25    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS/TGT/SOFRCOMPOUND/19000102/111484716_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3220.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/TMO/SOFRCOMPOUND/19000102/114435461_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $24923.08     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS/TRGP/SOFRCOMPOUND/19000102/112442843_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $4927.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS/TRV/SOFRCOMPOUND/19000102/111282466_C/BOFAUS6SGDS                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $2580.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | TRS/TRV/SOFRCOMPOUND/19000102/111411627_C/BOFAUS6SGDS                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $1282.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/TSCO/SOFRCOMPOUND/19000102/107345367CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $9670.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/TYL/SOFRCOMPOUND/19000102/108328640_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $12060.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/UPS/SOFRCOMPOUND/19000102/111411633_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-20607.22    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/USB/SOFRCOMPOUND/19000102/114187250_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $762.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS/V/SOFRCOMPOUND/19000102/107339047CA_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4473.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/VLTO/SOFRCOMPOUND/19000102/107348054CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $16325.21     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/VRSN/SOFRCOMPOUND/19000102/112885849_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $19853.97     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/VRSN/SOFRCOMPOUND/19000102/114004484_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $22213.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/VRTX/SOFRCOMPOUND/19000102/110926688_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $7017.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/VZ/SOFRCOMPOUND/19000102/109596451_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-9322.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/WFG/SOFRCOMPOUND/19000102/113359888_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-34538.74    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS/WSM/SOFRCOMPOUND/19000102/112458801_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-7175.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | TRS/XOM/SOFRCOMPOUND/19000102/108051717_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $5865.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/XYL/SOFRCOMPOUND/19000102/111631933_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $10479.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | TRS/ZBRA/SOFRCOMPOUND/19000102/113551302_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-21414.76    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | TRY/USD FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | TR        |          1 | NC      | $10901.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | TRY/USD FWD 20251113 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | TR        |          1 | NC      | $5952.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TURKCELL ILETISIM HIZMET 144A                | TURKCELL ILETISIM HIZMETLERI AS                                              | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     230000 | PA      | $239662.72    | 0.11%             | 2030-01-24      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| TURKIYE                                      | TURKIYE GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     300000 | PA      | $312712.75    | 0.14%             | 2032-02-12      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| TURKEY                                       | TURKIYE GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     315000 | PA      | $315430.16    | 0.14%             | 2031-01-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | TWD/USD FWD 20251104 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | TW        |          1 | NC      | $1345.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | TWD/USD FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | TW        |          1 | NC      | $-560.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | TWD/USD FWD 20251113 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | TW        |          1 | NC      | $-367.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TX 2024-HOU D 144A                           | TX TRUST 2024-HOU                                                            | CUSIP: 90216DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100051.11    | 0.04%             | 2039-06-15      | Floating      | 7.27%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                | UAH/USD FWD 20251107 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | UA        |          1 | NC      | $1166.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS GROUP AG-REG                             | UBS GROUP AG                                                                 | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |       2895 | NS      | $110778.14    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                           | UKRAINE GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YV4638727<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      99450 | PA      | $55451.54     | 0.02%             | 2035-02-01      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| UKRAINE                                      | UKRAINE GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YV4636416<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      92686 | PA      | $52247.41     | 0.02%             | 2034-02-01      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                           | UKRAINE GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YV4644089<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     135000 | PA      | $69313.28     | 0.03%             | 2035-02-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| UKRAINE                                      | UKRAINE GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YV4639147<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      52948 | PA      | $29199.61     | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                                | UNICREDIT SPA                                                                | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |       1814 | NS      | $134320.70    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| UNILEVER PLC                                 | UNILEVER PLC                                                                 | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      10588 | NS      | $635326.33    | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| U S TREASURY BILL                            | UNITED STATES TREASURY BILL                                                  | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2100000 | PA      | $2097984.00   | 0.93%             | 2025-11-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| U S TREASURY BILL                            | UNITED STATES TREASURY BILL                                                  | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $994243.61    | 0.44%             | 2025-12-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TREASURY BILL                                | UNITED STATES TREASURY BILL                                                  | CUSIP: 912797QP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4265000 | PA      | $4263645.86   | 1.89%             | 2025-11-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TREASURY BILL                                | UNITED STATES TREASURY BILL                                                  | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $983098.89    | 0.44%             | 2026-04-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| U S TREASURY BILL                            | UNITED STATES TREASURY BILL                                                  | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $991655.56    | 0.44%             | 2026-01-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TREASURY BILL                                | UNITED STATES TREASURY BILL                                                  | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $988765.00    | 0.44%             | 2026-02-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| U S TREASURY BILL                            | UNITED STATES TREASURY BILL                                                  | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $985927.78    | 0.44%             | 2026-03-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| URANIUM ENERGY CORP                          | URANIUM ENERGY CORP                                                          | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |       7213 | NS      | $109132.69    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| TYZ5 US 10YR NOTE (CBT)DEC25                 | US 10YR NOTE (CBT)DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         13 | NC      | $-8583.52     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TYZ5 US 10YR NOTE (CBT)DEC25                 | US 10YR NOTE (CBT)DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         13 | NC      | $-8583.52     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TYZ5 US 10YR NOTE (CBT)DEC25                 | US 10YR NOTE (CBT)DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         40 | NC      | $-26410.84    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| UXYZ5 US 10YR ULTRA FUT DEC25                | US 10YR ULTRA FUT DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         38 | NC      | $-13581.10    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| UXYZ5 US 10YR ULTRA FUT DEC25                | US 10YR ULTRA FUT DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          8 | NC      | $-2859.18     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | USD IRS OPT 2M/3M 3.3125 1/16/26 REC GSIL                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          1 | NC      | $1326.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/AUD FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1920.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                          | USD/AUD FWD 20251114 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-774.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | USD/AUD FWD 20251121 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-596.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                | USD/BRL FWD 20251104 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1402.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | USD/BRL FWD 20251104 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-22849.04    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                 | USD/BRL FWD 20251104 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1765.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                  | USD/BRL FWD 20251202 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1004.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                | USD/BRL FWD 20251202 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-61804.76    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | USD/BRL FWD 20251202 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-242.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | USD/BRL FWD 20251202 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-16052.87    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                 | USD/BRL FWD 20251202 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2636.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/CAD FWD 20251103 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $883.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | USD/CAD FWD 20251114 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1566.05      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/CAD FWD 20251201 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-530.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/CHF FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $18222.38     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                  | USD/CHF FWD 20251114 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $14226.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | USD/CHF FWD 20251114 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1717.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/CLP FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9565.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                  | USD/CLP FWD 20251104 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4181.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | USD/CLP FWD 20251107 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-11009.42    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                | USD/CLP FWD 20251107 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8835.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                          | USD/CLP FWD 20251107 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-15001.10    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | USD/CLP FWD 20251107 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-371.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/CLP FWD 20251107 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4290.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                  | USD/CLP FWD 20251202 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4073.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE           | USD/CNH FWD 20251104 CIBCCATT                                                | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4079.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                | USD/CNH FWD 20251104 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-620.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                | USD/CNH FWD 20251205 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-118.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                  | USD/CNH FWD 20251205 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3.64        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/CNH FWD 20251212 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1881.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | USD/COP FWD 20251205 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $746.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/CZK FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $10009.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                  | USD/CZK FWD 20251114 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2594.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | USD/EGP FWD 20251103 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4622.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | USD/EGP FWD 20251103 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-37670.32    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | USD/EGP FWD 20251104 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-804.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | USD/EUR FWD 20251104 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $14253.65     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/EUR FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5671.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                | USD/EUR FWD 20251104 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $62160.68     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | USD/EUR FWD 20251121 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7590.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | USD/EUR FWD 20251121 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $10146.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| THE BANK OF NEW YORK MELLON                  | USD/EUR FWD 20251121 IRVTGB2X                                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2578.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | USD/EUR FWD 20251121 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2923.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/EUR FWD 20251121 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $744.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                | USD/EUR FWD 20251121 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $40472.31     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                 | USD/EUR FWD 20251121 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1123.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/EUR FWD 20251202 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $923.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/GBP FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8072.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)         | USD/GBP FWD 20251121 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $13668.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                  | USD/GBP FWD 20251121 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7047.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | USD/GBP FWD 20251121 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8752.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | USD/GBP FWD 20251121 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7639.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                          | USD/GBP FWD 20251121 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7992.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | USD/GBP FWD 20251121 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $50069.85     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/GBP FWD 20251121 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $12591.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                | USD/GBP FWD 20251121 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-13479.01    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/HKD FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-29.43       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                  | USD/HUF FWD 20251104 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $17243.44     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | USD/HUF FWD 20251104 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4861.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/HUF FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-22890.61    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)         | USD/IDR FWD 20251104 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-128.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/IDR FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-468.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/IDR FWD 20251107 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-447.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | USD/ILS FWD 20251104 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-15415.50    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | USD/INR FWD 20251104 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $9405.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/INR FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2954.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)         | USD/INR FWD 20251107 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-783.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | USD/INR FWD 20251107 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-18.37       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | USD/INR FWD 20251107 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3095.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | USD/INR FWD 20251202 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9315.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | USD/INR FWD 20251215 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3109.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | USD/JPY FWD 20251105 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $25922.39     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | USD/JPY FWD 20251105 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-106804.41   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                          | USD/JPY FWD 20251105 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $133918.39    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/JPY FWD 20251105 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6930.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | USD/JPY FWD 20251114 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4552.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | USD/KRW FWD 20251104 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $14826.06     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/KRW FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $321.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                 | USD/KRW FWD 20251104 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |          1 | NC      | $34734.32     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/MXN FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2651.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                 | USD/MXN FWD 20251104 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17078.45    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | USD/MYR FWD 20251104 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1985.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | USD/MYR FWD 20251205 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-384.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/NOK FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1486.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                             | USD/NOK FWD 20251104 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9910.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/NZD FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $85.82        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | USD/NZD FWD 20251104 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6642.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE           | USD/NZD FWD 20251114 CIBCCATT                                                | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5161.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | USD/NZD FWD 20251114 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2350.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/PHP FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3147.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                | USD/PHP FWD 20251104 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3618.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                | USD/PHP FWD 20251202 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $346.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | USD/PHP FWD 20251205 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $16002.73     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | USD/PHP FWD 20251205 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4936.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/PLN FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2945.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/PLN FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-940.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                          | USD/PLN FWD 20251114 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1027.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | USD/RSD FWD 20251114 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-43.17       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                             | USD/RSD FWD 20251114 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1663.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/SEK FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $962.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | USD/SGD FWD 20251104 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $34714.27     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | USD/SGD FWD 20251104 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-12484.89    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                | USD/SGD FWD 20251104 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5032.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | USD/SGD FWD 20251202 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $12501.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | USD/THB FWD 20251104 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $26555.75     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | USD/THB FWD 20251204 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4537.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | USD/TWD FWD 20251104 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-727.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | USD/TWD FWD 20251104 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $16598.60     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/TWD FWD 20251104 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $526.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | USD/TWD FWD 20251202 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $133.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | USD/UAH FWD 20251107 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $386.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | USD/UAH FWD 20251205 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $71.26        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | USD/UAH FWD 20251205 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-74.59       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)         | USD/ZAR FWD 20251104 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4961.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC 144A                  | VENTURE GLOBAL LNG INC                                                       | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     230000 | PA      | $215050.00    | 0.10%             | N/A             | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| VEON MIDCO SR UNSECURED NOTES 144A           | VEON MIDCO BV                                                                | CUSIP: YN9821169<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     280000 | PA      | $291687.88    | 0.13%             | 2029-07-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| VERTIV HOLDINGS CO-A                         | VERTIV HOLDINGS CO                                                           | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       1392 | NS      | $268461.12    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| VERUS 2021-2 M1 144A                         | VERUS SECURITIZATION TRUST 2021-2                                            | CUSIP: 92538FAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     175000 | PA      | $142396.63    | 0.06%             | 2066-02-25      | Variable      | 2.19%                 | No            | 2                  | On Loan: No      |
| VIVO ENERGY INVESTMENTS                      | VIVO ENERGY INVESTMENTS BV                                                   | CUSIP: ZO5275573<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |     240000 | PA      | $239632.17    | 0.11%             | 2027-09-24      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| WEF 2025-1A D 144A                           | WINGSPIRE EQUIPMENT FINANCE 2025-1 LLC                                       | CUSIP: 97415CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100171.75    | 0.04%             | 2033-09-20      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| WOLFSPEED INC 144A                           | WOLFSPEED INC                                                                | CUSIP: 977852AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     132444 | PA      | $144363.74    | 0.06%             | 2030-06-23      | Fixed         | 13.88%                | No            | 2                  | On Loan: No      |
| WULF COMPUTE LLC 144A                        | WULF COMPUTE LLC                                                             | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     410000 | PA      | $424350.00    | 0.19%             | 2030-10-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| IXDZ5 XAB MATERIALS     DEC25                | XAB MATERIALS     DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -9 | NC      | $58933.17     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| IXPZ5 XAE ENERGY        DEC25                | XAE ENERGY        DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -16 | NC      | $13848.11     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| IXPZ5 XAE ENERGY        DEC25                | XAE ENERGY        DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -8 | NC      | $6924.05      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IXRZ5 XAP CONS STAPLES  DEC25                | XAP CONS STAPLES  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         20 | NC      | $-79464.62    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| IXCZ5 XAV  HEALTH CARE  DEC25                | XAV  HEALTH CARE  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          8 | NC      | $48103.04     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| IXYZ5 XAY CONS DISCRET  DEC25                | XAY CONS DISCRET  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -1 | NC      | $-242.12      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| XCEL ENERGY INC                              | XCEL ENERGY INC                                                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       3362 | NS      | $272893.54    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY SELECT SECTOR SPDR FUND               | XLE US 12/19/25 C95                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         29 | NC      | $2291.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TECHNOLOGY SELECT SECTOR SPDR FUND           | XLK US 12/19/25 P196                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         18 | NC      | $1035.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TECHNOLOGY SELECT SECTOR SPDR FUND           | XLK US 12/19/25 P198                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          9 | NC      | $337.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                         | YPF SA                                                                       | CUSIP: ZF2875770<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     195000 | PA      | $205876.32    | 0.09%             | 2031-01-17      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)         | ZAR/USD FWD 20251104 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-5666.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ZHONGSHENG GROUP                             | ZHONGSHENG GROUP HOLDINGS LTD                                                | CUSIP: YW5935302<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |     285000 | PA      | $288758.53    | 0.13%             | 2028-01-30      | Fixed         | 5.98%                 | No            | 2                  | On Loan: —       |
| JP MORGAN CHASE BANK                         | ZMW/USD FWD 20251107 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | ZM        |          1 | NC      | $-2699.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | ZMW/USD FWD 20251107 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | ZM        |          1 | NC      | $3941.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ZSCALER INC                                  | ZSCALER INC                                                                  | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |        467 | NS      | $154642.38    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2025-12-04

**Name of Applicant:** T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President